# EDGAR Filing Document

**Accession Number:** 0000915092
**File Stem:** 0001410368-25-032237
**Filing Date:** 2025-11
**Character Count:** 4815321
**Document Hash:** 61d49076e413469dc01f7e7964d8e01d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-032237.hdr.sgml**: 20251126

**ACCESSION NUMBER**: 0001410368-25-032237

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251126

**DATE AS OF CHANGE**: 20251126

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** MASTER INVESTMENT PORTFOLIO
- **CENTRAL INDEX KEY:** 0000915092

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08162
- **FILM NUMBER:** 251525978

**BUSINESS ADDRESS:**
- **STREET 1:** 400 HOWARD STREET
- **CITY:** SAN FRANCISCO
- **STATE:** CA
- **ZIP:** 94105
- **BUSINESS PHONE:** 617 937 5524

**MAIL ADDRESS:**
- **STREET 1:** 200 CLARENDON STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02116

## Series and Classes Contracts Data

### U.S. Total Bond Index Master Portfolio (Series ID: S000004287)

| Class ID   | Class Name                             | Ticker Symbol   |
|:---|:---|:---|
| C000012009 | U.S. Total Bond Index Master Portfolio |  |

## Nport-Ex

September 30, 2025

2025 Quarterly Report <br>&nbsp;&nbsp;&nbsp;&nbsp;(Unaudited)<br>

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

**U.S. Total Bond Index Master Portfolio**<br>

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

**Not FDIC Insured • May Lose Value • No Bank Guarantee**<br>

------

Schedule of Investments (unaudited)

September 30, 2025

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

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

---

| | | |
|:---|:---|:---|
| *Security* | *Par* <br>*(000)*<br>| *Value* |
| **Asset-Backed Securities** | **Asset-Backed Securities** | **Asset-Backed Securities** |
| American Express Credit Account Master Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2024-2, Class A, 5.24%, 04/15/31 | 1000 | &nbsp;&nbsp; $1043487 |
| &nbsp;&nbsp;&nbsp; Series 2024-3, Class A, 4.65%, 07/15/29 | 500 | &nbsp;&nbsp; 506998 |
| &nbsp;&nbsp;&nbsp; Series 2025-3, Class A, 4.51%, 04/15/32 | 100 | &nbsp;&nbsp; 101961 |
| &nbsp;&nbsp;&nbsp; Series 2025-4, Class A, 4.30%, 07/15/30 | 250 | &nbsp;&nbsp; 252683 |
| &nbsp;&nbsp;&nbsp; BA Credit Card Trust, Series 2023-A2, Class A2, <br> 4.98%, 11/15/28<br>| 500 | &nbsp;&nbsp; 506135 |
| &nbsp;&nbsp;&nbsp; Capital One Multi-Asset Execution Trust, Series 2025-<br> A1, Class A, 3.82%, 09/16/30<br>| 500 | &nbsp;&nbsp; 499739 |
| &nbsp;&nbsp;&nbsp; Capital One Prime Auto Receivables Trust, <br> Series 2024-1, Class A3, 4.62%, 07/16/29<br>| 500 | &nbsp;&nbsp; 503988 |
| CarMax Auto Owner Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2023-4, Class A3, 6.00%, 07/17/28 | 1808 | &nbsp;&nbsp; 1832477 |
| &nbsp;&nbsp;&nbsp; Series 2025-3, Class A4, 4.47%, 01/15/31 | 400 | &nbsp;&nbsp; 405470 |
| Chase Issuance Trust4.16%, 07/15/30 | 500 | &nbsp;&nbsp; 503218 |
| &nbsp;&nbsp;&nbsp; Citibank Credit Card Issuance Trust, Series 2007-A3, <br> Class A3, 6.15%, 06/15/39<br>| 100 | &nbsp;&nbsp; 110378 |
| &nbsp;&nbsp;&nbsp; Exeter Automobile Receivables Trust, Series 2024-<br> 1A, Class B, 5.29%, 08/15/28<br>| 634 | &nbsp;&nbsp; 635922 |
| &nbsp;&nbsp;&nbsp; First National Master Note Trust, Series 2025-1, <br> Class A, 4.85%, 02/15/30<br>| 500 | &nbsp;&nbsp; 509573 |
| &nbsp;&nbsp;&nbsp; GM Financial Consumer Automobile Receivables <br> Trust, Series 2024-3, Class A4, 5.09%, 11/16/29<br>| 510 | &nbsp;&nbsp; 520533 |
| &nbsp;&nbsp;&nbsp; Honda Auto Receivables Owner Trust, Series 2024-3, <br> Class A3, 4.57%, 03/21/29<br>| 500 | &nbsp;&nbsp; 503969 |
| &nbsp;&nbsp;&nbsp; Hyundai Auto Receivables Trust, Series 2025-C, <br> Class A3, 3.88%, 04/15/30<br>| 250 | &nbsp;&nbsp; 249716 |
| &nbsp;&nbsp;&nbsp; Mercedes-Benz Auto Receivables Trust, <br> Series 2025-1, Class A3, 4.78%, 12/17/29<br>| 500 | &nbsp;&nbsp; 506658 |
| Santander Drive Auto Receivables Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2023-2, Class C, 5.47%, 12/16/30 | 800 | &nbsp;&nbsp; 811624 |
| &nbsp;&nbsp;&nbsp; Series 2024-1, Class B, 5.23%, 12/15/28 | 210 | &nbsp;&nbsp; 211183 |
| &nbsp;&nbsp;&nbsp; Synchrony Card Funding LLC, Series 2025-A2, <br> Class A, 4.49%, 05/15/31<br>| 300 | &nbsp;&nbsp; 303596 |
| Toyota Auto Receivables Owner Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2023-A, Class A4, 4.42%, 08/15/28 | 250 | &nbsp;&nbsp; 251425 |
| &nbsp;&nbsp;&nbsp; Series 2025-C, Class A3, 4.11%, 03/15/30 | 660 | &nbsp;&nbsp; 663295 |
| &nbsp;&nbsp;&nbsp; Series 2025-C, Class A4, 4.19%, 01/15/31 | 750 | &nbsp;&nbsp; 753756 |
| WF Card Issuance Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2024-A1, Class A, 4.94%, 02/15/29 | 1000 | &nbsp;&nbsp; 1014491 |
| &nbsp;&nbsp;&nbsp; Series 2024-A2, Class A, 4.29%, 10/15/29 | 600 | &nbsp;&nbsp; 604957 |
| &nbsp;&nbsp;&nbsp; World Omni Auto Receivables Trust, Series 2025-B, <br> Class A3, 4.34%, 09/16/30<br>| 500 | &nbsp;&nbsp; 504356 |
| **Total Asset-Backed Securities — 0.4%** <br>**(Cost: $14,226,066)** | **Total Asset-Backed Securities — 0.4%** <br>**(Cost: $14,226,066)** | &nbsp;&nbsp; 14311588 |
| **Corporate Bonds** | **Corporate Bonds** | **Corporate Bonds** |
| **Advertising Agencies — 0.0%** | **Advertising Agencies — 0.0%** | **Advertising Agencies — 0.0%** |
| Interpublic Group of Cos., Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/30/30 | 171 | &nbsp;&nbsp; 171775 |
| &nbsp;&nbsp;&nbsp; 5.38%, 06/15/33 | 28 | &nbsp;&nbsp; 28576 |
| &nbsp;&nbsp;&nbsp; 3.38%, 03/01/41 | 71 | &nbsp;&nbsp; 53211 |
| Omnicom Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.45%, 04/30/30 | 121 | &nbsp;&nbsp; 111113 |
| &nbsp;&nbsp;&nbsp; 2.60%, 08/01/31 | 68 | &nbsp;&nbsp; 61301 |
| &nbsp;&nbsp;&nbsp; 5.30%, 11/01/34 | 50 | &nbsp;&nbsp; 51301 |
|  |  | &nbsp;&nbsp; 477277 |
| **Aerospace & Defense — 0.5%** | **Aerospace & Defense — 0.5%** | **Aerospace & Defense — 0.5%** |
| Boeing Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.70%, 02/01/27 | 80 | &nbsp;&nbsp; 78370 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Aerospace & Defense (continued)** | **Aerospace & Defense (continued)** | **Aerospace & Defense (continued)** |
| Boeing Co. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 2.80%, 03/01/27 | $171 | &nbsp;&nbsp; $167546 |
| &nbsp;&nbsp;&nbsp; 5.04%, 05/01/27 | 341 | &nbsp;&nbsp; 344653 |
| &nbsp;&nbsp;&nbsp; 6.26%, 05/01/27 | 125 | &nbsp;&nbsp; 128615 |
| &nbsp;&nbsp;&nbsp; 3.25%, 03/01/28 | 300 | &nbsp;&nbsp; 292874 |
| &nbsp;&nbsp;&nbsp; 3.20%, 03/01/29 | 341 | &nbsp;&nbsp; 329037 |
| &nbsp;&nbsp;&nbsp; 6.30%, 05/01/29 | 95 | &nbsp;&nbsp; 100818 |
| &nbsp;&nbsp;&nbsp; 2.95%, 02/01/30 | 100 | &nbsp;&nbsp; 94149 |
| &nbsp;&nbsp;&nbsp; 5.15%, 05/01/30 | 800 | &nbsp;&nbsp; 820925 |
| &nbsp;&nbsp;&nbsp; 3.63%, 02/01/31 | 200 | &nbsp;&nbsp; 191559 |
| &nbsp;&nbsp;&nbsp; 6.39%, 05/01/31 | 240 | &nbsp;&nbsp; 261388 |
| &nbsp;&nbsp;&nbsp; 6.13%, 02/15/33 | 74 | &nbsp;&nbsp; 79612 |
| &nbsp;&nbsp;&nbsp; 3.60%, 05/01/34 | 200 | &nbsp;&nbsp; 180903 |
| &nbsp;&nbsp;&nbsp; 6.53%, 05/01/34 | 140 | &nbsp;&nbsp; 154765 |
| &nbsp;&nbsp;&nbsp; 3.25%, 02/01/35 | 275 | &nbsp;&nbsp; 238658 |
| &nbsp;&nbsp;&nbsp; 3.55%, 03/01/38 | 50 | &nbsp;&nbsp; 41325 |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/01/39 | 50 | &nbsp;&nbsp; 40478 |
| &nbsp;&nbsp;&nbsp; 5.71%, 05/01/40 | 341 | &nbsp;&nbsp; 347950 |
| &nbsp;&nbsp;&nbsp; 3.38%, 06/15/46 | 87 | &nbsp;&nbsp; 61980 |
| &nbsp;&nbsp;&nbsp; 3.85%, 11/01/48 | 71 | &nbsp;&nbsp; 52858 |
| &nbsp;&nbsp;&nbsp; 3.90%, 05/01/49 | 130 | &nbsp;&nbsp; 97959 |
| &nbsp;&nbsp;&nbsp; 3.75%, 02/01/50 | 193 | &nbsp;&nbsp; 142592 |
| &nbsp;&nbsp;&nbsp; 5.81%, 05/01/50 | 650 | &nbsp;&nbsp; 649391 |
| &nbsp;&nbsp;&nbsp; 6.86%, 05/01/54 | 245 | &nbsp;&nbsp; 279472 |
| &nbsp;&nbsp;&nbsp; 3.95%, 08/01/59 | 100 | &nbsp;&nbsp; 71846 |
| &nbsp;&nbsp;&nbsp; 5.93%, 05/01/60 | 427 | &nbsp;&nbsp; 426571 |
| &nbsp;&nbsp;&nbsp; 7.01%, 05/01/64 | 130 | &nbsp;&nbsp; 150495 |
| Embraer Netherlands Finance BV |  |  |
| &nbsp;&nbsp;&nbsp; 5.98%, 02/11/35 | 70 | &nbsp;&nbsp; 73824 |
| &nbsp;&nbsp;&nbsp; 01/09/38<sup>(a)</sup> | 125 | &nbsp;&nbsp; 124297 |
| &nbsp;&nbsp;&nbsp; GE Capital International Funding Co. Unlimited Co., <br> 4.42%, 11/15/35<br>| 300 | &nbsp;&nbsp; 293711 |
| General Dynamics Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/01/27 | 75 | &nbsp;&nbsp; 74670 |
| &nbsp;&nbsp;&nbsp; 3.75%, 05/15/28 | 87 | &nbsp;&nbsp; 86806 |
| &nbsp;&nbsp;&nbsp; 3.63%, 04/01/30 | 150 | &nbsp;&nbsp; 147173 |
| &nbsp;&nbsp;&nbsp; 2.25%, 06/01/31<sup>(b)</sup> | 61 | &nbsp;&nbsp; 55102 |
| &nbsp;&nbsp;&nbsp; 4.95%, 08/15/35 | 200 | &nbsp;&nbsp; 203735 |
| &nbsp;&nbsp;&nbsp; 4.25%, 04/01/40 | 171 | &nbsp;&nbsp; 156336 |
| &nbsp;&nbsp;&nbsp; 2.85%, 06/01/41 | 83 | &nbsp;&nbsp; 62201 |
| &nbsp;&nbsp;&nbsp; 4.25%, 04/01/50 | 87 | &nbsp;&nbsp; 74748 |
| General Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.30%, 07/29/30 | 110 | &nbsp;&nbsp; 110653 |
| &nbsp;&nbsp;&nbsp; 6.75%, 03/15/32 | 200 | &nbsp;&nbsp; 227531 |
| &nbsp;&nbsp;&nbsp; 4.90%, 01/29/36<sup>(b)</sup> | 100 | &nbsp;&nbsp; 101393 |
| &nbsp;&nbsp;&nbsp; 5.88%, 01/14/38 | 100 | &nbsp;&nbsp; 108726 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/11/44 | 100 | &nbsp;&nbsp; 91462 |
| Howmet Aerospace, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 01/15/29 | 100 | &nbsp;&nbsp; 96484 |
| &nbsp;&nbsp;&nbsp; 5.95%, 02/01/37<sup>(b)</sup> | 100 | &nbsp;&nbsp; 108296 |
| Huntington Ingalls Industries, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.04%, 08/16/28 | 271 | &nbsp;&nbsp; 254524 |
| &nbsp;&nbsp;&nbsp; 5.35%, 01/15/30 | 50 | &nbsp;&nbsp; 51527 |
| &nbsp;&nbsp;&nbsp; 4.20%, 05/01/30 | 75 | &nbsp;&nbsp; 73958 |
| &nbsp;&nbsp;&nbsp; 5.75%, 01/15/35<sup>(b)</sup> | 50 | &nbsp;&nbsp; 52450 |
| L3Harris Technologies, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.40%, 01/15/27 | 200 | &nbsp;&nbsp; 203281 |
| &nbsp;&nbsp;&nbsp; 4.40%, 06/15/28 | 458 | &nbsp;&nbsp; 460981 |
| &nbsp;&nbsp;&nbsp; 5.05%, 06/01/29 | 50 | &nbsp;&nbsp; 51405 |
| &nbsp;&nbsp;&nbsp; 2.90%, 12/15/29 | 121 | &nbsp;&nbsp; 114770 |
| &nbsp;&nbsp;&nbsp; 1.80%, 01/15/31 | 158 | &nbsp;&nbsp; 139092 |
| &nbsp;&nbsp;&nbsp; 5.25%, 06/01/31 | 45 | &nbsp;&nbsp; 46845 |

---

------

Schedule of Investments (unaudited)(continued)

September 30, 2025

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Aerospace & Defense (continued)** | **Aerospace & Defense (continued)** | **Aerospace & Defense (continued)** |
| L3Harris Technologies, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 5.40%, 07/31/33 | $205 | &nbsp;&nbsp; $213679 |
| &nbsp;&nbsp;&nbsp; 5.35%, 06/01/34 | 135 | &nbsp;&nbsp; 139898 |
| &nbsp;&nbsp;&nbsp; 5.60%, 07/31/53 | 100 | &nbsp;&nbsp; 100489 |
| &nbsp;&nbsp;&nbsp; 5.50%, 08/15/54 | 70 | &nbsp;&nbsp; 69576 |
| Lockheed Martin Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.10%, 11/15/27 | 35 | &nbsp;&nbsp; 35871 |
| &nbsp;&nbsp;&nbsp; 4.45%, 05/15/28 | 75 | &nbsp;&nbsp; 75841 |
| &nbsp;&nbsp;&nbsp; 4.15%, 08/15/28 | 50 | &nbsp;&nbsp; 50312 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/15/29 | 45 | &nbsp;&nbsp; 45656 |
| &nbsp;&nbsp;&nbsp; 1.85%, 06/15/30 | 300 | &nbsp;&nbsp; 270719 |
| &nbsp;&nbsp;&nbsp; 4.40%, 08/15/30 | 70 | &nbsp;&nbsp; 70547 |
| &nbsp;&nbsp;&nbsp; 4.70%, 12/15/31 | 30 | &nbsp;&nbsp; 30691 |
| &nbsp;&nbsp;&nbsp; 3.90%, 06/15/32 | 58 | &nbsp;&nbsp; 56688 |
| &nbsp;&nbsp;&nbsp; 5.25%, 01/15/33 | 50 | &nbsp;&nbsp; 52580 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/15/34 | 100 | &nbsp;&nbsp; 100923 |
| &nbsp;&nbsp;&nbsp; 4.80%, 08/15/34 | 50 | &nbsp;&nbsp; 50553 |
| &nbsp;&nbsp;&nbsp; 3.60%, 03/01/35 | 65 | &nbsp;&nbsp; 59943 |
| &nbsp;&nbsp;&nbsp; 5.00%, 08/15/35 | 75 | &nbsp;&nbsp; 76190 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/15/36 | 141 | &nbsp;&nbsp; 137990 |
| &nbsp;&nbsp;&nbsp; 4.07%, 12/15/42 | 189 | &nbsp;&nbsp; 163144 |
| &nbsp;&nbsp;&nbsp; 3.80%, 03/01/45 | 125 | &nbsp;&nbsp; 102084 |
| &nbsp;&nbsp;&nbsp; 4.70%, 05/15/46 | 130 | &nbsp;&nbsp; 119340 |
| &nbsp;&nbsp;&nbsp; 2.80%, 06/15/50 | 100 | &nbsp;&nbsp; 64812 |
| &nbsp;&nbsp;&nbsp; 4.09%, 09/15/52 | 187 | &nbsp;&nbsp; 150906 |
| &nbsp;&nbsp;&nbsp; 4.15%, 06/15/53 | 140 | &nbsp;&nbsp; 113764 |
| &nbsp;&nbsp;&nbsp; 5.70%, 11/15/54<sup>(b)</sup> | 110 | &nbsp;&nbsp; 113489 |
| &nbsp;&nbsp;&nbsp; 5.20%, 02/15/55<sup>(b)</sup> | 140 | &nbsp;&nbsp; 134739 |
| &nbsp;&nbsp;&nbsp; 4.30%, 06/15/62 | 140 | &nbsp;&nbsp; 113242 |
| &nbsp;&nbsp;&nbsp; 5.90%, 11/15/63 | 40 | &nbsp;&nbsp; 42367 |
| &nbsp;&nbsp;&nbsp; 5.20%, 02/15/64 | 100 | &nbsp;&nbsp; 94365 |
| Northrop Grumman Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 01/15/28 | 341 | &nbsp;&nbsp; 335355 |
| &nbsp;&nbsp;&nbsp; 4.60%, 02/01/29 | 50 | &nbsp;&nbsp; 50793 |
| &nbsp;&nbsp;&nbsp; 4.40%, 05/01/30 | 171 | &nbsp;&nbsp; 172416 |
| &nbsp;&nbsp;&nbsp; 4.65%, 07/15/30 | 75 | &nbsp;&nbsp; 76283 |
| &nbsp;&nbsp;&nbsp; 4.70%, 03/15/33 | 100 | &nbsp;&nbsp; 100697 |
| &nbsp;&nbsp;&nbsp; 4.90%, 06/01/34 | 125 | &nbsp;&nbsp; 126798 |
| &nbsp;&nbsp;&nbsp; 5.25%, 07/15/35<sup>(b)</sup> | 40 | &nbsp;&nbsp; 41405 |
| &nbsp;&nbsp;&nbsp; 5.15%, 05/01/40 | 50 | &nbsp;&nbsp; 49811 |
| &nbsp;&nbsp;&nbsp; 4.75%, 06/01/43 | 151 | &nbsp;&nbsp; 139776 |
| &nbsp;&nbsp;&nbsp; 3.85%, 04/15/45 | 50 | &nbsp;&nbsp; 40661 |
| &nbsp;&nbsp;&nbsp; 4.03%, 10/15/47 | 257 | &nbsp;&nbsp; 209401 |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/01/50<sup>(b)</sup> | 150 | &nbsp;&nbsp; 144445 |
| &nbsp;&nbsp;&nbsp; 4.95%, 03/15/53 | 125 | &nbsp;&nbsp; 114735 |
| &nbsp;&nbsp;&nbsp; 5.20%, 06/01/54<sup>(b)</sup> | 150 | &nbsp;&nbsp; 142819 |
| RTX Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.65%, 11/01/26 | 300 | &nbsp;&nbsp; 295346 |
| &nbsp;&nbsp;&nbsp; 5.75%, 11/08/26 | 100 | &nbsp;&nbsp; 101650 |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/15/27 | 171 | &nbsp;&nbsp; 169621 |
| &nbsp;&nbsp;&nbsp; 3.13%, 05/04/27 | 171 | &nbsp;&nbsp; 168536 |
| &nbsp;&nbsp;&nbsp; 4.13%, 11/16/28 | 411 | &nbsp;&nbsp; 410683 |
| &nbsp;&nbsp;&nbsp; 5.75%, 01/15/29 | 85 | &nbsp;&nbsp; 89083 |
| &nbsp;&nbsp;&nbsp; 2.25%, 07/01/30 | 246 | &nbsp;&nbsp; 225306 |
| &nbsp;&nbsp;&nbsp; 6.00%, 03/15/31 | 120 | &nbsp;&nbsp; 129526 |
| &nbsp;&nbsp;&nbsp; 1.90%, 09/01/31 | 171 | &nbsp;&nbsp; 148783 |
| &nbsp;&nbsp;&nbsp; 2.38%, 03/15/32 | 200 | &nbsp;&nbsp; 176708 |
| &nbsp;&nbsp;&nbsp; 5.15%, 02/27/33 | 125 | &nbsp;&nbsp; 129468 |
| &nbsp;&nbsp;&nbsp; 6.10%, 03/15/34 | 120 | &nbsp;&nbsp; 131399 |
| &nbsp;&nbsp;&nbsp; 4.45%, 11/16/38 | 87 | &nbsp;&nbsp; 81872 |
| &nbsp;&nbsp;&nbsp; 4.88%, 10/15/40 | 87 | &nbsp;&nbsp; 83803 |
| &nbsp;&nbsp;&nbsp; 4.70%, 12/15/41 | 74 | &nbsp;&nbsp; 69199 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Aerospace & Defense (continued)** | **Aerospace & Defense (continued)** | **Aerospace & Defense (continued)** |
| RTX Corp. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/01/42 | 400 | &nbsp;&nbsp; $361716 |
| &nbsp;&nbsp;&nbsp; 4.15%, 05/15/45 | 87 | &nbsp;&nbsp; 73380 |
| &nbsp;&nbsp;&nbsp; 3.75%, 11/01/46 | 130 | &nbsp;&nbsp; 101796 |
| &nbsp;&nbsp;&nbsp; 4.35%, 04/15/47 | 171 | &nbsp;&nbsp; 146443 |
| &nbsp;&nbsp;&nbsp; 4.05%, 05/04/47 | 87 | &nbsp;&nbsp; 70890 |
| &nbsp;&nbsp;&nbsp; 4.63%, 11/16/48 | 214 | &nbsp;&nbsp; 189141 |
| &nbsp;&nbsp;&nbsp; 3.13%, 07/01/50 | 127 | &nbsp;&nbsp; 86363 |
| &nbsp;&nbsp;&nbsp; 2.82%, 09/01/51 | 87 | &nbsp;&nbsp; 55131 |
| &nbsp;&nbsp;&nbsp; 3.03%, 03/15/52 | 100 | &nbsp;&nbsp; 65923 |
| &nbsp;&nbsp;&nbsp; 5.38%, 02/27/53<sup>(b)</sup> | 245 | &nbsp;&nbsp; 239450 |
| &nbsp;&nbsp;&nbsp; 6.40%, 03/15/54 | 155 | &nbsp;&nbsp; 173416 |
|  |  | &nbsp;&nbsp; 18043195 |
| **Automobile Components — 0.0%** | **Automobile Components — 0.0%** | **Automobile Components — 0.0%** |
| Aptiv Swiss Holdings Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 4.65%, 09/13/29 | 200 | &nbsp;&nbsp; 201872 |
| &nbsp;&nbsp;&nbsp; 3.25%, 03/01/32<sup>(b)</sup> | 102 | &nbsp;&nbsp; 93818 |
| &nbsp;&nbsp;&nbsp; 5.15%, 09/13/34 | 200 | &nbsp;&nbsp; 198833 |
| &nbsp;&nbsp;&nbsp; 4.40%, 10/01/46 | 87 | &nbsp;&nbsp; 69525 |
| &nbsp;&nbsp;&nbsp; 3.10%, 12/01/51 | 171 | &nbsp;&nbsp; 108541 |
| &nbsp;&nbsp;&nbsp; 4.15%, 05/01/52 | 137 | &nbsp;&nbsp; 103616 |
| BorgWarner, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.65%, 07/01/27<sup>(b)</sup> | 156 | &nbsp;&nbsp; 151986 |
| &nbsp;&nbsp;&nbsp; 4.95%, 08/15/29 | 50 | &nbsp;&nbsp; 51050 |
| &nbsp;&nbsp;&nbsp; 5.40%, 08/15/34<sup>(b)</sup> | 50 | &nbsp;&nbsp; 51584 |
| &nbsp;&nbsp;&nbsp; 4.38%, 03/15/45 | 75 | &nbsp;&nbsp; 63491 |
| Lear Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 05/30/30 | 75 | &nbsp;&nbsp; 71719 |
| &nbsp;&nbsp;&nbsp; 2.60%, 01/15/32 | 71 | &nbsp;&nbsp; 62383 |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/15/49<sup>(b)</sup> | 87 | &nbsp;&nbsp; 78435 |
| &nbsp;&nbsp;&nbsp; 3.55%, 01/15/52<sup>(b)</sup> | 74 | &nbsp;&nbsp; 50213 |
| Magna International, Inc.<sup>(b)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; 5.05%, 03/14/29 | 225 | &nbsp;&nbsp; 230417 |
| &nbsp;&nbsp;&nbsp; 2.45%, 06/15/30 | 60 | &nbsp;&nbsp; 55242 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/21/33 | 20 | &nbsp;&nbsp; 20773 |
|  |  | &nbsp;&nbsp; 1663498 |
| **Automobiles — 0.5%** | **Automobiles — 0.5%** | **Automobiles — 0.5%** |
| American Honda Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.40%, 10/05/26 | 50 | &nbsp;&nbsp; 50145 |
| &nbsp;&nbsp;&nbsp; 2.35%, 01/08/27 | 87 | &nbsp;&nbsp; 85102 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/12/27 | 50 | &nbsp;&nbsp; 50575 |
| &nbsp;&nbsp;&nbsp; 4.55%, 07/09/27 | 25 | &nbsp;&nbsp; 25203 |
| &nbsp;&nbsp;&nbsp; 4.90%, 07/09/27 | 250 | &nbsp;&nbsp; 253532 |
| &nbsp;&nbsp;&nbsp; 4.45%, 10/22/27 | 50 | &nbsp;&nbsp; 50430 |
| &nbsp;&nbsp;&nbsp; 4.70%, 01/12/28 | 220 | &nbsp;&nbsp; 222725 |
| &nbsp;&nbsp;&nbsp; 4.55%, 03/03/28 | 50 | &nbsp;&nbsp; 50454 |
| &nbsp;&nbsp;&nbsp; 2.00%, 03/24/28 | 93 | &nbsp;&nbsp; 88411 |
| &nbsp;&nbsp;&nbsp; 5.13%, 07/07/28<sup>(b)</sup> | 300 | &nbsp;&nbsp; 307629 |
| &nbsp;&nbsp;&nbsp; 4.25%, 09/01/28 | 75 | &nbsp;&nbsp; 75190 |
| &nbsp;&nbsp;&nbsp; 5.65%, 11/15/28 | 50 | &nbsp;&nbsp; 52130 |
| &nbsp;&nbsp;&nbsp; 2.25%, 01/12/29 | 87 | &nbsp;&nbsp; 81826 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/13/29 | 50 | &nbsp;&nbsp; 51048 |
| &nbsp;&nbsp;&nbsp; 4.40%, 09/05/29<sup>(b)</sup> | 150 | &nbsp;&nbsp; 150787 |
| &nbsp;&nbsp;&nbsp; 4.80%, 03/05/30 | 50 | &nbsp;&nbsp; 50854 |
| &nbsp;&nbsp;&nbsp; 4.60%, 04/17/30 | 60 | &nbsp;&nbsp; 60503 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/04/30 | 75 | &nbsp;&nbsp; 75106 |
| &nbsp;&nbsp;&nbsp; 5.85%, 10/04/30 | 50 | &nbsp;&nbsp; 53157 |
| &nbsp;&nbsp;&nbsp; 1.80%, 01/13/31 | 50 | &nbsp;&nbsp; 43657 |
| &nbsp;&nbsp;&nbsp; 5.05%, 07/10/31 | 50 | &nbsp;&nbsp; 51327 |
| &nbsp;&nbsp;&nbsp; 4.85%, 10/23/31 | 50 | &nbsp;&nbsp; 50761 |
| &nbsp;&nbsp;&nbsp; 5.15%, 07/09/32 | 75 | &nbsp;&nbsp; 76846 |
| &nbsp;&nbsp;&nbsp; 4.90%, 01/10/34<sup>(b)</sup> | 85 | &nbsp;&nbsp; 85632 |

---

Master Portfolio Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

September 30, 2025

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Automobiles (continued)** | **Automobiles (continued)** | **Automobiles (continued)** |
| American Honda Finance Corp. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/05/35<sup>(b)</sup> | $50 | &nbsp;&nbsp; $50795 |
| AutoNation, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.95%, 08/01/28 | 74 | &nbsp;&nbsp; 69410 |
| &nbsp;&nbsp;&nbsp; 4.75%, 06/01/30 | 75 | &nbsp;&nbsp; 75412 |
| &nbsp;&nbsp;&nbsp; 2.40%, 08/01/31 | 78 | &nbsp;&nbsp; 68106 |
| &nbsp;&nbsp;&nbsp; 3.85%, 03/01/32 | 80 | &nbsp;&nbsp; 74953 |
| Cummins, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 05/09/28 | 25 | &nbsp;&nbsp; 25188 |
| &nbsp;&nbsp;&nbsp; 1.50%, 09/01/30 | 100 | &nbsp;&nbsp; 88478 |
| &nbsp;&nbsp;&nbsp; 4.70%, 02/15/31 | 50 | &nbsp;&nbsp; 50905 |
| &nbsp;&nbsp;&nbsp; 5.30%, 05/09/35 | 50 | &nbsp;&nbsp; 51620 |
| &nbsp;&nbsp;&nbsp; 4.88%, 10/01/43 | 300 | &nbsp;&nbsp; 289283 |
| &nbsp;&nbsp;&nbsp; 2.60%, 09/01/50<sup>(b)</sup> | 87 | &nbsp;&nbsp; 53669 |
| &nbsp;&nbsp;&nbsp; 5.45%, 02/20/54 | 100 | &nbsp;&nbsp; 99688 |
| Ford Motor Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.35%, 12/08/26 | 150 | &nbsp;&nbsp; 149355 |
| &nbsp;&nbsp;&nbsp; 9.63%, 04/22/30 | 50 | &nbsp;&nbsp; 58257 |
| &nbsp;&nbsp;&nbsp; 7.45%, 07/16/31<sup>(b)</sup> | 100 | &nbsp;&nbsp; 110606 |
| &nbsp;&nbsp;&nbsp; 3.25%, 02/12/32 | 300 | &nbsp;&nbsp; 262492 |
| &nbsp;&nbsp;&nbsp; 6.10%, 08/19/32 | 200 | &nbsp;&nbsp; 204874 |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/15/43 | 200 | &nbsp;&nbsp; 159463 |
| &nbsp;&nbsp;&nbsp; 7.40%, 11/01/46 | 50 | &nbsp;&nbsp; 54164 |
| &nbsp;&nbsp;&nbsp; 5.29%, 12/08/46 | 200 | &nbsp;&nbsp; 168505 |
| Ford Motor Credit Co. LLC |  |  |
| &nbsp;&nbsp;&nbsp; 5.13%, 11/05/26 | 200 | &nbsp;&nbsp; 200663 |
| &nbsp;&nbsp;&nbsp; 5.80%, 03/05/27 | 200 | &nbsp;&nbsp; 202023 |
| &nbsp;&nbsp;&nbsp; 5.85%, 05/17/27 | 200 | &nbsp;&nbsp; 202472 |
| &nbsp;&nbsp;&nbsp; 4.95%, 05/28/27 | 200 | &nbsp;&nbsp; 199654 |
| &nbsp;&nbsp;&nbsp; 4.13%, 08/17/27 | 200 | &nbsp;&nbsp; 196730 |
| &nbsp;&nbsp;&nbsp; 7.35%, 11/04/27 | 400 | &nbsp;&nbsp; 417196 |
| &nbsp;&nbsp;&nbsp; 6.80%, 05/12/28 | 200 | &nbsp;&nbsp; 207716 |
| &nbsp;&nbsp;&nbsp; 6.80%, 11/07/28 | 200 | &nbsp;&nbsp; 208811 |
| &nbsp;&nbsp;&nbsp; 5.80%, 03/08/29 | 200 | &nbsp;&nbsp; 202958 |
| &nbsp;&nbsp;&nbsp; 5.11%, 05/03/29 | 200 | &nbsp;&nbsp; 198517 |
| &nbsp;&nbsp;&nbsp; 5.30%, 09/06/29 | 200 | &nbsp;&nbsp; 199502 |
| &nbsp;&nbsp;&nbsp; 5.88%, 11/07/29 | 200 | &nbsp;&nbsp; 203483 |
| &nbsp;&nbsp;&nbsp; 7.35%, 03/06/30 | 200 | &nbsp;&nbsp; 214080 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/13/30 | 200 | &nbsp;&nbsp; 186562 |
| &nbsp;&nbsp;&nbsp; 3.63%, 06/17/31 | 200 | &nbsp;&nbsp; 181901 |
| &nbsp;&nbsp;&nbsp; 6.05%, 11/05/31 | 200 | &nbsp;&nbsp; 204415 |
| &nbsp;&nbsp;&nbsp; 7.12%, 11/07/33 | 200 | &nbsp;&nbsp; 213775 |
| &nbsp;&nbsp;&nbsp; 6.13%, 03/08/34 | 200 | &nbsp;&nbsp; 200995 |
| &nbsp;&nbsp;&nbsp; 6.50%, 02/07/35<sup>(b)</sup> | 200 | &nbsp;&nbsp; 205471 |
| General Motors Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.20%, 10/01/27 | 171 | &nbsp;&nbsp; 170894 |
| &nbsp;&nbsp;&nbsp; 6.80%, 10/01/27<sup>(b)</sup> | 104 | &nbsp;&nbsp; 108497 |
| &nbsp;&nbsp;&nbsp; 5.40%, 10/15/29 | 65 | &nbsp;&nbsp; 67136 |
| &nbsp;&nbsp;&nbsp; 5.63%, 04/15/30 | 50 | &nbsp;&nbsp; 51836 |
| &nbsp;&nbsp;&nbsp; 5.60%, 10/15/32<sup>(b)</sup> | 100 | &nbsp;&nbsp; 103853 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/01/35 | 130 | &nbsp;&nbsp; 126635 |
| &nbsp;&nbsp;&nbsp; 6.25%, 04/15/35 | 120 | &nbsp;&nbsp; 126206 |
| &nbsp;&nbsp;&nbsp; 6.60%, 04/01/36 | 187 | &nbsp;&nbsp; 201836 |
| &nbsp;&nbsp;&nbsp; 5.15%, 04/01/38 | 287 | &nbsp;&nbsp; 274591 |
| &nbsp;&nbsp;&nbsp; 6.25%, 10/02/43 | 150 | &nbsp;&nbsp; 152540 |
| &nbsp;&nbsp;&nbsp; 5.20%, 04/01/45 | 171 | &nbsp;&nbsp; 154043 |
| &nbsp;&nbsp;&nbsp; 6.75%, 04/01/46 | 83 | &nbsp;&nbsp; 88886 |
| &nbsp;&nbsp;&nbsp; 5.40%, 04/01/48 | 75 | &nbsp;&nbsp; 68387 |
| &nbsp;&nbsp;&nbsp; 5.95%, 04/01/49<sup>(b)</sup> | 112 | &nbsp;&nbsp; 109192 |
| General Motors Financial Co., Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.35%, 01/17/27 | 87 | &nbsp;&nbsp; 87099 |
| &nbsp;&nbsp;&nbsp; 2.35%, 02/26/27 | 171 | &nbsp;&nbsp; 166573 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/09/27 | 200 | &nbsp;&nbsp; 201833 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Automobiles (continued)** | **Automobiles (continued)** | **Automobiles (continued)** |
| General Motors Financial Co., Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 5.40%, 05/08/27 | $250 | &nbsp;&nbsp; $254238 |
| &nbsp;&nbsp;&nbsp; 5.00%, 07/15/27 | 50 | &nbsp;&nbsp; 50605 |
| &nbsp;&nbsp;&nbsp; 5.35%, 07/15/27 | 60 | &nbsp;&nbsp; 61086 |
| &nbsp;&nbsp;&nbsp; 2.70%, 08/20/27 | 171 | &nbsp;&nbsp; 166218 |
| &nbsp;&nbsp;&nbsp; 3.85%, 01/05/28 | 150 | &nbsp;&nbsp; 148615 |
| &nbsp;&nbsp;&nbsp; 6.00%, 01/09/28<sup>(b)</sup> | 50 | &nbsp;&nbsp; 51788 |
| &nbsp;&nbsp;&nbsp; 5.05%, 04/04/28 | 100 | &nbsp;&nbsp; 101608 |
| &nbsp;&nbsp;&nbsp; 2.40%, 04/10/28 | 89 | &nbsp;&nbsp; 84911 |
| &nbsp;&nbsp;&nbsp; 5.80%, 06/23/28 | 55 | &nbsp;&nbsp; 56995 |
| &nbsp;&nbsp;&nbsp; 2.40%, 10/15/28 | 168 | &nbsp;&nbsp; 158972 |
| &nbsp;&nbsp;&nbsp; 5.80%, 01/07/29 | 75 | &nbsp;&nbsp; 77944 |
| &nbsp;&nbsp;&nbsp; 5.65%, 01/17/29<sup>(b)</sup> | 87 | &nbsp;&nbsp; 89972 |
| &nbsp;&nbsp;&nbsp; 4.30%, 04/06/29<sup>(b)</sup> | 300 | &nbsp;&nbsp; 297792 |
| &nbsp;&nbsp;&nbsp; 5.55%, 07/15/29 | 145 | &nbsp;&nbsp; 149729 |
| &nbsp;&nbsp;&nbsp; 4.90%, 10/06/29 | 50 | &nbsp;&nbsp; 50578 |
| &nbsp;&nbsp;&nbsp; 5.35%, 01/07/30 | 50 | &nbsp;&nbsp; 51216 |
| &nbsp;&nbsp;&nbsp; 5.85%, 04/06/30 | 45 | &nbsp;&nbsp; 47065 |
| &nbsp;&nbsp;&nbsp; 3.60%, 06/21/30 | 90 | &nbsp;&nbsp; 85742 |
| &nbsp;&nbsp;&nbsp; 5.45%, 07/15/30 | 50 | &nbsp;&nbsp; 51509 |
| &nbsp;&nbsp;&nbsp; 2.35%, 01/08/31 | 110 | &nbsp;&nbsp; 97455 |
| &nbsp;&nbsp;&nbsp; 2.70%, 06/10/31 | 122 | &nbsp;&nbsp; 109069 |
| &nbsp;&nbsp;&nbsp; 5.60%, 06/18/31 | 30 | &nbsp;&nbsp; 31047 |
| &nbsp;&nbsp;&nbsp; 3.10%, 01/12/32 | 75 | &nbsp;&nbsp; 67570 |
| &nbsp;&nbsp;&nbsp; 5.63%, 04/04/32<sup>(b)</sup> | 40 | &nbsp;&nbsp; 41284 |
| &nbsp;&nbsp;&nbsp; 6.40%, 01/09/33 | 75 | &nbsp;&nbsp; 80426 |
| &nbsp;&nbsp;&nbsp; 6.10%, 01/07/34 | 175 | &nbsp;&nbsp; 183977 |
| &nbsp;&nbsp;&nbsp; 5.95%, 04/04/34 | 100 | &nbsp;&nbsp; 103855 |
| &nbsp;&nbsp;&nbsp; 5.45%, 09/06/34 | 200 | &nbsp;&nbsp; 201190 |
| &nbsp;&nbsp;&nbsp; 5.90%, 01/07/35<sup>(b)</sup> | 150 | &nbsp;&nbsp; 154761 |
| &nbsp;&nbsp;&nbsp; 6.15%, 07/15/35 | 50 | &nbsp;&nbsp; 52290 |
| Honda Motor Co. Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 4.44%, 07/08/28 | 100 | &nbsp;&nbsp; 100573 |
| &nbsp;&nbsp;&nbsp; 4.69%, 07/08/30 | 175 | &nbsp;&nbsp; 176543 |
| &nbsp;&nbsp;&nbsp; 2.97%, 03/10/32 | 133 | &nbsp;&nbsp; 121187 |
| &nbsp;&nbsp;&nbsp; 5.34%, 07/08/35<sup>(b)</sup> | 95 | &nbsp;&nbsp; 96797 |
| &nbsp;&nbsp;&nbsp; Mercedes-Benz Finance North America LLC, 8.50%, <br> 01/18/31<br>| 104 | &nbsp;&nbsp; 123917 |
| PACCAR Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.20%, 11/09/26 | 25 | &nbsp;&nbsp; 25344 |
| &nbsp;&nbsp;&nbsp; 2.00%, 02/04/27 | 75 | &nbsp;&nbsp; 73087 |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/13/27 | 50 | &nbsp;&nbsp; 50890 |
| &nbsp;&nbsp;&nbsp; 4.25%, 06/23/27 | 50 | &nbsp;&nbsp; 50335 |
| &nbsp;&nbsp;&nbsp; 4.45%, 08/06/27 | 50 | &nbsp;&nbsp; 50574 |
| &nbsp;&nbsp;&nbsp; 4.60%, 01/10/28<sup>(b)</sup> | 100 | &nbsp;&nbsp; 101483 |
| &nbsp;&nbsp;&nbsp; 4.55%, 03/03/28 | 50 | &nbsp;&nbsp; 50695 |
| &nbsp;&nbsp;&nbsp; 4.00%, 08/08/28 | 25 | &nbsp;&nbsp; 25066 |
| &nbsp;&nbsp;&nbsp; 4.60%, 01/31/29 | 50 | &nbsp;&nbsp; 50929 |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/26/29 | 25 | &nbsp;&nbsp; 24985 |
| &nbsp;&nbsp;&nbsp; 4.55%, 05/08/30<sup>(b)</sup> | 50 | &nbsp;&nbsp; 50898 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/22/34 | 25 | &nbsp;&nbsp; 25743 |
| &nbsp;&nbsp;&nbsp; Series R, 4.50%, 11/25/26 | 40 | &nbsp;&nbsp; 40310 |
| Toyota Motor Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.19%, 06/30/27 | 50 | &nbsp;&nbsp; 50295 |
| &nbsp;&nbsp;&nbsp; 5.12%, 07/13/28 | 250 | &nbsp;&nbsp; 257539 |
| &nbsp;&nbsp;&nbsp; 2.76%, 07/02/29<sup>(b)</sup> | 65 | &nbsp;&nbsp; 62145 |
| &nbsp;&nbsp;&nbsp; 4.45%, 06/30/30 | 25 | &nbsp;&nbsp; 25261 |
| &nbsp;&nbsp;&nbsp; 2.36%, 03/25/31<sup>(b)</sup> | 87 | &nbsp;&nbsp; 79069 |
| &nbsp;&nbsp;&nbsp; 5.12%, 07/13/33 | 45 | &nbsp;&nbsp; 46946 |
| &nbsp;&nbsp;&nbsp; 5.05%, 06/30/35 | 25 | &nbsp;&nbsp; 25596 |
| Toyota Motor Credit Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.40%, 11/20/26 | 50 | &nbsp;&nbsp; 50794 |
| &nbsp;&nbsp;&nbsp; 4.60%, 01/08/27 | 50 | &nbsp;&nbsp; 50438 |

---

------

Schedule of Investments (unaudited)(continued)

September 30, 2025

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Automobiles (continued)** | **Automobiles (continued)** | **Automobiles (continued)** |
| Toyota Motor Credit Corp. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 1.90%, 01/13/27 | 171 | &nbsp;&nbsp; $166751 |
| &nbsp;&nbsp;&nbsp; 3.05%, 03/22/27 | 171 | &nbsp;&nbsp; 168887 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/14/27 | 100 | &nbsp;&nbsp; 100903 |
| &nbsp;&nbsp;&nbsp; 1.15%, 08/13/27 | 200 | &nbsp;&nbsp; 190348 |
| &nbsp;&nbsp;&nbsp; 4.55%, 09/20/27 | 100 | &nbsp;&nbsp; 101153 |
| &nbsp;&nbsp;&nbsp; 4.35%, 10/08/27 | 75 | &nbsp;&nbsp; 75636 |
| &nbsp;&nbsp;&nbsp; 4.63%, 01/12/28 | 40 | &nbsp;&nbsp; 40577 |
| &nbsp;&nbsp;&nbsp; 1.90%, 04/06/28 | 189 | &nbsp;&nbsp; 179878 |
| &nbsp;&nbsp;&nbsp; 5.25%, 09/11/28 | 225 | &nbsp;&nbsp; 232810 |
| &nbsp;&nbsp;&nbsp; 4.65%, 01/05/29 | 50 | &nbsp;&nbsp; 50917 |
| &nbsp;&nbsp;&nbsp; 3.65%, 01/08/29 | 171 | &nbsp;&nbsp; 169038 |
| &nbsp;&nbsp;&nbsp; 5.05%, 05/16/29 | 50 | &nbsp;&nbsp; 51595 |
| &nbsp;&nbsp;&nbsp; 4.45%, 06/29/29 | 100 | &nbsp;&nbsp; 101229 |
| &nbsp;&nbsp;&nbsp; 4.55%, 08/09/29 | 300 | &nbsp;&nbsp; 304585 |
| &nbsp;&nbsp;&nbsp; 4.95%, 01/09/30 | 50 | &nbsp;&nbsp; 51505 |
| &nbsp;&nbsp;&nbsp; 2.15%, 02/13/30 | 87 | &nbsp;&nbsp; 80155 |
| &nbsp;&nbsp;&nbsp; 3.38%, 04/01/30 | 300 | &nbsp;&nbsp; 290510 |
| &nbsp;&nbsp;&nbsp; 4.80%, 05/15/30 | 95 | &nbsp;&nbsp; 97295 |
| &nbsp;&nbsp;&nbsp; 4.55%, 05/17/30 | 80 | &nbsp;&nbsp; 81267 |
| &nbsp;&nbsp;&nbsp; 5.10%, 03/21/31 | 250 | &nbsp;&nbsp; 259323 |
| &nbsp;&nbsp;&nbsp; 1.90%, 09/12/31 | 121 | &nbsp;&nbsp; 105607 |
| &nbsp;&nbsp;&nbsp; 4.60%, 10/10/31 | 75 | &nbsp;&nbsp; 76013 |
| &nbsp;&nbsp;&nbsp; 4.70%, 01/12/33 | 45 | &nbsp;&nbsp; 45609 |
| &nbsp;&nbsp;&nbsp; 4.80%, 01/05/34 | 100 | &nbsp;&nbsp; 101768 |
| &nbsp;&nbsp;&nbsp; 5.35%, 01/09/35 | 50 | &nbsp;&nbsp; 52287 |
| &nbsp;&nbsp;&nbsp; Series B, 5.00%, 03/19/27 | 150 | &nbsp;&nbsp; 152353 |
|  |  | &nbsp;&nbsp; 18990159 |
| **Banks — 2.2%** | **Banks — 2.2%** | **Banks — 2.2%** |
| African Development Bank |  |  |
| &nbsp;&nbsp;&nbsp; 4.63%, 01/04/27 | 1000 | &nbsp;&nbsp; 1009982 |
| &nbsp;&nbsp;&nbsp; 4.38%, 03/14/28 | 600 | &nbsp;&nbsp; 609572 |
| Asian Development Bank |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 04/25/28 | 1000 | &nbsp;&nbsp; 1001744 |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/25/28 | 300 | &nbsp;&nbsp; 306758 |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/12/33 | 400 | &nbsp;&nbsp; 399546 |
| &nbsp;&nbsp;&nbsp; 3.88%, 06/14/33 | 200 | &nbsp;&nbsp; 197742 |
| &nbsp;&nbsp;&nbsp; 4.13%, 01/12/34 | 500 | &nbsp;&nbsp; 501039 |
| &nbsp;&nbsp;&nbsp; Australia & New Zealand Banking Group Ltd./New <br> York, Series A, 4.36%, 06/18/28<br>| 250 | &nbsp;&nbsp; 252674 |
| &nbsp;&nbsp;&nbsp; Banco Bilbao Vizcaya Argentaria SA, (1-year CMT + <br> 3.30%), 7.88%, 11/15/34<sup>(c)</sup><br>| 200 | &nbsp;&nbsp; 232431 |
| Bank of America N.A., Series BKNT, 6.00%, 10/15/36 | 250 | &nbsp;&nbsp; 271262 |
| Bank of Montreal |  |  |
| &nbsp;&nbsp;&nbsp; 5.27%, 12/11/26 | 40 | &nbsp;&nbsp; 40532 |
| &nbsp;&nbsp;&nbsp; 2.65%, 03/08/27 | 133 | &nbsp;&nbsp; 130531 |
| &nbsp;&nbsp;&nbsp; 5.37%, 06/04/27 | 75 | &nbsp;&nbsp; 76648 |
| &nbsp;&nbsp;&nbsp; 5.20%, 02/01/28 | 150 | &nbsp;&nbsp; 153666 |
| &nbsp;&nbsp;&nbsp; 5.72%, 09/25/28 | 100 | &nbsp;&nbsp; 104460 |
| &nbsp;&nbsp;&nbsp; 5.51%, 06/04/31 | 75 | &nbsp;&nbsp; 78997 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.25%), 4.64%, 09/10/30<sup>(c)</sup> | 50 | &nbsp;&nbsp; 50684 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR Index + 0.67%), 5.00%, 01/27/29<sup>(c)</sup> | 65 | &nbsp;&nbsp; 66266 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR Index + 0.75%), 4.06%, 09/22/28<sup>(c)</sup> | 100 | &nbsp;&nbsp; 99858 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR Index + 1.08%), 4.35%, 09/22/31<sup>(c)</sup> | 100 | &nbsp;&nbsp; 99505 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 1.40%), 3.09%, 01/10/37<sup>(c)</sup> | 241 | &nbsp;&nbsp; 214525 |
| &nbsp;&nbsp;&nbsp; (5-year USD Swap + 1.43%), 3.80%, 12/15/32<sup>(c)</sup> | 87 | &nbsp;&nbsp; 85459 |
| &nbsp;&nbsp;&nbsp; Series H, 4.70%, 09/14/27 | 200 | &nbsp;&nbsp; 202449 |
| &nbsp;&nbsp;&nbsp; Bank of New York Mellon, (1-day SOFR + 1.14%), <br> 4.73%, 04/20/29<sup>(c)</sup><br>| 250 | &nbsp;&nbsp; 254107 |
| Canadian Imperial Bank of Commerce |  |  |
| &nbsp;&nbsp;&nbsp; 5.93%, 10/02/26 | 50 | &nbsp;&nbsp; 50939 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| Canadian Imperial Bank of Commerce (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 3.45%, 04/07/27 | $150 | &nbsp;&nbsp; $148845 |
| &nbsp;&nbsp;&nbsp; 5.24%, 06/28/27 | 75 | &nbsp;&nbsp; 76495 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/28/28 | 60 | &nbsp;&nbsp; 61376 |
| &nbsp;&nbsp;&nbsp; 5.99%, 10/03/28 | 50 | &nbsp;&nbsp; 52509 |
| &nbsp;&nbsp;&nbsp; 5.26%, 04/08/29 | 75 | &nbsp;&nbsp; 77633 |
| &nbsp;&nbsp;&nbsp; 3.60%, 04/07/32 | 150 | &nbsp;&nbsp; 142490 |
| &nbsp;&nbsp;&nbsp; 6.09%, 10/03/33 | 250 | &nbsp;&nbsp; 272036 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.72%), 4.86%, 01/13/28<sup>(c)</sup> | 75 | &nbsp;&nbsp; 75624 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.03%), 4.86%, 03/30/29<sup>(c)</sup> | 225 | &nbsp;&nbsp; 228490 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.11%), 5.25%, 01/13/31<sup>(c)</sup> | 50 | &nbsp;&nbsp; 51630 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.34%), 4.63%, 09/11/30<sup>(c)</sup> | 50 | &nbsp;&nbsp; 50571 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1-day SOFR Index + 0.60%), 4.24%, <br> 09/08/28<sup>(b)(c)</sup><br>| 25 | &nbsp;&nbsp; 25043 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR Index + 1.17%), 4.58%, 09/08/31<sup>(c)</sup> | 100 | &nbsp;&nbsp; 100329 |
| Citibank N.A. |  |  |
| &nbsp;&nbsp;&nbsp; 5.80%, 09/29/28<sup>(b)</sup> | 250 | &nbsp;&nbsp; 262226 |
| &nbsp;&nbsp;&nbsp; 4.84%, 08/06/29 | 250 | &nbsp;&nbsp; 256041 |
| &nbsp;&nbsp;&nbsp; Class BN, 4.58%, 05/29/27 | 250 | &nbsp;&nbsp; 252212 |
| &nbsp;&nbsp;&nbsp; Class BN, 4.91%, 05/29/30 | 250 | &nbsp;&nbsp; 256858 |
| &nbsp;&nbsp;&nbsp; Series BKNT, 5.49%, 12/04/26 | 250 | &nbsp;&nbsp; 253960 |
| &nbsp;&nbsp;&nbsp; Series BKNT, 5.57%, 04/30/34 | 250 | &nbsp;&nbsp; 264948 |
| Citizens Financial Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 02/06/30 | 61 | &nbsp;&nbsp; 55974 |
| &nbsp;&nbsp;&nbsp; 3.25%, 04/30/30 | 100 | &nbsp;&nbsp; 94673 |
| &nbsp;&nbsp;&nbsp; 2.64%, 09/30/32 | 150 | &nbsp;&nbsp; 128154 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.26%), 5.25%, 03/05/31<sup>(c)</sup> | 50 | &nbsp;&nbsp; 51244 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.91%), 5.72%, 07/23/32<sup>(c)</sup> | 75 | &nbsp;&nbsp; 78310 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.01%), 5.84%, 01/23/30<sup>(c)</sup> | 200 | &nbsp;&nbsp; 208457 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 2.75%), 5.64%, 05/21/37<sup>(c)</sup> | 61 | &nbsp;&nbsp; 61565 |
| Comerica, Inc., 4.00%, 02/01/29<sup>(b)</sup> | 171 | &nbsp;&nbsp; 168843 |
| Cooperatieve Rabobank UA |  |  |
| &nbsp;&nbsp;&nbsp; 5.75%, 12/01/43 | 250 | &nbsp;&nbsp; 255043 |
| &nbsp;&nbsp;&nbsp; Series BKNT, 5.25%, 05/24/41 | 176 | &nbsp;&nbsp; 177120 |
| Corp. Andina de Fomento, 5.00%, 01/24/29 | 300 | &nbsp;&nbsp; 307206 |
| &nbsp;&nbsp;&nbsp; European Bank for Reconstruction & Development, <br> 4.38%, 03/09/28<br>| 400 | &nbsp;&nbsp; 406279 |
| European Investment Bank |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 03/15/28 | 1000 | &nbsp;&nbsp; 1005007 |
| &nbsp;&nbsp;&nbsp; 4.50%, 10/16/28 | 150 | &nbsp;&nbsp; 153571 |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/15/29 | 600 | &nbsp;&nbsp; 605900 |
| &nbsp;&nbsp;&nbsp; 3.63%, 07/15/30 | 1000 | &nbsp;&nbsp; 993406 |
| &nbsp;&nbsp;&nbsp; 3.75%, 02/14/33 | 1000 | &nbsp;&nbsp; 984388 |
| Fifth Third Bancorp |  |  |
| &nbsp;&nbsp;&nbsp; 2.55%, 05/05/27 | 146 | &nbsp;&nbsp; 142558 |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/14/28 | 200 | &nbsp;&nbsp; 199278 |
| &nbsp;&nbsp;&nbsp; 8.25%, 03/01/38 | 75 | &nbsp;&nbsp; 92793 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.69%), 1.71%, 11/01/27<sup>(c)</sup> | 171 | &nbsp;&nbsp; 166187 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.36%), 4.06%, 04/25/28<sup>(b)(c)</sup> | 111 | &nbsp;&nbsp; 110608 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.49%), 4.90%, 09/06/30<sup>(c)</sup> | 100 | &nbsp;&nbsp; 101618 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.66%), 4.34%, 04/25/33<sup>(b)(c)</sup> | 61 | &nbsp;&nbsp; 59451 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.84%), 5.63%, 01/29/32<sup>(c)</sup> | 200 | &nbsp;&nbsp; 209670 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR Index + 2.13%), 4.77%, 07/28/30<sup>(c)</sup> | 100 | &nbsp;&nbsp; 101124 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR Index + 2.19%), 6.36%, 10/27/28<sup>(c)</sup> | 100 | &nbsp;&nbsp; 104274 |
| &nbsp;&nbsp;&nbsp; Fifth Third Bank N.A., (1-day SOFR + 0.81%), 4.97%, <br> 01/28/28<sup>(c)</sup><br>| 250 | &nbsp;&nbsp; 252524 |
| First Citizens BancShares, Inc.<sup>(c)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.41%), 5.23%, 03/12/31 | 50 | &nbsp;&nbsp; 50740 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 1.97%), 6.25%, 03/12/40<sup>(b)</sup> | 25 | &nbsp;&nbsp; 25327 |
| First-Citizens Bank & Trust Co., 6.13%, 03/09/28 | 75 | &nbsp;&nbsp; 77816 |

---

Master Portfolio Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

September 30, 2025

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| &nbsp;&nbsp;&nbsp; FNB Corp., (1-day SOFR Index + 1.93%), 5.72%, <br> 12/11/30<sup>(c)</sup><br>| $50 | &nbsp;&nbsp; $50772 |
| Huntington Bancshares, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.55%, 02/04/30 | 200 | &nbsp;&nbsp; 185179 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.28%), 5.27%, 01/15/31<sup>(b)(c)</sup> | 50 | &nbsp;&nbsp; 51533 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.97%), 4.44%, 08/04/28<sup>(c)</sup> | 260 | &nbsp;&nbsp; 261135 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.05%), 5.02%, 05/17/33<sup>(c)</sup> | 73 | &nbsp;&nbsp; 73496 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR Index + 1.87%), 5.71%, 02/02/35<sup>(c)</sup> | 100 | &nbsp;&nbsp; 104227 |
| Huntington National Bank |  |  |
| &nbsp;&nbsp;&nbsp; 5.65%, 01/10/30 | 250 | &nbsp;&nbsp; 261519 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.72%), 4.87%, 04/12/28<sup>(c)</sup> | 250 | &nbsp;&nbsp; 252659 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR Index + 1.65%), 4.55%, 05/17/28<sup>(c)</sup> | 280 | &nbsp;&nbsp; 281706 |
| ING Groep NV |  |  |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/29/27 | 250 | &nbsp;&nbsp; 248950 |
| &nbsp;&nbsp;&nbsp; 4.05%, 04/09/29 | 200 | &nbsp;&nbsp; 198492 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.32%), 2.73%, 04/01/32<sup>(c)</sup> | 200 | &nbsp;&nbsp; 182983 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.44%), 5.34%, 03/19/30<sup>(c)</sup> | 200 | &nbsp;&nbsp; 206381 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.77%), 5.55%, 03/19/35<sup>(b)(c)</sup> | 200 | &nbsp;&nbsp; 207771 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.83%), 4.02%, 03/28/28<sup>(c)</sup> | 211 | &nbsp;&nbsp; 210371 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.07%), 4.25%, 03/28/33<sup>(c)</sup> | 200 | &nbsp;&nbsp; 195804 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.09%), 6.11%, 09/11/34<sup>(c)</sup> | 200 | &nbsp;&nbsp; 216328 |
| Inter-American Development Bank |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/12/28 | 500 | &nbsp;&nbsp; 503417 |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/12/33<sup>(b)</sup> | 1000 | &nbsp;&nbsp; 962489 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/13/33 | 300 | &nbsp;&nbsp; 308525 |
| International Bank for Reconstruction & Development |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 07/12/28 | 1000 | &nbsp;&nbsp; 995191 |
| &nbsp;&nbsp;&nbsp; 4.63%, 08/01/28 | 750 | &nbsp;&nbsp; 768983 |
| &nbsp;&nbsp;&nbsp; 3.88%, 02/14/30 | 1000 | &nbsp;&nbsp; 1004491 |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/10/31<sup>(b)</sup> | 750 | &nbsp;&nbsp; 755630 |
| &nbsp;&nbsp;&nbsp; 4.75%, 11/14/33 | 200 | &nbsp;&nbsp; 209068 |
| International Finance Corp., 4.50%, 07/13/28 | 500 | &nbsp;&nbsp; 510668 |
| &nbsp;&nbsp;&nbsp; JPMorgan Chase & Co., (1-day SOFR + 1.64%), <br> 5.58%, 07/23/36<sup>(c)</sup><br>| 485 | &nbsp;&nbsp; 502791 |
| &nbsp;&nbsp;&nbsp; JPMorgan Chase Bank N.A., Class BN, 5.11%, <br> 12/08/26<br>| 250 | &nbsp;&nbsp; 253146 |
| KeyBank NA/Cleveland OH |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/26/33 | 250 | &nbsp;&nbsp; 251611 |
| &nbsp;&nbsp;&nbsp; Series BKNT, 5.85%, 11/15/27 | 250 | &nbsp;&nbsp; 257921 |
| KeyCorp |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 04/06/27 | 87 | &nbsp;&nbsp; 84520 |
| &nbsp;&nbsp;&nbsp; 4.10%, 04/30/28 | 100 | &nbsp;&nbsp; 99859 |
| &nbsp;&nbsp;&nbsp; 2.55%, 10/01/29 | 87 | &nbsp;&nbsp; 81521 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1-day SOFR Index + 2.06%), 4.79%, <br> 06/01/33<sup>(b)(c)</sup><br>| 105 | &nbsp;&nbsp; 104645 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1-day SOFR Index + 2.42%), 6.40%, <br> 03/06/35<sup>(b)(c)</sup><br>| 150 | &nbsp;&nbsp; 162780 |
| Kreditanstalt fuer Wiederaufbau |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/20/27 | 700 | &nbsp;&nbsp; 692285 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/28/27 | 400 | &nbsp;&nbsp; 402208 |
| &nbsp;&nbsp;&nbsp; 3.50%, 08/27/27 | 400 | &nbsp;&nbsp; 398787 |
| &nbsp;&nbsp;&nbsp; 3.75%, 02/15/28 | 400 | &nbsp;&nbsp; 400816 |
| &nbsp;&nbsp;&nbsp; 3.88%, 06/15/28 | 700 | &nbsp;&nbsp; 704043 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/15/29<sup>(b)</sup> | 600 | &nbsp;&nbsp; 606068 |
| &nbsp;&nbsp;&nbsp; 1.75%, 09/14/29 | 257 | &nbsp;&nbsp; 238694 |
| &nbsp;&nbsp;&nbsp; 4.63%, 03/18/30 | 315 | &nbsp;&nbsp; 326420 |
| &nbsp;&nbsp;&nbsp; 3.75%, 07/15/30 | 550 | &nbsp;&nbsp; 549584 |
| &nbsp;&nbsp;&nbsp; 4.13%, 07/15/33<sup>(b)</sup> | 1400 | &nbsp;&nbsp; 1406494 |
| &nbsp;&nbsp;&nbsp; 4.38%, 02/28/34 | 500 | &nbsp;&nbsp; 510208 |
| &nbsp;&nbsp;&nbsp; Series GLOB, 3.88%, 05/15/28<sup>(b)</sup> | 500 | &nbsp;&nbsp; 502808 |
| Landwirtschaftliche Rentenbank |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 05/28/30 | 200 | &nbsp;&nbsp; 203165 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| Landwirtschaftliche Rentenbank (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 0.88%, 09/03/30 | $341 | &nbsp;&nbsp; $296892 |
| &nbsp;&nbsp;&nbsp; Series 44, 3.88%, 06/14/28 | 200 | &nbsp;&nbsp; 201031 |
| M&T Bank Corp.<sup>(c)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.93%), 4.83%, 01/16/29 | 100 | &nbsp;&nbsp; 101238 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.40%), 5.18%, 07/08/31 | 45 | &nbsp;&nbsp; 46085 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.61%), 5.39%, 01/16/36 | 120 | &nbsp;&nbsp; 121656 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.85%), 5.05%, 01/27/34 | 200 | &nbsp;&nbsp; 200511 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR Index + 1.78%), 4.55%, 08/16/28 | 100 | &nbsp;&nbsp; 100623 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 1.43%), 5.40%, 07/30/35 | 75 | &nbsp;&nbsp; 75570 |
| Manufacturers & Traders Trust Co., 4.70%, 01/27/28 | 250 | &nbsp;&nbsp; 253343 |
| Morgan Stanley Bank N.A. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Class BN, (1-day SOFR + 0.68%), 4.45%, <br> 10/15/27<sup>(c)</sup><br>| 250 | &nbsp;&nbsp; 250598 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Class BN, (1-day SOFR + 0.91%), 5.02%, <br> 01/12/29<sup>(c)</sup><br>| 250 | &nbsp;&nbsp; 254479 |
| &nbsp;&nbsp;&nbsp; Series BKNT, 5.88%, 10/30/26 | 250 | &nbsp;&nbsp; 254887 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series BKNT, (1-day SOFR + 0.87%), 5.50%, <br> 05/26/28<sup>(c)</sup><br>| 250 | &nbsp;&nbsp; 255510 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series BKNT, (1-day SOFR + 0.93%), 4.97%, <br> 07/14/28<sup>(c)</sup><br>| 250 | &nbsp;&nbsp; 253696 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series BKNT, (1-day SOFR + 1.08%), 4.95%, <br> 01/14/28<sup>(c)</sup><br>| 250 | &nbsp;&nbsp; 252464 |
| Morgan Stanley Private Bank NA<sup>(c)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.77%), 4.47%, 07/06/28 | 250 | &nbsp;&nbsp; 251402 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.08%), 4.73%, 07/18/31 | 500 | &nbsp;&nbsp; 507467 |
| National Australia Bank Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 4.90%, 06/13/28 | 550 | &nbsp;&nbsp; 563336 |
| &nbsp;&nbsp;&nbsp; 4.79%, 01/10/29 | 250 | &nbsp;&nbsp; 255275 |
| National Bank of Canada |  |  |
| &nbsp;&nbsp;&nbsp; 5.60%, 12/18/28 | 250 | &nbsp;&nbsp; 260793 |
| &nbsp;&nbsp;&nbsp; 4.50%, 10/10/29 | 250 | &nbsp;&nbsp; 252192 |
| Oesterreichische Kontrollbank AG |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/01/28<sup>(b)</sup> | 500 | &nbsp;&nbsp; 506240 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/28/28 | 200 | &nbsp;&nbsp; 201511 |
| &nbsp;&nbsp;&nbsp; 3.75%, 09/05/29 | 300 | &nbsp;&nbsp; 299807 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/24/30<sup>(b)</sup> | 85 | &nbsp;&nbsp; 87368 |
| PNC Bank N.A., Series BKNT, 4.05%, 07/26/28 | 300 | &nbsp;&nbsp; 299245 |
| PNC Financial Services Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.15%, 05/19/27 | 25 | &nbsp;&nbsp; 24672 |
| &nbsp;&nbsp;&nbsp; 3.45%, 04/23/29 | 341 | &nbsp;&nbsp; 333870 |
| &nbsp;&nbsp;&nbsp; 2.55%, 01/22/30 | 271 | &nbsp;&nbsp; 253282 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.98%), 2.31%, 04/23/32<sup>(c)</sup> | 171 | &nbsp;&nbsp; 152576 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.07%), 5.22%, 01/29/31<sup>(c)</sup> | 115 | &nbsp;&nbsp; 118821 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.20%), 5.49%, 05/14/30<sup>(c)</sup> | 125 | &nbsp;&nbsp; 130101 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.26%), 4.81%, 10/21/32<sup>(c)</sup> | 100 | &nbsp;&nbsp; 101376 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.33%), 4.90%, 05/13/31<sup>(c)</sup> | 100 | &nbsp;&nbsp; 102119 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.34%), 5.30%, 01/21/28<sup>(c)</sup> | 85 | &nbsp;&nbsp; 86260 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.39%), 5.58%, 01/29/36<sup>(c)</sup> | 205 | &nbsp;&nbsp; 213897 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.42%), 5.37%, 07/21/36<sup>(c)</sup> | 140 | &nbsp;&nbsp; 144070 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.60%), 5.40%, 07/23/35<sup>(c)</sup> | 360 | &nbsp;&nbsp; 372650 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.62%), 5.35%, 12/02/28<sup>(c)</sup> | 135 | &nbsp;&nbsp; 138456 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.84%), 5.58%, 06/12/29<sup>(c)</sup> | 774 | &nbsp;&nbsp; 802044 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.90%), 5.68%, 01/22/35<sup>(c)</sup> | 200 | &nbsp;&nbsp; 210907 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.93%), 5.07%, 01/24/34<sup>(c)</sup> | 205 | &nbsp;&nbsp; 209174 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.95%), 5.94%, 08/18/34<sup>(c)</sup> | 100 | &nbsp;&nbsp; 107264 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.28%), 6.88%, 10/20/34<sup>(c)</sup> | 295 | &nbsp;&nbsp; 334221 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR Index + 1.73%), 6.62%, 10/20/27<sup>(c)</sup> | 100 | &nbsp;&nbsp; 102445 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR Index + 1.85%), 4.63%, 06/06/33<sup>(c)</sup> | 150 | &nbsp;&nbsp; 148860 |
| Regions Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.80%, 08/12/28 | 341 | &nbsp;&nbsp; 319609 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.49%), 5.72%, 06/06/30<sup>(c)</sup> | 50 | &nbsp;&nbsp; 52111 |

---

------

Schedule of Investments (unaudited)(continued)

September 30, 2025

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| Regions Financial Corp. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.06%), 5.50%, 09/06/35<sup>(c)</sup> | $100 | &nbsp;&nbsp; $102807 |
| Royal Bank of Canada |  |  |
| &nbsp;&nbsp;&nbsp; 1.40%, 11/02/26 | 76 | &nbsp;&nbsp; 73965 |
| &nbsp;&nbsp;&nbsp; 4.88%, 01/19/27 | 50 | &nbsp;&nbsp; 50577 |
| &nbsp;&nbsp;&nbsp; 2.05%, 01/21/27 | 87 | &nbsp;&nbsp; 84923 |
| &nbsp;&nbsp;&nbsp; 3.63%, 05/04/27 | 279 | &nbsp;&nbsp; 277808 |
| &nbsp;&nbsp;&nbsp; 4.24%, 08/03/27 | 220 | &nbsp;&nbsp; 221268 |
| &nbsp;&nbsp;&nbsp; 6.00%, 11/01/27 | 100 | &nbsp;&nbsp; 103976 |
| &nbsp;&nbsp;&nbsp; 4.90%, 01/12/28 | 100 | &nbsp;&nbsp; 102040 |
| &nbsp;&nbsp;&nbsp; 5.20%, 08/01/28 | 175 | &nbsp;&nbsp; 180465 |
| &nbsp;&nbsp;&nbsp; 4.95%, 02/01/29 | 550 | &nbsp;&nbsp; 565225 |
| &nbsp;&nbsp;&nbsp; 2.30%, 11/03/31 | 200 | &nbsp;&nbsp; 178874 |
| &nbsp;&nbsp;&nbsp; 3.88%, 05/04/32 | 129 | &nbsp;&nbsp; 125168 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/01/33 | 100 | &nbsp;&nbsp; 103280 |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/02/33 | 80 | &nbsp;&nbsp; 82361 |
| &nbsp;&nbsp;&nbsp; 5.15%, 02/01/34<sup>(b)</sup> | 130 | &nbsp;&nbsp; 135435 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.83%), 4.97%, 01/24/29<sup>(c)</sup> | 150 | &nbsp;&nbsp; 152574 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.89%), 4.50%, 08/06/29<sup>(c)</sup> | 275 | &nbsp;&nbsp; 277139 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.03%), 5.15%, 02/04/31<sup>(c)</sup> | 150 | &nbsp;&nbsp; 154536 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.06%), 4.70%, 08/06/31<sup>(c)</sup> | 100 | &nbsp;&nbsp; 101309 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.10%), 4.97%, 08/02/30<sup>(c)</sup> | 125 | &nbsp;&nbsp; 127908 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR Index + 0.72%), 4.51%, 10/18/27<sup>(c)</sup> | 65 | &nbsp;&nbsp; 65221 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR Index + 0.81%), 4.72%, 03/27/28<sup>(c)</sup> | 175 | &nbsp;&nbsp; 176695 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR Index + 0.86%), 4.52%, 10/18/28<sup>(c)</sup> | 115 | &nbsp;&nbsp; 115951 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR Index + 1.08%), 4.65%, 10/18/30<sup>(c)</sup> | 250 | &nbsp;&nbsp; 252868 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR Index + 1.13%), 4.97%, 05/02/31<sup>(c)</sup> | 125 | &nbsp;&nbsp; 127998 |
| Santander Holdings USA, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.24%, 10/05/26 | 341 | &nbsp;&nbsp; 337639 |
| &nbsp;&nbsp;&nbsp; 4.40%, 07/13/27 | 150 | &nbsp;&nbsp; 150411 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.25%), 2.49%, 01/06/28<sup>(b)(c)</sup> | 190 | &nbsp;&nbsp; 185395 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.61%), 5.47%, 03/20/29<sup>(c)</sup> | 75 | &nbsp;&nbsp; 76429 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.88%), 5.74%, 03/20/31<sup>(c)</sup> | 75 | &nbsp;&nbsp; 77428 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.94%), 5.35%, 09/06/30<sup>(c)</sup> | 100 | &nbsp;&nbsp; 101976 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.14%), 6.34%, 05/31/35<sup>(b)(c)</sup> | 85 | &nbsp;&nbsp; 90590 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.36%), 6.50%, 03/09/29<sup>(c)</sup> | 70 | &nbsp;&nbsp; 73035 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.50%), 6.17%, 01/09/30<sup>(c)</sup> | 40 | &nbsp;&nbsp; 41665 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.70%), 6.57%, 06/12/29<sup>(c)</sup> | 28 | &nbsp;&nbsp; 29349 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 3.28%), 7.66%, 11/09/31<sup>(c)</sup> | 50 | &nbsp;&nbsp; 56003 |
| Santander U.K. Group Holdings PLC<sup>(c)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.22%), 2.47%, 01/11/28 | 200 | &nbsp;&nbsp; 195343 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.60%), 6.53%, 01/10/29 | 200 | &nbsp;&nbsp; 209324 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR Index + 1.58%), 5.14%, 09/22/36 | 200 | &nbsp;&nbsp; 198136 |
| &nbsp;&nbsp;&nbsp; (3-mo. SOFR US + 1.66%), 3.82%, 11/03/28 | 200 | &nbsp;&nbsp; 197978 |
| Synchrony Bank, 5.63%, 08/23/27 | 250 | &nbsp;&nbsp; 255268 |
| Toronto-Dominion Bank |  |  |
| &nbsp;&nbsp;&nbsp; 5.26%, 12/11/26 | 35 | &nbsp;&nbsp; 35478 |
| &nbsp;&nbsp;&nbsp; 4.57%, 12/17/26 | 75 | &nbsp;&nbsp; 75401 |
| &nbsp;&nbsp;&nbsp; 1.95%, 01/12/27 | 87 | &nbsp;&nbsp; 84875 |
| &nbsp;&nbsp;&nbsp; 2.80%, 03/10/27 | 158 | &nbsp;&nbsp; 155376 |
| &nbsp;&nbsp;&nbsp; 4.98%, 04/05/27 | 100 | &nbsp;&nbsp; 101421 |
| &nbsp;&nbsp;&nbsp; 4.11%, 06/08/27 | 175 | &nbsp;&nbsp; 175256 |
| &nbsp;&nbsp;&nbsp; 4.69%, 09/15/27 | 200 | &nbsp;&nbsp; 202584 |
| &nbsp;&nbsp;&nbsp; 5.16%, 01/10/28 | 300 | &nbsp;&nbsp; 307133 |
| &nbsp;&nbsp;&nbsp; 4.86%, 01/31/28 | 125 | &nbsp;&nbsp; 127185 |
| &nbsp;&nbsp;&nbsp; 4.57%, 06/02/28 | 75 | &nbsp;&nbsp; 75977 |
| &nbsp;&nbsp;&nbsp; 5.52%, 07/17/28 | 175 | &nbsp;&nbsp; 181642 |
| &nbsp;&nbsp;&nbsp; 4.99%, 04/05/29 | 100 | &nbsp;&nbsp; 102688 |
| &nbsp;&nbsp;&nbsp; 4.78%, 12/17/29 | 75 | &nbsp;&nbsp; 76664 |
| &nbsp;&nbsp;&nbsp; 4.81%, 06/03/30 | 75 | &nbsp;&nbsp; 76638 |
| &nbsp;&nbsp;&nbsp; 2.00%, 09/10/31 | 189 | &nbsp;&nbsp; 167908 |
| &nbsp;&nbsp;&nbsp; 2.45%, 01/12/32 | 87 | &nbsp;&nbsp; 77310 |
| &nbsp;&nbsp;&nbsp; 5.30%, 01/30/32 | 75 | &nbsp;&nbsp; 78329 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| Toronto-Dominion Bank (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 3.20%, 03/10/32 | $213 | &nbsp;&nbsp; $197776 |
| &nbsp;&nbsp;&nbsp; 4.46%, 06/08/32 | 205 | &nbsp;&nbsp; 204844 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 1.50%), 5.15%, 09/10/34<sup>(c)</sup> | 120 | &nbsp;&nbsp; 121462 |
| Truist Bank |  |  |
| &nbsp;&nbsp;&nbsp; Series BKNT, 3.80%, 10/30/26 | 250 | &nbsp;&nbsp; 249248 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series BKNT, Class BN, (1-day SOFR + 0.77%), <br> 4.42%, 07/24/28<sup>(c)</sup><br>| 250 | &nbsp;&nbsp; 251067 |
| Truist Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.13%, 08/03/27 | 155 | &nbsp;&nbsp; 147017 |
| &nbsp;&nbsp;&nbsp; 1.95%, 06/05/30 | 141 | &nbsp;&nbsp; 127019 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.86%), 1.89%, 06/07/29<sup>(c)</sup> | 171 | &nbsp;&nbsp; 161148 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.31%), 5.07%, 05/20/31<sup>(c)</sup> | 125 | &nbsp;&nbsp; 128162 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.37%), 4.12%, 06/06/28<sup>(c)</sup> | 115 | &nbsp;&nbsp; 115058 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.44%), 4.87%, 01/26/29<sup>(c)</sup> | 280 | &nbsp;&nbsp; 284213 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.57%), 5.15%, 08/05/32<sup>(b)(c)</sup> | 100 | &nbsp;&nbsp; 102916 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.62%), 5.44%, 01/24/30<sup>(c)</sup> | 185 | &nbsp;&nbsp; 191420 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.85%), 5.12%, 01/26/34<sup>(c)</sup> | 130 | &nbsp;&nbsp; 132080 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.92%), 5.71%, 01/24/35<sup>(c)</sup> | 235 | &nbsp;&nbsp; 246602 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.24%), 4.92%, 07/28/33<sup>(c)</sup> | 100 | &nbsp;&nbsp; 99678 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.30%), 6.12%, 10/28/33<sup>(c)</sup> | 100 | &nbsp;&nbsp; 107741 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.36%), 5.87%, 06/08/34<sup>(c)</sup> | 245 | &nbsp;&nbsp; 259584 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.45%), 7.16%, 10/30/29<sup>(c)</sup> | 330 | &nbsp;&nbsp; 357423 |
| U.S. Bancorp |  |  |
| &nbsp;&nbsp;&nbsp; 3.90%, 04/26/28 | 341 | &nbsp;&nbsp; 340409 |
| &nbsp;&nbsp;&nbsp; 3.00%, 07/30/29 | 200 | &nbsp;&nbsp; 191395 |
| &nbsp;&nbsp;&nbsp; 1.38%, 07/22/30 | 141 | &nbsp;&nbsp; 123682 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.73%), 2.22%, 01/27/28<sup>(c)</sup> | 87 | &nbsp;&nbsp; 84758 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.02%), 2.68%, 01/27/33<sup>(c)</sup> | 87 | &nbsp;&nbsp; 77836 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.06%), 5.05%, 02/12/31<sup>(c)</sup> | 75 | &nbsp;&nbsp; 76922 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.23%), 4.65%, 02/01/29<sup>(c)</sup> | 150 | &nbsp;&nbsp; 151659 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.25%), 5.10%, 07/23/30<sup>(c)</sup> | 135 | &nbsp;&nbsp; 138884 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.30%), 5.08%, 05/15/31<sup>(c)</sup> | 150 | &nbsp;&nbsp; 154249 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.41%), 5.42%, 02/12/36<sup>(b)(c)</sup> | 120 | &nbsp;&nbsp; 124253 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.56%), 5.38%, 01/23/30<sup>(c)</sup> | 200 | &nbsp;&nbsp; 206784 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.60%), 4.84%, 02/01/34<sup>(c)</sup> | 650 | &nbsp;&nbsp; 652846 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.66%), 4.55%, 07/22/28<sup>(c)</sup> | 260 | &nbsp;&nbsp; 261969 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.86%), 5.68%, 01/23/35<sup>(c)</sup> | 50 | &nbsp;&nbsp; 52645 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.88%), 6.79%, 10/26/27<sup>(c)</sup> | 50 | &nbsp;&nbsp; 51340 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.02%), 5.78%, 06/12/29<sup>(c)</sup> | 55 | &nbsp;&nbsp; 57240 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.09%), 5.85%, 10/21/33<sup>(b)(c)</sup> | 200 | &nbsp;&nbsp; 213262 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.11%), 4.97%, 07/22/33<sup>(c)</sup> | 225 | &nbsp;&nbsp; 225880 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.26%), 5.84%, 06/12/34<sup>(c)</sup> | 150 | &nbsp;&nbsp; 159838 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 0.95%), 2.49%, 11/03/36<sup>(c)</sup> | 121 | &nbsp;&nbsp; 104314 |
| &nbsp;&nbsp;&nbsp; Series X, 3.15%, 04/27/27 | 200 | &nbsp;&nbsp; 197478 |
| Wachovia Corp., 5.50%, 08/01/35 | 100 | &nbsp;&nbsp; 103057 |
| Wells Fargo & Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 10/23/26<sup>(b)</sup> | 400 | &nbsp;&nbsp; 395934 |
| &nbsp;&nbsp;&nbsp; 4.30%, 07/22/27 | 257 | &nbsp;&nbsp; 257905 |
| &nbsp;&nbsp;&nbsp; 4.15%, 01/24/29 | 371 | &nbsp;&nbsp; 370841 |
| &nbsp;&nbsp;&nbsp; 5.38%, 11/02/43 | 255 | &nbsp;&nbsp; 249148 |
| &nbsp;&nbsp;&nbsp; 5.61%, 01/15/44 | 214 | &nbsp;&nbsp; 214229 |
| &nbsp;&nbsp;&nbsp; 4.65%, 11/04/44 | 230 | &nbsp;&nbsp; 203621 |
| &nbsp;&nbsp;&nbsp; 3.90%, 05/01/45 | 197 | &nbsp;&nbsp; 161434 |
| &nbsp;&nbsp;&nbsp; 4.90%, 11/17/45 | 257 | &nbsp;&nbsp; 234032 |
| &nbsp;&nbsp;&nbsp; 4.40%, 06/14/46 | 244 | &nbsp;&nbsp; 206366 |
| &nbsp;&nbsp;&nbsp; 4.75%, 12/07/46 | 235 | &nbsp;&nbsp; 208544 |
| &nbsp;&nbsp;&nbsp; 5.95%, 12/01/86 | 50 | &nbsp;&nbsp; 51759 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.88%), 4.08%, 09/15/29<sup>(c)</sup> | 325 | &nbsp;&nbsp; 323986 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.07%), 5.71%, 04/22/28<sup>(c)</sup> | 240 | &nbsp;&nbsp; 245576 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.11%), 5.24%, 01/24/31<sup>(c)</sup> | 330 | &nbsp;&nbsp; 341421 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.34%), 4.89%, 09/15/36<sup>(b)(c)</sup> | 325 | &nbsp;&nbsp; 324350 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.37%), 4.97%, 04/23/29<sup>(c)</sup> | 300 | &nbsp;&nbsp; 305712 |

---

Master Portfolio Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

September 30, 2025

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| Wells Fargo & Co. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.38%), 5.21%, 12/03/35<sup>(c)</sup> | 350 | &nbsp;&nbsp; $357610 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.50%), 5.20%, 01/23/30<sup>(c)</sup> | 425 | &nbsp;&nbsp; 437707 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.50%), 5.15%, 04/23/31<sup>(c)</sup> | 450 | &nbsp;&nbsp; 464085 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.50%), 3.35%, 03/02/33<sup>(c)</sup> | 487 | &nbsp;&nbsp; 453336 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.51%), 3.53%, 03/24/28<sup>(c)</sup> | 563 | &nbsp;&nbsp; 557975 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.74%), 5.57%, 07/25/29<sup>(c)</sup> | 530 | &nbsp;&nbsp; 549267 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.74%), 5.61%, 04/23/36<sup>(c)</sup> | 375 | &nbsp;&nbsp; 393544 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.78%), 5.50%, 01/23/35<sup>(c)</sup> | 390 | &nbsp;&nbsp; 406805 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.79%), 6.30%, 10/23/29<sup>(c)</sup> | 185 | &nbsp;&nbsp; 195945 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.98%), 4.81%, 07/25/28<sup>(c)</sup> | 210 | &nbsp;&nbsp; 212479 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.99%), 5.56%, 07/25/34<sup>(c)</sup> | 490 | &nbsp;&nbsp; 514697 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.02%), 5.39%, 04/24/34<sup>(c)</sup> | 465 | &nbsp;&nbsp; 483163 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.06%), 6.49%, 10/23/34<sup>(c)</sup> | 415 | &nbsp;&nbsp; 461103 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.10%), 2.39%, 06/02/28<sup>(c)</sup> | 355 | &nbsp;&nbsp; 345097 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.10%), 4.90%, 07/25/33<sup>(c)</sup> | 500 | &nbsp;&nbsp; 507964 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.13%), 4.61%, 04/25/53<sup>(c)</sup> | 389 | &nbsp;&nbsp; 341746 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.53%), 3.07%, 04/30/41<sup>(c)</sup> | 441 | &nbsp;&nbsp; 342343 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.26%), 2.57%, <br> 02/11/31<sup>(c)</sup><br>| 407 | &nbsp;&nbsp; 378237 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.43%), 2.88%, <br> 10/30/30<sup>(c)</sup><br>| 441 | &nbsp;&nbsp; 417540 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.57%), 3.58%, <br> 05/22/28<sup>(c)</sup><br>| 457 | &nbsp;&nbsp; 452876 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 4.03%), 4.48%, <br> 04/04/31<sup>(c)</sup><br>| 341 | &nbsp;&nbsp; 342866 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 4.50%), 5.01%, <br> 04/04/51<sup>(c)</sup><br>| 683 | &nbsp;&nbsp; 637823 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series W, (1-day SOFR + 0.78%), 4.90%, <br> 01/24/28<sup>(c)</sup><br>| 230 | &nbsp;&nbsp; 232115 |
| Wells Fargo Bank N.A. |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 12/11/26 | 250 | &nbsp;&nbsp; 253592 |
| &nbsp;&nbsp;&nbsp; Series BKNT, 6.60%, 01/15/38 | 250 | &nbsp;&nbsp; 282322 |
| Westpac Banking Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.60%, 10/20/26 | 55 | &nbsp;&nbsp; 55370 |
| &nbsp;&nbsp;&nbsp; 3.35%, 03/08/27 | 75 | &nbsp;&nbsp; 74471 |
| &nbsp;&nbsp;&nbsp; 4.04%, 08/26/27 | 150 | &nbsp;&nbsp; 150606 |
| &nbsp;&nbsp;&nbsp; 5.46%, 11/18/27 | 250 | &nbsp;&nbsp; 257998 |
| &nbsp;&nbsp;&nbsp; 3.40%, 01/25/28<sup>(b)</sup> | 87 | &nbsp;&nbsp; 86084 |
| &nbsp;&nbsp;&nbsp; 5.54%, 11/17/28 | 100 | &nbsp;&nbsp; 104682 |
| &nbsp;&nbsp;&nbsp; 1.95%, 11/20/28 | 171 | &nbsp;&nbsp; 161028 |
| &nbsp;&nbsp;&nbsp; 5.05%, 04/16/29 | 100 | &nbsp;&nbsp; 103220 |
| &nbsp;&nbsp;&nbsp; 2.65%, 01/16/30 | 138 | &nbsp;&nbsp; 130215 |
| &nbsp;&nbsp;&nbsp; 4.35%, 07/01/30<sup>(b)</sup> | 100 | &nbsp;&nbsp; 100890 |
| &nbsp;&nbsp;&nbsp; 2.15%, 06/03/31 | 240 | &nbsp;&nbsp; 216002 |
| &nbsp;&nbsp;&nbsp; 6.82%, 11/17/33 | 55 | &nbsp;&nbsp; 61558 |
| &nbsp;&nbsp;&nbsp; 4.42%, 07/24/39 | 171 | &nbsp;&nbsp; 158358 |
| &nbsp;&nbsp;&nbsp; 2.96%, 11/16/40 | 100 | &nbsp;&nbsp; 76544 |
| &nbsp;&nbsp;&nbsp; 3.13%, 11/18/41<sup>(b)</sup> | 59 | &nbsp;&nbsp; 44655 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 1.20%), 5.62%, 11/20/35<sup>(c)</sup> | 150 | &nbsp;&nbsp; 154670 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 2.68%), 5.41%, 08/10/33<sup>(c)</sup> | 100 | &nbsp;&nbsp; 103203 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 1.53%), 3.02%, 11/18/36<sup>(c)</sup> | 81 | &nbsp;&nbsp; 72243 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 1.75%), 2.67%, 11/15/35<sup>(c)</sup> | 237 | &nbsp;&nbsp; 212678 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 2.00%), 4.11%, 07/24/34<sup>(b)(c)</sup> | 150 | &nbsp;&nbsp; 146892 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5-year USD ICE Swap + 2.24%), 4.32%, <br> 11/23/31<sup>(c)</sup><br>| 130 | &nbsp;&nbsp; 129621 |
|  |  | &nbsp;&nbsp; 77911392 |
| **Beverages — 0.5%** | **Beverages — 0.5%** | **Beverages — 0.5%** |
| &nbsp;&nbsp;&nbsp; Anheuser-Busch Cos. LLC/Anheuser-Busch InBev <br> Worldwide, Inc.<br>|  |  |
| &nbsp;&nbsp;&nbsp; 4.70%, 02/01/36 | 597 | &nbsp;&nbsp; 589420 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Beverages (continued)** | **Beverages (continued)** | **Beverages (continued)** |
| &nbsp;&nbsp;&nbsp; Anheuser-Busch Cos. LLC/Anheuser-Busch InBev <br> Worldwide, Inc. (continued)<br>|  |  |
| &nbsp;&nbsp;&nbsp; 4.90%, 02/01/46 | $1082 | &nbsp;&nbsp; $1013650 |
| Anheuser-Busch InBev Finance, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.70%, 02/01/36 | 100 | &nbsp;&nbsp; 98730 |
| &nbsp;&nbsp;&nbsp; 4.63%, 02/01/44 | 112 | &nbsp;&nbsp; 102006 |
| &nbsp;&nbsp;&nbsp; 4.90%, 02/01/46 | 87 | &nbsp;&nbsp; 81257 |
| Anheuser-Busch InBev Worldwide, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/23/29<sup>(b)</sup> | 298 | &nbsp;&nbsp; 304112 |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/01/30 | 297 | &nbsp;&nbsp; 289156 |
| &nbsp;&nbsp;&nbsp; 5.00%, 06/15/34<sup>(b)</sup> | 165 | &nbsp;&nbsp; 170221 |
| &nbsp;&nbsp;&nbsp; 4.38%, 04/15/38 | 171 | &nbsp;&nbsp; 162123 |
| &nbsp;&nbsp;&nbsp; 8.20%, 01/15/39 | 197 | &nbsp;&nbsp; 254218 |
| &nbsp;&nbsp;&nbsp; 5.45%, 01/23/39 | 171 | &nbsp;&nbsp; 176680 |
| &nbsp;&nbsp;&nbsp; 4.95%, 01/15/42 | 187 | &nbsp;&nbsp; 179739 |
| &nbsp;&nbsp;&nbsp; 4.60%, 04/15/48<sup>(b)</sup> | 100 | &nbsp;&nbsp; 90439 |
| &nbsp;&nbsp;&nbsp; 4.44%, 10/06/48 | 209 | &nbsp;&nbsp; 181629 |
| &nbsp;&nbsp;&nbsp; 5.55%, 01/23/49 | 450 | &nbsp;&nbsp; 454981 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/01/50 | 100 | &nbsp;&nbsp; 90529 |
| &nbsp;&nbsp;&nbsp; 4.75%, 04/15/58 | 150 | &nbsp;&nbsp; 133924 |
| &nbsp;&nbsp;&nbsp; 5.80%, 01/23/59 | 271 | &nbsp;&nbsp; 282490 |
| Brown-Forman Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 04/15/33<sup>(b)</sup> | 40 | &nbsp;&nbsp; 40469 |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/15/38 | 87 | &nbsp;&nbsp; 78214 |
| &nbsp;&nbsp;&nbsp; 4.50%, 07/15/45 | 75 | &nbsp;&nbsp; 66328 |
| Coca-Cola Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.38%, 03/25/27 | 25 | &nbsp;&nbsp; 24858 |
| &nbsp;&nbsp;&nbsp; 2.90%, 05/25/27 | 87 | &nbsp;&nbsp; 85658 |
| &nbsp;&nbsp;&nbsp; 1.45%, 06/01/27 | 50 | &nbsp;&nbsp; 48138 |
| &nbsp;&nbsp;&nbsp; 1.50%, 03/05/28 | 171 | &nbsp;&nbsp; 162006 |
| &nbsp;&nbsp;&nbsp; 2.13%, 09/06/29 | 171 | &nbsp;&nbsp; 160046 |
| &nbsp;&nbsp;&nbsp; 3.45%, 03/25/30 | 87 | &nbsp;&nbsp; 84873 |
| &nbsp;&nbsp;&nbsp; 1.65%, 06/01/30 | 220 | &nbsp;&nbsp; 197857 |
| &nbsp;&nbsp;&nbsp; 2.00%, 03/05/31 | 158 | &nbsp;&nbsp; 141967 |
| &nbsp;&nbsp;&nbsp; 2.25%, 01/05/32 | 291 | &nbsp;&nbsp; 260318 |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/13/34 | 75 | &nbsp;&nbsp; 78073 |
| &nbsp;&nbsp;&nbsp; 4.65%, 08/14/34<sup>(b)</sup> | 150 | &nbsp;&nbsp; 152663 |
| &nbsp;&nbsp;&nbsp; 2.50%, 06/01/40 | 171 | &nbsp;&nbsp; 127204 |
| &nbsp;&nbsp;&nbsp; 2.88%, 05/05/41 | 87 | &nbsp;&nbsp; 66886 |
| &nbsp;&nbsp;&nbsp; 4.20%, 03/25/50 | 150 | &nbsp;&nbsp; 127586 |
| &nbsp;&nbsp;&nbsp; 2.60%, 06/01/50 | 171 | &nbsp;&nbsp; 108045 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/05/51 | 140 | &nbsp;&nbsp; 95645 |
| &nbsp;&nbsp;&nbsp; 2.50%, 03/15/51 | 257 | &nbsp;&nbsp; 157148 |
| &nbsp;&nbsp;&nbsp; 5.30%, 05/13/54 | 75 | &nbsp;&nbsp; 74661 |
| &nbsp;&nbsp;&nbsp; 5.20%, 01/14/55 | 150 | &nbsp;&nbsp; 146944 |
| &nbsp;&nbsp;&nbsp; 2.75%, 06/01/60 | 75 | &nbsp;&nbsp; 45600 |
| &nbsp;&nbsp;&nbsp; 5.40%, 05/13/64 | 275 | &nbsp;&nbsp; 273715 |
| Coca-Cola Consolidated, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 06/01/29 | 50 | &nbsp;&nbsp; 51679 |
| &nbsp;&nbsp;&nbsp; 5.45%, 06/01/34 | 50 | &nbsp;&nbsp; 52279 |
| Coca-Cola Femsa SAB de C.V. |  |  |
| &nbsp;&nbsp;&nbsp; 2.75%, 01/22/30 | 150 | &nbsp;&nbsp; 141188 |
| &nbsp;&nbsp;&nbsp; 1.85%, 09/01/32<sup>(b)</sup> | 218 | &nbsp;&nbsp; 182248 |
| Coca-Cola Femsa SAB de CV, 5.10%, 05/06/35 | 150 | &nbsp;&nbsp; 151350 |
| Constellation Brands, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.70%, 12/06/26 | 130 | &nbsp;&nbsp; 129303 |
| &nbsp;&nbsp;&nbsp; 3.50%, 05/09/27 | 171 | &nbsp;&nbsp; 169265 |
| &nbsp;&nbsp;&nbsp; 3.60%, 02/15/28 | 100 | &nbsp;&nbsp; 98667 |
| &nbsp;&nbsp;&nbsp; 4.80%, 01/15/29 | 25 | &nbsp;&nbsp; 25392 |
| &nbsp;&nbsp;&nbsp; 3.15%, 08/01/29 | 171 | &nbsp;&nbsp; 164451 |
| &nbsp;&nbsp;&nbsp; 2.88%, 05/01/30 | 100 | &nbsp;&nbsp; 93565 |
| &nbsp;&nbsp;&nbsp; 4.80%, 05/01/30 | 25 | &nbsp;&nbsp; 25355 |

---

------

Schedule of Investments (unaudited)(continued)

September 30, 2025

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Beverages (continued)** | **Beverages (continued)** | **Beverages (continued)** |
| Constellation Brands, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 08/01/31<sup>(b)</sup> | $326 | &nbsp;&nbsp; $287363 |
| &nbsp;&nbsp;&nbsp; 4.90%, 05/01/33<sup>(b)</sup> | 60 | &nbsp;&nbsp; 60561 |
| &nbsp;&nbsp;&nbsp; 4.10%, 02/15/48 | 87 | &nbsp;&nbsp; 68643 |
| &nbsp;&nbsp;&nbsp; 5.25%, 11/15/48 | 75 | &nbsp;&nbsp; 69806 |
| &nbsp;&nbsp;&nbsp; 3.75%, 05/01/50 | 87 | &nbsp;&nbsp; 64031 |
| Diageo Capital PLC |  |  |
| &nbsp;&nbsp;&nbsp; 5.38%, 10/05/26 | 200 | &nbsp;&nbsp; 202634 |
| &nbsp;&nbsp;&nbsp; 5.30%, 10/24/27 | 200 | &nbsp;&nbsp; 204930 |
| &nbsp;&nbsp;&nbsp; 2.00%, 04/29/30 | 200 | &nbsp;&nbsp; 181889 |
| &nbsp;&nbsp;&nbsp; 2.13%, 04/29/32 | 200 | &nbsp;&nbsp; 173012 |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/24/33 | 200 | &nbsp;&nbsp; 210713 |
| &nbsp;&nbsp;&nbsp; 5.63%, 10/05/33 | 200 | &nbsp;&nbsp; 212710 |
| &nbsp;&nbsp;&nbsp; 3.88%, 04/29/43 | 74 | &nbsp;&nbsp; 61229 |
| Diageo Investment Corp., 4.25%, 05/11/42 | 87 | &nbsp;&nbsp; 75949 |
| &nbsp;&nbsp;&nbsp; Fomento Economico Mexicano SAB de CV, 3.50%, <br> 01/16/50<br>| 150 | &nbsp;&nbsp; 109376 |
| Keurig Dr. Pepper, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.10%, 03/15/27 | 75 | &nbsp;&nbsp; 75740 |
| &nbsp;&nbsp;&nbsp; 3.43%, 06/15/27 | 50 | &nbsp;&nbsp; 49323 |
| &nbsp;&nbsp;&nbsp; 4.35%, 05/15/28 | 50 | &nbsp;&nbsp; 49980 |
| &nbsp;&nbsp;&nbsp; 4.60%, 05/25/28<sup>(b)</sup> | 150 | &nbsp;&nbsp; 150859 |
| &nbsp;&nbsp;&nbsp; 5.05%, 03/15/29 | 50 | &nbsp;&nbsp; 50896 |
| &nbsp;&nbsp;&nbsp; 3.95%, 04/15/29 | 140 | &nbsp;&nbsp; 137705 |
| &nbsp;&nbsp;&nbsp; 3.20%, 05/01/30 | 87 | &nbsp;&nbsp; 82073 |
| &nbsp;&nbsp;&nbsp; 4.60%, 05/15/30 | 50 | &nbsp;&nbsp; 50018 |
| &nbsp;&nbsp;&nbsp; 4.05%, 04/15/32 | 71 | &nbsp;&nbsp; 67842 |
| &nbsp;&nbsp;&nbsp; 5.30%, 03/15/34 | 50 | &nbsp;&nbsp; 50557 |
| &nbsp;&nbsp;&nbsp; 5.15%, 05/15/35<sup>(b)</sup> | 50 | &nbsp;&nbsp; 49524 |
| &nbsp;&nbsp;&nbsp; 4.50%, 11/15/45 | 100 | &nbsp;&nbsp; 82641 |
| &nbsp;&nbsp;&nbsp; 4.42%, 12/15/46 | 87 | &nbsp;&nbsp; 70492 |
| &nbsp;&nbsp;&nbsp; 3.80%, 05/01/50 | 87 | &nbsp;&nbsp; 63077 |
| &nbsp;&nbsp;&nbsp; 3.35%, 03/15/51 | 87 | &nbsp;&nbsp; 57530 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/15/52 | 122 | &nbsp;&nbsp; 98558 |
| &nbsp;&nbsp;&nbsp; Series 10, 5.20%, 03/15/31 | 50 | &nbsp;&nbsp; 51105 |
| &nbsp;&nbsp;&nbsp; Series 31, 2.25%, 03/15/31 | 87 | &nbsp;&nbsp; 76714 |
| Molson Coors Beverage Co. |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/01/42 | 170 | &nbsp;&nbsp; 158882 |
| &nbsp;&nbsp;&nbsp; 4.20%, 07/15/46 | 187 | &nbsp;&nbsp; 152344 |
| Pepsico Singapore Financing I Pte. Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 4.65%, 02/16/27 | 50 | &nbsp;&nbsp; 50500 |
| &nbsp;&nbsp;&nbsp; 4.55%, 02/16/29 | 50 | &nbsp;&nbsp; 50805 |
| &nbsp;&nbsp;&nbsp; 4.70%, 02/16/34 | 50 | &nbsp;&nbsp; 50157 |
| PepsiCo, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.38%, 10/06/26 | 171 | &nbsp;&nbsp; 168579 |
| &nbsp;&nbsp;&nbsp; 5.13%, 11/10/26 | 75 | &nbsp;&nbsp; 75986 |
| &nbsp;&nbsp;&nbsp; 4.40%, 02/07/27 | 50 | &nbsp;&nbsp; 50385 |
| &nbsp;&nbsp;&nbsp; 2.63%, 03/19/27 | 75 | &nbsp;&nbsp; 73719 |
| &nbsp;&nbsp;&nbsp; 3.00%, 10/15/27 | 162 | &nbsp;&nbsp; 159518 |
| &nbsp;&nbsp;&nbsp; 4.45%, 02/07/28 | 50 | &nbsp;&nbsp; 50695 |
| &nbsp;&nbsp;&nbsp; 3.60%, 02/18/28 | 100 | &nbsp;&nbsp; 99514 |
| &nbsp;&nbsp;&nbsp; 4.45%, 05/15/28 | 60 | &nbsp;&nbsp; 60934 |
| &nbsp;&nbsp;&nbsp; 4.10%, 01/15/29 | 75 | &nbsp;&nbsp; 75265 |
| &nbsp;&nbsp;&nbsp; 4.50%, 07/17/29 | 75 | &nbsp;&nbsp; 76333 |
| &nbsp;&nbsp;&nbsp; 2.63%, 07/29/29 | 171 | &nbsp;&nbsp; 162743 |
| &nbsp;&nbsp;&nbsp; 4.60%, 02/07/30 | 50 | &nbsp;&nbsp; 51074 |
| &nbsp;&nbsp;&nbsp; 2.75%, 03/19/30 | 341 | &nbsp;&nbsp; 322288 |
| &nbsp;&nbsp;&nbsp; 1.63%, 05/01/30 | 104 | &nbsp;&nbsp; 93242 |
| &nbsp;&nbsp;&nbsp; 4.30%, 07/23/30 | 50 | &nbsp;&nbsp; 50305 |
| &nbsp;&nbsp;&nbsp; 1.40%, 02/25/31 | 206 | &nbsp;&nbsp; 179160 |
| &nbsp;&nbsp;&nbsp; 1.95%, 10/21/31 | 169 | &nbsp;&nbsp; 148567 |
| &nbsp;&nbsp;&nbsp; 3.90%, 07/18/32 | 70 | &nbsp;&nbsp; 68360 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Beverages (continued)** | **Beverages (continued)** | **Beverages (continued)** |
| PepsiCo, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 4.65%, 07/23/32 | 75 | &nbsp;&nbsp; $76107 |
| &nbsp;&nbsp;&nbsp; 4.45%, 02/15/33 | 60 | &nbsp;&nbsp; 60562 |
| &nbsp;&nbsp;&nbsp; 4.80%, 07/17/34 | 75 | &nbsp;&nbsp; 76185 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/07/35 | 130 | &nbsp;&nbsp; 133073 |
| &nbsp;&nbsp;&nbsp; 5.00%, 07/23/35 | 175 | &nbsp;&nbsp; 178263 |
| &nbsp;&nbsp;&nbsp; 2.63%, 10/21/41 | 87 | &nbsp;&nbsp; 63298 |
| &nbsp;&nbsp;&nbsp; 4.45%, 04/14/46 | 300 | &nbsp;&nbsp; 268519 |
| &nbsp;&nbsp;&nbsp; 3.45%, 10/06/46 | 89 | &nbsp;&nbsp; 68079 |
| &nbsp;&nbsp;&nbsp; 3.38%, 07/29/49 | 75 | &nbsp;&nbsp; 54850 |
| &nbsp;&nbsp;&nbsp; 2.88%, 10/15/49 | 87 | &nbsp;&nbsp; 58385 |
| &nbsp;&nbsp;&nbsp; 3.63%, 03/19/50 | 121 | &nbsp;&nbsp; 92721 |
| &nbsp;&nbsp;&nbsp; 2.75%, 10/21/51 | 257 | &nbsp;&nbsp; 164499 |
| &nbsp;&nbsp;&nbsp; 4.20%, 07/18/52 | 25 | &nbsp;&nbsp; 20834 |
| &nbsp;&nbsp;&nbsp; 4.65%, 02/15/53 | 60 | &nbsp;&nbsp; 53841 |
| &nbsp;&nbsp;&nbsp; 5.25%, 07/17/54 | 75 | &nbsp;&nbsp; 73955 |
| &nbsp;&nbsp;&nbsp; 3.88%, 03/19/60 | 150 | &nbsp;&nbsp; 116414 |
|  |  | &nbsp;&nbsp; 16031368 |
| **Biotechnology — 0.3%** | **Biotechnology — 0.3%** | **Biotechnology — 0.3%** |
| Amgen, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.20%, 02/21/27 | 300 | &nbsp;&nbsp; 292705 |
| &nbsp;&nbsp;&nbsp; 3.20%, 11/02/27 | 100 | &nbsp;&nbsp; 98381 |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/02/28 | 330 | &nbsp;&nbsp; 337704 |
| &nbsp;&nbsp;&nbsp; 1.65%, 08/15/28 | 150 | &nbsp;&nbsp; 140245 |
| &nbsp;&nbsp;&nbsp; 4.05%, 08/18/29 | 330 | &nbsp;&nbsp; 328720 |
| &nbsp;&nbsp;&nbsp; 2.45%, 02/21/30 | 100 | &nbsp;&nbsp; 92631 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/02/30 | 345 | &nbsp;&nbsp; 357633 |
| &nbsp;&nbsp;&nbsp; 2.00%, 01/15/32 | 240 | &nbsp;&nbsp; 208326 |
| &nbsp;&nbsp;&nbsp; 3.35%, 02/22/32 | 73 | &nbsp;&nbsp; 68546 |
| &nbsp;&nbsp;&nbsp; 4.20%, 03/01/33 | 330 | &nbsp;&nbsp; 320928 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/02/33 | 365 | &nbsp;&nbsp; 378082 |
| &nbsp;&nbsp;&nbsp; 6.38%, 06/01/37 | 100 | &nbsp;&nbsp; 111487 |
| &nbsp;&nbsp;&nbsp; 3.15%, 02/21/40 | 171 | &nbsp;&nbsp; 134589 |
| &nbsp;&nbsp;&nbsp; 2.80%, 08/15/41 | 189 | &nbsp;&nbsp; 139024 |
| &nbsp;&nbsp;&nbsp; 4.95%, 10/01/41 | 141 | &nbsp;&nbsp; 133285 |
| &nbsp;&nbsp;&nbsp; 5.15%, 11/15/41 | 87 | &nbsp;&nbsp; 84558 |
| &nbsp;&nbsp;&nbsp; 5.60%, 03/02/43 | 330 | &nbsp;&nbsp; 334373 |
| &nbsp;&nbsp;&nbsp; 4.40%, 05/01/45 | 250 | &nbsp;&nbsp; 217082 |
| &nbsp;&nbsp;&nbsp; 4.56%, 06/15/48 | 87 | &nbsp;&nbsp; 75060 |
| &nbsp;&nbsp;&nbsp; 3.38%, 02/21/50 | 171 | &nbsp;&nbsp; 123800 |
| &nbsp;&nbsp;&nbsp; 4.66%, 06/15/51 | 400 | &nbsp;&nbsp; 349419 |
| &nbsp;&nbsp;&nbsp; 3.00%, 01/15/52 | 240 | &nbsp;&nbsp; 157687 |
| &nbsp;&nbsp;&nbsp; 4.20%, 02/22/52 | 60 | &nbsp;&nbsp; 48066 |
| &nbsp;&nbsp;&nbsp; 4.88%, 03/01/53 | 55 | &nbsp;&nbsp; 49051 |
| &nbsp;&nbsp;&nbsp; 5.65%, 03/02/53 | 445 | &nbsp;&nbsp; 443862 |
| &nbsp;&nbsp;&nbsp; 2.77%, 09/01/53<sup>(b)</sup> | 71 | &nbsp;&nbsp; 43075 |
| &nbsp;&nbsp;&nbsp; 4.40%, 02/22/62 | 275 | &nbsp;&nbsp; 220134 |
| &nbsp;&nbsp;&nbsp; 5.75%, 03/02/63 | 310 | &nbsp;&nbsp; 309264 |
| Baxalta, Inc., 5.25%, 06/23/45 | 78 | &nbsp;&nbsp; 74747 |
| Biogen, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 05/01/30 | 188 | &nbsp;&nbsp; 171522 |
| &nbsp;&nbsp;&nbsp; 5.75%, 05/15/35<sup>(b)</sup> | 150 | &nbsp;&nbsp; 157192 |
| &nbsp;&nbsp;&nbsp; 5.20%, 09/15/45 | 150 | &nbsp;&nbsp; 138393 |
| &nbsp;&nbsp;&nbsp; 3.15%, 05/01/50 | 193 | &nbsp;&nbsp; 125505 |
| &nbsp;&nbsp;&nbsp; 3.25%, 02/15/51 | 104 | &nbsp;&nbsp; 68129 |
| Bio-Rad Laboratories, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.30%, 03/15/27 | 60 | &nbsp;&nbsp; 59172 |
| &nbsp;&nbsp;&nbsp; 3.70%, 03/15/32 | 117 | &nbsp;&nbsp; 109367 |
| Gilead Sciences, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.95%, 03/01/27 | 87 | &nbsp;&nbsp; 85775 |
| &nbsp;&nbsp;&nbsp; 1.20%, 10/01/27 | 62 | &nbsp;&nbsp; 58800 |
| &nbsp;&nbsp;&nbsp; 4.80%, 11/15/29 | 60 | &nbsp;&nbsp; 61575 |

---

Master Portfolio Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

September 30, 2025

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Biotechnology (continued)** | **Biotechnology (continued)** | **Biotechnology (continued)** |
| Gilead Sciences, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 1.65%, 10/01/30 | 183 | &nbsp;&nbsp; $162263 |
| &nbsp;&nbsp;&nbsp; 5.25%, 10/15/33 | 50 | &nbsp;&nbsp; 52436 |
| &nbsp;&nbsp;&nbsp; 5.10%, 06/15/35 | 75 | &nbsp;&nbsp; 77055 |
| &nbsp;&nbsp;&nbsp; 4.60%, 09/01/35 | 231 | &nbsp;&nbsp; 228407 |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/01/36 | 100 | &nbsp;&nbsp; 93036 |
| &nbsp;&nbsp;&nbsp; 2.60%, 10/01/40 | 100 | &nbsp;&nbsp; 73420 |
| &nbsp;&nbsp;&nbsp; 5.65%, 12/01/41 | 181 | &nbsp;&nbsp; 189311 |
| &nbsp;&nbsp;&nbsp; 4.80%, 04/01/44 | 189 | &nbsp;&nbsp; 176534 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/01/45 | 75 | &nbsp;&nbsp; 67205 |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/01/46 | 407 | &nbsp;&nbsp; 374065 |
| &nbsp;&nbsp;&nbsp; 4.15%, 03/01/47 | 197 | &nbsp;&nbsp; 166197 |
| &nbsp;&nbsp;&nbsp; 2.80%, 10/01/50 | 200 | &nbsp;&nbsp; 129139 |
| &nbsp;&nbsp;&nbsp; 5.55%, 10/15/53 | 105 | &nbsp;&nbsp; 105989 |
| &nbsp;&nbsp;&nbsp; 5.50%, 11/15/54 | 75 | &nbsp;&nbsp; 75555 |
| &nbsp;&nbsp;&nbsp; 5.60%, 11/15/64 | 75 | &nbsp;&nbsp; 75905 |
| Illumina, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.75%, 12/13/27 | 100 | &nbsp;&nbsp; 102838 |
| &nbsp;&nbsp;&nbsp; 2.55%, 03/23/31 | 55 | &nbsp;&nbsp; 49155 |
| Regeneron Pharmaceuticals, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.75%, 09/15/30 | 140 | &nbsp;&nbsp; 123479 |
| &nbsp;&nbsp;&nbsp; 2.80%, 09/15/50<sup>(b)</sup> | 94 | &nbsp;&nbsp; 58455 |
| Royalty Pharma PLC |  |  |
| &nbsp;&nbsp;&nbsp; 1.75%, 09/02/27 | 257 | &nbsp;&nbsp; 245552 |
| &nbsp;&nbsp;&nbsp; 5.15%, 09/02/29 | 50 | &nbsp;&nbsp; 51301 |
| &nbsp;&nbsp;&nbsp; 2.20%, 09/02/30 | 100 | &nbsp;&nbsp; 89780 |
| &nbsp;&nbsp;&nbsp; 4.45%, 03/25/31 | 50 | &nbsp;&nbsp; 49583 |
| &nbsp;&nbsp;&nbsp; 2.15%, 09/02/31 | 84 | &nbsp;&nbsp; 73138 |
| &nbsp;&nbsp;&nbsp; 5.40%, 09/02/34 | 50 | &nbsp;&nbsp; 51061 |
| &nbsp;&nbsp;&nbsp; 5.20%, 09/25/35 | 100 | &nbsp;&nbsp; 99915 |
| &nbsp;&nbsp;&nbsp; 3.30%, 09/02/40 | 171 | &nbsp;&nbsp; 131186 |
| &nbsp;&nbsp;&nbsp; 3.55%, 09/02/50 | 100 | &nbsp;&nbsp; 70257 |
| &nbsp;&nbsp;&nbsp; 3.35%, 09/02/51 | 87 | &nbsp;&nbsp; 58296 |
| &nbsp;&nbsp;&nbsp; 5.90%, 09/02/54 | 50 | &nbsp;&nbsp; 49773 |
| &nbsp;&nbsp;&nbsp; 5.95%, 09/25/55 | 50 | &nbsp;&nbsp; 50214 |
|  |  | &nbsp;&nbsp; 10108394 |
| **Building Materials — 0.1%** | **Building Materials — 0.1%** | **Building Materials — 0.1%** |
| Amrize Finance U.S. LLC<sup>(d)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; 4.60%, 04/07/27 | 225 | &nbsp;&nbsp; 226339 |
| &nbsp;&nbsp;&nbsp; 4.70%, 04/07/28 | 25 | &nbsp;&nbsp; 25292 |
| &nbsp;&nbsp;&nbsp; 4.95%, 04/07/30 | 100 | &nbsp;&nbsp; 102208 |
| &nbsp;&nbsp;&nbsp; 5.40%, 04/07/35 | 100 | &nbsp;&nbsp; 103014 |
| Carlisle Cos., Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 12/01/27 | 100 | &nbsp;&nbsp; 99230 |
| &nbsp;&nbsp;&nbsp; 2.75%, 03/01/30 | 189 | &nbsp;&nbsp; 177086 |
| &nbsp;&nbsp;&nbsp; 2.20%, 03/01/32 | 75 | &nbsp;&nbsp; 64831 |
| &nbsp;&nbsp;&nbsp; 5.25%, 09/15/35<sup>(b)</sup> | 75 | &nbsp;&nbsp; 75908 |
| Carrier Global Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.49%, 02/15/27 | 77 | &nbsp;&nbsp; 75364 |
| &nbsp;&nbsp;&nbsp; 2.72%, 02/15/30 | 200 | &nbsp;&nbsp; 187437 |
| &nbsp;&nbsp;&nbsp; 5.90%, 03/15/34 | 96 | &nbsp;&nbsp; 103012 |
| &nbsp;&nbsp;&nbsp; 3.38%, 04/05/40 | 171 | &nbsp;&nbsp; 138052 |
| &nbsp;&nbsp;&nbsp; 3.58%, 04/05/50 | 201 | &nbsp;&nbsp; 149901 |
| &nbsp;&nbsp;&nbsp; 6.20%, 03/15/54 | 75 | &nbsp;&nbsp; 81324 |
| CRH America Finance, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.40%, 05/21/34 | 200 | &nbsp;&nbsp; 207768 |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/09/35 | 200 | &nbsp;&nbsp; 208734 |
| Eagle Materials, Inc., 2.50%, 07/01/31 | 67 | &nbsp;&nbsp; 60388 |
| Fortune Brands Innovations, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 09/15/29 | 87 | &nbsp;&nbsp; 83265 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/25/32 | 75 | &nbsp;&nbsp; 71460 |
| &nbsp;&nbsp;&nbsp; 5.88%, 06/01/33<sup>(b)</sup> | 38 | &nbsp;&nbsp; 40290 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Building Materials (continued)** | **Building Materials (continued)** | **Building Materials (continued)** |
| Fortune Brands Innovations, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/25/52<sup>(b)</sup> | 87 | &nbsp;&nbsp; $71537 |
| Johnson Controls International PLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/15/47 | 87 | &nbsp;&nbsp; 75322 |
| &nbsp;&nbsp;&nbsp; 4.95%, 07/02/64<sup>(e)</sup> | 64 | &nbsp;&nbsp; 55778 |
| &nbsp;&nbsp;&nbsp; Johnson Controls International PLC/Tyco Fire & <br> Security Finance SCA<br>|  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 04/19/29 | 50 | &nbsp;&nbsp; 52055 |
| &nbsp;&nbsp;&nbsp; 1.75%, 09/15/30 | 70 | &nbsp;&nbsp; 62051 |
| &nbsp;&nbsp;&nbsp; 2.00%, 09/16/31 | 121 | &nbsp;&nbsp; 105385 |
| &nbsp;&nbsp;&nbsp; 4.90%, 12/01/32 | 65 | &nbsp;&nbsp; 66185 |
| Lennox International, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.70%, 08/01/27 | 50 | &nbsp;&nbsp; 47791 |
| &nbsp;&nbsp;&nbsp; 5.50%, 09/15/28 | 60 | &nbsp;&nbsp; 62026 |
| Martin Marietta Materials, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.45%, 06/01/27 | 87 | &nbsp;&nbsp; 86075 |
| &nbsp;&nbsp;&nbsp; 2.50%, 03/15/30 | 171 | &nbsp;&nbsp; 158909 |
| &nbsp;&nbsp;&nbsp; 2.40%, 07/15/31 | 58 | &nbsp;&nbsp; 51935 |
| &nbsp;&nbsp;&nbsp; 5.15%, 12/01/34 | 30 | &nbsp;&nbsp; 30616 |
| &nbsp;&nbsp;&nbsp; 4.25%, 12/15/47 | 87 | &nbsp;&nbsp; 72998 |
| &nbsp;&nbsp;&nbsp; 3.20%, 07/15/51 | 75 | &nbsp;&nbsp; 51591 |
| &nbsp;&nbsp;&nbsp; 5.50%, 12/01/54 | 120 | &nbsp;&nbsp; 118749 |
| Masco Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.50%, 02/15/28 | 65 | &nbsp;&nbsp; 61136 |
| &nbsp;&nbsp;&nbsp; 2.00%, 02/15/31 | 87 | &nbsp;&nbsp; 76302 |
| &nbsp;&nbsp;&nbsp; 3.13%, 02/15/51<sup>(b)</sup> | 73 | &nbsp;&nbsp; 47298 |
| Mohawk Industries, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.85%, 09/18/28 | 50 | &nbsp;&nbsp; 52239 |
| &nbsp;&nbsp;&nbsp; 3.63%, 05/15/30 | 75 | &nbsp;&nbsp; 72247 |
| Owens Corning |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/15/27 | 25 | &nbsp;&nbsp; 25540 |
| &nbsp;&nbsp;&nbsp; 3.88%, 06/01/30<sup>(b)</sup> | 75 | &nbsp;&nbsp; 73277 |
| &nbsp;&nbsp;&nbsp; 5.70%, 06/15/34<sup>(b)</sup> | 55 | &nbsp;&nbsp; 57938 |
| &nbsp;&nbsp;&nbsp; 4.40%, 01/30/48 | 171 | &nbsp;&nbsp; 142297 |
| &nbsp;&nbsp;&nbsp; 5.95%, 06/15/54<sup>(b)</sup> | 75 | &nbsp;&nbsp; 77396 |
| Trane Technologies Financing Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 3.80%, 03/21/29 | 300 | &nbsp;&nbsp; 296513 |
| &nbsp;&nbsp;&nbsp; 4.65%, 11/01/44<sup>(b)</sup> | 30 | &nbsp;&nbsp; 27270 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/21/49 | 87 | &nbsp;&nbsp; 75342 |
| Trane Technologies Holdco, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 08/21/28 | 80 | &nbsp;&nbsp; 79393 |
| &nbsp;&nbsp;&nbsp; 4.30%, 02/21/48 | 87 | &nbsp;&nbsp; 73569 |
| Vulcan Materials Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.90%, 04/01/27 | 171 | &nbsp;&nbsp; 170576 |
| &nbsp;&nbsp;&nbsp; 4.95%, 12/01/29 | 40 | &nbsp;&nbsp; 40960 |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/01/30 | 75 | &nbsp;&nbsp; 72450 |
| &nbsp;&nbsp;&nbsp; 5.35%, 12/01/34 | 75 | &nbsp;&nbsp; 77364 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/15/47 | 87 | &nbsp;&nbsp; 75794 |
| &nbsp;&nbsp;&nbsp; 4.70%, 03/01/48 | 100 | &nbsp;&nbsp; 88896 |
| &nbsp;&nbsp;&nbsp; 5.70%, 12/01/54 | 35 | &nbsp;&nbsp; 35791 |
|  |  | &nbsp;&nbsp; 5249494 |
| **Building Products — 0.3%** | **Building Products — 0.3%** | **Building Products — 0.3%** |
| Ferguson Enterprises, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.35%, 03/15/31 | 50 | &nbsp;&nbsp; 49671 |
| &nbsp;&nbsp;&nbsp; 5.00%, 10/03/34 | 50 | &nbsp;&nbsp; 50343 |
| Home Depot, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 04/15/27 | 140 | &nbsp;&nbsp; 137246 |
| &nbsp;&nbsp;&nbsp; 2.88%, 04/15/27 | 79 | &nbsp;&nbsp; 77868 |
| &nbsp;&nbsp;&nbsp; 4.88%, 06/25/27 | 80 | &nbsp;&nbsp; 81324 |
| &nbsp;&nbsp;&nbsp; 2.80%, 09/14/27 | 87 | &nbsp;&nbsp; 85350 |
| &nbsp;&nbsp;&nbsp; 0.90%, 03/15/28 | 117 | &nbsp;&nbsp; 109110 |
| &nbsp;&nbsp;&nbsp; 1.50%, 09/15/28 | 87 | &nbsp;&nbsp; 81396 |

---

------

Schedule of Investments (unaudited)(continued)

September 30, 2025

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Building Products (continued)** | **Building Products (continued)** | **Building Products (continued)** |
| Home Depot, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 09/15/28<sup>(b)</sup> | $35 | &nbsp;&nbsp; $34874 |
| &nbsp;&nbsp;&nbsp; 3.90%, 12/06/28 | 78 | &nbsp;&nbsp; 78053 |
| &nbsp;&nbsp;&nbsp; 4.90%, 04/15/29 | 50 | &nbsp;&nbsp; 51437 |
| &nbsp;&nbsp;&nbsp; 2.95%, 06/15/29 | 402 | &nbsp;&nbsp; 387764 |
| &nbsp;&nbsp;&nbsp; 4.75%, 06/25/29 | 270 | &nbsp;&nbsp; 276497 |
| &nbsp;&nbsp;&nbsp; 2.70%, 04/15/30 | 75 | &nbsp;&nbsp; 70646 |
| &nbsp;&nbsp;&nbsp; 3.95%, 09/15/30<sup>(b)</sup> | 40 | &nbsp;&nbsp; 39656 |
| &nbsp;&nbsp;&nbsp; 1.38%, 03/15/31 | 275 | &nbsp;&nbsp; 237028 |
| &nbsp;&nbsp;&nbsp; 4.85%, 06/25/31<sup>(b)</sup> | 105 | &nbsp;&nbsp; 108351 |
| &nbsp;&nbsp;&nbsp; 1.88%, 09/15/31 | 87 | &nbsp;&nbsp; 76006 |
| &nbsp;&nbsp;&nbsp; 3.25%, 04/15/32 | 266 | &nbsp;&nbsp; 249120 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/15/32 | 200 | &nbsp;&nbsp; 203082 |
| &nbsp;&nbsp;&nbsp; 4.95%, 06/25/34 | 320 | &nbsp;&nbsp; 327672 |
| &nbsp;&nbsp;&nbsp; 4.65%, 09/15/35 | 75 | &nbsp;&nbsp; 74258 |
| &nbsp;&nbsp;&nbsp; 5.88%, 12/16/36 | 274 | &nbsp;&nbsp; 298375 |
| &nbsp;&nbsp;&nbsp; 3.30%, 04/15/40 | 189 | &nbsp;&nbsp; 154870 |
| &nbsp;&nbsp;&nbsp; 5.40%, 09/15/40 | 87 | &nbsp;&nbsp; 89717 |
| &nbsp;&nbsp;&nbsp; 5.95%, 04/01/41 | 87 | &nbsp;&nbsp; 93798 |
| &nbsp;&nbsp;&nbsp; 4.20%, 04/01/43 | 130 | &nbsp;&nbsp; 113308 |
| &nbsp;&nbsp;&nbsp; 4.88%, 02/15/44 | 100 | &nbsp;&nbsp; 94891 |
| &nbsp;&nbsp;&nbsp; 4.40%, 03/15/45 | 164 | &nbsp;&nbsp; 144745 |
| &nbsp;&nbsp;&nbsp; 4.25%, 04/01/46 | 171 | &nbsp;&nbsp; 146832 |
| &nbsp;&nbsp;&nbsp; 3.90%, 06/15/47 | 171 | &nbsp;&nbsp; 138068 |
| &nbsp;&nbsp;&nbsp; 4.50%, 12/06/48 | 171 | &nbsp;&nbsp; 150287 |
| &nbsp;&nbsp;&nbsp; 3.13%, 12/15/49 | 104 | &nbsp;&nbsp; 72103 |
| &nbsp;&nbsp;&nbsp; 3.35%, 04/15/50 | 100 | &nbsp;&nbsp; 72221 |
| &nbsp;&nbsp;&nbsp; 2.38%, 03/15/51 | 155 | &nbsp;&nbsp; 90536 |
| &nbsp;&nbsp;&nbsp; 2.75%, 09/15/51 | 87 | &nbsp;&nbsp; 54859 |
| &nbsp;&nbsp;&nbsp; 3.63%, 04/15/52 | 177 | &nbsp;&nbsp; 132606 |
| &nbsp;&nbsp;&nbsp; 4.95%, 09/15/52<sup>(b)</sup> | 80 | &nbsp;&nbsp; 74646 |
| &nbsp;&nbsp;&nbsp; 5.30%, 06/25/54 | 140 | &nbsp;&nbsp; 137018 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/15/56 | 150 | &nbsp;&nbsp; 106802 |
| &nbsp;&nbsp;&nbsp; 5.40%, 06/25/64 | 50 | &nbsp;&nbsp; 49395 |
| Lowe's Cos., Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.35%, 04/01/27<sup>(b)</sup> | 75 | &nbsp;&nbsp; 74267 |
| &nbsp;&nbsp;&nbsp; 3.10%, 05/03/27 | 200 | &nbsp;&nbsp; 197090 |
| &nbsp;&nbsp;&nbsp; 3.95%, 10/15/27 | 125 | &nbsp;&nbsp; 124918 |
| &nbsp;&nbsp;&nbsp; 1.30%, 04/15/28 | 146 | &nbsp;&nbsp; 136473 |
| &nbsp;&nbsp;&nbsp; 1.70%, 09/15/28 | 97 | &nbsp;&nbsp; 90661 |
| &nbsp;&nbsp;&nbsp; 4.00%, 10/15/28 | 125 | &nbsp;&nbsp; 124713 |
| &nbsp;&nbsp;&nbsp; 3.65%, 04/05/29 | 162 | &nbsp;&nbsp; 159203 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/15/30 | 171 | &nbsp;&nbsp; 173241 |
| &nbsp;&nbsp;&nbsp; 1.70%, 10/15/30 | 79 | &nbsp;&nbsp; 69525 |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/15/31 | 125 | &nbsp;&nbsp; 124191 |
| &nbsp;&nbsp;&nbsp; 2.63%, 04/01/31 | 171 | &nbsp;&nbsp; 156057 |
| &nbsp;&nbsp;&nbsp; 3.75%, 04/01/32 | 403 | &nbsp;&nbsp; 385487 |
| &nbsp;&nbsp;&nbsp; 4.50%, 10/15/32 | 125 | &nbsp;&nbsp; 123983 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/15/33 | 100 | &nbsp;&nbsp; 102321 |
| &nbsp;&nbsp;&nbsp; 5.15%, 07/01/33 | 75 | &nbsp;&nbsp; 77469 |
| &nbsp;&nbsp;&nbsp; 4.85%, 10/15/35 | 125 | &nbsp;&nbsp; 123966 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/15/40 | 171 | &nbsp;&nbsp; 166817 |
| &nbsp;&nbsp;&nbsp; 2.80%, 09/15/41 | 72 | &nbsp;&nbsp; 52133 |
| &nbsp;&nbsp;&nbsp; 4.38%, 09/15/45 | 71 | &nbsp;&nbsp; 60426 |
| &nbsp;&nbsp;&nbsp; 3.70%, 04/15/46 | 227 | &nbsp;&nbsp; 174399 |
| &nbsp;&nbsp;&nbsp; 4.05%, 05/03/47 | 150 | &nbsp;&nbsp; 120752 |
| &nbsp;&nbsp;&nbsp; 3.00%, 10/15/50 | 211 | &nbsp;&nbsp; 136513 |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/01/51 | 171 | &nbsp;&nbsp; 121456 |
| &nbsp;&nbsp;&nbsp; 4.25%, 04/01/52 | 167 | &nbsp;&nbsp; 134847 |
| &nbsp;&nbsp;&nbsp; 5.63%, 04/15/53<sup>(b)</sup> | 220 | &nbsp;&nbsp; 218780 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Building Products (continued)** | **Building Products (continued)** | **Building Products (continued)** |
| Lowe's Cos., Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 4.45%, 04/01/62 | 75 | &nbsp;&nbsp; $59873 |
| &nbsp;&nbsp;&nbsp; 5.80%, 09/15/62 | 120 | &nbsp;&nbsp; 120323 |
| &nbsp;&nbsp;&nbsp; 5.85%, 04/01/63 | 110 | &nbsp;&nbsp; 111007 |
|  |  | &nbsp;&nbsp; 8822720 |
| **Capital Markets — 0.6%** | **Capital Markets — 0.6%** | **Capital Markets — 0.6%** |
| Affiliated Managers Group, Inc., 3.30%, 06/15/30 | 50 | &nbsp;&nbsp; 47461 |
| Ameriprise Financial, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.70%, 12/15/28 | 25 | &nbsp;&nbsp; 26171 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/13/32 | 50 | &nbsp;&nbsp; 50217 |
| &nbsp;&nbsp;&nbsp; 5.15%, 05/15/33 | 50 | &nbsp;&nbsp; 51811 |
| &nbsp;&nbsp;&nbsp; 5.20%, 04/15/35 | 100 | &nbsp;&nbsp; 101866 |
| Apollo Debt Solutions BDC |  |  |
| &nbsp;&nbsp;&nbsp; 6.90%, 04/13/29 | 100 | &nbsp;&nbsp; 105138 |
| &nbsp;&nbsp;&nbsp; 5.88%, 08/30/30<sup>(d)</sup> | 75 | &nbsp;&nbsp; 76316 |
| &nbsp;&nbsp;&nbsp; 6.70%, 07/29/31 | 100 | &nbsp;&nbsp; 105981 |
| &nbsp;&nbsp;&nbsp; 6.55%, 03/15/32<sup>(d)</sup> | 50 | &nbsp;&nbsp; 52469 |
| Apollo Global Management, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.38%, 11/15/33<sup>(b)</sup> | 75 | &nbsp;&nbsp; 82781 |
| &nbsp;&nbsp;&nbsp; 5.15%, 08/12/35 | 50 | &nbsp;&nbsp; 50249 |
| &nbsp;&nbsp;&nbsp; 5.80%, 05/21/54 | 100 | &nbsp;&nbsp; 101338 |
| ARES Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.88%, 06/15/27 | 50 | &nbsp;&nbsp; 48795 |
| &nbsp;&nbsp;&nbsp; 2.88%, 06/15/28 | 178 | &nbsp;&nbsp; 169944 |
| &nbsp;&nbsp;&nbsp; 5.88%, 03/01/29 | 235 | &nbsp;&nbsp; 241782 |
| &nbsp;&nbsp;&nbsp; 5.95%, 07/15/29 | 200 | &nbsp;&nbsp; 206632 |
| &nbsp;&nbsp;&nbsp; 5.50%, 09/01/30 | 70 | &nbsp;&nbsp; 70853 |
| &nbsp;&nbsp;&nbsp; 5.10%, 01/15/31 | 25 | &nbsp;&nbsp; 24820 |
| &nbsp;&nbsp;&nbsp; 3.20%, 11/15/31 | 137 | &nbsp;&nbsp; 122719 |
| &nbsp;&nbsp;&nbsp; 5.80%, 03/08/32 | 50 | &nbsp;&nbsp; 50931 |
| ARES Management Corp., 5.60%, 10/11/54 | 85 | &nbsp;&nbsp; 82200 |
| Bain Capital Specialty Finance, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.55%, 10/13/26 | 70 | &nbsp;&nbsp; 68519 |
| &nbsp;&nbsp;&nbsp; 5.95%, 03/15/30 | 50 | &nbsp;&nbsp; 50256 |
| Bank of New York Mellon Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.05%, 10/15/26 | 171 | &nbsp;&nbsp; 166084 |
| &nbsp;&nbsp;&nbsp; 2.05%, 01/26/27<sup>(b)</sup> | 71 | &nbsp;&nbsp; 69329 |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/16/27 | 155 | &nbsp;&nbsp; 153612 |
| &nbsp;&nbsp;&nbsp; 3.40%, 01/29/28 | 75 | &nbsp;&nbsp; 74178 |
| &nbsp;&nbsp;&nbsp; 3.85%, 04/28/28 | 75 | &nbsp;&nbsp; 75145 |
| &nbsp;&nbsp;&nbsp; 1.65%, 07/14/28 | 75 | &nbsp;&nbsp; 70711 |
| &nbsp;&nbsp;&nbsp; 3.85%, 04/26/29 | 118 | &nbsp;&nbsp; 117566 |
| &nbsp;&nbsp;&nbsp; 3.30%, 08/23/29 | 171 | &nbsp;&nbsp; 165464 |
| &nbsp;&nbsp;&nbsp; 1.65%, 01/28/31 | 225 | &nbsp;&nbsp; 197613 |
| &nbsp;&nbsp;&nbsp; 1.80%, 07/28/31 | 76 | &nbsp;&nbsp; 66944 |
| &nbsp;&nbsp;&nbsp; 2.50%, 01/26/32<sup>(b)</sup> | 87 | &nbsp;&nbsp; 78243 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.68%), 4.44%, 06/09/28<sup>(c)</sup> | 75 | &nbsp;&nbsp; 75514 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.84%), 4.89%, 07/21/28<sup>(c)</sup> | 100 | &nbsp;&nbsp; 101488 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.89%), 4.94%, 02/11/31<sup>(c)</sup> | 50 | &nbsp;&nbsp; 51357 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.09%), 4.98%, 03/14/30<sup>(c)</sup> | 150 | &nbsp;&nbsp; 154120 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.15%), 3.99%, 06/13/28<sup>(c)</sup> | 100 | &nbsp;&nbsp; 99962 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.17%), 4.54%, 02/01/29<sup>(c)</sup> | 125 | &nbsp;&nbsp; 126404 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.23%), 5.06%, 07/22/32<sup>(c)</sup> | 100 | &nbsp;&nbsp; 103322 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.25%), 5.23%, 11/20/35<sup>(c)</sup> | 75 | &nbsp;&nbsp; 77473 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.35%), 5.32%, 06/06/36<sup>(b)(c)</sup> | 50 | &nbsp;&nbsp; 51734 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.42%), 4.29%, 06/13/33<sup>(c)</sup> | 100 | &nbsp;&nbsp; 98415 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.42%), 5.19%, 03/14/35<sup>(c)</sup> | 150 | &nbsp;&nbsp; 154619 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.51%), 4.71%, 02/01/34<sup>(c)</sup> | 100 | &nbsp;&nbsp; 100496 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.60%), 6.32%, 10/25/29<sup>(c)</sup> | 75 | &nbsp;&nbsp; 79813 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.76%), 4.60%, 07/26/30<sup>(c)</sup> | 115 | &nbsp;&nbsp; 116869 |

---

Master Portfolio Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

September 30, 2025

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Capital Markets (continued)** | **Capital Markets (continued)** | **Capital Markets (continued)** |
| Bank of New York Mellon Corp. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.77%), 5.61%, 07/21/39<sup>(c)</sup> | $25 | &nbsp;&nbsp; $26073 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.85%), 6.47%, 10/25/34<sup>(c)</sup> | 125 | &nbsp;&nbsp; 139323 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR Index + 1.80%), 5.80%, 10/25/28<sup>(c)</sup> | 80 | &nbsp;&nbsp; 82822 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR Index + 2.07%), 5.83%, 10/25/33<sup>(c)</sup> | 180 | &nbsp;&nbsp; 193869 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.33%), 3.44%, <br> 02/07/28<sup>(c)</sup><br>| 141 | &nbsp;&nbsp; 140038 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series J, (1-day SOFR + 1.61%), 4.97%, <br> 04/26/34<sup>(c)</sup><br>| 125 | &nbsp;&nbsp; 127394 |
| Barings Private Credit Corp., 6.15%, 06/11/30<sup>(d)</sup> | 50 | &nbsp;&nbsp; 49921 |
| BGC Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.60%, 06/10/29 | 25 | &nbsp;&nbsp; 26001 |
| &nbsp;&nbsp;&nbsp; 6.15%, 04/02/30<sup>(d)</sup> | 75 | &nbsp;&nbsp; 76840 |
| Blackstone Private Credit Fund |  |  |
| &nbsp;&nbsp;&nbsp; 2.63%, 12/15/26 | 75 | &nbsp;&nbsp; 73232 |
| &nbsp;&nbsp;&nbsp; 3.25%, 03/15/27 | 206 | &nbsp;&nbsp; 202067 |
| &nbsp;&nbsp;&nbsp; 7.30%, 11/27/28 | 25 | &nbsp;&nbsp; 26704 |
| &nbsp;&nbsp;&nbsp; 5.95%, 07/16/29 | 225 | &nbsp;&nbsp; 231469 |
| &nbsp;&nbsp;&nbsp; 5.60%, 11/22/29 | 50 | &nbsp;&nbsp; 50877 |
| &nbsp;&nbsp;&nbsp; 5.25%, 04/01/30 | 50 | &nbsp;&nbsp; 50187 |
| &nbsp;&nbsp;&nbsp; 5.05%, 09/10/30 | 25 | &nbsp;&nbsp; 24709 |
| &nbsp;&nbsp;&nbsp; 6.25%, 01/25/31 | 25 | &nbsp;&nbsp; 26129 |
| &nbsp;&nbsp;&nbsp; 6.00%, 01/29/32 | 100 | &nbsp;&nbsp; 103187 |
| &nbsp;&nbsp;&nbsp; 6.00%, 11/22/34<sup>(b)</sup> | 100 | &nbsp;&nbsp; 102405 |
| Blackstone Reg Finance Co. LLC, 5.00%, 12/06/34 | 50 | &nbsp;&nbsp; 50522 |
| Blackstone Secured Lending Fund |  |  |
| &nbsp;&nbsp;&nbsp; 5.88%, 11/15/27 | 25 | &nbsp;&nbsp; 25617 |
| &nbsp;&nbsp;&nbsp; 5.35%, 04/13/28<sup>(b)</sup> | 25 | &nbsp;&nbsp; 25342 |
| &nbsp;&nbsp;&nbsp; 2.85%, 09/30/28<sup>(b)</sup> | 210 | &nbsp;&nbsp; 198834 |
| &nbsp;&nbsp;&nbsp; 5.30%, 06/30/30 | 25 | &nbsp;&nbsp; 25175 |
| Blue Owl Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.63%, 01/15/27 | 75 | &nbsp;&nbsp; 72969 |
| &nbsp;&nbsp;&nbsp; 3.13%, 04/13/27 | 70 | &nbsp;&nbsp; 68134 |
| &nbsp;&nbsp;&nbsp; 2.88%, 06/11/28 | 100 | &nbsp;&nbsp; 94636 |
| &nbsp;&nbsp;&nbsp; 5.95%, 03/15/29 | 100 | &nbsp;&nbsp; 101933 |
| &nbsp;&nbsp;&nbsp; 6.20%, 07/15/30 | 40 | &nbsp;&nbsp; 41132 |
| Blue Owl Credit Income Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.70%, 02/08/27 | 40 | &nbsp;&nbsp; 39931 |
| &nbsp;&nbsp;&nbsp; 7.95%, 06/13/28 | 75 | &nbsp;&nbsp; 80332 |
| &nbsp;&nbsp;&nbsp; 7.75%, 01/15/29 | 200 | &nbsp;&nbsp; 214740 |
| &nbsp;&nbsp;&nbsp; 6.60%, 09/15/29 | 50 | &nbsp;&nbsp; 52128 |
| &nbsp;&nbsp;&nbsp; 5.80%, 03/15/30 | 150 | &nbsp;&nbsp; 152108 |
| &nbsp;&nbsp;&nbsp; 6.65%, 03/15/31 | 40 | &nbsp;&nbsp; 42041 |
| Blue Owl Finance LLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.13%, 06/10/31 | 100 | &nbsp;&nbsp; 90987 |
| &nbsp;&nbsp;&nbsp; 4.38%, 02/15/32 | 50 | &nbsp;&nbsp; 47823 |
| &nbsp;&nbsp;&nbsp; 6.25%, 04/18/34 | 120 | &nbsp;&nbsp; 125847 |
| &nbsp;&nbsp;&nbsp; 4.13%, 10/07/51 | 50 | &nbsp;&nbsp; 36570 |
| Blue Owl Technology Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 6.10%, 03/15/28<sup>(d)</sup> | 100 | &nbsp;&nbsp; 101286 |
| &nbsp;&nbsp;&nbsp; 6.75%, 04/04/29 | 75 | &nbsp;&nbsp; 77379 |
| Brookfield Asset Management Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 5.80%, 04/24/35 | 50 | &nbsp;&nbsp; 52350 |
| &nbsp;&nbsp;&nbsp; 6.08%, 09/15/55 | 50 | &nbsp;&nbsp; 51882 |
| &nbsp;&nbsp;&nbsp; Brookfield Finance I U.K. PLC/Brookfield Finance, <br> Inc., 2.34%, 01/30/32<sup>(b)</sup><br>| 86 | &nbsp;&nbsp; 75127 |
| &nbsp;&nbsp;&nbsp; Brookfield Finance LLC/Brookfield Finance, Inc., <br> 3.45%, 04/15/50<br>| 70 | &nbsp;&nbsp; 48980 |
| Brookfield Finance, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.90%, 01/25/28 | 181 | &nbsp;&nbsp; 179708 |
| &nbsp;&nbsp;&nbsp; 4.85%, 03/29/29 | 200 | &nbsp;&nbsp; 203322 |
| &nbsp;&nbsp;&nbsp; 4.35%, 04/15/30 | 87 | &nbsp;&nbsp; 86931 |
| &nbsp;&nbsp;&nbsp; 2.72%, 04/15/31 | 107 | &nbsp;&nbsp; 97736 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Capital Markets (continued)** | **Capital Markets (continued)** | **Capital Markets (continued)** |
| Brookfield Finance, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 6.35%, 01/05/34<sup>(b)</sup> | $250 | &nbsp;&nbsp; $273002 |
| &nbsp;&nbsp;&nbsp; 5.68%, 01/15/35 | 50 | &nbsp;&nbsp; 51862 |
| &nbsp;&nbsp;&nbsp; 5.33%, 01/15/36 | 35 | &nbsp;&nbsp; 35185 |
| &nbsp;&nbsp;&nbsp; 4.70%, 09/20/47 | 87 | &nbsp;&nbsp; 76237 |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/30/51 | 79 | &nbsp;&nbsp; 55820 |
| &nbsp;&nbsp;&nbsp; 3.63%, 02/15/52 | 61 | &nbsp;&nbsp; 43893 |
| &nbsp;&nbsp;&nbsp; 5.97%, 03/04/54 | 100 | &nbsp;&nbsp; 103080 |
| &nbsp;&nbsp;&nbsp; 5.81%, 03/03/55 | 25 | &nbsp;&nbsp; 25186 |
| Capital Southwest Corp., 5.95%, 09/18/30 | 25 | &nbsp;&nbsp; 25046 |
| Carlyle Group, Inc., 5.05%, 09/19/35 | 95 | &nbsp;&nbsp; 94668 |
| Charles Schwab Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.45%, 03/03/27 | 182 | &nbsp;&nbsp; 178063 |
| &nbsp;&nbsp;&nbsp; 3.20%, 01/25/28 | 171 | &nbsp;&nbsp; 167993 |
| &nbsp;&nbsp;&nbsp; 2.00%, 03/20/28 | 140 | &nbsp;&nbsp; 133736 |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/01/29 | 50 | &nbsp;&nbsp; 49967 |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/22/29 | 70 | &nbsp;&nbsp; 67982 |
| &nbsp;&nbsp;&nbsp; 2.75%, 10/01/29 | 120 | &nbsp;&nbsp; 113897 |
| &nbsp;&nbsp;&nbsp; 4.63%, 03/22/30 | 200 | &nbsp;&nbsp; 203749 |
| &nbsp;&nbsp;&nbsp; 1.65%, 03/11/31 | 87 | &nbsp;&nbsp; 75630 |
| &nbsp;&nbsp;&nbsp; 2.30%, 05/13/31 | 171 | &nbsp;&nbsp; 154003 |
| &nbsp;&nbsp;&nbsp; 1.95%, 12/01/31 | 100 | &nbsp;&nbsp; 86766 |
| &nbsp;&nbsp;&nbsp; 2.90%, 03/03/32 | 140 | &nbsp;&nbsp; 127625 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.88%), 6.20%, 11/17/29<sup>(c)</sup> | 100 | &nbsp;&nbsp; 106128 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.01%), 6.14%, 08/24/34<sup>(c)</sup> | 200 | &nbsp;&nbsp; 217858 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.50%), 5.85%, 05/19/34<sup>(c)</sup> | 300 | &nbsp;&nbsp; 321070 |
| CI Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.20%, 12/17/30 | 104 | &nbsp;&nbsp; 93331 |
| &nbsp;&nbsp;&nbsp; 4.10%, 06/15/51 | 40 | &nbsp;&nbsp; 28933 |
| Credit Suisse USA LLC, 7.13%, 07/15/32<sup>(b)</sup> | 200 | &nbsp;&nbsp; 229948 |
| Franklin Resources, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.60%, 10/30/30 | 100 | &nbsp;&nbsp; 87411 |
| &nbsp;&nbsp;&nbsp; 2.95%, 08/12/51 | 75 | &nbsp;&nbsp; 47849 |
| FS KKR Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.63%, 01/15/27 | 71 | &nbsp;&nbsp; 68986 |
| &nbsp;&nbsp;&nbsp; 3.25%, 07/15/27 | 87 | &nbsp;&nbsp; 84073 |
| &nbsp;&nbsp;&nbsp; 3.13%, 10/12/28 | 87 | &nbsp;&nbsp; 80639 |
| &nbsp;&nbsp;&nbsp; 7.88%, 01/15/29 | 50 | &nbsp;&nbsp; 52528 |
| &nbsp;&nbsp;&nbsp; 6.88%, 08/15/29 | 75 | &nbsp;&nbsp; 76822 |
| &nbsp;&nbsp;&nbsp; 6.13%, 01/15/30<sup>(b)</sup> | 100 | &nbsp;&nbsp; 99553 |
| &nbsp;&nbsp;&nbsp; 6.13%, 01/15/31 | 25 | &nbsp;&nbsp; 24769 |
| Goldman Sachs BDC, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.38%, 03/11/27 | 25 | &nbsp;&nbsp; 25572 |
| &nbsp;&nbsp;&nbsp; 5.65%, 09/09/30 | 25 | &nbsp;&nbsp; 25146 |
| Goldman Sachs Private Credit Corp.<sup>(d)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; 5.88%, 05/06/28<sup>(b)</sup> | 25 | &nbsp;&nbsp; 25372 |
| &nbsp;&nbsp;&nbsp; 6.25%, 05/06/30 | 65 | &nbsp;&nbsp; 66420 |
| Golub Capital BDC, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 7.05%, 12/05/28 | 25 | &nbsp;&nbsp; 26426 |
| &nbsp;&nbsp;&nbsp; 6.00%, 07/15/29 | 225 | &nbsp;&nbsp; 229909 |
| Golub Capital Private Credit Fund, 5.88%, 05/01/30 | 100 | &nbsp;&nbsp; 101732 |
| HA Sustainable Infrastructure Capital, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.15%, 01/15/31 | 25 | &nbsp;&nbsp; 25682 |
| &nbsp;&nbsp;&nbsp; 6.38%, 07/01/34 | 75 | &nbsp;&nbsp; 76330 |
| &nbsp;&nbsp;&nbsp; 6.75%, 07/15/35 | 25 | &nbsp;&nbsp; 25771 |
| Hercules Capital, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.38%, 01/20/27 | 70 | &nbsp;&nbsp; 68696 |
| &nbsp;&nbsp;&nbsp; 6.00%, 06/16/30<sup>(b)</sup> | 75 | &nbsp;&nbsp; 76496 |
| Invesco Finance PLC, 5.38%, 11/30/43 | 87 | &nbsp;&nbsp; 84489 |
| &nbsp;&nbsp;&nbsp; Janus Henderson U.S. Holdings, Inc., 5.45%, <br> 09/10/34<br>| 25 | &nbsp;&nbsp; 25273 |
| Jefferies Financial Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.85%, 01/15/27 | 171 | &nbsp;&nbsp; 172382 |

---

------

Schedule of Investments (unaudited)(continued)

September 30, 2025

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Capital Markets (continued)** | **Capital Markets (continued)** | **Capital Markets (continued)** |
| Jefferies Financial Group, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 5.88%, 07/21/28 | $120 | &nbsp;&nbsp; $124939 |
| &nbsp;&nbsp;&nbsp; 4.15%, 01/23/30 | 171 | &nbsp;&nbsp; 168828 |
| &nbsp;&nbsp;&nbsp; 2.63%, 10/15/31 | 121 | &nbsp;&nbsp; 107620 |
| &nbsp;&nbsp;&nbsp; 2.75%, 10/15/32 | 141 | &nbsp;&nbsp; 122648 |
| &nbsp;&nbsp;&nbsp; 6.20%, 04/14/34<sup>(b)</sup> | 325 | &nbsp;&nbsp; 345539 |
| &nbsp;&nbsp;&nbsp; 472319AM4, 6.50%, 01/20/43 | 30 | &nbsp;&nbsp; 32201 |
| KKR & Co., Inc., 5.10%, 08/07/35 | 100 | &nbsp;&nbsp; 100181 |
| Lazard Group LLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/19/28 | 100 | &nbsp;&nbsp; 100451 |
| &nbsp;&nbsp;&nbsp; 6.00%, 03/15/31 | 200 | &nbsp;&nbsp; 211360 |
| &nbsp;&nbsp;&nbsp; 5.63%, 08/01/35 | 25 | &nbsp;&nbsp; 25425 |
| Legg Mason, Inc., 5.63%, 01/15/44 | 109 | &nbsp;&nbsp; 109378 |
| LPL Holdings, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.75%, 11/17/28 | 100 | &nbsp;&nbsp; 106736 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/15/30 | 100 | &nbsp;&nbsp; 102116 |
| &nbsp;&nbsp;&nbsp; 5.15%, 06/15/30 | 100 | &nbsp;&nbsp; 101781 |
| &nbsp;&nbsp;&nbsp; 5.65%, 03/15/35 | 50 | &nbsp;&nbsp; 50943 |
| &nbsp;&nbsp;&nbsp; 5.75%, 06/15/35 | 100 | &nbsp;&nbsp; 102544 |
| Main Street Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 6.50%, 06/04/27 | 25 | &nbsp;&nbsp; 25548 |
| &nbsp;&nbsp;&nbsp; 5.40%, 08/15/28 | 50 | &nbsp;&nbsp; 50202 |
| &nbsp;&nbsp;&nbsp; 6.95%, 03/01/29 | 25 | &nbsp;&nbsp; 26220 |
| Marex Group PLC, 5.83%, 05/08/28 | 100 | &nbsp;&nbsp; 101451 |
| &nbsp;&nbsp;&nbsp; Morgan Stanley Direct Lending Fund, 4.50%, <br> 02/11/27<br>| 100 | &nbsp;&nbsp; 99848 |
| MSD Investment Corp., 6.25%, 05/31/30<sup>(d)</sup> | 25 | &nbsp;&nbsp; 25319 |
| New Mountain Finance Corp., 6.20%, 10/15/27 | 25 | &nbsp;&nbsp; 25510 |
| Nomura Holdings, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.33%, 01/22/27 | 222 | &nbsp;&nbsp; 216499 |
| &nbsp;&nbsp;&nbsp; 5.84%, 01/18/28 | 200 | &nbsp;&nbsp; 206792 |
| &nbsp;&nbsp;&nbsp; 2.17%, 07/14/28 | 400 | &nbsp;&nbsp; 377920 |
| &nbsp;&nbsp;&nbsp; 2.71%, 01/22/29 | 222 | &nbsp;&nbsp; 210942 |
| &nbsp;&nbsp;&nbsp; 5.61%, 07/06/29 | 200 | &nbsp;&nbsp; 208343 |
| &nbsp;&nbsp;&nbsp; 3.10%, 01/16/30<sup>(b)</sup> | 200 | &nbsp;&nbsp; 188752 |
| &nbsp;&nbsp;&nbsp; 4.90%, 07/01/30 | 200 | &nbsp;&nbsp; 202842 |
| &nbsp;&nbsp;&nbsp; 2.61%, 07/14/31<sup>(b)</sup> | 200 | &nbsp;&nbsp; 179609 |
| &nbsp;&nbsp;&nbsp; 5.78%, 07/03/34<sup>(b)</sup> | 200 | &nbsp;&nbsp; 211803 |
| &nbsp;&nbsp;&nbsp; 5.49%, 06/29/35 | 200 | &nbsp;&nbsp; 205825 |
| Northern Trust Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/10/27 | 152 | &nbsp;&nbsp; 152237 |
| &nbsp;&nbsp;&nbsp; 3.65%, 08/03/28 | 87 | &nbsp;&nbsp; 86461 |
| &nbsp;&nbsp;&nbsp; 3.15%, 05/03/29 | 87 | &nbsp;&nbsp; 84443 |
| &nbsp;&nbsp;&nbsp; 1.95%, 05/01/30 | 150 | &nbsp;&nbsp; 136739 |
| &nbsp;&nbsp;&nbsp; 6.13%, 11/02/32 | 130 | &nbsp;&nbsp; 142123 |
| Oaktree Specialty Lending Corp., 7.10%, 02/15/29 | 100 | &nbsp;&nbsp; 103425 |
| Raymond James Financial, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.90%, 09/11/35 | 45 | &nbsp;&nbsp; 44507 |
| &nbsp;&nbsp;&nbsp; 4.95%, 07/15/46 | 87 | &nbsp;&nbsp; 80305 |
| &nbsp;&nbsp;&nbsp; 3.75%, 04/01/51 | 100 | &nbsp;&nbsp; 75043 |
| &nbsp;&nbsp;&nbsp; 5.65%, 09/11/55<sup>(b)</sup> | 100 | &nbsp;&nbsp; 99218 |
| Sixth Street Lending Partners<sup>(b)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; 5.75%, 01/15/30 | 100 | &nbsp;&nbsp; 101613 |
| &nbsp;&nbsp;&nbsp; 6.13%, 07/15/30<sup>(d)</sup> | 150 | &nbsp;&nbsp; 155081 |
| Sixth Street Specialty Lending, Inc., 5.63%, 08/15/30 | 50 | &nbsp;&nbsp; 50702 |
| State Street Bank & Trust Co., 4.78%, 11/23/29 | 250 | &nbsp;&nbsp; 256390 |
| State Street Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.99%, 03/18/27 | 125 | &nbsp;&nbsp; 126924 |
| &nbsp;&nbsp;&nbsp; 4.33%, 10/22/27<sup>(b)</sup> | 200 | &nbsp;&nbsp; 201827 |
| &nbsp;&nbsp;&nbsp; 4.54%, 02/28/28 | 150 | &nbsp;&nbsp; 151924 |
| &nbsp;&nbsp;&nbsp; 2.40%, 01/24/30<sup>(b)</sup> | 75 | &nbsp;&nbsp; 70315 |
| &nbsp;&nbsp;&nbsp; 4.73%, 02/28/30 | 75 | &nbsp;&nbsp; 76633 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Capital Markets (continued)** | **Capital Markets (continued)** | **Capital Markets (continued)** |
| State Street Corp. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 4.83%, 04/24/30<sup>(b)</sup> | 75 | &nbsp;&nbsp; $76996 |
| &nbsp;&nbsp;&nbsp; 2.20%, 03/03/31 | 100 | &nbsp;&nbsp; 89190 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.56%), 1.68%, 11/18/27<sup>(c)</sup> | 155 | &nbsp;&nbsp; 150952 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.73%), 2.20%, 02/07/28<sup>(c)</sup> | 111 | &nbsp;&nbsp; 108286 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.95%), 4.54%, 04/24/28<sup>(c)</sup> | 80 | &nbsp;&nbsp; 80662 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.00%), 2.62%, 02/07/33<sup>(c)</sup> | 92 | &nbsp;&nbsp; 82518 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.02%), 4.53%, 02/20/29<sup>(c)</sup> | 175 | &nbsp;&nbsp; 176874 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.05%), 4.68%, 10/22/32<sup>(c)</sup> | 100 | &nbsp;&nbsp; 101288 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.22%), 5.15%, 02/28/36<sup>(c)</sup> | 75 | &nbsp;&nbsp; 76704 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.48%), 5.68%, 11/21/29<sup>(c)</sup> | 100 | &nbsp;&nbsp; 104798 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.49%), 3.03%, 11/01/34<sup>(c)</sup> | 70 | &nbsp;&nbsp; 65687 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.57%), 4.82%, 01/26/34<sup>(c)</sup> | 80 | &nbsp;&nbsp; 81063 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.61%), 4.42%, 05/13/33<sup>(c)</sup> | 100 | &nbsp;&nbsp; 99698 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.72%), 5.82%, 11/04/28<sup>(c)</sup> | 60 | &nbsp;&nbsp; 62097 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.73%), 4.16%, 08/04/33<sup>(c)</sup> | 75 | &nbsp;&nbsp; 73193 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.89%), 5.16%, 05/18/34<sup>(c)</sup> | 60 | &nbsp;&nbsp; 62158 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.96%), 6.12%, 11/21/34<sup>(c)</sup> | 50 | &nbsp;&nbsp; 54109 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.65%), 3.15%, 03/30/31<sup>(c)</sup> | 171 | &nbsp;&nbsp; 164339 |
| Stifel Financial Corp., 4.00%, 05/15/30 | 100 | &nbsp;&nbsp; 97921 |
| TPG Operating Group II LP, 5.38%, 01/15/36 | 100 | &nbsp;&nbsp; 100258 |
| Voya Financial, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/20/34 | 40 | &nbsp;&nbsp; 39779 |
| &nbsp;&nbsp;&nbsp; 5.70%, 07/15/43 | 87 | &nbsp;&nbsp; 87504 |
|  |  | &nbsp;&nbsp; 22457556 |
| **Chemicals — 0.3%** | **Chemicals — 0.3%** | **Chemicals — 0.3%** |
| Air Products and Chemicals, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.85%, 05/15/27 | 73 | &nbsp;&nbsp; 70672 |
| &nbsp;&nbsp;&nbsp; 4.30%, 06/11/28 | 25 | &nbsp;&nbsp; 25226 |
| &nbsp;&nbsp;&nbsp; 4.60%, 02/08/29 | 100 | &nbsp;&nbsp; 101801 |
| &nbsp;&nbsp;&nbsp; 2.05%, 05/15/30 | 75 | &nbsp;&nbsp; 68494 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/08/31 | 100 | &nbsp;&nbsp; 102374 |
| &nbsp;&nbsp;&nbsp; 4.90%, 10/11/32 | 25 | &nbsp;&nbsp; 25667 |
| &nbsp;&nbsp;&nbsp; 4.80%, 03/03/33 | 70 | &nbsp;&nbsp; 71399 |
| &nbsp;&nbsp;&nbsp; 4.85%, 02/08/34<sup>(b)</sup> | 150 | &nbsp;&nbsp; 152422 |
| &nbsp;&nbsp;&nbsp; 2.70%, 05/15/40 | 87 | &nbsp;&nbsp; 64900 |
| &nbsp;&nbsp;&nbsp; 2.80%, 05/15/50 | 111 | &nbsp;&nbsp; 72249 |
| Albemarle Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.65%, 06/01/27 | 75 | &nbsp;&nbsp; 75077 |
| &nbsp;&nbsp;&nbsp; 5.05%, 06/01/32<sup>(b)</sup> | 75 | &nbsp;&nbsp; 74045 |
| &nbsp;&nbsp;&nbsp; 5.45%, 12/01/44 | 60 | &nbsp;&nbsp; 54133 |
| &nbsp;&nbsp;&nbsp; 5.65%, 06/01/52 | 50 | &nbsp;&nbsp; 44086 |
| Cabot Corp., 5.00%, 06/30/32 | 100 | &nbsp;&nbsp; 101170 |
| CF Industries, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/15/34 | 87 | &nbsp;&nbsp; 87797 |
| &nbsp;&nbsp;&nbsp; 4.95%, 06/01/43 | 87 | &nbsp;&nbsp; 80027 |
| &nbsp;&nbsp;&nbsp; 5.38%, 03/15/44 | 87 | &nbsp;&nbsp; 83889 |
| Dow Chemical Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.80%, 11/30/28<sup>(b)</sup> | 75 | &nbsp;&nbsp; 75775 |
| &nbsp;&nbsp;&nbsp; 4.80%, 01/15/31 | 50 | &nbsp;&nbsp; 49790 |
| &nbsp;&nbsp;&nbsp; 6.30%, 03/15/33 | 50 | &nbsp;&nbsp; 53738 |
| &nbsp;&nbsp;&nbsp; 5.15%, 02/15/34<sup>(b)</sup> | 25 | &nbsp;&nbsp; 25070 |
| &nbsp;&nbsp;&nbsp; 4.25%, 10/01/34 | 50 | &nbsp;&nbsp; 46163 |
| &nbsp;&nbsp;&nbsp; 5.35%, 03/15/35<sup>(b)</sup> | 50 | &nbsp;&nbsp; 49712 |
| &nbsp;&nbsp;&nbsp; 5.65%, 03/15/36<sup>(b)</sup> | 50 | &nbsp;&nbsp; 50249 |
| &nbsp;&nbsp;&nbsp; 9.40%, 05/15/39 | 69 | &nbsp;&nbsp; 90038 |
| &nbsp;&nbsp;&nbsp; 5.25%, 11/15/41 | 74 | &nbsp;&nbsp; 68277 |
| &nbsp;&nbsp;&nbsp; 4.38%, 11/15/42 | 87 | &nbsp;&nbsp; 70910 |
| &nbsp;&nbsp;&nbsp; 4.63%, 10/01/44 | 100 | &nbsp;&nbsp; 83082 |
| &nbsp;&nbsp;&nbsp; 5.55%, 11/30/48 | 121 | &nbsp;&nbsp; 110306 |
| &nbsp;&nbsp;&nbsp; 4.80%, 05/15/49 | 100 | &nbsp;&nbsp; 81609 |
| &nbsp;&nbsp;&nbsp; 3.60%, 11/15/50 | 137 | &nbsp;&nbsp; 92803 |

---

Master Portfolio Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

September 30, 2025

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Chemicals (continued)** | **Chemicals (continued)** | **Chemicals (continued)** |
| Dow Chemical Co. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 6.90%, 05/15/53<sup>(b)</sup> | $150 | &nbsp;&nbsp; $160267 |
| &nbsp;&nbsp;&nbsp; 5.60%, 02/15/54<sup>(b)</sup> | 125 | &nbsp;&nbsp; 113112 |
| &nbsp;&nbsp;&nbsp; 5.95%, 03/15/55 | 50 | &nbsp;&nbsp; 47506 |
| DuPont de Nemours, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.73%, 11/15/28 | 257 | &nbsp;&nbsp; 258990 |
| &nbsp;&nbsp;&nbsp; 5.32%, 11/15/38 | 130 | &nbsp;&nbsp; 133187 |
| &nbsp;&nbsp;&nbsp; 5.42%, 11/15/48 | 257 | &nbsp;&nbsp; 254082 |
| Eastman Chemical Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 12/01/28 | 71 | &nbsp;&nbsp; 71213 |
| &nbsp;&nbsp;&nbsp; 5.00%, 08/01/29 | 150 | &nbsp;&nbsp; 152755 |
| &nbsp;&nbsp;&nbsp; 5.75%, 03/08/33<sup>(b)</sup> | 40 | &nbsp;&nbsp; 42001 |
| &nbsp;&nbsp;&nbsp; 5.63%, 02/20/34<sup>(b)</sup> | 75 | &nbsp;&nbsp; 77237 |
| &nbsp;&nbsp;&nbsp; 4.80%, 09/01/42 | 87 | &nbsp;&nbsp; 76595 |
| &nbsp;&nbsp;&nbsp; 4.65%, 10/15/44 | 71 | &nbsp;&nbsp; 60630 |
| Ecolab, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 01/15/28 | 75 | &nbsp;&nbsp; 77034 |
| &nbsp;&nbsp;&nbsp; 4.80%, 03/24/30 | 87 | &nbsp;&nbsp; 89238 |
| &nbsp;&nbsp;&nbsp; 1.30%, 01/30/31 | 140 | &nbsp;&nbsp; 120609 |
| &nbsp;&nbsp;&nbsp; 2.13%, 02/01/32<sup>(b)</sup> | 171 | &nbsp;&nbsp; 149704 |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/01/35<sup>(b)</sup> | 70 | &nbsp;&nbsp; 71398 |
| &nbsp;&nbsp;&nbsp; 3.95%, 12/01/47 | 25 | &nbsp;&nbsp; 20526 |
| &nbsp;&nbsp;&nbsp; 2.13%, 08/15/50 | 140 | &nbsp;&nbsp; 78005 |
| &nbsp;&nbsp;&nbsp; 2.70%, 12/15/51 | 124 | &nbsp;&nbsp; 78194 |
| &nbsp;&nbsp;&nbsp; 2.75%, 08/18/55 | 50 | &nbsp;&nbsp; 30904 |
| EIDP, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.30%, 07/15/30 | 140 | &nbsp;&nbsp; 128761 |
| &nbsp;&nbsp;&nbsp; 5.13%, 05/15/32 | 50 | &nbsp;&nbsp; 51431 |
| FMC Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.20%, 10/01/26 | 55 | &nbsp;&nbsp; 54391 |
| &nbsp;&nbsp;&nbsp; 3.45%, 10/01/29 | 60 | &nbsp;&nbsp; 56658 |
| &nbsp;&nbsp;&nbsp; 5.65%, 05/18/33 | 40 | &nbsp;&nbsp; 39991 |
| &nbsp;&nbsp;&nbsp; 4.50%, 10/01/49 | 58 | &nbsp;&nbsp; 44511 |
| &nbsp;&nbsp;&nbsp; 6.38%, 05/18/53<sup>(b)</sup> | 40 | &nbsp;&nbsp; 39495 |
| International Flavors & Fragrances, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.45%, 09/26/28 | 87 | &nbsp;&nbsp; 87302 |
| &nbsp;&nbsp;&nbsp; 4.38%, 06/01/47 | 87 | &nbsp;&nbsp; 69806 |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/26/48<sup>(b)</sup> | 87 | &nbsp;&nbsp; 76471 |
| Linde, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.10%, 08/10/30 | 155 | &nbsp;&nbsp; 134820 |
| &nbsp;&nbsp;&nbsp; 2.00%, 08/10/50 | 122 | &nbsp;&nbsp; 66539 |
| LYB International Finance BV |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 07/15/43 | 75 | &nbsp;&nbsp; 67224 |
| &nbsp;&nbsp;&nbsp; 4.88%, 03/15/44 | 112 | &nbsp;&nbsp; 96008 |
| LYB International Finance III LLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 10/01/30<sup>(b)</sup> | 117 | &nbsp;&nbsp; 104447 |
| &nbsp;&nbsp;&nbsp; 5.63%, 05/15/33<sup>(b)</sup> | 40 | &nbsp;&nbsp; 41128 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/01/34<sup>(b)</sup> | 75 | &nbsp;&nbsp; 75434 |
| &nbsp;&nbsp;&nbsp; 6.15%, 05/15/35<sup>(b)</sup> | 50 | &nbsp;&nbsp; 52106 |
| &nbsp;&nbsp;&nbsp; 3.38%, 10/01/40 | 94 | &nbsp;&nbsp; 69531 |
| &nbsp;&nbsp;&nbsp; 4.20%, 10/15/49 | 144 | &nbsp;&nbsp; 106434 |
| &nbsp;&nbsp;&nbsp; 4.20%, 05/01/50 | 87 | &nbsp;&nbsp; 64442 |
| &nbsp;&nbsp;&nbsp; 3.63%, 04/01/51 | 127 | &nbsp;&nbsp; 84987 |
| &nbsp;&nbsp;&nbsp; 3.80%, 10/01/60 | 70 | &nbsp;&nbsp; 45061 |
| LyondellBasell Industries NV, 4.63%, 02/26/55<sup>(b)</sup> | 150 | &nbsp;&nbsp; 118040 |
| Mosaic Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.05%, 11/15/27 | 171 | &nbsp;&nbsp; 170514 |
| &nbsp;&nbsp;&nbsp; 5.38%, 11/15/28 | 50 | &nbsp;&nbsp; 51531 |
| &nbsp;&nbsp;&nbsp; 5.45%, 11/15/33<sup>(b)</sup> | 214 | &nbsp;&nbsp; 220845 |
| &nbsp;&nbsp;&nbsp; 5.63%, 11/15/43 | 50 | &nbsp;&nbsp; 49390 |
| Nutrien Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 12/15/26 | 87 | &nbsp;&nbsp; 86816 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Chemicals (continued)** | **Chemicals (continued)** | **Chemicals (continued)** |
| Nutrien Ltd. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/12/27 | 50 | &nbsp;&nbsp; $50227 |
| &nbsp;&nbsp;&nbsp; 5.20%, 06/21/27 | 50 | &nbsp;&nbsp; 50803 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/27/28 | 30 | &nbsp;&nbsp; 30520 |
| &nbsp;&nbsp;&nbsp; 2.95%, 05/13/30 | 171 | &nbsp;&nbsp; 161137 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/12/32 | 75 | &nbsp;&nbsp; 77396 |
| &nbsp;&nbsp;&nbsp; 5.40%, 06/21/34<sup>(b)</sup> | 50 | &nbsp;&nbsp; 51486 |
| &nbsp;&nbsp;&nbsp; 4.13%, 03/15/35 | 100 | &nbsp;&nbsp; 92596 |
| &nbsp;&nbsp;&nbsp; 5.63%, 12/01/40 | 50 | &nbsp;&nbsp; 50432 |
| &nbsp;&nbsp;&nbsp; 4.90%, 06/01/43 | 87 | &nbsp;&nbsp; 79971 |
| &nbsp;&nbsp;&nbsp; 5.25%, 01/15/45 | 50 | &nbsp;&nbsp; 47511 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/01/49 | 130 | &nbsp;&nbsp; 118608 |
| &nbsp;&nbsp;&nbsp; 3.95%, 05/13/50 | 87 | &nbsp;&nbsp; 67545 |
| &nbsp;&nbsp;&nbsp; 5.80%, 03/27/53 | 100 | &nbsp;&nbsp; 101681 |
| PPG Industries, Inc., 2.80%, 08/15/29 | 171 | &nbsp;&nbsp; 162738 |
| RPM International, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.95%, 01/15/32 | 86 | &nbsp;&nbsp; 77615 |
| &nbsp;&nbsp;&nbsp; 5.25%, 06/01/45 | 87 | &nbsp;&nbsp; 83881 |
| Sherwin-Williams Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.45%, 06/01/27 | 87 | &nbsp;&nbsp; 86174 |
| &nbsp;&nbsp;&nbsp; 4.30%, 08/15/28 | 50 | &nbsp;&nbsp; 50247 |
| &nbsp;&nbsp;&nbsp; 2.95%, 08/15/29 | 108 | &nbsp;&nbsp; 103144 |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/15/30<sup>(b)</sup> | 50 | &nbsp;&nbsp; 50320 |
| &nbsp;&nbsp;&nbsp; 2.20%, 03/15/32 | 189 | &nbsp;&nbsp; 164780 |
| &nbsp;&nbsp;&nbsp; 5.15%, 08/15/35<sup>(b)</sup> | 50 | &nbsp;&nbsp; 50875 |
| &nbsp;&nbsp;&nbsp; 4.55%, 08/01/45 | 100 | &nbsp;&nbsp; 87332 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/01/47 | 171 | &nbsp;&nbsp; 147796 |
| &nbsp;&nbsp;&nbsp; 3.80%, 08/15/49 | 153 | &nbsp;&nbsp; 117114 |
| Westlake Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.38%, 06/15/30 | 75 | &nbsp;&nbsp; 71453 |
| &nbsp;&nbsp;&nbsp; 5.00%, 08/15/46<sup>(b)</sup> | 130 | &nbsp;&nbsp; 114621 |
| &nbsp;&nbsp;&nbsp; 4.38%, 11/15/47 | 50 | &nbsp;&nbsp; 39451 |
| &nbsp;&nbsp;&nbsp; 3.13%, 08/15/51 | 110 | &nbsp;&nbsp; 68207 |
|  |  | &nbsp;&nbsp; 9275912 |
| **Commercial Services & Supplies — 0.1%** | **Commercial Services & Supplies — 0.1%** | **Commercial Services & Supplies — 0.1%** |
| American University, Series 2019, 3.67%, 04/01/49 | 60 | &nbsp;&nbsp; 46026 |
| Brown University, Series A, 2.92%, 09/01/50 | 75 | &nbsp;&nbsp; 50508 |
| California Endowment, Series 2021, 2.50%, 04/01/51 | 84 | &nbsp;&nbsp; 48761 |
| California Institute of Technology, 3.65%, 09/01/2119 | 171 | &nbsp;&nbsp; 111483 |
| Duke University |  |  |
| &nbsp;&nbsp;&nbsp; Series 2020, 2.68%, 10/01/44 | 75 | &nbsp;&nbsp; 54968 |
| &nbsp;&nbsp;&nbsp; Series 2020, 2.83%, 10/01/55 | 88 | &nbsp;&nbsp; 55535 |
| Emory University, Series 2020, 2.97%, 09/01/50 | 62 | &nbsp;&nbsp; 41322 |
| Ford Foundation<sup>(b)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; Series 2020, 2.42%, 06/01/50 | 60 | &nbsp;&nbsp; 35970 |
| &nbsp;&nbsp;&nbsp; Series 2020, 2.82%, 06/01/70 | 70 | &nbsp;&nbsp; 40420 |
| GATX Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.85%, 03/30/27 | 87 | &nbsp;&nbsp; 86467 |
| &nbsp;&nbsp;&nbsp; 4.70%, 04/01/29 | 171 | &nbsp;&nbsp; 173149 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/30/30 | 50 | &nbsp;&nbsp; 49162 |
| &nbsp;&nbsp;&nbsp; 1.90%, 06/01/31 | 50 | &nbsp;&nbsp; 43645 |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/01/32 | 50 | &nbsp;&nbsp; 46377 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/15/33 | 145 | &nbsp;&nbsp; 145798 |
| &nbsp;&nbsp;&nbsp; 5.45%, 09/15/33 | 100 | &nbsp;&nbsp; 103036 |
| &nbsp;&nbsp;&nbsp; 6.05%, 03/15/34 | 50 | &nbsp;&nbsp; 53554 |
| &nbsp;&nbsp;&nbsp; 6.90%, 05/01/34 | 25 | &nbsp;&nbsp; 28151 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/15/35 | 75 | &nbsp;&nbsp; 77382 |
| &nbsp;&nbsp;&nbsp; 6.05%, 06/05/54<sup>(b)</sup> | 75 | &nbsp;&nbsp; 77938 |
| George Washington University |  |  |
| &nbsp;&nbsp;&nbsp; 4.87%, 09/15/45 | 74 | &nbsp;&nbsp; 68702 |
| &nbsp;&nbsp;&nbsp; Series 2014, 4.30%, 09/15/44<sup>(b)</sup> | 87 | &nbsp;&nbsp; 73326 |

---

------

Schedule of Investments (unaudited)(continued)

September 30, 2025

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Commercial Services & Supplies (continued)** | **Commercial Services & Supplies (continued)** | **Commercial Services & Supplies (continued)** |
| George Washington University (continued) |  |  |
| &nbsp;&nbsp;&nbsp; Series 2018, 4.13%, 09/15/48 | $58 | &nbsp;&nbsp; $47818 |
| Georgetown University |  |  |
| &nbsp;&nbsp;&nbsp; Series 20A, 2.94%, 04/01/50 | 77 | &nbsp;&nbsp; 50386 |
| &nbsp;&nbsp;&nbsp; Series A, 5.22%, 10/01/2118 | 62 | &nbsp;&nbsp; 55404 |
| &nbsp;&nbsp;&nbsp; Series B, 4.32%, 04/01/49 | 40 | &nbsp;&nbsp; 33580 |
| Howard University, Series 22A, 5.21%, 10/01/52 | 73 | &nbsp;&nbsp; 64250 |
| Leland Stanford Junior University |  |  |
| &nbsp;&nbsp;&nbsp; 4.68%, 03/01/35<sup>(b)</sup> | 50 | &nbsp;&nbsp; 50225 |
| &nbsp;&nbsp;&nbsp; 3.65%, 05/01/48 | 130 | &nbsp;&nbsp; 102798 |
| &nbsp;&nbsp;&nbsp; 2.41%, 06/01/50 | 75 | &nbsp;&nbsp; 45830 |
| Massachusetts Institute of Technology |  |  |
| &nbsp;&nbsp;&nbsp; 3.96%, 07/01/38<sup>(b)</sup> | 98 | &nbsp;&nbsp; 90654 |
| &nbsp;&nbsp;&nbsp; 3.07%, 04/01/52 | 27 | &nbsp;&nbsp; 18528 |
| &nbsp;&nbsp;&nbsp; 5.60%, 07/01/2111 | 87 | &nbsp;&nbsp; 88078 |
| &nbsp;&nbsp;&nbsp; 4.68%, 07/01/2114 | 75 | &nbsp;&nbsp; 63933 |
| &nbsp;&nbsp;&nbsp; Series F, 2.99%, 07/01/50 | 73 | &nbsp;&nbsp; 49800 |
| &nbsp;&nbsp;&nbsp; Series G, 2.29%, 07/01/51<sup>(b)</sup> | 56 | &nbsp;&nbsp; 32606 |
| &nbsp;&nbsp;&nbsp; Northeastern University, Series 2020, 2.89%, <br> 10/01/50<sup>(b)</sup><br>| 51 | &nbsp;&nbsp; 34884 |
| Northwestern University |  |  |
| &nbsp;&nbsp;&nbsp; Series 2017, 3.66%, 12/01/57<sup>(b)</sup> | 58 | &nbsp;&nbsp; 42712 |
| &nbsp;&nbsp;&nbsp; Series 2020, 2.64%, 12/01/50 | 85 | &nbsp;&nbsp; 53548 |
| President and Fellows of Harvard College |  |  |
| &nbsp;&nbsp;&nbsp; 3.15%, 07/15/46 | 62 | &nbsp;&nbsp; 45683 |
| &nbsp;&nbsp;&nbsp; 2.52%, 10/15/50 | 71 | &nbsp;&nbsp; 43747 |
| &nbsp;&nbsp;&nbsp; 3.30%, 07/15/56 | 121 | &nbsp;&nbsp; 84418 |
| &nbsp;&nbsp;&nbsp; Rockefeller Foundation, Series 2020, 2.49%, <br> 10/01/50<sup>(b)</sup><br>| 71 | &nbsp;&nbsp; 43659 |
| Thomas Jefferson University, 3.85%, 11/01/57 | 47 | &nbsp;&nbsp; 33162 |
| TR Finance LLC, 5.65%, 11/23/43<sup>(b)</sup> | 171 | &nbsp;&nbsp; 171631 |
| &nbsp;&nbsp;&nbsp; Triton Container International Ltd./TAL International <br> Container Corp., 3.25%, 03/15/32<br>| 50 | &nbsp;&nbsp; 44590 |
| Trustees of Boston College, 3.13%, 07/01/52 | 87 | &nbsp;&nbsp; 60585 |
| Trustees of Princeton University |  |  |
| &nbsp;&nbsp;&nbsp; 4.65%, 07/01/30 | 5 | &nbsp;&nbsp; 5104 |
| &nbsp;&nbsp;&nbsp; 5.70%, 03/01/39 | 87 | &nbsp;&nbsp; 93746 |
| &nbsp;&nbsp;&nbsp; Series 2020, 2.52%, 07/01/50 | 74 | &nbsp;&nbsp; 46738 |
| Trustees of the University of Pennsylvania |  |  |
| &nbsp;&nbsp;&nbsp; 3.61%, 02/15/2119 | 57 | &nbsp;&nbsp; 37464 |
| &nbsp;&nbsp;&nbsp; Series 2020, 2.40%, 10/01/50 | 52 | &nbsp;&nbsp; 31056 |
| University of Chicago, Series C, 2.55%, 04/01/50 | 73 | &nbsp;&nbsp; 47515 |
| University of Miami, Series 2022, 4.06%, 04/01/52 | 67 | &nbsp;&nbsp; 53941 |
| &nbsp;&nbsp;&nbsp; University of Notre Dame du Lac, Series 2017, <br> 3.39%, 02/15/48<br>| 82 | &nbsp;&nbsp; 61480 |
| University of Southern California |  |  |
| &nbsp;&nbsp;&nbsp; 2.81%, 10/01/50 | 71 | &nbsp;&nbsp; 46130 |
| &nbsp;&nbsp;&nbsp; 4.98%, 10/01/53<sup>(b)</sup> | 75 | &nbsp;&nbsp; 70820 |
| &nbsp;&nbsp;&nbsp; Series 21A, 2.95%, 10/01/51<sup>(b)</sup> | 87 | &nbsp;&nbsp; 57603 |
| &nbsp;&nbsp;&nbsp; Series A, 3.23%, 10/01/2120<sup>(b)</sup> | 69 | &nbsp;&nbsp; 40635 |
| Verisk Analytics, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 03/15/29 | 87 | &nbsp;&nbsp; 86794 |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/15/30 | 30 | &nbsp;&nbsp; 30090 |
| &nbsp;&nbsp;&nbsp; 5.75%, 04/01/33 | 55 | &nbsp;&nbsp; 58408 |
| &nbsp;&nbsp;&nbsp; 5.25%, 06/05/34 | 40 | &nbsp;&nbsp; 41239 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/15/35 | 75 | &nbsp;&nbsp; 76458 |
| &nbsp;&nbsp;&nbsp; 5.13%, 02/15/36 | 75 | &nbsp;&nbsp; 75694 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/15/45 | 75 | &nbsp;&nbsp; 74407 |
| &nbsp;&nbsp;&nbsp; 3.63%, 05/15/50 | 58 | &nbsp;&nbsp; 43293 |
| Washington University |  |  |
| &nbsp;&nbsp;&nbsp; 4.35%, 04/15/2122 | 83 | &nbsp;&nbsp; 64325 |
| &nbsp;&nbsp;&nbsp; Series 2022, 3.52%, 04/15/54<sup>(b)</sup> | 75 | &nbsp;&nbsp; 55187 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Commercial Services & Supplies (continued)** | **Commercial Services & Supplies (continued)** | **Commercial Services & Supplies (continued)** |
| William Marsh Rice University, 3.77%, 05/15/55 | 85 | &nbsp;&nbsp; $65827 |
| Yale University |  |  |
| &nbsp;&nbsp;&nbsp; Series 2020, 1.48%, 04/15/30 | 54 | &nbsp;&nbsp; 48192 |
| &nbsp;&nbsp;&nbsp; Series 2020, 2.40%, 04/15/50<sup>(b)</sup> | 62 | &nbsp;&nbsp; 37680 |
|  |  | &nbsp;&nbsp; 4314015 |
| **Communications Equipment — 0.0%** | **Communications Equipment — 0.0%** | **Communications Equipment — 0.0%** |
| Juniper Networks, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 08/15/29 | 87 | &nbsp;&nbsp; 84950 |
| &nbsp;&nbsp;&nbsp; 5.95%, 03/15/41 | 87 | &nbsp;&nbsp; 87661 |
| Motorola Solutions, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.60%, 02/23/28 | 87 | &nbsp;&nbsp; 87905 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/15/29 | 25 | &nbsp;&nbsp; 25598 |
| &nbsp;&nbsp;&nbsp; 4.60%, 05/23/29 | 166 | &nbsp;&nbsp; 167785 |
| &nbsp;&nbsp;&nbsp; 4.85%, 08/15/30 | 50 | &nbsp;&nbsp; 50953 |
| &nbsp;&nbsp;&nbsp; 2.30%, 11/15/30 | 146 | &nbsp;&nbsp; 131972 |
| &nbsp;&nbsp;&nbsp; 2.75%, 05/24/31 | 102 | &nbsp;&nbsp; 93111 |
| &nbsp;&nbsp;&nbsp; 5.20%, 08/15/32 | 50 | &nbsp;&nbsp; 51530 |
| &nbsp;&nbsp;&nbsp; 5.40%, 04/15/34 | 175 | &nbsp;&nbsp; 181396 |
| &nbsp;&nbsp;&nbsp; 5.55%, 08/15/35<sup>(b)</sup> | 50 | &nbsp;&nbsp; 52089 |
| &nbsp;&nbsp;&nbsp; 5.50%, 09/01/44 | 75 | &nbsp;&nbsp; 74868 |
|  |  | &nbsp;&nbsp; 1089818 |
| **Construction & Engineering — 0.0%** | **Construction & Engineering — 0.0%** | **Construction & Engineering — 0.0%** |
| Jacobs Engineering Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.35%, 08/18/28 | 100 | &nbsp;&nbsp; 105595 |
| &nbsp;&nbsp;&nbsp; 5.90%, 03/01/33<sup>(b)</sup> | 75 | &nbsp;&nbsp; 79293 |
| MasTec, Inc., 5.90%, 06/15/29 | 25 | &nbsp;&nbsp; 26167 |
|  |  | &nbsp;&nbsp; 211055 |
| **Consumer Discretionary — 0.0%** | **Consumer Discretionary — 0.0%** | **Consumer Discretionary — 0.0%** |
| Automatic Data Processing, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.70%, 05/15/28 | 100 | &nbsp;&nbsp; 94699 |
| &nbsp;&nbsp;&nbsp; 1.25%, 09/01/30 | 341 | &nbsp;&nbsp; 298506 |
| &nbsp;&nbsp;&nbsp; 4.75%, 05/08/32 | 75 | &nbsp;&nbsp; 76797 |
| &nbsp;&nbsp;&nbsp; 4.45%, 09/09/34 | 50 | &nbsp;&nbsp; 49764 |
| Cintas Corp. No 2, 4.20%, 05/01/28 | 50 | &nbsp;&nbsp; 50215 |
| Cintas Corp. No. 2 |  |  |
| &nbsp;&nbsp;&nbsp; 3.70%, 04/01/27 | 87 | &nbsp;&nbsp; 86648 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/01/32 | 61 | &nbsp;&nbsp; 59641 |
| GXO Logistics, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.25%, 05/06/29 | 25 | &nbsp;&nbsp; 26254 |
| &nbsp;&nbsp;&nbsp; 2.65%, 07/15/31 | 87 | &nbsp;&nbsp; 77538 |
| &nbsp;&nbsp;&nbsp; 6.50%, 05/06/34<sup>(b)</sup> | 25 | &nbsp;&nbsp; 26879 |
| Quanta Services, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 08/09/27 | 50 | &nbsp;&nbsp; 50571 |
| &nbsp;&nbsp;&nbsp; 4.30%, 08/09/28 | 50 | &nbsp;&nbsp; 50236 |
| &nbsp;&nbsp;&nbsp; 2.90%, 10/01/30 | 90 | &nbsp;&nbsp; 84019 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/15/31 | 50 | &nbsp;&nbsp; 49970 |
| &nbsp;&nbsp;&nbsp; 2.35%, 01/15/32 | 80 | &nbsp;&nbsp; 70219 |
| &nbsp;&nbsp;&nbsp; 5.25%, 08/09/34<sup>(b)</sup> | 50 | &nbsp;&nbsp; 51260 |
| &nbsp;&nbsp;&nbsp; 5.10%, 08/09/35 | 50 | &nbsp;&nbsp; 50128 |
| &nbsp;&nbsp;&nbsp; 3.05%, 10/01/41 | 69 | &nbsp;&nbsp; 51298 |
| RELX Capital, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/18/29 | 25 | &nbsp;&nbsp; 24859 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/27/35 | 100 | &nbsp;&nbsp; 103204 |
| UL Solutions, Inc., 6.50%, 10/20/28 | 25 | &nbsp;&nbsp; 26324 |
|  |  | &nbsp;&nbsp; 1459029 |
| **Consumer Finance — 0.5%** | **Consumer Finance — 0.5%** | **Consumer Finance — 0.5%** |
| American Express Co. |  |  |
| &nbsp;&nbsp;&nbsp; 1.65%, 11/04/26 | 171 | &nbsp;&nbsp; 166730 |
| &nbsp;&nbsp;&nbsp; 2.55%, 03/04/27 | 392 | &nbsp;&nbsp; 384339 |
| &nbsp;&nbsp;&nbsp; 3.30%, 05/03/27 | 187 | &nbsp;&nbsp; 185070 |
| &nbsp;&nbsp;&nbsp; 5.85%, 11/05/27 | 140 | &nbsp;&nbsp; 145042 |

---

Master Portfolio Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

September 30, 2025

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Consumer Finance (continued)** | **Consumer Finance (continued)** | **Consumer Finance (continued)** |
| American Express Co. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 4.05%, 05/03/29 | $86 | &nbsp;&nbsp; $86160 |
| &nbsp;&nbsp;&nbsp; 4.05%, 12/03/42 | 167 | &nbsp;&nbsp; 144740 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.81%), 4.35%, 07/20/29<sup>(c)</sup> | 175 | &nbsp;&nbsp; 176032 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.93%), 5.04%, 07/26/28<sup>(c)</sup> | 265 | &nbsp;&nbsp; 269522 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.00%), 5.10%, 02/16/28<sup>(c)</sup> | 210 | &nbsp;&nbsp; 212818 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.09%), 5.53%, 04/25/30<sup>(c)</sup> | 100 | &nbsp;&nbsp; 104493 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.22%), 4.92%, 07/20/33<sup>(b)(c)</sup> | 230 | &nbsp;&nbsp; 234004 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.26%), 4.73%, 04/25/29<sup>(c)</sup> | 150 | &nbsp;&nbsp; 152364 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.42%), 5.28%, 07/26/35<sup>(c)</sup> | 175 | &nbsp;&nbsp; 180637 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.44%), 5.02%, 04/25/31<sup>(c)</sup> | 150 | &nbsp;&nbsp; 154240 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.63%), 5.92%, 04/25/35<sup>(c)</sup> | 50 | &nbsp;&nbsp; 53250 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.76%), 4.42%, 08/03/33<sup>(c)</sup> | 200 | &nbsp;&nbsp; 198167 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.79%), 5.67%, 04/25/36<sup>(c)</sup> | 90 | &nbsp;&nbsp; 95085 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.84%), 5.04%, 05/01/34<sup>(c)</sup> | 145 | &nbsp;&nbsp; 148875 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.93%), 5.63%, 07/28/34<sup>(c)</sup> | 50 | &nbsp;&nbsp; 52220 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.94%), 6.49%, 10/30/31<sup>(c)</sup> | 75 | &nbsp;&nbsp; 82200 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.26%), 4.99%, 05/26/33<sup>(c)</sup> | 100 | &nbsp;&nbsp; 101869 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR Index + 1.02%), 5.09%, 01/30/31<sup>(c)</sup> | 100 | &nbsp;&nbsp; 103099 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR Index + 1.28%), 5.28%, 07/27/29<sup>(c)</sup> | 100 | &nbsp;&nbsp; 103137 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR Index + 1.32%), 5.44%, 01/30/36<sup>(c)</sup> | 220 | &nbsp;&nbsp; 228817 |
| &nbsp;&nbsp;&nbsp; Andrew W Mellon Foundation, Series 2020, 0.95%, <br> 08/01/27<br>| 83 | &nbsp;&nbsp; 78391 |
| Block Financial LLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 07/15/28 | 89 | &nbsp;&nbsp; 84422 |
| &nbsp;&nbsp;&nbsp; 3.88%, 08/15/30 | 100 | &nbsp;&nbsp; 96350 |
| &nbsp;&nbsp;&nbsp; 5.38%, 09/15/32 | 25 | &nbsp;&nbsp; 25201 |
| Capital One Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.10%, 02/09/27 | 100 | &nbsp;&nbsp; 99834 |
| &nbsp;&nbsp;&nbsp; 3.75%, 03/09/27 | 162 | &nbsp;&nbsp; 161102 |
| &nbsp;&nbsp;&nbsp; 3.65%, 05/11/27 | 341 | &nbsp;&nbsp; 338285 |
| &nbsp;&nbsp;&nbsp; 3.80%, 01/31/28 | 371 | &nbsp;&nbsp; 368129 |
| &nbsp;&nbsp;&nbsp; 6.70%, 11/29/32 | 150 | &nbsp;&nbsp; 165484 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.86%), 1.88%, 11/02/27<sup>(c)</sup> | 171 | &nbsp;&nbsp; 166618 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.25%), 4.49%, 09/11/31<sup>(c)</sup> | 170 | &nbsp;&nbsp; 168625 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.27%), 2.62%, 11/02/32<sup>(c)</sup> | 87 | &nbsp;&nbsp; 77304 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.34%), 2.36%, 07/29/32<sup>(c)</sup> | 171 | &nbsp;&nbsp; 147600 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.56%), 5.46%, 07/26/30<sup>(c)</sup> | 135 | &nbsp;&nbsp; 139759 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.63%), 5.20%, 09/11/36<sup>(c)</sup> | 200 | &nbsp;&nbsp; 197800 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.79%), 3.27%, 03/01/30<sup>(c)</sup> | 118 | &nbsp;&nbsp; 113718 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.91%), 5.70%, 02/01/30<sup>(c)</sup> | 30 | &nbsp;&nbsp; 31146 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.99%), 5.88%, 07/26/35<sup>(c)</sup> | 355 | &nbsp;&nbsp; 372316 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.06%), 4.93%, 05/10/28<sup>(c)</sup> | 180 | &nbsp;&nbsp; 181854 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.08%), 5.47%, 02/01/29<sup>(c)</sup> | 100 | &nbsp;&nbsp; 102551 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.26%), 6.05%, 02/01/35<sup>(c)</sup> | 235 | &nbsp;&nbsp; 249457 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.37%), 5.27%, 05/10/33<sup>(c)</sup> | 100 | &nbsp;&nbsp; 102263 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.44%), 7.15%, 10/29/27<sup>(c)</sup> | 50 | &nbsp;&nbsp; 51497 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.60%), 5.25%, 07/26/30<sup>(c)</sup> | 50 | &nbsp;&nbsp; 51394 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.60%), 5.82%, 02/01/34<sup>(c)</sup> | 90 | &nbsp;&nbsp; 94384 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.64%), 6.31%, 06/08/29<sup>(c)</sup> | 140 | &nbsp;&nbsp; 146862 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.86%), 6.38%, 06/08/34<sup>(c)</sup> | 330 | &nbsp;&nbsp; 356952 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR Index + 3.37%), 7.96%, 11/02/34<sup>(c)</sup> | 75 | &nbsp;&nbsp; 88675 |
| Equifax, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.10%, 12/15/27 | 70 | &nbsp;&nbsp; 71285 |
| &nbsp;&nbsp;&nbsp; 5.10%, 06/01/28 | 40 | &nbsp;&nbsp; 40892 |
| &nbsp;&nbsp;&nbsp; 4.80%, 09/15/29 | 40 | &nbsp;&nbsp; 40649 |
| &nbsp;&nbsp;&nbsp; 3.10%, 05/15/30 | 50 | &nbsp;&nbsp; 47313 |
| &nbsp;&nbsp;&nbsp; 2.35%, 09/15/31 | 171 | &nbsp;&nbsp; 151178 |
| Global Payments, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.15%, 01/15/27 | 86 | &nbsp;&nbsp; 83797 |
| &nbsp;&nbsp;&nbsp; 4.95%, 08/15/27 | 50 | &nbsp;&nbsp; 50598 |
| &nbsp;&nbsp;&nbsp; 3.20%, 08/15/29 | 187 | &nbsp;&nbsp; 177591 |
| &nbsp;&nbsp;&nbsp; 5.30%, 08/15/29 | 35 | &nbsp;&nbsp; 35793 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Consumer Finance (continued)** | **Consumer Finance (continued)** | **Consumer Finance (continued)** |
| Global Payments, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 2.90%, 05/15/30 | $150 | &nbsp;&nbsp; $138824 |
| &nbsp;&nbsp;&nbsp; 2.90%, 11/15/31 | 69 | &nbsp;&nbsp; 61875 |
| &nbsp;&nbsp;&nbsp; 5.40%, 08/15/32 | 150 | &nbsp;&nbsp; 153478 |
| &nbsp;&nbsp;&nbsp; 4.15%, 08/15/49 | 62 | &nbsp;&nbsp; 47108 |
| &nbsp;&nbsp;&nbsp; 5.95%, 08/15/52<sup>(b)</sup> | 100 | &nbsp;&nbsp; 98126 |
| Mastercard, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.95%, 11/21/26 | 200 | &nbsp;&nbsp; 197822 |
| &nbsp;&nbsp;&nbsp; 3.30%, 03/26/27 | 82 | &nbsp;&nbsp; 81363 |
| &nbsp;&nbsp;&nbsp; 4.10%, 01/15/28 | 65 | &nbsp;&nbsp; 65344 |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/26/28 | 75 | &nbsp;&nbsp; 74418 |
| &nbsp;&nbsp;&nbsp; 4.88%, 03/09/28 | 45 | &nbsp;&nbsp; 46038 |
| &nbsp;&nbsp;&nbsp; 2.95%, 06/01/29 | 257 | &nbsp;&nbsp; 248339 |
| &nbsp;&nbsp;&nbsp; 3.35%, 03/26/30 | 144 | &nbsp;&nbsp; 140142 |
| &nbsp;&nbsp;&nbsp; 1.90%, 03/15/31 | 90 | &nbsp;&nbsp; 80161 |
| &nbsp;&nbsp;&nbsp; 2.00%, 11/18/31 | 100 | &nbsp;&nbsp; 88279 |
| &nbsp;&nbsp;&nbsp; 4.35%, 01/15/32 | 150 | &nbsp;&nbsp; 150676 |
| &nbsp;&nbsp;&nbsp; 4.95%, 03/15/32 | 50 | &nbsp;&nbsp; 51791 |
| &nbsp;&nbsp;&nbsp; 4.85%, 03/09/33 | 50 | &nbsp;&nbsp; 51341 |
| &nbsp;&nbsp;&nbsp; 4.88%, 05/09/34 | 75 | &nbsp;&nbsp; 76775 |
| &nbsp;&nbsp;&nbsp; 4.55%, 01/15/35 | 145 | &nbsp;&nbsp; 144684 |
| &nbsp;&nbsp;&nbsp; 3.80%, 11/21/46 | 120 | &nbsp;&nbsp; 97343 |
| &nbsp;&nbsp;&nbsp; 3.65%, 06/01/49 | 87 | &nbsp;&nbsp; 67826 |
| &nbsp;&nbsp;&nbsp; 3.85%, 03/26/50 | 181 | &nbsp;&nbsp; 145037 |
| &nbsp;&nbsp;&nbsp; 2.95%, 03/15/51 | 96 | &nbsp;&nbsp; 64230 |
| Moody's Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 01/15/28 | 130 | &nbsp;&nbsp; 127843 |
| &nbsp;&nbsp;&nbsp; 2.00%, 08/19/31<sup>(b)</sup> | 73 | &nbsp;&nbsp; 64149 |
| &nbsp;&nbsp;&nbsp; 5.00%, 08/05/34 | 50 | &nbsp;&nbsp; 50995 |
| &nbsp;&nbsp;&nbsp; 2.75%, 08/19/41 | 63 | &nbsp;&nbsp; 45509 |
| &nbsp;&nbsp;&nbsp; 5.25%, 07/15/44 | 75 | &nbsp;&nbsp; 73433 |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/20/50 | 71 | &nbsp;&nbsp; 49143 |
| &nbsp;&nbsp;&nbsp; 3.75%, 02/25/52 | 74 | &nbsp;&nbsp; 56382 |
| &nbsp;&nbsp;&nbsp; 3.10%, 11/29/61<sup>(b)</sup> | 81 | &nbsp;&nbsp; 51724 |
| PayPal Holdings, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.65%, 10/01/26 | 171 | &nbsp;&nbsp; 168908 |
| &nbsp;&nbsp;&nbsp; 2.85%, 10/01/29 | 229 | &nbsp;&nbsp; 218320 |
| &nbsp;&nbsp;&nbsp; 2.30%, 06/01/30 | 81 | &nbsp;&nbsp; 74564 |
| &nbsp;&nbsp;&nbsp; 4.40%, 06/01/32 | 90 | &nbsp;&nbsp; 90064 |
| &nbsp;&nbsp;&nbsp; 5.15%, 06/01/34 | 75 | &nbsp;&nbsp; 77331 |
| &nbsp;&nbsp;&nbsp; 5.10%, 04/01/35 | 50 | &nbsp;&nbsp; 51138 |
| &nbsp;&nbsp;&nbsp; 3.25%, 06/01/50 | 102 | &nbsp;&nbsp; 71737 |
| &nbsp;&nbsp;&nbsp; 5.05%, 06/01/52<sup>(b)</sup> | 90 | &nbsp;&nbsp; 84481 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/01/54<sup>(b)</sup> | 75 | &nbsp;&nbsp; 75243 |
| &nbsp;&nbsp;&nbsp; 5.25%, 06/01/62<sup>(b)</sup> | 90 | &nbsp;&nbsp; 85784 |
| S&P Global, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.45%, 03/01/27 | 160 | &nbsp;&nbsp; 156699 |
| &nbsp;&nbsp;&nbsp; 4.75%, 08/01/28 | 171 | &nbsp;&nbsp; 174189 |
| &nbsp;&nbsp;&nbsp; 2.70%, 03/01/29 | 70 | &nbsp;&nbsp; 66877 |
| &nbsp;&nbsp;&nbsp; 4.25%, 05/01/29 | 171 | &nbsp;&nbsp; 171769 |
| &nbsp;&nbsp;&nbsp; 2.50%, 12/01/29 | 81 | &nbsp;&nbsp; 75967 |
| &nbsp;&nbsp;&nbsp; 1.25%, 08/15/30<sup>(b)</sup> | 75 | &nbsp;&nbsp; 65334 |
| &nbsp;&nbsp;&nbsp; 2.90%, 03/01/32 | 95 | &nbsp;&nbsp; 87008 |
| &nbsp;&nbsp;&nbsp; 3.25%, 12/01/49 | 80 | &nbsp;&nbsp; 57533 |
| &nbsp;&nbsp;&nbsp; 3.70%, 03/01/52 | 76 | &nbsp;&nbsp; 58593 |
| &nbsp;&nbsp;&nbsp; 2.30%, 08/15/60 | 87 | &nbsp;&nbsp; 45393 |
| &nbsp;&nbsp;&nbsp; 3.90%, 03/01/62 | 30 | &nbsp;&nbsp; 23019 |
| Synchrony Financial |  |  |
| &nbsp;&nbsp;&nbsp; 3.95%, 12/01/27 | 171 | &nbsp;&nbsp; 169041 |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/19/29 | 87 | &nbsp;&nbsp; 88096 |
| &nbsp;&nbsp;&nbsp; 2.88%, 10/28/31 | 150 | &nbsp;&nbsp; 132842 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.40%), 5.02%, 07/29/29<sup>(c)</sup> | 50 | &nbsp;&nbsp; 50431 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.68%), 5.45%, 03/06/31<sup>(b)(c)</sup> | 50 | &nbsp;&nbsp; 50948 |

---

------

Schedule of Investments (unaudited)(continued)

September 30, 2025

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Consumer Finance (continued)** | **Consumer Finance (continued)** | **Consumer Finance (continued)** |
| Synchrony Financial (continued) |  |  |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.07%), 6.00%, 07/29/36<sup>(c)</sup> | 60 | &nbsp;&nbsp; $61370 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR Index + 2.13%), 5.94%, 08/02/30<sup>(c)</sup> | 50 | &nbsp;&nbsp; 51827 |
| Visa, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.90%, 04/15/27 | 341 | &nbsp;&nbsp; 331434 |
| &nbsp;&nbsp;&nbsp; 2.75%, 09/15/27 | 197 | &nbsp;&nbsp; 193332 |
| &nbsp;&nbsp;&nbsp; 2.05%, 04/15/30 | 171 | &nbsp;&nbsp; 157272 |
| &nbsp;&nbsp;&nbsp; 1.10%, 02/15/31<sup>(b)</sup> | 240 | &nbsp;&nbsp; 206805 |
| &nbsp;&nbsp;&nbsp; 4.15%, 12/14/35 | 87 | &nbsp;&nbsp; 84059 |
| &nbsp;&nbsp;&nbsp; 2.70%, 04/15/40 | 171 | &nbsp;&nbsp; 131008 |
| &nbsp;&nbsp;&nbsp; 4.30%, 12/14/45 | 469 | &nbsp;&nbsp; 414027 |
| &nbsp;&nbsp;&nbsp; 3.65%, 09/15/47 | 69 | &nbsp;&nbsp; 54432 |
| &nbsp;&nbsp;&nbsp; 2.00%, 08/15/50<sup>(b)</sup> | 189 | &nbsp;&nbsp; 104996 |
| Western Union Co., 6.20%, 11/17/36<sup>(b)</sup> | 92 | &nbsp;&nbsp; 96070 |
|  |  | &nbsp;&nbsp; 15968118 |
| **Consumer Staples Distribution & Retail — 0.3%** | **Consumer Staples Distribution & Retail — 0.3%** | **Consumer Staples Distribution & Retail — 0.3%** |
| Best Buy Co., Inc., 1.95%, 10/01/30 | 114 | &nbsp;&nbsp; 101276 |
| Costco Wholesale Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/18/27 | 257 | &nbsp;&nbsp; 253953 |
| &nbsp;&nbsp;&nbsp; 1.38%, 06/20/27 | 150 | &nbsp;&nbsp; 144103 |
| &nbsp;&nbsp;&nbsp; 1.60%, 04/20/30 | 257 | &nbsp;&nbsp; 231701 |
| &nbsp;&nbsp;&nbsp; 1.75%, 04/20/32 | 87 | &nbsp;&nbsp; 75304 |
| Dollar General Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.63%, 11/01/27 | 70 | &nbsp;&nbsp; 70594 |
| &nbsp;&nbsp;&nbsp; 5.20%, 07/05/28 | 35 | &nbsp;&nbsp; 35817 |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/03/30 | 100 | &nbsp;&nbsp; 96044 |
| &nbsp;&nbsp;&nbsp; 5.00%, 11/01/32 | 75 | &nbsp;&nbsp; 75741 |
| &nbsp;&nbsp;&nbsp; 5.45%, 07/05/33 | 40 | &nbsp;&nbsp; 41476 |
| &nbsp;&nbsp;&nbsp; 4.13%, 04/03/50 | 100 | &nbsp;&nbsp; 79108 |
| &nbsp;&nbsp;&nbsp; 5.50%, 11/01/52<sup>(b)</sup> | 50 | &nbsp;&nbsp; 47904 |
| Dollar Tree, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.20%, 05/15/28 | 171 | &nbsp;&nbsp; 170547 |
| &nbsp;&nbsp;&nbsp; 2.65%, 12/01/31 | 87 | &nbsp;&nbsp; 77563 |
| &nbsp;&nbsp;&nbsp; 3.38%, 12/01/51 | 71 | &nbsp;&nbsp; 47610 |
| Koninklijke Ahold Delhaize NV, 5.70%, 10/01/40 | 73 | &nbsp;&nbsp; 75792 |
| Kroger Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.65%, 10/15/26<sup>(b)</sup> | 171 | &nbsp;&nbsp; 168619 |
| &nbsp;&nbsp;&nbsp; 3.70%, 08/01/27 | 87 | &nbsp;&nbsp; 86545 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/15/29 | 171 | &nbsp;&nbsp; 173109 |
| &nbsp;&nbsp;&nbsp; 2.20%, 05/01/30<sup>(b)</sup> | 100 | &nbsp;&nbsp; 91511 |
| &nbsp;&nbsp;&nbsp; 1.70%, 01/15/31 | 182 | &nbsp;&nbsp; 159025 |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/15/34 | 205 | &nbsp;&nbsp; 206740 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/15/42 | 50 | &nbsp;&nbsp; 47460 |
| &nbsp;&nbsp;&nbsp; 5.15%, 08/01/43 | 66 | &nbsp;&nbsp; 62581 |
| &nbsp;&nbsp;&nbsp; 3.88%, 10/15/46 | 87 | &nbsp;&nbsp; 67688 |
| &nbsp;&nbsp;&nbsp; 4.45%, 02/01/47 | 150 | &nbsp;&nbsp; 127886 |
| &nbsp;&nbsp;&nbsp; 4.65%, 01/15/48 | 87 | &nbsp;&nbsp; 75011 |
| &nbsp;&nbsp;&nbsp; 5.40%, 01/15/49 | 87 | &nbsp;&nbsp; 83575 |
| &nbsp;&nbsp;&nbsp; 3.95%, 01/15/50 | 75 | &nbsp;&nbsp; 58338 |
| &nbsp;&nbsp;&nbsp; 5.50%, 09/15/54<sup>(b)</sup> | 255 | &nbsp;&nbsp; 248538 |
| &nbsp;&nbsp;&nbsp; 5.65%, 09/15/64 | 175 | &nbsp;&nbsp; 170701 |
| Sysco Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 07/15/27 | 171 | &nbsp;&nbsp; 168663 |
| &nbsp;&nbsp;&nbsp; 5.75%, 01/17/29 | 50 | &nbsp;&nbsp; 52276 |
| &nbsp;&nbsp;&nbsp; 5.95%, 04/01/30 | 171 | &nbsp;&nbsp; 181259 |
| &nbsp;&nbsp;&nbsp; 5.10%, 09/23/30 | 25 | &nbsp;&nbsp; 25775 |
| &nbsp;&nbsp;&nbsp; 2.45%, 12/14/31 | 87 | &nbsp;&nbsp; 77535 |
| &nbsp;&nbsp;&nbsp; 6.00%, 01/17/34 | 50 | &nbsp;&nbsp; 54078 |
| &nbsp;&nbsp;&nbsp; 5.40%, 03/23/35 | 50 | &nbsp;&nbsp; 51670 |
| &nbsp;&nbsp;&nbsp; 4.85%, 10/01/45 | 53 | &nbsp;&nbsp; 48228 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/01/46 | 87 | &nbsp;&nbsp; 75177 |
| &nbsp;&nbsp;&nbsp; 4.45%, 03/15/48 | 87 | &nbsp;&nbsp; 74135 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Consumer Staples Distribution & Retail (continued)** | **Consumer Staples Distribution & Retail (continued)** | **Consumer Staples Distribution & Retail (continued)** |
| Sysco Corp. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 6.60%, 04/01/50<sup>(b)</sup> | 214 | &nbsp;&nbsp; $237815 |
| &nbsp;&nbsp;&nbsp; 3.15%, 12/14/51 | 100 | &nbsp;&nbsp; 66922 |
| Target Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.95%, 01/15/27<sup>(b)</sup> | 74 | &nbsp;&nbsp; 72244 |
| &nbsp;&nbsp;&nbsp; 3.38%, 04/15/29 | 171 | &nbsp;&nbsp; 167497 |
| &nbsp;&nbsp;&nbsp; 2.35%, 02/15/30 | 169 | &nbsp;&nbsp; 157340 |
| &nbsp;&nbsp;&nbsp; 2.65%, 09/15/30 | 99 | &nbsp;&nbsp; 92256 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/15/32<sup>(b)</sup> | 100 | &nbsp;&nbsp; 100575 |
| &nbsp;&nbsp;&nbsp; 4.40%, 01/15/33 | 150 | &nbsp;&nbsp; 149963 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/15/34 | 100 | &nbsp;&nbsp; 98658 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/15/35 | 150 | &nbsp;&nbsp; 151868 |
| &nbsp;&nbsp;&nbsp; 5.25%, 02/15/36 | 25 | &nbsp;&nbsp; 25736 |
| &nbsp;&nbsp;&nbsp; 7.00%, 01/15/38 | 174 | &nbsp;&nbsp; 204716 |
| &nbsp;&nbsp;&nbsp; 4.00%, 07/01/42 | 50 | &nbsp;&nbsp; 42691 |
| &nbsp;&nbsp;&nbsp; 3.90%, 11/15/47 | 87 | &nbsp;&nbsp; 69558 |
| &nbsp;&nbsp;&nbsp; 2.95%, 01/15/52 | 120 | &nbsp;&nbsp; 78868 |
| &nbsp;&nbsp;&nbsp; 4.80%, 01/15/53<sup>(b)</sup> | 150 | &nbsp;&nbsp; 136209 |
| Walmart, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.10%, 04/28/27 | 45 | &nbsp;&nbsp; 45306 |
| &nbsp;&nbsp;&nbsp; 3.95%, 09/09/27 | 100 | &nbsp;&nbsp; 100431 |
| &nbsp;&nbsp;&nbsp; 3.90%, 04/15/28 | 45 | &nbsp;&nbsp; 45162 |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/15/30 | 160 | &nbsp;&nbsp; 161002 |
| &nbsp;&nbsp;&nbsp; 4.35%, 04/28/30 | 130 | &nbsp;&nbsp; 132134 |
| &nbsp;&nbsp;&nbsp; 1.80%, 09/22/31 | 166 | &nbsp;&nbsp; 146454 |
| &nbsp;&nbsp;&nbsp; 4.15%, 09/09/32<sup>(b)</sup> | 100 | &nbsp;&nbsp; 100194 |
| &nbsp;&nbsp;&nbsp; 4.10%, 04/15/33 | 180 | &nbsp;&nbsp; 178741 |
| &nbsp;&nbsp;&nbsp; 4.90%, 04/28/35<sup>(b)</sup> | 210 | &nbsp;&nbsp; 216019 |
| &nbsp;&nbsp;&nbsp; 6.50%, 08/15/37 | 200 | &nbsp;&nbsp; 232293 |
| &nbsp;&nbsp;&nbsp; 3.95%, 06/28/38 | 200 | &nbsp;&nbsp; 185508 |
| &nbsp;&nbsp;&nbsp; 5.63%, 04/01/40<sup>(b)</sup> | 341 | &nbsp;&nbsp; 366255 |
| &nbsp;&nbsp;&nbsp; 2.50%, 09/22/41 | 200 | &nbsp;&nbsp; 144814 |
| &nbsp;&nbsp;&nbsp; 4.05%, 06/29/48 | 132 | &nbsp;&nbsp; 111263 |
| &nbsp;&nbsp;&nbsp; 2.65%, 09/22/51<sup>(b)</sup> | 150 | &nbsp;&nbsp; 95813 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/09/52<sup>(b)</sup> | 250 | &nbsp;&nbsp; 224139 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/15/53 | 180 | &nbsp;&nbsp; 161221 |
| &nbsp;&nbsp;&nbsp; 2.38%, 09/24/29 | 33 | &nbsp;&nbsp; 31184 |
|  |  | &nbsp;&nbsp; 8791505 |
| **Containers & Packaging — 0.1%** | **Containers & Packaging — 0.1%** | **Containers & Packaging — 0.1%** |
| Amcor Finance USA, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/15/28 | 75 | &nbsp;&nbsp; 75299 |
| &nbsp;&nbsp;&nbsp; 5.63%, 05/26/33<sup>(b)</sup> | 40 | &nbsp;&nbsp; 41718 |
| Amcor Flexibles North America, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.80%, 03/17/28 | 50 | &nbsp;&nbsp; 50561 |
| &nbsp;&nbsp;&nbsp; 5.10%, 03/17/30 | 25 | &nbsp;&nbsp; 25567 |
| &nbsp;&nbsp;&nbsp; 2.63%, 06/19/30 | 70 | &nbsp;&nbsp; 64576 |
| &nbsp;&nbsp;&nbsp; 2.69%, 05/25/31 | 122 | &nbsp;&nbsp; 110898 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/17/35<sup>(b)</sup> | 40 | &nbsp;&nbsp; 41188 |
| Amcor Group Finance PLC, 5.45%, 05/23/29 | 50 | &nbsp;&nbsp; 51659 |
| AptarGroup, Inc., 3.60%, 03/15/32 | 50 | &nbsp;&nbsp; 46456 |
| Berry Global, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.65%, 01/15/27 | 87 | &nbsp;&nbsp; 84276 |
| &nbsp;&nbsp;&nbsp; 5.80%, 06/15/31 | 50 | &nbsp;&nbsp; 52865 |
| &nbsp;&nbsp;&nbsp; 5.65%, 01/15/34<sup>(b)</sup> | 80 | &nbsp;&nbsp; 83356 |
| Celulosa Arauco y Constitucion SA, 3.88%, 11/02/27 | 200 | &nbsp;&nbsp; 197024 |
| Georgia-Pacific LLC |  |  |
| &nbsp;&nbsp;&nbsp; 7.75%, 11/15/29<sup>(b)</sup> | 100 | &nbsp;&nbsp; 113424 |
| &nbsp;&nbsp;&nbsp; 8.88%, 05/15/31 | 92 | &nbsp;&nbsp; 112109 |
| International Paper Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.80%, 06/15/44 | 77 | &nbsp;&nbsp; 68563 |
| &nbsp;&nbsp;&nbsp; 5.15%, 05/15/46<sup>(b)</sup> | 50 | &nbsp;&nbsp; 46402 |
| &nbsp;&nbsp;&nbsp; 4.40%, 08/15/47 | 237 | &nbsp;&nbsp; 197730 |

---

Master Portfolio Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

September 30, 2025

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Containers & Packaging (continued)** | **Containers & Packaging (continued)** | **Containers & Packaging (continued)** |
| International Paper Co. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 4.35%, 08/15/48<sup>(b)</sup> | 100 | &nbsp;&nbsp; $81789 |
| Packaging Corp. of America |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 12/15/29 | 70 | &nbsp;&nbsp; 66851 |
| &nbsp;&nbsp;&nbsp; 5.70%, 12/01/33 | 30 | &nbsp;&nbsp; 31766 |
| &nbsp;&nbsp;&nbsp; 5.20%, 08/15/35 | 100 | &nbsp;&nbsp; 101964 |
| &nbsp;&nbsp;&nbsp; 4.05%, 12/15/49 | 112 | &nbsp;&nbsp; 88943 |
| &nbsp;&nbsp;&nbsp; 3.05%, 10/01/51 | 65 | &nbsp;&nbsp; 42482 |
| Smurfit Kappa Treasury ULC, 5.44%, 04/03/34 | 200 | &nbsp;&nbsp; 207352 |
| Smurfit Westrock Financing DAC, 5.42%, 01/15/35 | 200 | &nbsp;&nbsp; 206094 |
| Sonoco Products Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 02/01/27 | 277 | &nbsp;&nbsp; 269810 |
| &nbsp;&nbsp;&nbsp; 3.13%, 05/01/30 | 75 | &nbsp;&nbsp; 70862 |
| &nbsp;&nbsp;&nbsp; 2.85%, 02/01/32<sup>(b)</sup> | 171 | &nbsp;&nbsp; 154175 |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/01/34<sup>(b)</sup> | 100 | &nbsp;&nbsp; 98910 |
| Suzano Austria GmbH |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 09/15/28 | 100 | &nbsp;&nbsp; 94105 |
| &nbsp;&nbsp;&nbsp; 6.00%, 01/15/29 | 200 | &nbsp;&nbsp; 207284 |
| &nbsp;&nbsp;&nbsp; 3.75%, 01/15/31 | 261 | &nbsp;&nbsp; 246971 |
| &nbsp;&nbsp;&nbsp; 3.13%, 01/15/32<sup>(b)</sup> | 100 | &nbsp;&nbsp; 89740 |
| Suzano Netherlands BV, 5.50%, 01/15/36 | 100 | &nbsp;&nbsp; 100290 |
| WestRock MWV LLC, 8.20%, 01/15/30 | 74 | &nbsp;&nbsp; 84757 |
| WRKCo, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.38%, 09/15/27 | 87 | &nbsp;&nbsp; 85767 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/15/28 | 171 | &nbsp;&nbsp; 170048 |
| &nbsp;&nbsp;&nbsp; 3.90%, 06/01/28 | 50 | &nbsp;&nbsp; 49586 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/15/29 | 171 | &nbsp;&nbsp; 174245 |
| &nbsp;&nbsp;&nbsp; 4.20%, 06/01/32 | 25 | &nbsp;&nbsp; 24310 |
|  |  | &nbsp;&nbsp; 4211772 |
| **Distributors — 0.0%** | **Distributors — 0.0%** | **Distributors — 0.0%** |
| LKQ Corp., 5.75%, 06/15/28 | 100 | &nbsp;&nbsp; 103360 |
| WW Grainger, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.45%, 09/15/34 | 45 | &nbsp;&nbsp; 44470 |
| &nbsp;&nbsp;&nbsp; 4.60%, 06/15/45 | 100 | &nbsp;&nbsp; 90319 |
| &nbsp;&nbsp;&nbsp; 4.20%, 05/15/47 | 100 | &nbsp;&nbsp; 83906 |
|  |  | &nbsp;&nbsp; 322055 |
| **Diversified Consumer Services — 0.0%** | **Diversified Consumer Services — 0.0%** | **Diversified Consumer Services — 0.0%** |
| Rollins, Inc., 5.25%, 02/24/35 | 50 | &nbsp;&nbsp; 50881 |
| **Diversified REITs — 0.6%** | **Diversified REITs — 0.6%** | **Diversified REITs — 0.6%** |
| Agree LP |  |  |
| &nbsp;&nbsp;&nbsp; 4.80%, 10/01/32 | 30 | &nbsp;&nbsp; 30204 |
| &nbsp;&nbsp;&nbsp; 5.63%, 06/15/34 | 80 | &nbsp;&nbsp; 83291 |
| &nbsp;&nbsp;&nbsp; 5.60%, 06/15/35 | 25 | &nbsp;&nbsp; 26064 |
| American Assets Trust LP |  |  |
| &nbsp;&nbsp;&nbsp; 3.38%, 02/01/31 | 75 | &nbsp;&nbsp; 68113 |
| &nbsp;&nbsp;&nbsp; 6.15%, 10/01/34 | 75 | &nbsp;&nbsp; 76326 |
| American Homes 4 Rent LP |  |  |
| &nbsp;&nbsp;&nbsp; 4.90%, 02/15/29 | 171 | &nbsp;&nbsp; 173922 |
| &nbsp;&nbsp;&nbsp; 2.38%, 07/15/31 | 35 | &nbsp;&nbsp; 31005 |
| &nbsp;&nbsp;&nbsp; 3.63%, 04/15/32 | 70 | &nbsp;&nbsp; 65506 |
| &nbsp;&nbsp;&nbsp; 5.50%, 02/01/34 | 50 | &nbsp;&nbsp; 51596 |
| &nbsp;&nbsp;&nbsp; 5.50%, 07/15/34 | 75 | &nbsp;&nbsp; 77285 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/15/35 | 50 | &nbsp;&nbsp; 50529 |
| &nbsp;&nbsp;&nbsp; 3.38%, 07/15/51 | 25 | &nbsp;&nbsp; 16773 |
| &nbsp;&nbsp;&nbsp; 4.30%, 04/15/52 | 50 | &nbsp;&nbsp; 40067 |
| American Tower Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.38%, 10/15/26 | 87 | &nbsp;&nbsp; 86364 |
| &nbsp;&nbsp;&nbsp; 2.75%, 01/15/27 | 76 | &nbsp;&nbsp; 74657 |
| &nbsp;&nbsp;&nbsp; 3.65%, 03/15/27 | 69 | &nbsp;&nbsp; 68487 |
| &nbsp;&nbsp;&nbsp; 3.55%, 07/15/27 | 50 | &nbsp;&nbsp; 49518 |
| &nbsp;&nbsp;&nbsp; 3.60%, 01/15/28 | 100 | &nbsp;&nbsp; 98773 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Diversified REITs (continued)** | **Diversified REITs (continued)** | **Diversified REITs (continued)** |
| American Tower Corp. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/15/28 | $70 | &nbsp;&nbsp; $72141 |
| &nbsp;&nbsp;&nbsp; 5.25%, 07/15/28 | 40 | &nbsp;&nbsp; 41138 |
| &nbsp;&nbsp;&nbsp; 5.80%, 11/15/28 | 85 | &nbsp;&nbsp; 88759 |
| &nbsp;&nbsp;&nbsp; 5.20%, 02/15/29 | 25 | &nbsp;&nbsp; 25725 |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/15/29 | 87 | &nbsp;&nbsp; 86082 |
| &nbsp;&nbsp;&nbsp; 3.80%, 08/15/29 | 187 | &nbsp;&nbsp; 183449 |
| &nbsp;&nbsp;&nbsp; 2.90%, 01/15/30 | 93 | &nbsp;&nbsp; 87656 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/15/30 | 75 | &nbsp;&nbsp; 76481 |
| &nbsp;&nbsp;&nbsp; 2.10%, 06/15/30 | 141 | &nbsp;&nbsp; 127088 |
| &nbsp;&nbsp;&nbsp; 1.88%, 10/15/30 | 100 | &nbsp;&nbsp; 88439 |
| &nbsp;&nbsp;&nbsp; 2.70%, 04/15/31 | 104 | &nbsp;&nbsp; 94883 |
| &nbsp;&nbsp;&nbsp; 2.30%, 09/15/31 | 124 | &nbsp;&nbsp; 109561 |
| &nbsp;&nbsp;&nbsp; 4.05%, 03/15/32<sup>(b)</sup> | 79 | &nbsp;&nbsp; 76549 |
| &nbsp;&nbsp;&nbsp; 5.65%, 03/15/33 | 70 | &nbsp;&nbsp; 73836 |
| &nbsp;&nbsp;&nbsp; 5.55%, 07/15/33 | 40 | &nbsp;&nbsp; 41873 |
| &nbsp;&nbsp;&nbsp; 5.90%, 11/15/33 | 100 | &nbsp;&nbsp; 107186 |
| &nbsp;&nbsp;&nbsp; 5.45%, 02/15/34 | 25 | &nbsp;&nbsp; 25973 |
| &nbsp;&nbsp;&nbsp; 5.40%, 01/31/35 | 50 | &nbsp;&nbsp; 51665 |
| &nbsp;&nbsp;&nbsp; 5.35%, 03/15/35 | 100 | &nbsp;&nbsp; 102697 |
| &nbsp;&nbsp;&nbsp; 3.70%, 10/15/49 | 75 | &nbsp;&nbsp; 56238 |
| &nbsp;&nbsp;&nbsp; 3.10%, 06/15/50 | 132 | &nbsp;&nbsp; 88409 |
| &nbsp;&nbsp;&nbsp; 2.95%, 01/15/51 | 200 | &nbsp;&nbsp; 129574 |
| Americold Realty Operating Partnership LP |  |  |
| &nbsp;&nbsp;&nbsp; 5.60%, 05/15/32 | 25 | &nbsp;&nbsp; 25303 |
| &nbsp;&nbsp;&nbsp; 5.41%, 09/12/34<sup>(b)</sup> | 50 | &nbsp;&nbsp; 49161 |
| AvalonBay Communities, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.20%, 01/15/28 | 191 | &nbsp;&nbsp; 187526 |
| &nbsp;&nbsp;&nbsp; 1.90%, 12/01/28 | 104 | &nbsp;&nbsp; 97247 |
| &nbsp;&nbsp;&nbsp; 3.30%, 06/01/29 | 64 | &nbsp;&nbsp; 62089 |
| &nbsp;&nbsp;&nbsp; 2.30%, 03/01/30 | 100 | &nbsp;&nbsp; 92201 |
| &nbsp;&nbsp;&nbsp; 2.45%, 01/15/31 | 100 | &nbsp;&nbsp; 90875 |
| &nbsp;&nbsp;&nbsp; 2.05%, 01/15/32<sup>(b)</sup> | 130 | &nbsp;&nbsp; 113629 |
| &nbsp;&nbsp;&nbsp; 5.30%, 12/07/33 | 25 | &nbsp;&nbsp; 26003 |
| &nbsp;&nbsp;&nbsp; 5.00%, 08/01/35<sup>(b)</sup> | 50 | &nbsp;&nbsp; 50403 |
| &nbsp;&nbsp;&nbsp; 3.90%, 10/15/46 | 87 | &nbsp;&nbsp; 69939 |
| &nbsp;&nbsp;&nbsp; 4.15%, 07/01/47 | 50 | &nbsp;&nbsp; 41382 |
| Brixmor Operating Partnership LP |  |  |
| &nbsp;&nbsp;&nbsp; 3.90%, 03/15/27 | 50 | &nbsp;&nbsp; 49774 |
| &nbsp;&nbsp;&nbsp; 4.13%, 05/15/29 | 214 | &nbsp;&nbsp; 212150 |
| &nbsp;&nbsp;&nbsp; 4.05%, 07/01/30 | 100 | &nbsp;&nbsp; 97886 |
| &nbsp;&nbsp;&nbsp; 2.50%, 08/16/31 | 50 | &nbsp;&nbsp; 44403 |
| &nbsp;&nbsp;&nbsp; 4.85%, 02/15/33 | 50 | &nbsp;&nbsp; 49890 |
| &nbsp;&nbsp;&nbsp; 5.50%, 02/15/34 | 25 | &nbsp;&nbsp; 25783 |
| &nbsp;&nbsp;&nbsp; 5.75%, 02/15/35 | 50 | &nbsp;&nbsp; 52280 |
| Broadstone Net Lease LLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.60%, 09/15/31 | 100 | &nbsp;&nbsp; 87563 |
| &nbsp;&nbsp;&nbsp; 5.00%, 11/01/32 | 25 | &nbsp;&nbsp; 24851 |
| Camden Property Trust |  |  |
| &nbsp;&nbsp;&nbsp; 5.85%, 11/03/26 | 25 | &nbsp;&nbsp; 25445 |
| &nbsp;&nbsp;&nbsp; 3.15%, 07/01/29 | 100 | &nbsp;&nbsp; 96274 |
| &nbsp;&nbsp;&nbsp; 2.80%, 05/15/30 | 257 | &nbsp;&nbsp; 241053 |
| &nbsp;&nbsp;&nbsp; 4.90%, 01/15/34 | 25 | &nbsp;&nbsp; 25368 |
| Crown Castle, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/01/27 | 171 | &nbsp;&nbsp; 170235 |
| &nbsp;&nbsp;&nbsp; 2.90%, 03/15/27 | 70 | &nbsp;&nbsp; 68651 |
| &nbsp;&nbsp;&nbsp; 3.65%, 09/01/27 | 100 | &nbsp;&nbsp; 98961 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/11/28 | 65 | &nbsp;&nbsp; 65913 |
| &nbsp;&nbsp;&nbsp; 3.80%, 02/15/28 | 341 | &nbsp;&nbsp; 337043 |
| &nbsp;&nbsp;&nbsp; 4.80%, 09/01/28 | 250 | &nbsp;&nbsp; 253521 |
| &nbsp;&nbsp;&nbsp; 5.60%, 06/01/29 | 75 | &nbsp;&nbsp; 77931 |
| &nbsp;&nbsp;&nbsp; 4.90%, 09/01/29<sup>(b)</sup> | 90 | &nbsp;&nbsp; 91293 |
| &nbsp;&nbsp;&nbsp; 3.10%, 11/15/29 | 25 | &nbsp;&nbsp; 23781 |

---

------

Schedule of Investments (unaudited)(continued)

September 30, 2025

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Diversified REITs (continued)** | **Diversified REITs (continued)** | **Diversified REITs (continued)** |
| Crown Castle, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 3.30%, 07/01/30 | $75 | &nbsp;&nbsp; $71052 |
| &nbsp;&nbsp;&nbsp; 2.25%, 01/15/31 | 171 | &nbsp;&nbsp; 152187 |
| &nbsp;&nbsp;&nbsp; 2.10%, 04/01/31 | 75 | &nbsp;&nbsp; 65664 |
| &nbsp;&nbsp;&nbsp; 5.10%, 05/01/33 | 80 | &nbsp;&nbsp; 80957 |
| &nbsp;&nbsp;&nbsp; 5.80%, 03/01/34 | 65 | &nbsp;&nbsp; 68394 |
| &nbsp;&nbsp;&nbsp; 5.20%, 09/01/34 | 125 | &nbsp;&nbsp; 126322 |
| &nbsp;&nbsp;&nbsp; 2.90%, 04/01/41 | 141 | &nbsp;&nbsp; 103170 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/15/49 | 102 | &nbsp;&nbsp; 78118 |
| &nbsp;&nbsp;&nbsp; 4.15%, 07/01/50 | 150 | &nbsp;&nbsp; 118538 |
| &nbsp;&nbsp;&nbsp; 3.25%, 01/15/51 | 50 | &nbsp;&nbsp; 33731 |
| CubeSmart LP |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/15/30 | 100 | &nbsp;&nbsp; 94472 |
| &nbsp;&nbsp;&nbsp; 2.00%, 02/15/31 | 87 | &nbsp;&nbsp; 76103 |
| &nbsp;&nbsp;&nbsp; 5.13%, 11/01/35 | 100 | &nbsp;&nbsp; 99586 |
| Digital Realty Trust LP |  |  |
| &nbsp;&nbsp;&nbsp; 3.70%, 08/15/27 | 171 | &nbsp;&nbsp; 169774 |
| &nbsp;&nbsp;&nbsp; 5.55%, 01/15/28 | 285 | &nbsp;&nbsp; 293360 |
| &nbsp;&nbsp;&nbsp; 3.60%, 07/01/29 | 130 | &nbsp;&nbsp; 126790 |
| EPR Properties |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 12/15/26 | 75 | &nbsp;&nbsp; 75178 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/01/27 | 75 | &nbsp;&nbsp; 75040 |
| &nbsp;&nbsp;&nbsp; 4.95%, 04/15/28 | 75 | &nbsp;&nbsp; 75580 |
| &nbsp;&nbsp;&nbsp; 3.75%, 08/15/29 | 75 | &nbsp;&nbsp; 72203 |
| &nbsp;&nbsp;&nbsp; Equinix Europe 2 Financing Corp. LLC, 5.50%, <br> 06/15/34<br>| 50 | &nbsp;&nbsp; 51902 |
| Equinix, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.90%, 11/18/26<sup>(b)</sup> | 71 | &nbsp;&nbsp; 69938 |
| &nbsp;&nbsp;&nbsp; 1.80%, 07/15/27 | 120 | &nbsp;&nbsp; 115216 |
| &nbsp;&nbsp;&nbsp; 1.55%, 03/15/28 | 144 | &nbsp;&nbsp; 135383 |
| &nbsp;&nbsp;&nbsp; 2.00%, 05/15/28 | 67 | &nbsp;&nbsp; 63505 |
| &nbsp;&nbsp;&nbsp; 3.20%, 11/18/29 | 156 | &nbsp;&nbsp; 149396 |
| &nbsp;&nbsp;&nbsp; 2.15%, 07/15/30 | 87 | &nbsp;&nbsp; 78502 |
| &nbsp;&nbsp;&nbsp; 2.50%, 05/15/31 | 152 | &nbsp;&nbsp; 136999 |
| &nbsp;&nbsp;&nbsp; 3.90%, 04/15/32 | 75 | &nbsp;&nbsp; 71940 |
| &nbsp;&nbsp;&nbsp; 3.00%, 07/15/50 | 71 | &nbsp;&nbsp; 46388 |
| &nbsp;&nbsp;&nbsp; 3.40%, 02/15/52 | 140 | &nbsp;&nbsp; 97989 |
| ERP Operating LP |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 08/01/27 | 87 | &nbsp;&nbsp; 85830 |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/01/28 | 171 | &nbsp;&nbsp; 168974 |
| &nbsp;&nbsp;&nbsp; 4.15%, 12/01/28 | 50 | &nbsp;&nbsp; 50151 |
| &nbsp;&nbsp;&nbsp; 3.00%, 07/01/29 | 128 | &nbsp;&nbsp; 122914 |
| &nbsp;&nbsp;&nbsp; 2.50%, 02/15/30<sup>(b)</sup> | 72 | &nbsp;&nbsp; 67148 |
| &nbsp;&nbsp;&nbsp; 1.85%, 08/01/31 | 76 | &nbsp;&nbsp; 66533 |
| &nbsp;&nbsp;&nbsp; 4.95%, 06/15/32 | 50 | &nbsp;&nbsp; 51249 |
| &nbsp;&nbsp;&nbsp; 4.65%, 09/15/34 | 75 | &nbsp;&nbsp; 74113 |
| &nbsp;&nbsp;&nbsp; 4.50%, 07/01/44 | 80 | &nbsp;&nbsp; 71029 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/01/45 | 87 | &nbsp;&nbsp; 76937 |
| Essex Portfolio LP |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/01/29 | 71 | &nbsp;&nbsp; 70348 |
| &nbsp;&nbsp;&nbsp; 3.00%, 01/15/30<sup>(b)</sup> | 70 | &nbsp;&nbsp; 66315 |
| &nbsp;&nbsp;&nbsp; 1.65%, 01/15/31<sup>(b)</sup> | 90 | &nbsp;&nbsp; 77761 |
| &nbsp;&nbsp;&nbsp; 2.55%, 06/15/31 | 60 | &nbsp;&nbsp; 53725 |
| &nbsp;&nbsp;&nbsp; 2.65%, 03/15/32 | 100 | &nbsp;&nbsp; 89125 |
| &nbsp;&nbsp;&nbsp; 5.50%, 04/01/34 | 25 | &nbsp;&nbsp; 25964 |
| &nbsp;&nbsp;&nbsp; 5.38%, 04/01/35 | 75 | &nbsp;&nbsp; 77389 |
| &nbsp;&nbsp;&nbsp; 2.65%, 09/01/50 | 71 | &nbsp;&nbsp; 43296 |
| Extra Space Storage LP |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 12/15/27 | 50 | &nbsp;&nbsp; 49671 |
| &nbsp;&nbsp;&nbsp; 3.90%, 04/01/29 | 150 | &nbsp;&nbsp; 147883 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/15/29 | 21 | &nbsp;&nbsp; 20785 |
| &nbsp;&nbsp;&nbsp; 5.50%, 07/01/30 | 25 | &nbsp;&nbsp; 26064 |
| &nbsp;&nbsp;&nbsp; 2.20%, 10/15/30 | 69 | &nbsp;&nbsp; 61860 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Diversified REITs (continued)** | **Diversified REITs (continued)** | **Diversified REITs (continued)** |
| Extra Space Storage LP (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 5.90%, 01/15/31 | $30 | &nbsp;&nbsp; $31873 |
| &nbsp;&nbsp;&nbsp; 2.55%, 06/01/31 | 87 | &nbsp;&nbsp; 78274 |
| &nbsp;&nbsp;&nbsp; 2.40%, 10/15/31 | 75 | &nbsp;&nbsp; 66044 |
| &nbsp;&nbsp;&nbsp; 2.35%, 03/15/32 | 70 | &nbsp;&nbsp; 60751 |
| &nbsp;&nbsp;&nbsp; 4.95%, 01/15/33 | 100 | &nbsp;&nbsp; 100590 |
| &nbsp;&nbsp;&nbsp; 5.40%, 02/01/34 | 50 | &nbsp;&nbsp; 51452 |
| &nbsp;&nbsp;&nbsp; 5.35%, 01/15/35<sup>(b)</sup> | 75 | &nbsp;&nbsp; 76439 |
| &nbsp;&nbsp;&nbsp; 5.40%, 06/15/35<sup>(b)</sup> | 50 | &nbsp;&nbsp; 51079 |
| Federal Realty OP LP |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 07/15/27 | 87 | &nbsp;&nbsp; 85583 |
| &nbsp;&nbsp;&nbsp; 5.38%, 05/01/28 | 40 | &nbsp;&nbsp; 41058 |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/01/30 | 140 | &nbsp;&nbsp; 135099 |
| First Industrial LP, 5.25%, 01/15/31<sup>(b)</sup> | 25 | &nbsp;&nbsp; 25629 |
| GLP Capital LP/GLP Financing II, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.30%, 01/15/29 | 171 | &nbsp;&nbsp; 174127 |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/15/30 | 169 | &nbsp;&nbsp; 163665 |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/15/31 | 100 | &nbsp;&nbsp; 95712 |
| &nbsp;&nbsp;&nbsp; 3.25%, 01/15/32 | 63 | &nbsp;&nbsp; 56679 |
| &nbsp;&nbsp;&nbsp; 5.25%, 02/15/33 | 75 | &nbsp;&nbsp; 75122 |
| &nbsp;&nbsp;&nbsp; 5.63%, 09/15/34 | 95 | &nbsp;&nbsp; 96152 |
| &nbsp;&nbsp;&nbsp; 5.75%, 11/01/37 | 75 | &nbsp;&nbsp; 74479 |
| &nbsp;&nbsp;&nbsp; 6.25%, 09/15/54<sup>(b)</sup> | 50 | &nbsp;&nbsp; 50373 |
| Invitation Homes Operating Partnership LP |  |  |
| &nbsp;&nbsp;&nbsp; 2.30%, 11/15/28 | 79 | &nbsp;&nbsp; 74584 |
| &nbsp;&nbsp;&nbsp; 5.45%, 08/15/30 | 60 | &nbsp;&nbsp; 62420 |
| &nbsp;&nbsp;&nbsp; 2.00%, 08/15/31 | 70 | &nbsp;&nbsp; 60485 |
| &nbsp;&nbsp;&nbsp; 4.95%, 01/15/33 | 50 | &nbsp;&nbsp; 50243 |
| &nbsp;&nbsp;&nbsp; 5.50%, 08/15/33 | 90 | &nbsp;&nbsp; 93458 |
| &nbsp;&nbsp;&nbsp; 2.70%, 01/15/34 | 87 | &nbsp;&nbsp; 73771 |
| &nbsp;&nbsp;&nbsp; 4.88%, 02/01/35 | 100 | &nbsp;&nbsp; 98750 |
| Kimco Realty OP LLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.80%, 10/01/26 | 87 | &nbsp;&nbsp; 85831 |
| &nbsp;&nbsp;&nbsp; 3.80%, 04/01/27 | 100 | &nbsp;&nbsp; 99510 |
| &nbsp;&nbsp;&nbsp; 2.25%, 12/01/31 | 87 | &nbsp;&nbsp; 76630 |
| &nbsp;&nbsp;&nbsp; 3.20%, 04/01/32 | 100 | &nbsp;&nbsp; 92172 |
| &nbsp;&nbsp;&nbsp; 4.60%, 02/01/33 | 75 | &nbsp;&nbsp; 74610 |
| &nbsp;&nbsp;&nbsp; 6.40%, 03/01/34 | 25 | &nbsp;&nbsp; 27668 |
| &nbsp;&nbsp;&nbsp; 4.85%, 03/01/35 | 100 | &nbsp;&nbsp; 99374 |
| &nbsp;&nbsp;&nbsp; 5.30%, 02/01/36<sup>(b)</sup> | 50 | &nbsp;&nbsp; 51111 |
| &nbsp;&nbsp;&nbsp; 4.45%, 09/01/47 | 62 | &nbsp;&nbsp; 53299 |
| &nbsp;&nbsp;&nbsp; 3.70%, 10/01/49 | 87 | &nbsp;&nbsp; 65002 |
| Kite Realty Group LP |  |  |
| &nbsp;&nbsp;&nbsp; 5.20%, 08/15/32 | 50 | &nbsp;&nbsp; 50952 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/01/34 | 50 | &nbsp;&nbsp; 51412 |
| Kite Realty Group Trust, 4.75%, 09/15/30 | 50 | &nbsp;&nbsp; 50142 |
| Lineage OP LP, 5.25%, 07/15/30<sup>(d)</sup> | 50 | &nbsp;&nbsp; 50682 |
| LXP Industrial Trust, 2.70%, 09/15/30 | 50 | &nbsp;&nbsp; 45686 |
| Mid-America Apartments LP |  |  |
| &nbsp;&nbsp;&nbsp; 3.60%, 06/01/27 | 87 | &nbsp;&nbsp; 86380 |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/15/29 | 87 | &nbsp;&nbsp; 86347 |
| &nbsp;&nbsp;&nbsp; 1.70%, 02/15/31 | 69 | &nbsp;&nbsp; 59965 |
| &nbsp;&nbsp;&nbsp; 5.30%, 02/15/32 | 25 | &nbsp;&nbsp; 26014 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/15/34 | 25 | &nbsp;&nbsp; 25350 |
| &nbsp;&nbsp;&nbsp; 2.88%, 09/15/51 | 66 | &nbsp;&nbsp; 42472 |
| &nbsp;&nbsp;&nbsp; Phillips Edison Grocery Center Operating Partnership <br> I LP<br>|  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 08/15/32 | 25 | &nbsp;&nbsp; 25550 |
| &nbsp;&nbsp;&nbsp; 5.75%, 07/15/34 | 50 | &nbsp;&nbsp; 52023 |
| &nbsp;&nbsp;&nbsp; 4.95%, 01/15/35 | 25 | &nbsp;&nbsp; 24623 |
| Prologis LP |  |  |
| &nbsp;&nbsp;&nbsp; 2.13%, 04/15/27 | 30 | &nbsp;&nbsp; 29171 |
| &nbsp;&nbsp;&nbsp; 4.88%, 06/15/28<sup>(b)</sup> | 45 | &nbsp;&nbsp; 46030 |

---

Master Portfolio Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

September 30, 2025

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Diversified REITs (continued)** | **Diversified REITs (continued)** | **Diversified REITs (continued)** |
| Prologis LP (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 2.88%, 11/15/29 | $93 | &nbsp;&nbsp; $88530 |
| &nbsp;&nbsp;&nbsp; 2.25%, 04/15/30 | 213 | &nbsp;&nbsp; 196274 |
| &nbsp;&nbsp;&nbsp; 1.75%, 07/01/30<sup>(b)</sup> | 82 | &nbsp;&nbsp; 73313 |
| &nbsp;&nbsp;&nbsp; 1.25%, 10/15/30 | 65 | &nbsp;&nbsp; 56431 |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/15/31 | 75 | &nbsp;&nbsp; 76598 |
| &nbsp;&nbsp;&nbsp; 1.75%, 02/01/31 | 64 | &nbsp;&nbsp; 56115 |
| &nbsp;&nbsp;&nbsp; 2.25%, 01/15/32 | 75 | &nbsp;&nbsp; 66017 |
| &nbsp;&nbsp;&nbsp; 4.63%, 01/15/33 | 135 | &nbsp;&nbsp; 135872 |
| &nbsp;&nbsp;&nbsp; 4.75%, 06/15/33 | 40 | &nbsp;&nbsp; 40346 |
| &nbsp;&nbsp;&nbsp; 5.13%, 01/15/34 | 50 | &nbsp;&nbsp; 51351 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/15/34 | 100 | &nbsp;&nbsp; 101608 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/31/35 | 50 | &nbsp;&nbsp; 50672 |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/15/35 | 115 | &nbsp;&nbsp; 118455 |
| &nbsp;&nbsp;&nbsp; 3.05%, 03/01/50 | 50 | &nbsp;&nbsp; 33703 |
| &nbsp;&nbsp;&nbsp; 3.00%, 04/15/50 | 95 | &nbsp;&nbsp; 63554 |
| &nbsp;&nbsp;&nbsp; 2.13%, 10/15/50 | 50 | &nbsp;&nbsp; 27455 |
| &nbsp;&nbsp;&nbsp; 5.25%, 06/15/53 | 140 | &nbsp;&nbsp; 135355 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/15/54 | 125 | &nbsp;&nbsp; 120930 |
| Public Storage Operating Co. |  |  |
| &nbsp;&nbsp;&nbsp; 1.50%, 11/09/26 | 138 | &nbsp;&nbsp; 134371 |
| &nbsp;&nbsp;&nbsp; 1.85%, 05/01/28 | 207 | &nbsp;&nbsp; 196296 |
| &nbsp;&nbsp;&nbsp; 1.95%, 11/09/28 | 133 | &nbsp;&nbsp; 125063 |
| &nbsp;&nbsp;&nbsp; 5.13%, 01/15/29<sup>(b)</sup> | 30 | &nbsp;&nbsp; 30977 |
| &nbsp;&nbsp;&nbsp; 4.38%, 07/01/30 | 50 | &nbsp;&nbsp; 50230 |
| &nbsp;&nbsp;&nbsp; 2.30%, 05/01/31 | 100 | &nbsp;&nbsp; 89908 |
| &nbsp;&nbsp;&nbsp; 2.25%, 11/09/31 | 87 | &nbsp;&nbsp; 76983 |
| &nbsp;&nbsp;&nbsp; 5.00%, 07/01/35 | 40 | &nbsp;&nbsp; 40456 |
| &nbsp;&nbsp;&nbsp; 5.35%, 08/01/53 | 125 | &nbsp;&nbsp; 123536 |
| Rayonier LP, 2.75%, 05/17/31 | 124 | &nbsp;&nbsp; 111307 |
| Regency Centers LP |  |  |
| &nbsp;&nbsp;&nbsp; 2.95%, 09/15/29 | 71 | &nbsp;&nbsp; 67791 |
| &nbsp;&nbsp;&nbsp; 3.70%, 06/15/30 | 87 | &nbsp;&nbsp; 84685 |
| &nbsp;&nbsp;&nbsp; 5.00%, 07/15/32 | 35 | &nbsp;&nbsp; 35806 |
| &nbsp;&nbsp;&nbsp; 4.40%, 02/01/47 | 87 | &nbsp;&nbsp; 74492 |
| Rexford Industrial Realty LP |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 06/15/28 | 30 | &nbsp;&nbsp; 30502 |
| &nbsp;&nbsp;&nbsp; 2.13%, 12/01/30 | 71 | &nbsp;&nbsp; 63172 |
| &nbsp;&nbsp;&nbsp; 2.15%, 09/01/31 | 79 | &nbsp;&nbsp; 68694 |
| Safehold GL Holdings LLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.80%, 06/15/31<sup>(b)</sup> | 60 | &nbsp;&nbsp; 54935 |
| &nbsp;&nbsp;&nbsp; 2.85%, 01/15/32 | 50 | &nbsp;&nbsp; 44366 |
| &nbsp;&nbsp;&nbsp; 6.10%, 04/01/34 | 25 | &nbsp;&nbsp; 26337 |
| &nbsp;&nbsp;&nbsp; 5.65%, 01/15/35 | 25 | &nbsp;&nbsp; 25582 |
| Sun Communities Operating LP |  |  |
| &nbsp;&nbsp;&nbsp; 2.30%, 11/01/28 | 79 | &nbsp;&nbsp; 74693 |
| &nbsp;&nbsp;&nbsp; 2.70%, 07/15/31 | 128 | &nbsp;&nbsp; 115781 |
| &nbsp;&nbsp;&nbsp; 4.20%, 04/15/32 | 69 | &nbsp;&nbsp; 66847 |
| UDR, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 01/15/28 | 200 | &nbsp;&nbsp; 196988 |
| &nbsp;&nbsp;&nbsp; 4.40%, 01/26/29 | 171 | &nbsp;&nbsp; 171605 |
| &nbsp;&nbsp;&nbsp; 3.20%, 01/15/30 | 87 | &nbsp;&nbsp; 83184 |
| &nbsp;&nbsp;&nbsp; 3.00%, 08/15/31 | 87 | &nbsp;&nbsp; 80320 |
| &nbsp;&nbsp;&nbsp; 1.90%, 03/15/33 | 87 | &nbsp;&nbsp; 71033 |
| VICI Properties LP |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/15/28 | 117 | &nbsp;&nbsp; 117984 |
| &nbsp;&nbsp;&nbsp; 4.75%, 04/01/28 | 50 | &nbsp;&nbsp; 50521 |
| &nbsp;&nbsp;&nbsp; 4.95%, 02/15/30 | 105 | &nbsp;&nbsp; 106218 |
| &nbsp;&nbsp;&nbsp; 5.13%, 11/15/31 | 45 | &nbsp;&nbsp; 45658 |
| &nbsp;&nbsp;&nbsp; 5.13%, 05/15/32<sup>(b)</sup> | 168 | &nbsp;&nbsp; 169654 |
| &nbsp;&nbsp;&nbsp; 5.63%, 04/01/35 | 105 | &nbsp;&nbsp; 107511 |
| &nbsp;&nbsp;&nbsp; 5.63%, 05/15/52 | 111 | &nbsp;&nbsp; 105833 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Diversified REITs (continued)** | **Diversified REITs (continued)** | **Diversified REITs (continued)** |
| VICI Properties LP (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 6.13%, 04/01/54 | 100 | &nbsp;&nbsp; $101334 |
| Weyerhaeuser Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/15/29 | 171 | &nbsp;&nbsp; 169307 |
| &nbsp;&nbsp;&nbsp; 7.38%, 03/15/32 | 80 | &nbsp;&nbsp; 91635 |
| &nbsp;&nbsp;&nbsp; 3.38%, 03/09/33 | 90 | &nbsp;&nbsp; 81923 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/09/52<sup>(b)</sup> | 55 | &nbsp;&nbsp; 42728 |
| WP Carey, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.85%, 07/15/29 | 82 | &nbsp;&nbsp; 80709 |
| &nbsp;&nbsp;&nbsp; 4.65%, 07/15/30 | 25 | &nbsp;&nbsp; 25148 |
| &nbsp;&nbsp;&nbsp; 2.45%, 02/01/32 | 118 | &nbsp;&nbsp; 103521 |
| &nbsp;&nbsp;&nbsp; 5.38%, 06/30/34 | 25 | &nbsp;&nbsp; 25617 |
|  |  | &nbsp;&nbsp; 19763847 |
| **Diversified Telecommunication Services — 0.7%** | **Diversified Telecommunication Services — 0.7%** | **Diversified Telecommunication Services — 0.7%** |
| AT&T, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/01/27<sup>(b)</sup> | 300 | &nbsp;&nbsp; 300496 |
| &nbsp;&nbsp;&nbsp; 2.30%, 06/01/27 | 450 | &nbsp;&nbsp; 436703 |
| &nbsp;&nbsp;&nbsp; 1.65%, 02/01/28 | 300 | &nbsp;&nbsp; 284012 |
| &nbsp;&nbsp;&nbsp; 4.10%, 02/15/28 | 200 | &nbsp;&nbsp; 199852 |
| &nbsp;&nbsp;&nbsp; 4.35%, 03/01/29 | 350 | &nbsp;&nbsp; 351554 |
| &nbsp;&nbsp;&nbsp; 4.30%, 02/15/30 | 375 | &nbsp;&nbsp; 375816 |
| &nbsp;&nbsp;&nbsp; 4.70%, 08/15/30<sup>(b)</sup> | 150 | &nbsp;&nbsp; 152553 |
| &nbsp;&nbsp;&nbsp; 2.75%, 06/01/31 | 341 | &nbsp;&nbsp; 312532 |
| &nbsp;&nbsp;&nbsp; 2.25%, 02/01/32 | 400 | &nbsp;&nbsp; 350183 |
| &nbsp;&nbsp;&nbsp; 4.55%, 11/01/32 | 100 | &nbsp;&nbsp; 99556 |
| &nbsp;&nbsp;&nbsp; 2.55%, 12/01/33 | 450 | &nbsp;&nbsp; 383179 |
| &nbsp;&nbsp;&nbsp; 5.40%, 02/15/34 | 125 | &nbsp;&nbsp; 129918 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/15/35 | 655 | &nbsp;&nbsp; 632882 |
| &nbsp;&nbsp;&nbsp; 5.38%, 08/15/35 | 150 | &nbsp;&nbsp; 154489 |
| &nbsp;&nbsp;&nbsp; 4.90%, 11/01/35 | 150 | &nbsp;&nbsp; 148829 |
| &nbsp;&nbsp;&nbsp; 4.90%, 08/15/37 | 375 | &nbsp;&nbsp; 365692 |
| &nbsp;&nbsp;&nbsp; 4.85%, 03/01/39 | 300 | &nbsp;&nbsp; 287803 |
| &nbsp;&nbsp;&nbsp; 5.35%, 09/01/40 | 200 | &nbsp;&nbsp; 198392 |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/01/41 | 250 | &nbsp;&nbsp; 199844 |
| &nbsp;&nbsp;&nbsp; 4.30%, 12/15/42 | 150 | &nbsp;&nbsp; 129613 |
| &nbsp;&nbsp;&nbsp; 4.65%, 06/01/44 | 125 | &nbsp;&nbsp; 110254 |
| &nbsp;&nbsp;&nbsp; 5.55%, 11/01/45<sup>(b)</sup> | 150 | &nbsp;&nbsp; 148509 |
| &nbsp;&nbsp;&nbsp; 4.75%, 05/15/46 | 500 | &nbsp;&nbsp; 446487 |
| &nbsp;&nbsp;&nbsp; 5.15%, 11/15/46 | 50 | &nbsp;&nbsp; 46792 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/09/48 | 300 | &nbsp;&nbsp; 254289 |
| &nbsp;&nbsp;&nbsp; 4.55%, 03/09/49 | 100 | &nbsp;&nbsp; 84768 |
| &nbsp;&nbsp;&nbsp; 3.65%, 06/01/51 | 300 | &nbsp;&nbsp; 216938 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/15/53 | 911 | &nbsp;&nbsp; 630141 |
| &nbsp;&nbsp;&nbsp; 5.70%, 11/01/54 | 225 | &nbsp;&nbsp; 222382 |
| &nbsp;&nbsp;&nbsp; 3.55%, 09/15/55 | 974 | &nbsp;&nbsp; 671201 |
| &nbsp;&nbsp;&nbsp; 6.05%, 08/15/56 | 180 | &nbsp;&nbsp; 186574 |
| &nbsp;&nbsp;&nbsp; 3.80%, 12/01/57 | 778 | &nbsp;&nbsp; 554751 |
| &nbsp;&nbsp;&nbsp; 3.65%, 09/15/59 | 670 | &nbsp;&nbsp; 458082 |
| &nbsp;&nbsp;&nbsp; 3.85%, 06/01/60 | 200 | &nbsp;&nbsp; 142205 |
| Bell Telephone Co. of Canada or Bell Canada |  |  |
| &nbsp;&nbsp;&nbsp; 2.15%, 02/15/32<sup>(b)</sup> | 87 | &nbsp;&nbsp; 74813 |
| &nbsp;&nbsp;&nbsp; 5.10%, 05/11/33<sup>(b)</sup> | 135 | &nbsp;&nbsp; 137381 |
| &nbsp;&nbsp;&nbsp; 5.20%, 02/15/34<sup>(b)</sup> | 75 | &nbsp;&nbsp; 75926 |
| &nbsp;&nbsp;&nbsp; 4.46%, 04/01/48 | 100 | &nbsp;&nbsp; 83554 |
| &nbsp;&nbsp;&nbsp; 4.30%, 07/29/49 | 67 | &nbsp;&nbsp; 53796 |
| &nbsp;&nbsp;&nbsp; 3.65%, 03/17/51 | 50 | &nbsp;&nbsp; 36217 |
| &nbsp;&nbsp;&nbsp; 3.20%, 02/15/52<sup>(b)</sup> | 50 | &nbsp;&nbsp; 33111 |
| &nbsp;&nbsp;&nbsp; 3.65%, 08/15/52<sup>(b)</sup> | 33 | &nbsp;&nbsp; 23631 |
| &nbsp;&nbsp;&nbsp; 5.55%, 02/15/54<sup>(b)</sup> | 125 | &nbsp;&nbsp; 122129 |
| British Telecommunications PLC, 9.63%, 12/15/30 | 300 | &nbsp;&nbsp; 369382 |
| Cisco Systems, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.80%, 02/26/27 | 150 | &nbsp;&nbsp; 151801 |

---

------

Schedule of Investments (unaudited)(continued)

September 30, 2025

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Diversified Telecommunication Services (continued)** | **Diversified Telecommunication Services (continued)** | **Diversified Telecommunication Services (continued)** |
| Cisco Systems, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 4.55%, 02/24/28 | $95 | &nbsp;&nbsp; $96461 |
| &nbsp;&nbsp;&nbsp; 4.85%, 02/26/29 | 450 | &nbsp;&nbsp; 461760 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/24/30 | 100 | &nbsp;&nbsp; 102601 |
| &nbsp;&nbsp;&nbsp; 4.95%, 02/26/31 | 415 | &nbsp;&nbsp; 429492 |
| &nbsp;&nbsp;&nbsp; 4.95%, 02/24/32 | 100 | &nbsp;&nbsp; 103394 |
| &nbsp;&nbsp;&nbsp; 5.05%, 02/26/34 | 410 | &nbsp;&nbsp; 424090 |
| &nbsp;&nbsp;&nbsp; 5.10%, 02/24/35 | 125 | &nbsp;&nbsp; 129279 |
| &nbsp;&nbsp;&nbsp; 5.90%, 02/15/39 | 341 | &nbsp;&nbsp; 370404 |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/15/40 | 220 | &nbsp;&nbsp; 229700 |
| &nbsp;&nbsp;&nbsp; 5.30%, 02/26/54 | 235 | &nbsp;&nbsp; 231968 |
| &nbsp;&nbsp;&nbsp; 5.50%, 02/24/55 | 85 | &nbsp;&nbsp; 86489 |
| &nbsp;&nbsp;&nbsp; 5.35%, 02/26/64 | 90 | &nbsp;&nbsp; 88359 |
| Corning, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/15/42 | 50 | &nbsp;&nbsp; 46269 |
| &nbsp;&nbsp;&nbsp; 5.35%, 11/15/48 | 50 | &nbsp;&nbsp; 48428 |
| &nbsp;&nbsp;&nbsp; 3.90%, 11/15/49 | 87 | &nbsp;&nbsp; 68115 |
| &nbsp;&nbsp;&nbsp; 4.38%, 11/15/57<sup>(b)</sup> | 130 | &nbsp;&nbsp; 107686 |
| &nbsp;&nbsp;&nbsp; 5.85%, 11/15/68 | 100 | &nbsp;&nbsp; 99576 |
| &nbsp;&nbsp;&nbsp; 5.45%, 11/15/79 | 87 | &nbsp;&nbsp; 81656 |
| &nbsp;&nbsp;&nbsp; Deutsche Telekom International Finance BV, 8.75%, <br> 06/15/30<br>| 300 | &nbsp;&nbsp; 353613 |
| Nokia OYJ, 4.38%, 06/12/27 | 50 | &nbsp;&nbsp; 49848 |
| Sprint Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 6.88%, 11/15/28 | 200 | &nbsp;&nbsp; 215130 |
| &nbsp;&nbsp;&nbsp; 8.75%, 03/15/32 | 300 | &nbsp;&nbsp; 365485 |
| Telefonica Emisiones SA |  |  |
| &nbsp;&nbsp;&nbsp; 4.10%, 03/08/27 | 150 | &nbsp;&nbsp; 149697 |
| &nbsp;&nbsp;&nbsp; 7.05%, 06/20/36<sup>(b)</sup> | 185 | &nbsp;&nbsp; 208717 |
| &nbsp;&nbsp;&nbsp; 4.67%, 03/06/38 | 150 | &nbsp;&nbsp; 136616 |
| &nbsp;&nbsp;&nbsp; 5.21%, 03/08/47 | 283 | &nbsp;&nbsp; 254385 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/06/48 | 160 | &nbsp;&nbsp; 137348 |
| &nbsp;&nbsp;&nbsp; 5.52%, 03/01/49<sup>(b)</sup> | 150 | &nbsp;&nbsp; 139438 |
| Telefonica Europe BV, 8.25%, 09/15/30 | 75 | &nbsp;&nbsp; 86653 |
| TELUS Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.70%, 09/15/27 | 100 | &nbsp;&nbsp; 99135 |
| &nbsp;&nbsp;&nbsp; 3.40%, 05/13/32 | 140 | &nbsp;&nbsp; 128932 |
| &nbsp;&nbsp;&nbsp; 4.60%, 11/16/48 | 75 | &nbsp;&nbsp; 64569 |
| Verizon Communications, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 03/16/27 | 200 | &nbsp;&nbsp; 200153 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/22/27<sup>(b)</sup> | 200 | &nbsp;&nbsp; 197253 |
| &nbsp;&nbsp;&nbsp; 2.10%, 03/22/28 | 140 | &nbsp;&nbsp; 133538 |
| &nbsp;&nbsp;&nbsp; 4.33%, 09/21/28 | 369 | &nbsp;&nbsp; 371635 |
| &nbsp;&nbsp;&nbsp; 3.88%, 02/08/29 | 341 | &nbsp;&nbsp; 338544 |
| &nbsp;&nbsp;&nbsp; 4.02%, 12/03/29 | 350 | &nbsp;&nbsp; 347564 |
| &nbsp;&nbsp;&nbsp; 3.15%, 03/22/30<sup>(b)</sup> | 171 | &nbsp;&nbsp; 163522 |
| &nbsp;&nbsp;&nbsp; 1.68%, 10/30/30 | 341 | &nbsp;&nbsp; 299849 |
| &nbsp;&nbsp;&nbsp; 1.75%, 01/20/31 | 600 | &nbsp;&nbsp; 524923 |
| &nbsp;&nbsp;&nbsp; 2.55%, 03/21/31 | 377 | &nbsp;&nbsp; 342772 |
| &nbsp;&nbsp;&nbsp; 2.36%, 03/15/32 | 695 | &nbsp;&nbsp; 609474 |
| &nbsp;&nbsp;&nbsp; 5.05%, 05/09/33<sup>(b)</sup> | 55 | &nbsp;&nbsp; 56281 |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/10/33 | 300 | &nbsp;&nbsp; 295660 |
| &nbsp;&nbsp;&nbsp; 4.40%, 11/01/34 | 257 | &nbsp;&nbsp; 247915 |
| &nbsp;&nbsp;&nbsp; 4.78%, 02/15/35 | 250 | &nbsp;&nbsp; 245928 |
| &nbsp;&nbsp;&nbsp; 5.25%, 04/02/35 | 280 | &nbsp;&nbsp; 284736 |
| &nbsp;&nbsp;&nbsp; 4.27%, 01/15/36 | 150 | &nbsp;&nbsp; 140691 |
| &nbsp;&nbsp;&nbsp; 5.40%, 07/02/37<sup>(d)</sup> | 350 | &nbsp;&nbsp; 355586 |
| &nbsp;&nbsp;&nbsp; 4.81%, 03/15/39 | 104 | &nbsp;&nbsp; 99189 |
| &nbsp;&nbsp;&nbsp; 2.65%, 11/20/40 | 287 | &nbsp;&nbsp; 207575 |
| &nbsp;&nbsp;&nbsp; 3.40%, 03/22/41 | 429 | &nbsp;&nbsp; 338957 |
| &nbsp;&nbsp;&nbsp; 2.85%, 09/03/41 | 112 | &nbsp;&nbsp; 81580 |
| &nbsp;&nbsp;&nbsp; 4.75%, 11/01/41 | 511 | &nbsp;&nbsp; 469553 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Diversified Telecommunication Services (continued)** | **Diversified Telecommunication Services (continued)** | **Diversified Telecommunication Services (continued)** |
| Verizon Communications, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 3.85%, 11/01/42 | 87 | &nbsp;&nbsp; $70589 |
| &nbsp;&nbsp;&nbsp; 4.86%, 08/21/46 | 341 | &nbsp;&nbsp; 310270 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/22/50 | 171 | &nbsp;&nbsp; 134522 |
| &nbsp;&nbsp;&nbsp; 2.88%, 11/20/50<sup>(b)</sup> | 427 | &nbsp;&nbsp; 272531 |
| &nbsp;&nbsp;&nbsp; 3.55%, 03/22/51 | 536 | &nbsp;&nbsp; 392995 |
| &nbsp;&nbsp;&nbsp; 3.88%, 03/01/52<sup>(b)</sup> | 118 | &nbsp;&nbsp; 90575 |
| &nbsp;&nbsp;&nbsp; 5.50%, 02/23/54<sup>(b)</sup> | 130 | &nbsp;&nbsp; 128044 |
| &nbsp;&nbsp;&nbsp; 5.01%, 08/21/54 | 100 | &nbsp;&nbsp; 91302 |
| &nbsp;&nbsp;&nbsp; 2.99%, 10/30/56 | 461 | &nbsp;&nbsp; 284248 |
| &nbsp;&nbsp;&nbsp; 3.00%, 11/20/60<sup>(b)</sup> | 275 | &nbsp;&nbsp; 166591 |
| &nbsp;&nbsp;&nbsp; 3.70%, 03/22/61 | 403 | &nbsp;&nbsp; 283871 |
|  |  | &nbsp;&nbsp; 25002721 |
| **Electric Utilities — 2.1%** | **Electric Utilities — 2.1%** | **Electric Utilities — 2.1%** |
| AEP Texas, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.95%, 06/01/28 | 87 | &nbsp;&nbsp; 86314 |
| &nbsp;&nbsp;&nbsp; 5.45%, 05/15/29 | 50 | &nbsp;&nbsp; 51874 |
| &nbsp;&nbsp;&nbsp; 4.70%, 05/15/32 | 70 | &nbsp;&nbsp; 69819 |
| &nbsp;&nbsp;&nbsp; 5.70%, 05/15/34 | 100 | &nbsp;&nbsp; 104067 |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/15/52 | 70 | &nbsp;&nbsp; 64538 |
| &nbsp;&nbsp;&nbsp; 5.85%, 10/15/55 | 90 | &nbsp;&nbsp; 89598 |
| &nbsp;&nbsp;&nbsp; Series H, 3.45%, 01/15/50 | 100 | &nbsp;&nbsp; 69316 |
| &nbsp;&nbsp;&nbsp; Series I, 2.10%, 07/01/30 | 100 | &nbsp;&nbsp; 90179 |
| AEP Transmission Co. LLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.10%, 12/01/26 | 87 | &nbsp;&nbsp; 86015 |
| &nbsp;&nbsp;&nbsp; 5.15%, 04/01/34 | 100 | &nbsp;&nbsp; 102007 |
| &nbsp;&nbsp;&nbsp; 3.80%, 06/15/49 | 121 | &nbsp;&nbsp; 93276 |
| &nbsp;&nbsp;&nbsp; 3.15%, 09/15/49 | 71 | &nbsp;&nbsp; 48687 |
| &nbsp;&nbsp;&nbsp; 5.40%, 03/15/53 | 40 | &nbsp;&nbsp; 39669 |
| &nbsp;&nbsp;&nbsp; Series M, 3.65%, 04/01/50 | 87 | &nbsp;&nbsp; 65701 |
| &nbsp;&nbsp;&nbsp; Series N, 2.75%, 08/15/51 | 71 | &nbsp;&nbsp; 45060 |
| &nbsp;&nbsp;&nbsp; Series O, 4.50%, 06/15/52 | 50 | &nbsp;&nbsp; 43120 |
| AES Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.45%, 06/01/28 | 60 | &nbsp;&nbsp; 61452 |
| &nbsp;&nbsp;&nbsp; 2.45%, 01/15/31 | 87 | &nbsp;&nbsp; 77912 |
| Alabama Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 09/01/27 | 100 | &nbsp;&nbsp; 99811 |
| &nbsp;&nbsp;&nbsp; 3.05%, 03/15/32 | 100 | &nbsp;&nbsp; 92316 |
| &nbsp;&nbsp;&nbsp; 3.94%, 09/01/32 | 100 | &nbsp;&nbsp; 96930 |
| &nbsp;&nbsp;&nbsp; 5.85%, 11/15/33 | 25 | &nbsp;&nbsp; 26822 |
| &nbsp;&nbsp;&nbsp; 5.10%, 04/02/35<sup>(b)</sup> | 35 | &nbsp;&nbsp; 35767 |
| &nbsp;&nbsp;&nbsp; 6.13%, 05/15/38 | 171 | &nbsp;&nbsp; 187269 |
| &nbsp;&nbsp;&nbsp; 3.75%, 03/01/45 | 87 | &nbsp;&nbsp; 69108 |
| &nbsp;&nbsp;&nbsp; 4.30%, 01/02/46 | 87 | &nbsp;&nbsp; 74546 |
| &nbsp;&nbsp;&nbsp; 3.45%, 10/01/49 | 65 | &nbsp;&nbsp; 47628 |
| &nbsp;&nbsp;&nbsp; 3.13%, 07/15/51 | 104 | &nbsp;&nbsp; 70389 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/15/52 | 100 | &nbsp;&nbsp; 66241 |
| &nbsp;&nbsp;&nbsp; Series 2020-A, 1.45%, 09/15/30<sup>(b)</sup> | 51 | &nbsp;&nbsp; 44694 |
| &nbsp;&nbsp;&nbsp; Series C, 4.30%, 03/15/31 | 50 | &nbsp;&nbsp; 49946 |
| Ameren Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.70%, 12/01/26 | 50 | &nbsp;&nbsp; 50783 |
| &nbsp;&nbsp;&nbsp; 1.95%, 03/15/27 | 133 | &nbsp;&nbsp; 128904 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/15/29 | 50 | &nbsp;&nbsp; 51109 |
| &nbsp;&nbsp;&nbsp; 3.50%, 01/15/31 | 171 | &nbsp;&nbsp; 163227 |
| &nbsp;&nbsp;&nbsp; 5.38%, 03/15/35 | 75 | &nbsp;&nbsp; 77005 |
| Ameren Illinois Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.80%, 05/15/28 | 50 | &nbsp;&nbsp; 49813 |
| &nbsp;&nbsp;&nbsp; 3.85%, 09/01/32 | 90 | &nbsp;&nbsp; 86390 |
| &nbsp;&nbsp;&nbsp; 4.15%, 03/15/46 | 87 | &nbsp;&nbsp; 73075 |
| &nbsp;&nbsp;&nbsp; 3.25%, 03/15/50 | 53 | &nbsp;&nbsp; 37148 |
| &nbsp;&nbsp;&nbsp; 5.90%, 12/01/52 | 50 | &nbsp;&nbsp; 52401 |
| &nbsp;&nbsp;&nbsp; 5.55%, 07/01/54 | 75 | &nbsp;&nbsp; 75737 |

---

Master Portfolio Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

September 30, 2025

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Electric Utilities (continued)** | **Electric Utilities (continued)** | **Electric Utilities (continued)** |
| Ameren Illinois Co. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 5.63%, 03/01/55 | $125 | &nbsp;&nbsp; $127383 |
| American Electric Power Co., Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.75%, 11/01/27 | 100 | &nbsp;&nbsp; 103241 |
| &nbsp;&nbsp;&nbsp; 5.20%, 01/15/29 | 75 | &nbsp;&nbsp; 77331 |
| &nbsp;&nbsp;&nbsp; 2.30%, 03/01/30 | 75 | &nbsp;&nbsp; 68640 |
| &nbsp;&nbsp;&nbsp; 5.95%, 11/01/32 | 100 | &nbsp;&nbsp; 107206 |
| &nbsp;&nbsp;&nbsp; 5.63%, 03/01/33 | 32 | &nbsp;&nbsp; 33638 |
| &nbsp;&nbsp;&nbsp; 3.25%, 03/01/50 | 50 | &nbsp;&nbsp; 33514 |
| &nbsp;&nbsp;&nbsp; Series J, 4.30%, 12/01/28 | 87 | &nbsp;&nbsp; 87361 |
| Appalachian Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; 5.65%, 04/01/34 | 50 | &nbsp;&nbsp; 52206 |
| &nbsp;&nbsp;&nbsp; 7.00%, 04/01/38 | 50 | &nbsp;&nbsp; 56634 |
| &nbsp;&nbsp;&nbsp; 4.40%, 05/15/44 | 87 | &nbsp;&nbsp; 73313 |
| &nbsp;&nbsp;&nbsp; Series BB, 4.50%, 08/01/32 | 100 | &nbsp;&nbsp; 98951 |
| &nbsp;&nbsp;&nbsp; Series Y, 4.50%, 03/01/49 | 120 | &nbsp;&nbsp; 100241 |
| &nbsp;&nbsp;&nbsp; Series Z, 3.70%, 05/01/50<sup>(b)</sup> | 70 | &nbsp;&nbsp; 50916 |
| Arizona Public Service Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.60%, 08/15/29 | 87 | &nbsp;&nbsp; 81681 |
| &nbsp;&nbsp;&nbsp; 6.35%, 12/15/32 | 100 | &nbsp;&nbsp; 109345 |
| &nbsp;&nbsp;&nbsp; 5.55%, 08/01/33 | 150 | &nbsp;&nbsp; 156887 |
| &nbsp;&nbsp;&nbsp; 5.70%, 08/15/34 | 25 | &nbsp;&nbsp; 26194 |
| &nbsp;&nbsp;&nbsp; 5.05%, 09/01/41<sup>(b)</sup> | 87 | &nbsp;&nbsp; 82372 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/01/42 | 71 | &nbsp;&nbsp; 62568 |
| &nbsp;&nbsp;&nbsp; 4.20%, 08/15/48 | 87 | &nbsp;&nbsp; 70694 |
| &nbsp;&nbsp;&nbsp; 3.50%, 12/01/49 | 64 | &nbsp;&nbsp; 45864 |
| &nbsp;&nbsp;&nbsp; 3.35%, 05/15/50 | 50 | &nbsp;&nbsp; 35187 |
| &nbsp;&nbsp;&nbsp; 5.90%, 08/15/55 | 65 | &nbsp;&nbsp; 66560 |
| Avista Corp., 4.35%, 06/01/48 | 104 | &nbsp;&nbsp; 87096 |
| Baltimore Gas and Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 06/15/31 | 81 | &nbsp;&nbsp; 72514 |
| &nbsp;&nbsp;&nbsp; 5.30%, 06/01/34 | 25 | &nbsp;&nbsp; 26003 |
| &nbsp;&nbsp;&nbsp; 5.45%, 06/01/35 | 100 | &nbsp;&nbsp; 103873 |
| &nbsp;&nbsp;&nbsp; 6.35%, 10/01/36 | 87 | &nbsp;&nbsp; 96901 |
| &nbsp;&nbsp;&nbsp; 3.50%, 08/15/46 | 121 | &nbsp;&nbsp; 91384 |
| &nbsp;&nbsp;&nbsp; 3.20%, 09/15/49 | 80 | &nbsp;&nbsp; 55252 |
| &nbsp;&nbsp;&nbsp; 2.90%, 06/15/50 | 79 | &nbsp;&nbsp; 51418 |
| &nbsp;&nbsp;&nbsp; 4.55%, 06/01/52 | 130 | &nbsp;&nbsp; 112660 |
| &nbsp;&nbsp;&nbsp; 5.40%, 06/01/53 | 85 | &nbsp;&nbsp; 83436 |
| &nbsp;&nbsp;&nbsp; 5.65%, 06/01/54 | 25 | &nbsp;&nbsp; 25523 |
| Berkshire Hathaway Energy Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 04/15/28 | 87 | &nbsp;&nbsp; 85451 |
| &nbsp;&nbsp;&nbsp; 3.70%, 07/15/30 | 137 | &nbsp;&nbsp; 134127 |
| &nbsp;&nbsp;&nbsp; 1.65%, 05/15/31 | 146 | &nbsp;&nbsp; 126485 |
| &nbsp;&nbsp;&nbsp; 6.13%, 04/01/36 | 337 | &nbsp;&nbsp; 366692 |
| &nbsp;&nbsp;&nbsp; 5.95%, 05/15/37<sup>(b)</sup> | 171 | &nbsp;&nbsp; 184272 |
| &nbsp;&nbsp;&nbsp; 5.15%, 11/15/43 | 87 | &nbsp;&nbsp; 84552 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/01/45 | 71 | &nbsp;&nbsp; 62862 |
| &nbsp;&nbsp;&nbsp; 3.80%, 07/15/48 | 87 | &nbsp;&nbsp; 67109 |
| &nbsp;&nbsp;&nbsp; 4.45%, 01/15/49 | 87 | &nbsp;&nbsp; 74184 |
| &nbsp;&nbsp;&nbsp; 4.25%, 10/15/50 | 71 | &nbsp;&nbsp; 58023 |
| &nbsp;&nbsp;&nbsp; 2.85%, 05/15/51 | 71 | &nbsp;&nbsp; 45062 |
| &nbsp;&nbsp;&nbsp; 4.60%, 05/01/53 | 121 | &nbsp;&nbsp; 104009 |
| Black Hills Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.95%, 03/15/28 | 100 | &nbsp;&nbsp; 103831 |
| &nbsp;&nbsp;&nbsp; 3.05%, 10/15/29 | 73 | &nbsp;&nbsp; 69331 |
| &nbsp;&nbsp;&nbsp; 2.50%, 06/15/30 | 55 | &nbsp;&nbsp; 50655 |
| &nbsp;&nbsp;&nbsp; 01/31/31<sup>(a)</sup> | 50 | &nbsp;&nbsp; 49998 |
| &nbsp;&nbsp;&nbsp; 4.35%, 05/01/33 | 71 | &nbsp;&nbsp; 68417 |
| &nbsp;&nbsp;&nbsp; 6.15%, 05/15/34 | 100 | &nbsp;&nbsp; 106789 |
| &nbsp;&nbsp;&nbsp; 6.00%, 01/15/35 | 25 | &nbsp;&nbsp; 26612 |
| &nbsp;&nbsp;&nbsp; 3.88%, 10/15/49 | 50 | &nbsp;&nbsp; 37477 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Electric Utilities (continued)** | **Electric Utilities (continued)** | **Electric Utilities (continued)** |
| CenterPoint Energy Houston Electric LLC |  |  |
| &nbsp;&nbsp;&nbsp; 5.20%, 10/01/28 | $50 | &nbsp;&nbsp; $51585 |
| &nbsp;&nbsp;&nbsp; 4.80%, 03/15/30 | 50 | &nbsp;&nbsp; 51154 |
| &nbsp;&nbsp;&nbsp; 4.95%, 04/01/33<sup>(b)</sup> | 100 | &nbsp;&nbsp; 101759 |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/01/34<sup>(b)</sup> | 40 | &nbsp;&nbsp; 40970 |
| &nbsp;&nbsp;&nbsp; 5.05%, 03/01/35 | 100 | &nbsp;&nbsp; 101066 |
| &nbsp;&nbsp;&nbsp; 3.55%, 08/01/42 | 74 | &nbsp;&nbsp; 58771 |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/01/48 | 87 | &nbsp;&nbsp; 69909 |
| &nbsp;&nbsp;&nbsp; 5.30%, 04/01/53 | 30 | &nbsp;&nbsp; 29379 |
| &nbsp;&nbsp;&nbsp; Series AC, 4.25%, 02/01/49 | 75 | &nbsp;&nbsp; 62861 |
| &nbsp;&nbsp;&nbsp; Series AD, 2.90%, 07/01/50 | 60 | &nbsp;&nbsp; 39296 |
| &nbsp;&nbsp;&nbsp; Series AE, 2.35%, 04/01/31 | 100 | &nbsp;&nbsp; 89979 |
| &nbsp;&nbsp;&nbsp; Series AF, 3.35%, 04/01/51 | 87 | &nbsp;&nbsp; 61842 |
| &nbsp;&nbsp;&nbsp; Series AG, 3.00%, 03/01/32 | 70 | &nbsp;&nbsp; 64024 |
| &nbsp;&nbsp;&nbsp; Series AH, 3.60%, 03/01/52 | 50 | &nbsp;&nbsp; 37119 |
| &nbsp;&nbsp;&nbsp; Series AI, 4.45%, 10/01/32 | 40 | &nbsp;&nbsp; 39772 |
| &nbsp;&nbsp;&nbsp; Series AJ, 4.85%, 10/01/52 | 50 | &nbsp;&nbsp; 45464 |
| &nbsp;&nbsp;&nbsp; Series AQ, 4.95%, 08/15/35 | 25 | &nbsp;&nbsp; 24909 |
| CenterPoint Energy, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.40%, 06/01/29 | 50 | &nbsp;&nbsp; 51732 |
| &nbsp;&nbsp;&nbsp; 2.65%, 06/01/31 | 140 | &nbsp;&nbsp; 126710 |
| Cleco Corporate Holdings LLC, 4.97%, 05/01/46 | 40 | &nbsp;&nbsp; 34805 |
| CMS Energy Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.45%, 08/15/27 | 171 | &nbsp;&nbsp; 168737 |
| &nbsp;&nbsp;&nbsp; 4.88%, 03/01/44 | 120 | &nbsp;&nbsp; 108746 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 2.90%), 3.75%, 12/01/50<sup>(c)</sup> | 50 | &nbsp;&nbsp; 46161 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 4.12%), 4.75%, 06/01/50<sup>(c)</sup> | 50 | &nbsp;&nbsp; 48763 |
| Commonwealth Edison Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.90%, 02/01/33<sup>(b)</sup> | 30 | &nbsp;&nbsp; 30597 |
| &nbsp;&nbsp;&nbsp; 5.30%, 06/01/34 | 25 | &nbsp;&nbsp; 26094 |
| &nbsp;&nbsp;&nbsp; 5.90%, 03/15/36 | 50 | &nbsp;&nbsp; 53671 |
| &nbsp;&nbsp;&nbsp; 6.45%, 01/15/38 | 100 | &nbsp;&nbsp; 111401 |
| &nbsp;&nbsp;&nbsp; 3.70%, 03/01/45 | 87 | &nbsp;&nbsp; 68902 |
| &nbsp;&nbsp;&nbsp; 3.65%, 06/15/46 | 130 | &nbsp;&nbsp; 100657 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/01/50 | 87 | &nbsp;&nbsp; 57876 |
| &nbsp;&nbsp;&nbsp; 5.30%, 02/01/53 | 40 | &nbsp;&nbsp; 38760 |
| &nbsp;&nbsp;&nbsp; 5.95%, 06/01/55 | 80 | &nbsp;&nbsp; 85039 |
| &nbsp;&nbsp;&nbsp; Series 127, 3.20%, 11/15/49 | 105 | &nbsp;&nbsp; 72516 |
| &nbsp;&nbsp;&nbsp; Series 130, 3.13%, 03/15/51 | 71 | &nbsp;&nbsp; 47844 |
| &nbsp;&nbsp;&nbsp; Series 131, 2.75%, 09/01/51 | 87 | &nbsp;&nbsp; 54077 |
| &nbsp;&nbsp;&nbsp; Series 133, 3.85%, 03/15/52 | 141 | &nbsp;&nbsp; 107477 |
| Connecticut Light and Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.65%, 01/01/29 | 25 | &nbsp;&nbsp; 25454 |
| &nbsp;&nbsp;&nbsp; 4.95%, 01/15/30 | 50 | &nbsp;&nbsp; 51430 |
| &nbsp;&nbsp;&nbsp; 4.90%, 07/01/33 | 25 | &nbsp;&nbsp; 25323 |
| &nbsp;&nbsp;&nbsp; 4.95%, 08/15/34 | 25 | &nbsp;&nbsp; 25300 |
| &nbsp;&nbsp;&nbsp; 4.30%, 04/15/44 | 100 | &nbsp;&nbsp; 86873 |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/01/48 | 100 | &nbsp;&nbsp; 80916 |
| &nbsp;&nbsp;&nbsp; 5.25%, 01/15/53 | 100 | &nbsp;&nbsp; 96374 |
| &nbsp;&nbsp;&nbsp; Series A, 3.20%, 03/15/27 | 87 | &nbsp;&nbsp; 86054 |
| &nbsp;&nbsp;&nbsp; Series A, 2.05%, 07/01/31 | 140 | &nbsp;&nbsp; 123661 |
| Consolidated Edison Co. of New York, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.80%, 05/15/28 | 87 | &nbsp;&nbsp; 86607 |
| &nbsp;&nbsp;&nbsp; 2.40%, 06/15/31 | 171 | &nbsp;&nbsp; 154922 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/01/33 | 50 | &nbsp;&nbsp; 51997 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/15/34 | 50 | &nbsp;&nbsp; 52604 |
| &nbsp;&nbsp;&nbsp; 5.38%, 05/15/34 | 25 | &nbsp;&nbsp; 26060 |
| &nbsp;&nbsp;&nbsp; 5.13%, 03/15/35<sup>(b)</sup> | 150 | &nbsp;&nbsp; 153996 |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/01/43 | 53 | &nbsp;&nbsp; 44066 |
| &nbsp;&nbsp;&nbsp; 4.45%, 03/15/44 | 87 | &nbsp;&nbsp; 76676 |
| &nbsp;&nbsp;&nbsp; 4.50%, 12/01/45 | 87 | &nbsp;&nbsp; 76272 |
| &nbsp;&nbsp;&nbsp; 3.85%, 06/15/46 | 171 | &nbsp;&nbsp; 136772 |

---

------

Schedule of Investments (unaudited)(continued)

September 30, 2025

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Electric Utilities (continued)** | **Electric Utilities (continued)** | **Electric Utilities (continued)** |
| &nbsp;&nbsp;&nbsp; Consolidated Edison Co. of New York, <br> Inc. (continued)<br>|  |  |
| &nbsp;&nbsp;&nbsp; 3.20%, 12/01/51 | $60 | &nbsp;&nbsp; $40632 |
| &nbsp;&nbsp;&nbsp; 6.15%, 11/15/52 | 50 | &nbsp;&nbsp; 53823 |
| &nbsp;&nbsp;&nbsp; 5.90%, 11/15/53 | 50 | &nbsp;&nbsp; 52162 |
| &nbsp;&nbsp;&nbsp; 5.70%, 05/15/54<sup>(b)</sup> | 125 | &nbsp;&nbsp; 128116 |
| &nbsp;&nbsp;&nbsp; 4.63%, 12/01/54 | 100 | &nbsp;&nbsp; 86169 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/15/55 | 75 | &nbsp;&nbsp; 74156 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/15/58 | 150 | &nbsp;&nbsp; 125450 |
| &nbsp;&nbsp;&nbsp; 3.70%, 11/15/59 | 70 | &nbsp;&nbsp; 50124 |
| &nbsp;&nbsp;&nbsp; 3.60%, 06/15/61 | 130 | &nbsp;&nbsp; 90553 |
| &nbsp;&nbsp;&nbsp; Series 2007-A, 6.30%, 08/15/37 | 200 | &nbsp;&nbsp; 221006 |
| &nbsp;&nbsp;&nbsp; Series 2012-A, 4.20%, 03/15/42 | 71 | &nbsp;&nbsp; 61850 |
| &nbsp;&nbsp;&nbsp; Series 20A, 3.35%, 04/01/30 | 257 | &nbsp;&nbsp; 248842 |
| &nbsp;&nbsp;&nbsp; Series 20B, 3.95%, 04/01/50 | 171 | &nbsp;&nbsp; 136140 |
| &nbsp;&nbsp;&nbsp; Series C, 4.30%, 12/01/56 | 87 | &nbsp;&nbsp; 70428 |
| &nbsp;&nbsp;&nbsp; Series C, 4.00%, 11/15/57 | 130 | &nbsp;&nbsp; 99844 |
| &nbsp;&nbsp;&nbsp; Series D, 4.00%, 12/01/28 | 87 | &nbsp;&nbsp; 86994 |
| &nbsp;&nbsp;&nbsp; Series E, 4.65%, 12/01/48 | 87 | &nbsp;&nbsp; 77033 |
| Constellation Energy Generation LLC |  |  |
| &nbsp;&nbsp;&nbsp; 5.60%, 03/01/28 | 50 | &nbsp;&nbsp; 51673 |
| &nbsp;&nbsp;&nbsp; 5.80%, 03/01/33 | 50 | &nbsp;&nbsp; 53414 |
| &nbsp;&nbsp;&nbsp; 6.13%, 01/15/34 | 25 | &nbsp;&nbsp; 27206 |
| &nbsp;&nbsp;&nbsp; 6.25%, 10/01/39 | 123 | &nbsp;&nbsp; 133612 |
| &nbsp;&nbsp;&nbsp; 5.75%, 10/01/41 | 87 | &nbsp;&nbsp; 89303 |
| &nbsp;&nbsp;&nbsp; 5.60%, 06/15/42 | 100 | &nbsp;&nbsp; 101349 |
| &nbsp;&nbsp;&nbsp; 6.50%, 10/01/53 | 100 | &nbsp;&nbsp; 111443 |
| &nbsp;&nbsp;&nbsp; 5.75%, 03/15/54 | 100 | &nbsp;&nbsp; 101323 |
| Consumers Energy Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.65%, 03/01/28<sup>(b)</sup> | 200 | &nbsp;&nbsp; 202590 |
| &nbsp;&nbsp;&nbsp; 3.80%, 11/15/28 | 50 | &nbsp;&nbsp; 49718 |
| &nbsp;&nbsp;&nbsp; 4.90%, 02/15/29 | 100 | &nbsp;&nbsp; 102522 |
| &nbsp;&nbsp;&nbsp; 4.70%, 01/15/30 | 25 | &nbsp;&nbsp; 25530 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/15/31 | 40 | &nbsp;&nbsp; 40409 |
| &nbsp;&nbsp;&nbsp; 4.63%, 05/15/33 | 100 | &nbsp;&nbsp; 100090 |
| &nbsp;&nbsp;&nbsp; 5.05%, 05/15/35<sup>(b)</sup> | 100 | &nbsp;&nbsp; 101734 |
| &nbsp;&nbsp;&nbsp; 4.35%, 04/15/49 | 171 | &nbsp;&nbsp; 146409 |
| &nbsp;&nbsp;&nbsp; 3.10%, 08/15/50 | 75 | &nbsp;&nbsp; 51512 |
| &nbsp;&nbsp;&nbsp; 3.50%, 08/01/51 | 180 | &nbsp;&nbsp; 133744 |
| &nbsp;&nbsp;&nbsp; 2.65%, 08/15/52<sup>(b)</sup> | 38 | &nbsp;&nbsp; 23654 |
| &nbsp;&nbsp;&nbsp; 4.20%, 09/01/52 | 25 | &nbsp;&nbsp; 20546 |
| Dayton Power & Light Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.55%, 08/15/30<sup>(d)</sup> | 50 | &nbsp;&nbsp; 49860 |
| &nbsp;&nbsp;&nbsp; 3.95%, 06/15/49 | 50 | &nbsp;&nbsp; 37789 |
| Dominion Energy South Carolina, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.45%, 02/01/41 | 121 | &nbsp;&nbsp; 122833 |
| &nbsp;&nbsp;&nbsp; 6.25%, 10/15/53 | 50 | &nbsp;&nbsp; 54973 |
| &nbsp;&nbsp;&nbsp; 5.10%, 06/01/65 | 50 | &nbsp;&nbsp; 45542 |
| &nbsp;&nbsp;&nbsp; Series 2025, 5.30%, 01/15/35 | 30 | &nbsp;&nbsp; 30980 |
| &nbsp;&nbsp;&nbsp; Series A, 2.30%, 12/01/31 | 70 | &nbsp;&nbsp; 61952 |
| Dominion Energy, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.60%, 05/15/28<sup>(b)</sup> | 125 | &nbsp;&nbsp; 126258 |
| &nbsp;&nbsp;&nbsp; 5.00%, 06/15/30 | 50 | &nbsp;&nbsp; 51260 |
| &nbsp;&nbsp;&nbsp; 5.38%, 11/15/32 | 50 | &nbsp;&nbsp; 51954 |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/15/35<sup>(b)</sup> | 150 | &nbsp;&nbsp; 153694 |
| &nbsp;&nbsp;&nbsp; 7.00%, 06/15/38 | 87 | &nbsp;&nbsp; 99019 |
| &nbsp;&nbsp;&nbsp; Series A, 4.35%, 08/15/32 | 50 | &nbsp;&nbsp; 49014 |
| &nbsp;&nbsp;&nbsp; Series B, 3.60%, 03/15/27 | 50 | &nbsp;&nbsp; 49614 |
| &nbsp;&nbsp;&nbsp; Series B, 3.30%, 04/15/41 | 75 | &nbsp;&nbsp; 57143 |
| &nbsp;&nbsp;&nbsp; Series B, 4.85%, 08/15/52 | 50 | &nbsp;&nbsp; 43468 |
| &nbsp;&nbsp;&nbsp; Series C, 3.38%, 04/01/30 | 177 | &nbsp;&nbsp; 170011 |
| &nbsp;&nbsp;&nbsp; Series C, 2.25%, 08/15/31 | 82 | &nbsp;&nbsp; 72566 |
| &nbsp;&nbsp;&nbsp; Series C, 4.90%, 08/01/41 | 50 | &nbsp;&nbsp; 46284 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Electric Utilities (continued)** | **Electric Utilities (continued)** | **Electric Utilities (continued)** |
| Dominion Energy, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; Series E, 6.30%, 03/15/33 | $50 | &nbsp;&nbsp; $54048 |
| DTE Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 03/01/30 | 100 | &nbsp;&nbsp; 92274 |
| &nbsp;&nbsp;&nbsp; 5.20%, 04/01/33 | 40 | &nbsp;&nbsp; 41542 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/01/34 | 50 | &nbsp;&nbsp; 51748 |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/15/35 | 50 | &nbsp;&nbsp; 51445 |
| &nbsp;&nbsp;&nbsp; 3.70%, 03/15/45 | 51 | &nbsp;&nbsp; 40168 |
| &nbsp;&nbsp;&nbsp; 3.70%, 06/01/46 | 87 | &nbsp;&nbsp; 68061 |
| &nbsp;&nbsp;&nbsp; 3.75%, 08/15/47 | 70 | &nbsp;&nbsp; 54445 |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/01/49 | 100 | &nbsp;&nbsp; 80521 |
| &nbsp;&nbsp;&nbsp; 2.95%, 03/01/50 | 100 | &nbsp;&nbsp; 67408 |
| &nbsp;&nbsp;&nbsp; 5.40%, 04/01/53<sup>(b)</sup> | 40 | &nbsp;&nbsp; 39651 |
| &nbsp;&nbsp;&nbsp; Series A, 1.90%, 04/01/28 | 87 | &nbsp;&nbsp; 82751 |
| &nbsp;&nbsp;&nbsp; Series A, 3.00%, 03/01/32 | 61 | &nbsp;&nbsp; 56404 |
| &nbsp;&nbsp;&nbsp; Series A, 4.00%, 04/01/43<sup>(b)</sup> | 53 | &nbsp;&nbsp; 44536 |
| &nbsp;&nbsp;&nbsp; Series A, 4.05%, 05/15/48 | 87 | &nbsp;&nbsp; 71725 |
| &nbsp;&nbsp;&nbsp; Series B, 3.25%, 04/01/51 | 71 | &nbsp;&nbsp; 49918 |
| &nbsp;&nbsp;&nbsp; Series B, 3.65%, 03/01/52 | 63 | &nbsp;&nbsp; 47112 |
| DTE Energy Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.85%, 10/01/26 | 100 | &nbsp;&nbsp; 98771 |
| &nbsp;&nbsp;&nbsp; 4.95%, 07/01/27 | 125 | &nbsp;&nbsp; 126591 |
| &nbsp;&nbsp;&nbsp; 4.88%, 06/01/28 | 200 | &nbsp;&nbsp; 203466 |
| &nbsp;&nbsp;&nbsp; 5.10%, 03/01/29 | 75 | &nbsp;&nbsp; 76849 |
| &nbsp;&nbsp;&nbsp; 5.20%, 04/01/30 | 100 | &nbsp;&nbsp; 103040 |
| &nbsp;&nbsp;&nbsp; 5.85%, 06/01/34 | 250 | &nbsp;&nbsp; 265625 |
| &nbsp;&nbsp;&nbsp; 5.05%, 10/01/35 | 50 | &nbsp;&nbsp; 49668 |
| &nbsp;&nbsp;&nbsp; Series C, 3.40%, 06/15/29 | 120 | &nbsp;&nbsp; 116019 |
| Duke Energy Carolinas LLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.95%, 12/01/26 | 140 | &nbsp;&nbsp; 138492 |
| &nbsp;&nbsp;&nbsp; 3.95%, 11/15/28 | 75 | &nbsp;&nbsp; 74982 |
| &nbsp;&nbsp;&nbsp; 2.45%, 08/15/29 | 87 | &nbsp;&nbsp; 81880 |
| &nbsp;&nbsp;&nbsp; 2.45%, 02/01/30 | 71 | &nbsp;&nbsp; 66183 |
| &nbsp;&nbsp;&nbsp; 2.55%, 04/15/31<sup>(b)</sup> | 75 | &nbsp;&nbsp; 68659 |
| &nbsp;&nbsp;&nbsp; 2.85%, 03/15/32 | 97 | &nbsp;&nbsp; 88416 |
| &nbsp;&nbsp;&nbsp; 6.45%, 10/15/32 | 100 | &nbsp;&nbsp; 110675 |
| &nbsp;&nbsp;&nbsp; 4.95%, 01/15/33 | 160 | &nbsp;&nbsp; 164496 |
| &nbsp;&nbsp;&nbsp; 4.85%, 01/15/34 | 25 | &nbsp;&nbsp; 25310 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/15/35 | 50 | &nbsp;&nbsp; 51741 |
| &nbsp;&nbsp;&nbsp; 6.10%, 06/01/37 | 87 | &nbsp;&nbsp; 93484 |
| &nbsp;&nbsp;&nbsp; 6.05%, 04/15/38 | 74 | &nbsp;&nbsp; 80236 |
| &nbsp;&nbsp;&nbsp; 5.30%, 02/15/40 | 87 | &nbsp;&nbsp; 87946 |
| &nbsp;&nbsp;&nbsp; 4.25%, 12/15/41 | 171 | &nbsp;&nbsp; 151041 |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/30/42 | 87 | &nbsp;&nbsp; 73847 |
| &nbsp;&nbsp;&nbsp; 3.70%, 12/01/47 | 87 | &nbsp;&nbsp; 66923 |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/15/48 | 71 | &nbsp;&nbsp; 56919 |
| &nbsp;&nbsp;&nbsp; 3.45%, 04/15/51 | 75 | &nbsp;&nbsp; 54167 |
| &nbsp;&nbsp;&nbsp; 3.55%, 03/15/52 | 78 | &nbsp;&nbsp; 57418 |
| &nbsp;&nbsp;&nbsp; 5.35%, 01/15/53 | 150 | &nbsp;&nbsp; 147120 |
| &nbsp;&nbsp;&nbsp; 5.40%, 01/15/54 | 92 | &nbsp;&nbsp; 91220 |
| &nbsp;&nbsp;&nbsp; Series A, 6.00%, 12/01/28<sup>(b)</sup> | 87 | &nbsp;&nbsp; 91643 |
| &nbsp;&nbsp;&nbsp; Duke Energy Carolinas Nc Storm Funding II LLC, <br> Series A-1, 4.23%, 07/01/35<br>| 200 | &nbsp;&nbsp; 199322 |
| Duke Energy Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.85%, 01/05/27 | 95 | &nbsp;&nbsp; 95922 |
| &nbsp;&nbsp;&nbsp; 3.15%, 08/15/27 | 87 | &nbsp;&nbsp; 85618 |
| &nbsp;&nbsp;&nbsp; 5.00%, 12/08/27 | 170 | &nbsp;&nbsp; 173122 |
| &nbsp;&nbsp;&nbsp; 4.30%, 03/15/28 | 90 | &nbsp;&nbsp; 90418 |
| &nbsp;&nbsp;&nbsp; 4.85%, 01/05/29 | 25 | &nbsp;&nbsp; 25474 |
| &nbsp;&nbsp;&nbsp; 3.40%, 06/15/29 | 120 | &nbsp;&nbsp; 116611 |
| &nbsp;&nbsp;&nbsp; 2.45%, 06/01/30 | 89 | &nbsp;&nbsp; 81910 |
| &nbsp;&nbsp;&nbsp; 2.55%, 06/15/31 | 150 | &nbsp;&nbsp; 135607 |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/15/32<sup>(b)</sup> | 100 | &nbsp;&nbsp; 99369 |

---

Master Portfolio Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

September 30, 2025

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Electric Utilities (continued)** | **Electric Utilities (continued)** | **Electric Utilities (continued)** |
| Duke Energy Corp. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 5.75%, 09/15/33 | $75 | &nbsp;&nbsp; $79662 |
| &nbsp;&nbsp;&nbsp; 5.45%, 06/15/34<sup>(b)</sup> | 200 | &nbsp;&nbsp; 208030 |
| &nbsp;&nbsp;&nbsp; 4.95%, 09/15/35 | 105 | &nbsp;&nbsp; 104311 |
| &nbsp;&nbsp;&nbsp; 3.30%, 06/15/41 | 121 | &nbsp;&nbsp; 93135 |
| &nbsp;&nbsp;&nbsp; 4.80%, 12/15/45 | 87 | &nbsp;&nbsp; 77542 |
| &nbsp;&nbsp;&nbsp; 3.75%, 09/01/46 | 200 | &nbsp;&nbsp; 153320 |
| &nbsp;&nbsp;&nbsp; 3.95%, 08/15/47 | 87 | &nbsp;&nbsp; 67625 |
| &nbsp;&nbsp;&nbsp; 4.20%, 06/15/49 | 87 | &nbsp;&nbsp; 69748 |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/15/51<sup>(b)</sup> | 100 | &nbsp;&nbsp; 70463 |
| &nbsp;&nbsp;&nbsp; 5.00%, 08/15/52 | 100 | &nbsp;&nbsp; 90026 |
| &nbsp;&nbsp;&nbsp; 6.10%, 09/15/53 | 75 | &nbsp;&nbsp; 78942 |
| &nbsp;&nbsp;&nbsp; 5.80%, 06/15/54 | 50 | &nbsp;&nbsp; 50514 |
| &nbsp;&nbsp;&nbsp; 5.70%, 09/15/55 | 200 | &nbsp;&nbsp; 199273 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 2.32%), 3.25%, 01/15/82<sup>(c)</sup> | 109 | &nbsp;&nbsp; 105187 |
| Duke Energy Florida LLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.80%, 07/15/28 | 150 | &nbsp;&nbsp; 149376 |
| &nbsp;&nbsp;&nbsp; 2.50%, 12/01/29 | 59 | &nbsp;&nbsp; 55428 |
| &nbsp;&nbsp;&nbsp; 1.75%, 06/15/30 | 82 | &nbsp;&nbsp; 73401 |
| &nbsp;&nbsp;&nbsp; 2.40%, 12/15/31 | 141 | &nbsp;&nbsp; 126744 |
| &nbsp;&nbsp;&nbsp; 5.88%, 11/15/33 | 35 | &nbsp;&nbsp; 37763 |
| &nbsp;&nbsp;&nbsp; 6.35%, 09/15/37 | 200 | &nbsp;&nbsp; 222275 |
| &nbsp;&nbsp;&nbsp; 6.40%, 06/15/38 | 200 | &nbsp;&nbsp; 224645 |
| &nbsp;&nbsp;&nbsp; 3.40%, 10/01/46 | 87 | &nbsp;&nbsp; 64406 |
| &nbsp;&nbsp;&nbsp; 3.00%, 12/15/51 | 65 | &nbsp;&nbsp; 42519 |
| &nbsp;&nbsp;&nbsp; 5.95%, 11/15/52 | 100 | &nbsp;&nbsp; 105179 |
| &nbsp;&nbsp;&nbsp; 6.20%, 11/15/53 | 50 | &nbsp;&nbsp; 54643 |
| Duke Energy Indiana LLC |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/01/34 | 25 | &nbsp;&nbsp; 25794 |
| &nbsp;&nbsp;&nbsp; 6.12%, 10/15/35 | 150 | &nbsp;&nbsp; 163900 |
| &nbsp;&nbsp;&nbsp; 3.75%, 05/15/46 | 87 | &nbsp;&nbsp; 68631 |
| &nbsp;&nbsp;&nbsp; 2.75%, 04/01/50 | 100 | &nbsp;&nbsp; 63518 |
| &nbsp;&nbsp;&nbsp; 5.40%, 04/01/53 | 50 | &nbsp;&nbsp; 48927 |
| &nbsp;&nbsp;&nbsp; Series WWW, 4.90%, 07/15/43 | 87 | &nbsp;&nbsp; 81569 |
| Duke Energy Ohio, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 04/01/33 | 35 | &nbsp;&nbsp; 36248 |
| &nbsp;&nbsp;&nbsp; 5.30%, 06/15/35 | 25 | &nbsp;&nbsp; 25780 |
| &nbsp;&nbsp;&nbsp; 3.70%, 06/15/46 | 87 | &nbsp;&nbsp; 67315 |
| &nbsp;&nbsp;&nbsp; 5.65%, 04/01/53 | 50 | &nbsp;&nbsp; 50395 |
| &nbsp;&nbsp;&nbsp; 5.55%, 03/15/54 | 25 | &nbsp;&nbsp; 24973 |
| Duke Energy Progress LLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.70%, 09/01/28 | 65 | &nbsp;&nbsp; 64501 |
| &nbsp;&nbsp;&nbsp; 3.45%, 03/15/29 | 87 | &nbsp;&nbsp; 85264 |
| &nbsp;&nbsp;&nbsp; 2.00%, 08/15/31 | 74 | &nbsp;&nbsp; 65056 |
| &nbsp;&nbsp;&nbsp; 3.40%, 04/01/32 | 67 | &nbsp;&nbsp; 63259 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/15/33 | 30 | &nbsp;&nbsp; 31217 |
| &nbsp;&nbsp;&nbsp; 5.10%, 03/15/34 | 25 | &nbsp;&nbsp; 25724 |
| &nbsp;&nbsp;&nbsp; 5.05%, 03/15/35 | 150 | &nbsp;&nbsp; 152417 |
| &nbsp;&nbsp;&nbsp; 4.10%, 05/15/42 | 53 | &nbsp;&nbsp; 45388 |
| &nbsp;&nbsp;&nbsp; 4.10%, 03/15/43 | 87 | &nbsp;&nbsp; 74166 |
| &nbsp;&nbsp;&nbsp; 4.38%, 03/30/44 | 74 | &nbsp;&nbsp; 64399 |
| &nbsp;&nbsp;&nbsp; 4.15%, 12/01/44 | 87 | &nbsp;&nbsp; 73844 |
| &nbsp;&nbsp;&nbsp; 4.20%, 08/15/45 | 87 | &nbsp;&nbsp; 73742 |
| &nbsp;&nbsp;&nbsp; 3.70%, 10/15/46 | 87 | &nbsp;&nbsp; 67306 |
| &nbsp;&nbsp;&nbsp; 2.50%, 08/15/50 | 87 | &nbsp;&nbsp; 52148 |
| &nbsp;&nbsp;&nbsp; 2.90%, 08/15/51 | 74 | &nbsp;&nbsp; 47398 |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/01/52 | 55 | &nbsp;&nbsp; 43340 |
| &nbsp;&nbsp;&nbsp; 5.35%, 03/15/53 | 50 | &nbsp;&nbsp; 48713 |
| &nbsp;&nbsp;&nbsp; 5.55%, 03/15/55 | 50 | &nbsp;&nbsp; 50200 |
| Edison International |  |  |
| &nbsp;&nbsp;&nbsp; 5.75%, 06/15/27 | 50 | &nbsp;&nbsp; 50584 |
| &nbsp;&nbsp;&nbsp; 4.13%, 03/15/28 | 171 | &nbsp;&nbsp; 167862 |
| &nbsp;&nbsp;&nbsp; 5.25%, 11/15/28<sup>(b)</sup> | 25 | &nbsp;&nbsp; 25201 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Electric Utilities (continued)** | **Electric Utilities (continued)** | **Electric Utilities (continued)** |
| Edison International (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 5.45%, 06/15/29 | $50 | &nbsp;&nbsp; $50387 |
| &nbsp;&nbsp;&nbsp; 6.95%, 11/15/29 | 45 | &nbsp;&nbsp; 47762 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/15/32 | 100 | &nbsp;&nbsp; 99051 |
| El Paso Electric Co., 6.00%, 05/15/35 | 87 | &nbsp;&nbsp; 90101 |
| Emera U.S. Finance LP |  |  |
| &nbsp;&nbsp;&nbsp; 2.64%, 06/15/31 | 55 | &nbsp;&nbsp; 49097 |
| &nbsp;&nbsp;&nbsp; 4.75%, 06/15/46 | 112 | &nbsp;&nbsp; 96641 |
| Enel Americas SA, 4.00%, 10/25/26 | 100 | &nbsp;&nbsp; 99835 |
| Enel Chile SA, 4.88%, 06/12/28 | 100 | &nbsp;&nbsp; 101540 |
| Entergy Arkansas LLC |  |  |
| &nbsp;&nbsp;&nbsp; 5.15%, 01/15/33 | 50 | &nbsp;&nbsp; 51702 |
| &nbsp;&nbsp;&nbsp; 5.30%, 09/15/33 | 50 | &nbsp;&nbsp; 51837 |
| &nbsp;&nbsp;&nbsp; 5.45%, 06/01/34 | 50 | &nbsp;&nbsp; 52265 |
| &nbsp;&nbsp;&nbsp; 4.20%, 04/01/49 | 100 | &nbsp;&nbsp; 81923 |
| &nbsp;&nbsp;&nbsp; 2.65%, 06/15/51 | 75 | &nbsp;&nbsp; 45353 |
| &nbsp;&nbsp;&nbsp; 3.35%, 06/15/52 | 87 | &nbsp;&nbsp; 60338 |
| &nbsp;&nbsp;&nbsp; 5.75%, 06/01/54 | 25 | &nbsp;&nbsp; 25594 |
| Entergy Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.90%, 06/15/28 | 71 | &nbsp;&nbsp; 66944 |
| &nbsp;&nbsp;&nbsp; 2.80%, 06/15/30 | 79 | &nbsp;&nbsp; 73716 |
| &nbsp;&nbsp;&nbsp; 2.40%, 06/15/31 | 104 | &nbsp;&nbsp; 92961 |
| &nbsp;&nbsp;&nbsp; 3.75%, 06/15/50<sup>(b)</sup> | 71 | &nbsp;&nbsp; 52291 |
| Entergy Louisiana LLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.12%, 09/01/27 | 150 | &nbsp;&nbsp; 147876 |
| &nbsp;&nbsp;&nbsp; 1.60%, 12/15/30 | 82 | &nbsp;&nbsp; 71921 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/15/33 | 87 | &nbsp;&nbsp; 83510 |
| &nbsp;&nbsp;&nbsp; 5.35%, 03/15/34 | 225 | &nbsp;&nbsp; 233470 |
| &nbsp;&nbsp;&nbsp; 5.15%, 09/15/34 | 50 | &nbsp;&nbsp; 51053 |
| &nbsp;&nbsp;&nbsp; 4.20%, 09/01/48 | 87 | &nbsp;&nbsp; 71459 |
| &nbsp;&nbsp;&nbsp; 4.20%, 04/01/50 | 171 | &nbsp;&nbsp; 139023 |
| &nbsp;&nbsp;&nbsp; 4.75%, 09/15/52 | 50 | &nbsp;&nbsp; 44481 |
| &nbsp;&nbsp;&nbsp; 5.70%, 03/15/54 | 125 | &nbsp;&nbsp; 126140 |
| &nbsp;&nbsp;&nbsp; 5.80%, 03/15/55 | 150 | &nbsp;&nbsp; 153579 |
| Entergy Mississippi LLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.85%, 06/01/28 | 87 | &nbsp;&nbsp; 84445 |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/01/33 | 20 | &nbsp;&nbsp; 20357 |
| &nbsp;&nbsp;&nbsp; 3.85%, 06/01/49 | 87 | &nbsp;&nbsp; 67211 |
| &nbsp;&nbsp;&nbsp; 5.85%, 06/01/54 | 75 | &nbsp;&nbsp; 76779 |
| &nbsp;&nbsp;&nbsp; 5.80%, 04/15/55 | 75 | &nbsp;&nbsp; 76833 |
| Entergy Texas, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 04/15/35 | 50 | &nbsp;&nbsp; 51243 |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/15/52 | 50 | &nbsp;&nbsp; 45128 |
| &nbsp;&nbsp;&nbsp; 5.80%, 09/01/53 | 25 | &nbsp;&nbsp; 25354 |
| &nbsp;&nbsp;&nbsp; 5.55%, 09/15/54 | 25 | &nbsp;&nbsp; 24559 |
| Evergy Kansas Central, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.90%, 11/15/33 | 25 | &nbsp;&nbsp; 26904 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/15/35 | 25 | &nbsp;&nbsp; 25460 |
| &nbsp;&nbsp;&nbsp; 4.13%, 03/01/42 | 100 | &nbsp;&nbsp; 85186 |
| &nbsp;&nbsp;&nbsp; 4.25%, 12/01/45 | 121 | &nbsp;&nbsp; 102043 |
| &nbsp;&nbsp;&nbsp; 3.25%, 09/01/49 | 87 | &nbsp;&nbsp; 60065 |
| &nbsp;&nbsp;&nbsp; 3.45%, 04/15/50 | 87 | &nbsp;&nbsp; 62195 |
| &nbsp;&nbsp;&nbsp; 5.70%, 03/15/53 | 70 | &nbsp;&nbsp; 70664 |
| Evergy Metro, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.95%, 04/15/33 | 30 | &nbsp;&nbsp; 30460 |
| &nbsp;&nbsp;&nbsp; 5.40%, 04/01/34<sup>(b)</sup> | 25 | &nbsp;&nbsp; 26000 |
| &nbsp;&nbsp;&nbsp; 5.13%, 08/15/35 | 75 | &nbsp;&nbsp; 75796 |
| &nbsp;&nbsp;&nbsp; 5.30%, 10/01/41 | 50 | &nbsp;&nbsp; 49521 |
| &nbsp;&nbsp;&nbsp; Series 2020, 2.25%, 06/01/30<sup>(b)</sup> | 50 | &nbsp;&nbsp; 45810 |
| Evergy, Inc., 2.90%, 09/15/29 | 87 | &nbsp;&nbsp; 82514 |
| Eversource Energy |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/01/27 | 25 | &nbsp;&nbsp; 25243 |
| &nbsp;&nbsp;&nbsp; 2.90%, 03/01/27 | 67 | &nbsp;&nbsp; 65801 |

---

------

Schedule of Investments (unaudited)(continued)

September 30, 2025

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Electric Utilities (continued)** | **Electric Utilities (continued)** | **Electric Utilities (continued)** |
| Eversource Energy (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 4.60%, 07/01/27 | $50 | &nbsp;&nbsp; $50282 |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/01/28 | 95 | &nbsp;&nbsp; 97581 |
| &nbsp;&nbsp;&nbsp; 5.95%, 02/01/29 | 75 | &nbsp;&nbsp; 78528 |
| &nbsp;&nbsp;&nbsp; 2.55%, 03/15/31 | 87 | &nbsp;&nbsp; 78443 |
| &nbsp;&nbsp;&nbsp; 5.85%, 04/15/31 | 75 | &nbsp;&nbsp; 79454 |
| &nbsp;&nbsp;&nbsp; 3.38%, 03/01/32 | 67 | &nbsp;&nbsp; 61959 |
| &nbsp;&nbsp;&nbsp; 5.13%, 05/15/33 | 115 | &nbsp;&nbsp; 116602 |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/01/34 | 75 | &nbsp;&nbsp; 77446 |
| &nbsp;&nbsp;&nbsp; 5.95%, 07/15/34 | 75 | &nbsp;&nbsp; 79561 |
| &nbsp;&nbsp;&nbsp; 3.45%, 01/15/50 | 71 | &nbsp;&nbsp; 50823 |
| &nbsp;&nbsp;&nbsp; Series M, 3.30%, 01/15/28 | 257 | &nbsp;&nbsp; 251580 |
| &nbsp;&nbsp;&nbsp; Series O, 4.25%, 04/01/29 | 75 | &nbsp;&nbsp; 74779 |
| &nbsp;&nbsp;&nbsp; Series R, 1.65%, 08/15/30<sup>(b)</sup> | 140 | &nbsp;&nbsp; 122908 |
| Exelon Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.75%, 03/15/27 | 53 | &nbsp;&nbsp; 51957 |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/15/28 | 110 | &nbsp;&nbsp; 112509 |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/15/29 | 75 | &nbsp;&nbsp; 77145 |
| &nbsp;&nbsp;&nbsp; 4.05%, 04/15/30 | 171 | &nbsp;&nbsp; 169149 |
| &nbsp;&nbsp;&nbsp; 5.13%, 03/15/31 | 50 | &nbsp;&nbsp; 51552 |
| &nbsp;&nbsp;&nbsp; 3.35%, 03/15/32 | 200 | &nbsp;&nbsp; 186836 |
| &nbsp;&nbsp;&nbsp; 5.30%, 03/15/33 | 70 | &nbsp;&nbsp; 72524 |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/15/34 | 35 | &nbsp;&nbsp; 36326 |
| &nbsp;&nbsp;&nbsp; 4.95%, 06/15/35 | 50 | &nbsp;&nbsp; 49404 |
| &nbsp;&nbsp;&nbsp; 5.63%, 06/15/35 | 100 | &nbsp;&nbsp; 104264 |
| &nbsp;&nbsp;&nbsp; 5.10%, 06/15/45 | 87 | &nbsp;&nbsp; 81083 |
| &nbsp;&nbsp;&nbsp; 4.45%, 04/15/46 | 100 | &nbsp;&nbsp; 85149 |
| &nbsp;&nbsp;&nbsp; 4.70%, 04/15/50 | 87 | &nbsp;&nbsp; 75108 |
| &nbsp;&nbsp;&nbsp; 4.10%, 03/15/52 | 86 | &nbsp;&nbsp; 67247 |
| &nbsp;&nbsp;&nbsp; 5.60%, 03/15/53 | 100 | &nbsp;&nbsp; 97758 |
| &nbsp;&nbsp;&nbsp; 5.88%, 03/15/55 | 150 | &nbsp;&nbsp; 152603 |
| FirstEnergy Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.65%, 03/01/30 | 75 | &nbsp;&nbsp; 69585 |
| &nbsp;&nbsp;&nbsp; Series B, 3.90%, 07/15/27 | 150 | &nbsp;&nbsp; 149080 |
| &nbsp;&nbsp;&nbsp; Series B, 2.25%, 09/01/30 | 100 | &nbsp;&nbsp; 89858 |
| &nbsp;&nbsp;&nbsp; Series C, 4.85%, 07/15/47 | 100 | &nbsp;&nbsp; 88516 |
| &nbsp;&nbsp;&nbsp; Series C, 3.40%, 03/01/50 | 150 | &nbsp;&nbsp; 104722 |
| FirstEnergy Transmission LLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.55%, 01/15/30 | 30 | &nbsp;&nbsp; 30192 |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/15/33<sup>(d)</sup> | 75 | &nbsp;&nbsp; 74853 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/15/35 | 50 | &nbsp;&nbsp; 50030 |
| Florida Power & Light Co. |  |  |
| &nbsp;&nbsp;&nbsp; 5.05%, 04/01/28 | 40 | &nbsp;&nbsp; 41046 |
| &nbsp;&nbsp;&nbsp; 4.40%, 05/15/28 | 35 | &nbsp;&nbsp; 35394 |
| &nbsp;&nbsp;&nbsp; 5.15%, 06/15/29 | 70 | &nbsp;&nbsp; 72640 |
| &nbsp;&nbsp;&nbsp; 4.63%, 05/15/30 | 35 | &nbsp;&nbsp; 35645 |
| &nbsp;&nbsp;&nbsp; 2.45%, 02/03/32 | 150 | &nbsp;&nbsp; 134708 |
| &nbsp;&nbsp;&nbsp; 5.10%, 04/01/33 | 70 | &nbsp;&nbsp; 72427 |
| &nbsp;&nbsp;&nbsp; 4.80%, 05/15/33 | 225 | &nbsp;&nbsp; 228876 |
| &nbsp;&nbsp;&nbsp; 5.30%, 06/15/34 | 100 | &nbsp;&nbsp; 104316 |
| &nbsp;&nbsp;&nbsp; 4.95%, 06/01/35 | 100 | &nbsp;&nbsp; 101556 |
| &nbsp;&nbsp;&nbsp; 5.95%, 02/01/38 | 50 | &nbsp;&nbsp; 54336 |
| &nbsp;&nbsp;&nbsp; 5.69%, 03/01/40 | 87 | &nbsp;&nbsp; 91757 |
| &nbsp;&nbsp;&nbsp; 5.25%, 02/01/41 | 87 | &nbsp;&nbsp; 87296 |
| &nbsp;&nbsp;&nbsp; 4.13%, 02/01/42 | 87 | &nbsp;&nbsp; 75688 |
| &nbsp;&nbsp;&nbsp; 4.05%, 10/01/44 | 130 | &nbsp;&nbsp; 109634 |
| &nbsp;&nbsp;&nbsp; 3.70%, 12/01/47 | 71 | &nbsp;&nbsp; 55211 |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/01/48 | 87 | &nbsp;&nbsp; 70980 |
| &nbsp;&nbsp;&nbsp; 4.13%, 06/01/48 | 57 | &nbsp;&nbsp; 47220 |
| &nbsp;&nbsp;&nbsp; 3.99%, 03/01/49 | 87 | &nbsp;&nbsp; 70202 |
| &nbsp;&nbsp;&nbsp; 3.15%, 10/01/49 | 100 | &nbsp;&nbsp; 69810 |
| &nbsp;&nbsp;&nbsp; 2.88%, 12/04/51 | 200 | &nbsp;&nbsp; 129230 |
| &nbsp;&nbsp;&nbsp; 5.30%, 04/01/53 | 100 | &nbsp;&nbsp; 98166 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Electric Utilities (continued)** | **Electric Utilities (continued)** | **Electric Utilities (continued)** |
| Florida Power & Light Co. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 5.60%, 06/15/54 | $70 | &nbsp;&nbsp; $71566 |
| &nbsp;&nbsp;&nbsp; 5.70%, 03/15/55 | 160 | &nbsp;&nbsp; 165848 |
| &nbsp;&nbsp;&nbsp; 5.80%, 03/15/65 | 100 | &nbsp;&nbsp; 104746 |
| Fortis, Inc./Canada, 3.06%, 10/04/26<sup>(b)</sup> | 171 | &nbsp;&nbsp; 169032 |
| Georgia Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.65%, 05/16/28 | 100 | &nbsp;&nbsp; 101482 |
| &nbsp;&nbsp;&nbsp; 4.00%, 10/01/28 | 50 | &nbsp;&nbsp; 49999 |
| &nbsp;&nbsp;&nbsp; 4.55%, 03/15/30<sup>(b)</sup> | 75 | &nbsp;&nbsp; 76160 |
| &nbsp;&nbsp;&nbsp; 4.85%, 03/15/31 | 125 | &nbsp;&nbsp; 128348 |
| &nbsp;&nbsp;&nbsp; 4.70%, 05/15/32 | 90 | &nbsp;&nbsp; 91087 |
| &nbsp;&nbsp;&nbsp; 4.95%, 05/17/33<sup>(b)</sup> | 100 | &nbsp;&nbsp; 102009 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/15/34 | 250 | &nbsp;&nbsp; 257885 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/15/35 | 75 | &nbsp;&nbsp; 76855 |
| &nbsp;&nbsp;&nbsp; 4.30%, 03/15/42 | 221 | &nbsp;&nbsp; 195076 |
| &nbsp;&nbsp;&nbsp; 5.13%, 05/15/52 | 90 | &nbsp;&nbsp; 85829 |
| &nbsp;&nbsp;&nbsp; 5.50%, 10/01/55 | 75 | &nbsp;&nbsp; 74773 |
| &nbsp;&nbsp;&nbsp; Series A, 3.25%, 03/15/51 | 100 | &nbsp;&nbsp; 69902 |
| &nbsp;&nbsp;&nbsp; Series B, 2.65%, 09/15/29 | 171 | &nbsp;&nbsp; 161924 |
| &nbsp;&nbsp;&nbsp; Series B, 3.70%, 01/30/50 | 171 | &nbsp;&nbsp; 130533 |
| Idaho Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; 5.20%, 08/15/34 | 25 | &nbsp;&nbsp; 25799 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/15/53 | 45 | &nbsp;&nbsp; 44549 |
| &nbsp;&nbsp;&nbsp; 5.80%, 04/01/54 | 25 | &nbsp;&nbsp; 25662 |
| &nbsp;&nbsp;&nbsp; 5.70%, 03/15/55 | 50 | &nbsp;&nbsp; 50813 |
| &nbsp;&nbsp;&nbsp; Series K, 4.20%, 03/01/48 | 60 | &nbsp;&nbsp; 49651 |
| Indiana Michigan Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; 6.05%, 03/15/37 | 62 | &nbsp;&nbsp; 67250 |
| &nbsp;&nbsp;&nbsp; 4.25%, 08/15/48 | 87 | &nbsp;&nbsp; 70737 |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/01/51 | 50 | &nbsp;&nbsp; 33726 |
| &nbsp;&nbsp;&nbsp; 5.63%, 04/01/53 | 35 | &nbsp;&nbsp; 35115 |
| &nbsp;&nbsp;&nbsp; Series K, 4.55%, 03/15/46 | 54 | &nbsp;&nbsp; 47235 |
| &nbsp;&nbsp;&nbsp; Series L, 3.75%, 07/01/47<sup>(b)</sup> | 71 | &nbsp;&nbsp; 55166 |
| Interstate Power and Light Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.10%, 09/26/28 | 75 | &nbsp;&nbsp; 74752 |
| &nbsp;&nbsp;&nbsp; 5.70%, 10/15/33 | 25 | &nbsp;&nbsp; 26215 |
| &nbsp;&nbsp;&nbsp; 4.95%, 09/30/34 | 75 | &nbsp;&nbsp; 74575 |
| &nbsp;&nbsp;&nbsp; 5.60%, 06/29/35 | 50 | &nbsp;&nbsp; 51947 |
| &nbsp;&nbsp;&nbsp; 3.70%, 09/15/46 | 87 | &nbsp;&nbsp; 66096 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/30/49<sup>(b)</sup> | 78 | &nbsp;&nbsp; 56633 |
| &nbsp;&nbsp;&nbsp; 5.60%, 10/01/55 | 50 | &nbsp;&nbsp; 49188 |
| IPALCO Enterprises, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 05/01/30 | 71 | &nbsp;&nbsp; 69496 |
| &nbsp;&nbsp;&nbsp; 5.75%, 04/01/34 | 70 | &nbsp;&nbsp; 71590 |
| ITC Holdings Corp., 5.30%, 07/01/43 | 35 | &nbsp;&nbsp; 33565 |
| Jersey Central Power & Light Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.15%, 01/15/29<sup>(d)</sup> | 50 | &nbsp;&nbsp; 49936 |
| &nbsp;&nbsp;&nbsp; 4.40%, 01/15/31<sup>(d)</sup> | 50 | &nbsp;&nbsp; 49824 |
| &nbsp;&nbsp;&nbsp; 5.10%, 01/15/35 | 100 | &nbsp;&nbsp; 101348 |
| &nbsp;&nbsp;&nbsp; 5.15%, 01/15/36<sup>(d)</sup> | 50 | &nbsp;&nbsp; 50561 |
| &nbsp;&nbsp;&nbsp; Johnsonville Aeroderivative Combustion Turbine <br> Generation LLC, 5.08%, 10/01/54<br>| 50 | &nbsp;&nbsp; 47828 |
| Kentucky Utilities Co. |  |  |
| &nbsp;&nbsp;&nbsp; 5.13%, 11/01/40 | 100 | &nbsp;&nbsp; 97968 |
| &nbsp;&nbsp;&nbsp; 4.38%, 10/01/45 | 171 | &nbsp;&nbsp; 146949 |
| &nbsp;&nbsp;&nbsp; 3.30%, 06/01/50 | 75 | &nbsp;&nbsp; 52262 |
| &nbsp;&nbsp;&nbsp; 5.85%, 08/15/55 | 50 | &nbsp;&nbsp; 51374 |
| &nbsp;&nbsp;&nbsp; Series Kent, 5.45%, 04/15/33 | 20 | &nbsp;&nbsp; 20909 |
| Louisville Gas and Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp; 5.45%, 04/15/33 | 200 | &nbsp;&nbsp; 209319 |
| &nbsp;&nbsp;&nbsp; 5.85%, 08/15/55 | 60 | &nbsp;&nbsp; 61675 |
| MidAmerican Energy Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.65%, 04/15/29 | 87 | &nbsp;&nbsp; 85732 |

---

Master Portfolio Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

September 30, 2025

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Electric Utilities (continued)** | **Electric Utilities (continued)** | **Electric Utilities (continued)** |
| MidAmerican Energy Co. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 5.35%, 01/15/34 | $25 | &nbsp;&nbsp; $26109 |
| &nbsp;&nbsp;&nbsp; 4.80%, 09/15/43 | 87 | &nbsp;&nbsp; 80263 |
| &nbsp;&nbsp;&nbsp; 3.65%, 08/01/48 | 87 | &nbsp;&nbsp; 66359 |
| &nbsp;&nbsp;&nbsp; 4.25%, 07/15/49 | 107 | &nbsp;&nbsp; 89435 |
| &nbsp;&nbsp;&nbsp; 3.15%, 04/15/50 | 87 | &nbsp;&nbsp; 59819 |
| &nbsp;&nbsp;&nbsp; 2.70%, 08/01/52 | 75 | &nbsp;&nbsp; 47148 |
| &nbsp;&nbsp;&nbsp; 5.85%, 09/15/54<sup>(b)</sup> | 100 | &nbsp;&nbsp; 105289 |
| &nbsp;&nbsp;&nbsp; 5.30%, 02/01/55 | 100 | &nbsp;&nbsp; 97295 |
| Mississippi Power Co.<sup>(b)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; Series 12-A, 4.25%, 03/15/42 | 87 | &nbsp;&nbsp; 75767 |
| &nbsp;&nbsp;&nbsp; Series B, 3.10%, 07/30/51 | 87 | &nbsp;&nbsp; 58685 |
| National Grid PLC |  |  |
| &nbsp;&nbsp;&nbsp; 5.60%, 06/12/28 | 100 | &nbsp;&nbsp; 103484 |
| &nbsp;&nbsp;&nbsp; 5.81%, 06/12/33 | 100 | &nbsp;&nbsp; 106605 |
| &nbsp;&nbsp;&nbsp; 5.42%, 01/11/34 | 100 | &nbsp;&nbsp; 103717 |
| National Rural Utilities Cooperative Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.60%, 11/13/26 | 25 | &nbsp;&nbsp; 25407 |
| &nbsp;&nbsp;&nbsp; 4.80%, 02/05/27 | 50 | &nbsp;&nbsp; 50483 |
| &nbsp;&nbsp;&nbsp; 5.10%, 05/06/27 | 25 | &nbsp;&nbsp; 25407 |
| &nbsp;&nbsp;&nbsp; 4.12%, 09/16/27 | 50 | &nbsp;&nbsp; 50178 |
| &nbsp;&nbsp;&nbsp; 3.40%, 02/07/28<sup>(b)</sup> | 341 | &nbsp;&nbsp; 336033 |
| &nbsp;&nbsp;&nbsp; 4.80%, 03/15/28 | 125 | &nbsp;&nbsp; 127314 |
| &nbsp;&nbsp;&nbsp; 5.05%, 09/15/28 | 50 | &nbsp;&nbsp; 51318 |
| &nbsp;&nbsp;&nbsp; 4.85%, 02/07/29 | 50 | &nbsp;&nbsp; 51143 |
| &nbsp;&nbsp;&nbsp; 3.70%, 03/15/29 | 100 | &nbsp;&nbsp; 98580 |
| &nbsp;&nbsp;&nbsp; 5.15%, 06/15/29 | 50 | &nbsp;&nbsp; 51789 |
| &nbsp;&nbsp;&nbsp; 4.95%, 02/07/30<sup>(b)</sup> | 60 | &nbsp;&nbsp; 61805 |
| &nbsp;&nbsp;&nbsp; 2.40%, 03/15/30 | 144 | &nbsp;&nbsp; 133796 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/07/31 | 25 | &nbsp;&nbsp; 25756 |
| &nbsp;&nbsp;&nbsp; 1.65%, 06/15/31 | 100 | &nbsp;&nbsp; 86307 |
| &nbsp;&nbsp;&nbsp; 2.75%, 04/15/32 | 87 | &nbsp;&nbsp; 78518 |
| &nbsp;&nbsp;&nbsp; 4.02%, 11/01/32 | 107 | &nbsp;&nbsp; 103663 |
| &nbsp;&nbsp;&nbsp; 4.15%, 12/15/32<sup>(b)</sup> | 30 | &nbsp;&nbsp; 29256 |
| &nbsp;&nbsp;&nbsp; 5.80%, 01/15/33 | 50 | &nbsp;&nbsp; 53641 |
| &nbsp;&nbsp;&nbsp; 5.00%, 08/15/34 | 25 | &nbsp;&nbsp; 25479 |
| &nbsp;&nbsp;&nbsp; 4.30%, 03/15/49 | 87 | &nbsp;&nbsp; 73821 |
| &nbsp;&nbsp;&nbsp; Series D, 4.15%, 08/25/28 | 50 | &nbsp;&nbsp; 50135 |
| Nevada Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; 6.00%, 03/15/54 | 50 | &nbsp;&nbsp; 52013 |
| &nbsp;&nbsp;&nbsp; Series CC, 3.70%, 05/01/29 | 200 | &nbsp;&nbsp; 196773 |
| &nbsp;&nbsp;&nbsp; Series DD, 2.40%, 05/01/30 | 71 | &nbsp;&nbsp; 65736 |
| &nbsp;&nbsp;&nbsp; Series EE, 3.13%, 08/01/50<sup>(b)</sup> | 71 | &nbsp;&nbsp; 46852 |
| &nbsp;&nbsp;&nbsp; Series GG, 5.90%, 05/01/53 | 50 | &nbsp;&nbsp; 50863 |
| NextEra Energy Capital Holdings, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.88%, 01/15/27 | 154 | &nbsp;&nbsp; 149759 |
| &nbsp;&nbsp;&nbsp; 3.55%, 05/01/27 | 171 | &nbsp;&nbsp; 169561 |
| &nbsp;&nbsp;&nbsp; 4.63%, 07/15/27 | 300 | &nbsp;&nbsp; 302940 |
| &nbsp;&nbsp;&nbsp; 4.69%, 09/01/27 | 65 | &nbsp;&nbsp; 65707 |
| &nbsp;&nbsp;&nbsp; 4.85%, 02/04/28 | 60 | &nbsp;&nbsp; 61058 |
| &nbsp;&nbsp;&nbsp; 4.90%, 02/28/28 | 150 | &nbsp;&nbsp; 152624 |
| &nbsp;&nbsp;&nbsp; 1.90%, 06/15/28 | 119 | &nbsp;&nbsp; 112489 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/15/29 | 100 | &nbsp;&nbsp; 102281 |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/01/29 | 100 | &nbsp;&nbsp; 97743 |
| &nbsp;&nbsp;&nbsp; 2.75%, 11/01/29 | 86 | &nbsp;&nbsp; 81289 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/28/30<sup>(b)</sup> | 150 | &nbsp;&nbsp; 154643 |
| &nbsp;&nbsp;&nbsp; 5.05%, 03/15/30 | 75 | &nbsp;&nbsp; 77225 |
| &nbsp;&nbsp;&nbsp; 2.25%, 06/01/30 | 300 | &nbsp;&nbsp; 273907 |
| &nbsp;&nbsp;&nbsp; 2.44%, 01/15/32 | 86 | &nbsp;&nbsp; 75990 |
| &nbsp;&nbsp;&nbsp; 5.30%, 03/15/32 | 65 | &nbsp;&nbsp; 67501 |
| &nbsp;&nbsp;&nbsp; 5.00%, 07/15/32 | 135 | &nbsp;&nbsp; 138032 |
| &nbsp;&nbsp;&nbsp; 5.05%, 02/28/33<sup>(b)</sup> | 150 | &nbsp;&nbsp; 153213 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/15/34 | 100 | &nbsp;&nbsp; 102697 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Electric Utilities (continued)** | **Electric Utilities (continued)** | **Electric Utilities (continued)** |
| NextEra Energy Capital Holdings, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/15/35 | $325 | &nbsp;&nbsp; $336145 |
| &nbsp;&nbsp;&nbsp; 3.00%, 01/15/52 | 96 | &nbsp;&nbsp; 61664 |
| &nbsp;&nbsp;&nbsp; 5.25%, 02/28/53 | 150 | &nbsp;&nbsp; 141451 |
| &nbsp;&nbsp;&nbsp; 5.55%, 03/15/54 | 150 | &nbsp;&nbsp; 146810 |
| &nbsp;&nbsp;&nbsp; 5.90%, 03/15/55 | 105 | &nbsp;&nbsp; 108212 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 2.46%), 6.75%, 06/15/54<sup>(b)(c)</sup> | 125 | &nbsp;&nbsp; 134341 |
| Northern States Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 04/01/31 | 55 | &nbsp;&nbsp; 49878 |
| &nbsp;&nbsp;&nbsp; 5.05%, 05/15/35<sup>(b)</sup> | 75 | &nbsp;&nbsp; 76493 |
| &nbsp;&nbsp;&nbsp; 3.40%, 08/15/42 | 70 | &nbsp;&nbsp; 54480 |
| &nbsp;&nbsp;&nbsp; 4.00%, 08/15/45 | 85 | &nbsp;&nbsp; 70411 |
| &nbsp;&nbsp;&nbsp; 2.90%, 03/01/50 | 79 | &nbsp;&nbsp; 53029 |
| &nbsp;&nbsp;&nbsp; 2.60%, 06/01/51 | 200 | &nbsp;&nbsp; 124993 |
| &nbsp;&nbsp;&nbsp; 3.20%, 04/01/52 | 80 | &nbsp;&nbsp; 56252 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/01/52 | 69 | &nbsp;&nbsp; 59750 |
| &nbsp;&nbsp;&nbsp; 5.10%, 05/15/53 | 40 | &nbsp;&nbsp; 38019 |
| &nbsp;&nbsp;&nbsp; 5.40%, 03/15/54 | 85 | &nbsp;&nbsp; 84269 |
| &nbsp;&nbsp;&nbsp; 5.65%, 06/15/54 | 25 | &nbsp;&nbsp; 25790 |
| &nbsp;&nbsp;&nbsp; 5.65%, 05/15/55 | 75 | &nbsp;&nbsp; 76957 |
| NorthWestern Corp., 4.18%, 11/15/44 | 50 | &nbsp;&nbsp; 41866 |
| NSTAR Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.85%, 03/01/30 | 50 | &nbsp;&nbsp; 51221 |
| &nbsp;&nbsp;&nbsp; 5.40%, 06/01/34 | 25 | &nbsp;&nbsp; 26024 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/01/35 | 50 | &nbsp;&nbsp; 50952 |
| &nbsp;&nbsp;&nbsp; 4.40%, 03/01/44 | 50 | &nbsp;&nbsp; 43675 |
| &nbsp;&nbsp;&nbsp; 4.55%, 06/01/52 | 79 | &nbsp;&nbsp; 68620 |
| &nbsp;&nbsp;&nbsp; 4.95%, 09/15/52 | 50 | &nbsp;&nbsp; 45901 |
| &nbsp;&nbsp;&nbsp; NYSEG Storm Funding LLC, Series A-2, 4.87%, <br> 05/01/32<br>| 300 | &nbsp;&nbsp; 306992 |
| OGE Energy Corp., 5.45%, 05/15/29 | 25 | &nbsp;&nbsp; 25968 |
| Oglethorpe Power Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/01/47 | 61 | &nbsp;&nbsp; 51550 |
| &nbsp;&nbsp;&nbsp; 5.05%, 10/01/48 | 41 | &nbsp;&nbsp; 37282 |
| &nbsp;&nbsp;&nbsp; 3.75%, 08/01/50 | 87 | &nbsp;&nbsp; 62791 |
| &nbsp;&nbsp;&nbsp; 5.25%, 09/01/50 | 60 | &nbsp;&nbsp; 55786 |
| &nbsp;&nbsp;&nbsp; 6.20%, 12/01/53 | 50 | &nbsp;&nbsp; 52628 |
| &nbsp;&nbsp;&nbsp; 5.80%, 06/01/54 | 75 | &nbsp;&nbsp; 75006 |
| &nbsp;&nbsp;&nbsp; 5.90%, 02/01/55 | 50 | &nbsp;&nbsp; 50575 |
| Ohio Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; 5.65%, 06/01/34 | 25 | &nbsp;&nbsp; 26139 |
| &nbsp;&nbsp;&nbsp; 4.15%, 04/01/48 | 71 | &nbsp;&nbsp; 56350 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/01/49 | 50 | &nbsp;&nbsp; 38601 |
| &nbsp;&nbsp;&nbsp; Series Q, 1.63%, 01/15/31 | 76 | &nbsp;&nbsp; 65762 |
| &nbsp;&nbsp;&nbsp; Series R, 2.90%, 10/01/51 | 76 | &nbsp;&nbsp; 47290 |
| Oklahoma Gas & Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.80%, 08/15/28 | 50 | &nbsp;&nbsp; 49687 |
| &nbsp;&nbsp;&nbsp; 3.30%, 03/15/30 | 50 | &nbsp;&nbsp; 48168 |
| Oklahoma Gas and Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 04/01/30 | 171 | &nbsp;&nbsp; 164187 |
| &nbsp;&nbsp;&nbsp; 5.40%, 01/15/33 | 100 | &nbsp;&nbsp; 104575 |
| &nbsp;&nbsp;&nbsp; 5.60%, 04/01/53 | 75 | &nbsp;&nbsp; 74893 |
| &nbsp;&nbsp;&nbsp; 5.80%, 04/01/55<sup>(b)</sup> | 60 | &nbsp;&nbsp; 61357 |
| Oncor Electric Delivery Co. LLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/20/27<sup>(d)</sup> | 50 | &nbsp;&nbsp; 50341 |
| &nbsp;&nbsp;&nbsp; 3.70%, 11/15/28 | 62 | &nbsp;&nbsp; 61307 |
| &nbsp;&nbsp;&nbsp; 4.65%, 11/01/29 | 50 | &nbsp;&nbsp; 50796 |
| &nbsp;&nbsp;&nbsp; 2.75%, 05/15/30 | 171 | &nbsp;&nbsp; 160423 |
| &nbsp;&nbsp;&nbsp; 4.55%, 09/15/32 | 75 | &nbsp;&nbsp; 74884 |
| &nbsp;&nbsp;&nbsp; 5.65%, 11/15/33 | 55 | &nbsp;&nbsp; 58540 |
| &nbsp;&nbsp;&nbsp; 5.35%, 04/01/35<sup>(d)</sup> | 40 | &nbsp;&nbsp; 41372 |
| &nbsp;&nbsp;&nbsp; 5.25%, 09/30/40 | 87 | &nbsp;&nbsp; 87078 |
| &nbsp;&nbsp;&nbsp; 5.30%, 06/01/42 | 75 | &nbsp;&nbsp; 74000 |

---

------

Schedule of Investments (unaudited)(continued)

September 30, 2025

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Electric Utilities (continued)** | **Electric Utilities (continued)** | **Electric Utilities (continued)** |
| Oncor Electric Delivery Co. LLC (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 04/01/45 | $87 | &nbsp;&nbsp; $68737 |
| &nbsp;&nbsp;&nbsp; 3.80%, 06/01/49 | 171 | &nbsp;&nbsp; 131458 |
| &nbsp;&nbsp;&nbsp; 3.10%, 09/15/49 | 86 | &nbsp;&nbsp; 58199 |
| &nbsp;&nbsp;&nbsp; 2.70%, 11/15/51 | 74 | &nbsp;&nbsp; 45441 |
| &nbsp;&nbsp;&nbsp; 4.60%, 06/01/52 | 200 | &nbsp;&nbsp; 170794 |
| &nbsp;&nbsp;&nbsp; 4.95%, 09/15/52 | 50 | &nbsp;&nbsp; 45549 |
| &nbsp;&nbsp;&nbsp; 5.35%, 10/01/52 | 50 | &nbsp;&nbsp; 48031 |
| &nbsp;&nbsp;&nbsp; 5.55%, 06/15/54 | 75 | &nbsp;&nbsp; 74644 |
| &nbsp;&nbsp;&nbsp; 5.80%, 04/01/55<sup>(d)</sup> | 50 | &nbsp;&nbsp; 51425 |
| Pacific Gas & Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.30%, 03/15/27 | 50 | &nbsp;&nbsp; 49327 |
| &nbsp;&nbsp;&nbsp; 5.05%, 10/15/32 | 50 | &nbsp;&nbsp; 49905 |
| &nbsp;&nbsp;&nbsp; 6.10%, 10/15/55 | 75 | &nbsp;&nbsp; 74895 |
| Pacific Gas and Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp; 5.45%, 06/15/27 | 100 | &nbsp;&nbsp; 101672 |
| &nbsp;&nbsp;&nbsp; 2.10%, 08/01/27 | 202 | &nbsp;&nbsp; 194171 |
| &nbsp;&nbsp;&nbsp; 3.30%, 12/01/27<sup>(b)</sup> | 145 | &nbsp;&nbsp; 141908 |
| &nbsp;&nbsp;&nbsp; 5.00%, 06/04/28 | 75 | &nbsp;&nbsp; 76044 |
| &nbsp;&nbsp;&nbsp; 3.00%, 06/15/28 | 109 | &nbsp;&nbsp; 105081 |
| &nbsp;&nbsp;&nbsp; 3.75%, 07/01/28 | 171 | &nbsp;&nbsp; 167937 |
| &nbsp;&nbsp;&nbsp; 6.10%, 01/15/29 | 30 | &nbsp;&nbsp; 31383 |
| &nbsp;&nbsp;&nbsp; 4.20%, 03/01/29 | 130 | &nbsp;&nbsp; 128817 |
| &nbsp;&nbsp;&nbsp; 5.55%, 05/15/29 | 75 | &nbsp;&nbsp; 77201 |
| &nbsp;&nbsp;&nbsp; 4.55%, 07/01/30 | 341 | &nbsp;&nbsp; 338631 |
| &nbsp;&nbsp;&nbsp; 2.50%, 02/01/31 | 257 | &nbsp;&nbsp; 228962 |
| &nbsp;&nbsp;&nbsp; 3.25%, 06/01/31 | 100 | &nbsp;&nbsp; 91954 |
| &nbsp;&nbsp;&nbsp; 4.40%, 03/01/32 | 137 | &nbsp;&nbsp; 133412 |
| &nbsp;&nbsp;&nbsp; 5.90%, 06/15/32 | 100 | &nbsp;&nbsp; 104547 |
| &nbsp;&nbsp;&nbsp; 6.15%, 01/15/33 | 115 | &nbsp;&nbsp; 121715 |
| &nbsp;&nbsp;&nbsp; 6.40%, 06/15/33 | 40 | &nbsp;&nbsp; 42998 |
| &nbsp;&nbsp;&nbsp; 6.95%, 03/15/34 | 90 | &nbsp;&nbsp; 99827 |
| &nbsp;&nbsp;&nbsp; 5.80%, 05/15/34 | 125 | &nbsp;&nbsp; 129520 |
| &nbsp;&nbsp;&nbsp; 5.70%, 03/01/35 | 130 | &nbsp;&nbsp; 133162 |
| &nbsp;&nbsp;&nbsp; 6.00%, 08/15/35 | 95 | &nbsp;&nbsp; 99425 |
| &nbsp;&nbsp;&nbsp; 4.50%, 07/01/40 | 241 | &nbsp;&nbsp; 209615 |
| &nbsp;&nbsp;&nbsp; 3.30%, 08/01/40 | 154 | &nbsp;&nbsp; 116679 |
| &nbsp;&nbsp;&nbsp; 4.20%, 06/01/41 | 78 | &nbsp;&nbsp; 63872 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/15/44 | 87 | &nbsp;&nbsp; 74430 |
| &nbsp;&nbsp;&nbsp; 4.30%, 03/15/45 | 74 | &nbsp;&nbsp; 59369 |
| &nbsp;&nbsp;&nbsp; 3.95%, 12/01/47 | 150 | &nbsp;&nbsp; 112102 |
| &nbsp;&nbsp;&nbsp; 4.95%, 07/01/50 | 404 | &nbsp;&nbsp; 346748 |
| &nbsp;&nbsp;&nbsp; 3.50%, 08/01/50 | 155 | &nbsp;&nbsp; 105742 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/01/52 | 200 | &nbsp;&nbsp; 177821 |
| &nbsp;&nbsp;&nbsp; 6.75%, 01/15/53<sup>(b)</sup> | 135 | &nbsp;&nbsp; 145455 |
| &nbsp;&nbsp;&nbsp; 6.70%, 04/01/53 | 135 | &nbsp;&nbsp; 144359 |
| &nbsp;&nbsp;&nbsp; 5.90%, 10/01/54 | 100 | &nbsp;&nbsp; 97410 |
| &nbsp;&nbsp;&nbsp; 6.15%, 03/01/55 | 50 | &nbsp;&nbsp; 50284 |
| PacifiCorp |  |  |
| &nbsp;&nbsp;&nbsp; 5.10%, 02/15/29 | 50 | &nbsp;&nbsp; 51264 |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/15/29 | 300 | &nbsp;&nbsp; 291470 |
| &nbsp;&nbsp;&nbsp; 2.70%, 09/15/30 | 100 | &nbsp;&nbsp; 92284 |
| &nbsp;&nbsp;&nbsp; 5.30%, 02/15/31 | 50 | &nbsp;&nbsp; 51835 |
| &nbsp;&nbsp;&nbsp; 5.45%, 02/15/34<sup>(b)</sup> | 150 | &nbsp;&nbsp; 153649 |
| &nbsp;&nbsp;&nbsp; 5.25%, 06/15/35 | 87 | &nbsp;&nbsp; 88234 |
| &nbsp;&nbsp;&nbsp; 6.35%, 07/15/38 | 257 | &nbsp;&nbsp; 276433 |
| &nbsp;&nbsp;&nbsp; 6.00%, 01/15/39 | 250 | &nbsp;&nbsp; 261289 |
| &nbsp;&nbsp;&nbsp; 4.10%, 02/01/42 | 87 | &nbsp;&nbsp; 71819 |
| &nbsp;&nbsp;&nbsp; 4.15%, 02/15/50 | 87 | &nbsp;&nbsp; 67676 |
| &nbsp;&nbsp;&nbsp; 2.90%, 06/15/52 | 74 | &nbsp;&nbsp; 45127 |
| &nbsp;&nbsp;&nbsp; 5.35%, 12/01/53 | 100 | &nbsp;&nbsp; 92205 |
| &nbsp;&nbsp;&nbsp; 5.50%, 05/15/54 | 80 | &nbsp;&nbsp; 75550 |
| &nbsp;&nbsp;&nbsp; 5.80%, 01/15/55 | 175 | &nbsp;&nbsp; 171521 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Electric Utilities (continued)** | **Electric Utilities (continued)** | **Electric Utilities (continued)** |
| PECO Energy Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.90%, 06/15/33 | $54 | &nbsp;&nbsp; $55147 |
| &nbsp;&nbsp;&nbsp; 4.88%, 09/15/35 | 75 | &nbsp;&nbsp; 75388 |
| &nbsp;&nbsp;&nbsp; 3.00%, 09/15/49 | 69 | &nbsp;&nbsp; 46427 |
| &nbsp;&nbsp;&nbsp; 3.05%, 03/15/51 | 63 | &nbsp;&nbsp; 41560 |
| &nbsp;&nbsp;&nbsp; 2.85%, 09/15/51 | 82 | &nbsp;&nbsp; 52699 |
| &nbsp;&nbsp;&nbsp; 4.60%, 05/15/52 | 100 | &nbsp;&nbsp; 88427 |
| &nbsp;&nbsp;&nbsp; 4.38%, 08/15/52 | 50 | &nbsp;&nbsp; 42272 |
| &nbsp;&nbsp;&nbsp; 5.25%, 09/15/54 | 100 | &nbsp;&nbsp; 96823 |
| &nbsp;&nbsp;&nbsp; 5.65%, 09/15/55 | 130 | &nbsp;&nbsp; 132834 |
| &nbsp;&nbsp;&nbsp; PG&E Recovery Funding LLC, Series 2024-A, <br> Class A2, 5.23%, 06/01/42<br>| 500 | &nbsp;&nbsp; 511386 |
| Pinnacle West Capital Corp., 4.90%, 05/15/28 | 70 | &nbsp;&nbsp; 71113 |
| Potomac Electric Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/15/34 | 25 | &nbsp;&nbsp; 25744 |
| &nbsp;&nbsp;&nbsp; 6.50%, 11/15/37 | 100 | &nbsp;&nbsp; 111970 |
| &nbsp;&nbsp;&nbsp; 4.15%, 03/15/43 | 87 | &nbsp;&nbsp; 74042 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/15/54 | 25 | &nbsp;&nbsp; 24850 |
| PPL Capital Funding, Inc., 5.25%, 09/01/34 | 100 | &nbsp;&nbsp; 102275 |
| PPL Electric Utilities Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/15/33 | 100 | &nbsp;&nbsp; 102914 |
| &nbsp;&nbsp;&nbsp; 4.85%, 02/15/34 | 25 | &nbsp;&nbsp; 25286 |
| &nbsp;&nbsp;&nbsp; 4.75%, 07/15/43 | 87 | &nbsp;&nbsp; 80563 |
| &nbsp;&nbsp;&nbsp; 3.00%, 10/01/49 | 60 | &nbsp;&nbsp; 40178 |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/15/53 | 100 | &nbsp;&nbsp; 97485 |
| &nbsp;&nbsp;&nbsp; 5.55%, 08/15/55 | 100 | &nbsp;&nbsp; 100817 |
| Progress Energy, Inc., 7.75%, 03/01/31 | 50 | &nbsp;&nbsp; 57629 |
| Public Service Co. of Colorado |  |  |
| &nbsp;&nbsp;&nbsp; 3.70%, 06/15/28 | 171 | &nbsp;&nbsp; 169913 |
| &nbsp;&nbsp;&nbsp; 5.35%, 05/15/34 | 75 | &nbsp;&nbsp; 77464 |
| &nbsp;&nbsp;&nbsp; 5.15%, 09/15/35 | 150 | &nbsp;&nbsp; 151920 |
| &nbsp;&nbsp;&nbsp; 3.60%, 09/15/42 | 87 | &nbsp;&nbsp; 68587 |
| &nbsp;&nbsp;&nbsp; 4.30%, 03/15/44 | 75 | &nbsp;&nbsp; 63327 |
| &nbsp;&nbsp;&nbsp; 3.80%, 06/15/47 | 171 | &nbsp;&nbsp; 131809 |
| &nbsp;&nbsp;&nbsp; 5.25%, 04/01/53 | 150 | &nbsp;&nbsp; 142031 |
| &nbsp;&nbsp;&nbsp; 5.75%, 05/15/54 | 125 | &nbsp;&nbsp; 127399 |
| &nbsp;&nbsp;&nbsp; 5.85%, 05/15/55 | 125 | &nbsp;&nbsp; 128633 |
| &nbsp;&nbsp;&nbsp; Series 35, 1.90%, 01/15/31 | 140 | &nbsp;&nbsp; 123349 |
| &nbsp;&nbsp;&nbsp; Series 38, 4.10%, 06/01/32<sup>(b)</sup> | 80 | &nbsp;&nbsp; 78433 |
| Public Service Co. of New Hampshire |  |  |
| &nbsp;&nbsp;&nbsp; 4.40%, 07/01/28 | 25 | &nbsp;&nbsp; 25245 |
| &nbsp;&nbsp;&nbsp; 5.35%, 10/01/33 | 50 | &nbsp;&nbsp; 52319 |
| &nbsp;&nbsp;&nbsp; 5.15%, 01/15/53 | 45 | &nbsp;&nbsp; 42729 |
| Public Service Co. of Oklahoma |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 01/15/33 | 100 | &nbsp;&nbsp; 102846 |
| &nbsp;&nbsp;&nbsp; 5.20%, 01/15/35 | 100 | &nbsp;&nbsp; 101235 |
| &nbsp;&nbsp;&nbsp; 5.45%, 01/15/36 | 125 | &nbsp;&nbsp; 127684 |
| &nbsp;&nbsp;&nbsp; Series J, 2.20%, 08/15/31 | 87 | &nbsp;&nbsp; 76606 |
| &nbsp;&nbsp;&nbsp; Series K, 3.15%, 08/15/51 | 70 | &nbsp;&nbsp; 45672 |
| Public Service Electric and Gas Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.65%, 09/01/28 | 200 | &nbsp;&nbsp; 198064 |
| &nbsp;&nbsp;&nbsp; 3.20%, 05/15/29 | 87 | &nbsp;&nbsp; 84334 |
| &nbsp;&nbsp;&nbsp; 2.45%, 01/15/30 | 71 | &nbsp;&nbsp; 66261 |
| &nbsp;&nbsp;&nbsp; 1.90%, 08/15/31 | 141 | &nbsp;&nbsp; 123659 |
| &nbsp;&nbsp;&nbsp; 4.90%, 12/15/32 | 100 | &nbsp;&nbsp; 102276 |
| &nbsp;&nbsp;&nbsp; 4.65%, 03/15/33 | 35 | &nbsp;&nbsp; 35184 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/01/34 | 50 | &nbsp;&nbsp; 51760 |
| &nbsp;&nbsp;&nbsp; 4.85%, 08/01/34 | 150 | &nbsp;&nbsp; 151395 |
| &nbsp;&nbsp;&nbsp; 4.90%, 08/15/35 | 25 | &nbsp;&nbsp; 25194 |
| &nbsp;&nbsp;&nbsp; 3.95%, 05/01/42 | 50 | &nbsp;&nbsp; 42032 |
| &nbsp;&nbsp;&nbsp; 3.65%, 09/01/42 | 50 | &nbsp;&nbsp; 40303 |
| &nbsp;&nbsp;&nbsp; 3.80%, 03/01/46 | 114 | &nbsp;&nbsp; 91161 |
| &nbsp;&nbsp;&nbsp; 3.85%, 05/01/49 | 87 | &nbsp;&nbsp; 68263 |

---

Master Portfolio Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

September 30, 2025

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Electric Utilities (continued)** | **Electric Utilities (continued)** | **Electric Utilities (continued)** |
| Public Service Electric and Gas Co. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 3.15%, 01/01/50 | $71 | &nbsp;&nbsp; $49379 |
| &nbsp;&nbsp;&nbsp; 2.70%, 05/01/50 | 50 | &nbsp;&nbsp; 31589 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/01/51 | 71 | &nbsp;&nbsp; 47005 |
| &nbsp;&nbsp;&nbsp; 5.13%, 03/15/53 | 75 | &nbsp;&nbsp; 71389 |
| &nbsp;&nbsp;&nbsp; 5.45%, 08/01/53 | 100 | &nbsp;&nbsp; 99850 |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/01/54 | 50 | &nbsp;&nbsp; 49912 |
| &nbsp;&nbsp;&nbsp; 5.30%, 08/01/54 | 50 | &nbsp;&nbsp; 48962 |
| &nbsp;&nbsp;&nbsp; Series Q, 5.05%, 03/01/35 | 35 | &nbsp;&nbsp; 35699 |
| &nbsp;&nbsp;&nbsp; Series Q, 5.50%, 03/01/55 | 50 | &nbsp;&nbsp; 50220 |
| Public Service Enterprise Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.88%, 10/15/28 | 50 | &nbsp;&nbsp; 52383 |
| &nbsp;&nbsp;&nbsp; 5.20%, 04/01/29 | 50 | &nbsp;&nbsp; 51593 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/15/30 | 45 | &nbsp;&nbsp; 45997 |
| &nbsp;&nbsp;&nbsp; 1.60%, 08/15/30 | 100 | &nbsp;&nbsp; 87698 |
| &nbsp;&nbsp;&nbsp; 2.45%, 11/15/31 | 100 | &nbsp;&nbsp; 88723 |
| &nbsp;&nbsp;&nbsp; 6.13%, 10/15/33 | 50 | &nbsp;&nbsp; 53977 |
| &nbsp;&nbsp;&nbsp; 5.45%, 04/01/34<sup>(b)</sup> | 50 | &nbsp;&nbsp; 51753 |
| &nbsp;&nbsp;&nbsp; 5.40%, 03/15/35 | 50 | &nbsp;&nbsp; 51518 |
| Puget Energy, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.38%, 06/15/28 | 121 | &nbsp;&nbsp; 114888 |
| &nbsp;&nbsp;&nbsp; 4.10%, 06/15/30 | 87 | &nbsp;&nbsp; 84964 |
| &nbsp;&nbsp;&nbsp; 4.22%, 03/15/32 | 61 | &nbsp;&nbsp; 58418 |
| &nbsp;&nbsp;&nbsp; 5.73%, 03/15/35 | 75 | &nbsp;&nbsp; 77394 |
| Puget Sound Energy, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.33%, 06/15/34 | 25 | &nbsp;&nbsp; 25795 |
| &nbsp;&nbsp;&nbsp; 5.80%, 03/15/40 | 87 | &nbsp;&nbsp; 90507 |
| &nbsp;&nbsp;&nbsp; 4.30%, 05/20/45 | 50 | &nbsp;&nbsp; 41708 |
| &nbsp;&nbsp;&nbsp; 4.22%, 06/15/48 | 87 | &nbsp;&nbsp; 71315 |
| &nbsp;&nbsp;&nbsp; 3.25%, 09/15/49 | 50 | &nbsp;&nbsp; 34564 |
| &nbsp;&nbsp;&nbsp; 2.89%, 09/15/51 | 50 | &nbsp;&nbsp; 31654 |
| &nbsp;&nbsp;&nbsp; 5.45%, 06/01/53 | 100 | &nbsp;&nbsp; 97848 |
| &nbsp;&nbsp;&nbsp; 5.69%, 06/15/54 | 25 | &nbsp;&nbsp; 25350 |
| &nbsp;&nbsp;&nbsp; 5.60%, 09/15/55 | 75 | &nbsp;&nbsp; 74534 |
| San Diego Gas & Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.95%, 08/15/28 | 100 | &nbsp;&nbsp; 102429 |
| &nbsp;&nbsp;&nbsp; 5.40%, 04/15/35 | 100 | &nbsp;&nbsp; 103272 |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/15/40 | 50 | &nbsp;&nbsp; 46023 |
| &nbsp;&nbsp;&nbsp; 4.15%, 05/15/48 | 121 | &nbsp;&nbsp; 98151 |
| &nbsp;&nbsp;&nbsp; 5.35%, 04/01/53 | 95 | &nbsp;&nbsp; 91315 |
| &nbsp;&nbsp;&nbsp; 5.55%, 04/15/54 | 150 | &nbsp;&nbsp; 147501 |
| &nbsp;&nbsp;&nbsp; Series TTT, 4.10%, 06/15/49 | 50 | &nbsp;&nbsp; 40117 |
| &nbsp;&nbsp;&nbsp; Series VVV, 1.70%, 10/01/30 | 87 | &nbsp;&nbsp; 76766 |
| &nbsp;&nbsp;&nbsp; Series WWW, 2.95%, 08/15/51 | 100 | &nbsp;&nbsp; 65203 |
| &nbsp;&nbsp;&nbsp; Series XXX, 3.00%, 03/15/32 | 100 | &nbsp;&nbsp; 91671 |
| Sempra |  |  |
| &nbsp;&nbsp;&nbsp; 3.40%, 02/01/28 | 341 | &nbsp;&nbsp; 334539 |
| &nbsp;&nbsp;&nbsp; 3.70%, 04/01/29 | 86 | &nbsp;&nbsp; 84271 |
| &nbsp;&nbsp;&nbsp; 5.50%, 08/01/33<sup>(b)</sup> | 50 | &nbsp;&nbsp; 52115 |
| &nbsp;&nbsp;&nbsp; 3.80%, 02/01/38 | 171 | &nbsp;&nbsp; 146172 |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/01/48 | 171 | &nbsp;&nbsp; 131806 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 2.63%), 6.40%, 10/01/54<sup>(c)</sup> | 150 | &nbsp;&nbsp; 153268 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 2.87%), 4.13%, 04/01/52<sup>(c)</sup> | 87 | &nbsp;&nbsp; 84649 |
| Sierra Pacific Power Co., 5.90%, 03/15/54 | 75 | &nbsp;&nbsp; 76367 |
| Southern California Edison Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.88%, 02/01/27 | 50 | &nbsp;&nbsp; 50289 |
| &nbsp;&nbsp;&nbsp; 5.85%, 11/01/27 | 50 | &nbsp;&nbsp; 51301 |
| &nbsp;&nbsp;&nbsp; 5.30%, 03/01/28 | 200 | &nbsp;&nbsp; 203588 |
| &nbsp;&nbsp;&nbsp; 5.15%, 06/01/29 | 50 | &nbsp;&nbsp; 50863 |
| &nbsp;&nbsp;&nbsp; 2.85%, 08/01/29 | 400 | &nbsp;&nbsp; 374601 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/15/30 | 75 | &nbsp;&nbsp; 76476 |
| &nbsp;&nbsp;&nbsp; 2.25%, 06/01/30 | 171 | &nbsp;&nbsp; 153312 |
| &nbsp;&nbsp;&nbsp; 5.45%, 06/01/31 | 45 | &nbsp;&nbsp; 46313 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Electric Utilities (continued)** | **Electric Utilities (continued)** | **Electric Utilities (continued)** |
| Southern California Edison Co. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 5.95%, 11/01/32 | $40 | &nbsp;&nbsp; $42155 |
| &nbsp;&nbsp;&nbsp; 6.00%, 01/15/34<sup>(b)</sup> | 257 | &nbsp;&nbsp; 269094 |
| &nbsp;&nbsp;&nbsp; 5.20%, 06/01/34 | 100 | &nbsp;&nbsp; 99402 |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/01/35<sup>(b)</sup> | 50 | &nbsp;&nbsp; 50603 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/15/40 | 50 | &nbsp;&nbsp; 48975 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/01/40 | 171 | &nbsp;&nbsp; 151239 |
| &nbsp;&nbsp;&nbsp; 4.65%, 10/01/43 | 62 | &nbsp;&nbsp; 52806 |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/01/47 | 171 | &nbsp;&nbsp; 129365 |
| &nbsp;&nbsp;&nbsp; 3.65%, 02/01/50 | 141 | &nbsp;&nbsp; 98543 |
| &nbsp;&nbsp;&nbsp; 3.45%, 02/01/52 | 70 | &nbsp;&nbsp; 46547 |
| &nbsp;&nbsp;&nbsp; 5.70%, 03/01/53 | 50 | &nbsp;&nbsp; 46951 |
| &nbsp;&nbsp;&nbsp; 5.88%, 12/01/53<sup>(b)</sup> | 90 | &nbsp;&nbsp; 86920 |
| &nbsp;&nbsp;&nbsp; 5.75%, 04/15/54 | 50 | &nbsp;&nbsp; 47201 |
| &nbsp;&nbsp;&nbsp; 5.90%, 03/01/55 | 80 | &nbsp;&nbsp; 77636 |
| &nbsp;&nbsp;&nbsp; 6.20%, 09/15/55 | 75 | &nbsp;&nbsp; 75609 |
| &nbsp;&nbsp;&nbsp; Series 2008-A, 5.95%, 02/01/38 | 87 | &nbsp;&nbsp; 88708 |
| &nbsp;&nbsp;&nbsp; Series 20A, 2.95%, 02/01/51 | 100 | &nbsp;&nbsp; 61162 |
| &nbsp;&nbsp;&nbsp; Series B, 3.65%, 03/01/28 | 50 | &nbsp;&nbsp; 49135 |
| &nbsp;&nbsp;&nbsp; Series B, 4.88%, 03/01/49 | 87 | &nbsp;&nbsp; 73554 |
| &nbsp;&nbsp;&nbsp; Series C, 3.60%, 02/01/45 | 87 | &nbsp;&nbsp; 63311 |
| &nbsp;&nbsp;&nbsp; Series C, 4.13%, 03/01/48 | 100 | &nbsp;&nbsp; 76406 |
| &nbsp;&nbsp;&nbsp; Series D, 4.70%, 06/01/27 | 65 | &nbsp;&nbsp; 65232 |
| &nbsp;&nbsp;&nbsp; Series E, 5.45%, 06/01/52 | 150 | &nbsp;&nbsp; 136176 |
| &nbsp;&nbsp;&nbsp; Series G, 2.50%, 06/01/31 | 166 | &nbsp;&nbsp; 147191 |
| &nbsp;&nbsp;&nbsp; Series H, 3.65%, 06/01/51 | 76 | &nbsp;&nbsp; 52526 |
| Southern Co. |  |  |
| &nbsp;&nbsp;&nbsp; 5.11%, 08/01/27 | 100 | &nbsp;&nbsp; 101691 |
| &nbsp;&nbsp;&nbsp; 4.85%, 06/15/28 | 60 | &nbsp;&nbsp; 61096 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/15/29 | 75 | &nbsp;&nbsp; 77984 |
| &nbsp;&nbsp;&nbsp; 5.20%, 06/15/33 | 60 | &nbsp;&nbsp; 61683 |
| &nbsp;&nbsp;&nbsp; 5.70%, 03/15/34 | 75 | &nbsp;&nbsp; 79212 |
| &nbsp;&nbsp;&nbsp; 4.85%, 03/15/35 | 50 | &nbsp;&nbsp; 49487 |
| &nbsp;&nbsp;&nbsp; 4.25%, 07/01/36 | 150 | &nbsp;&nbsp; 139381 |
| &nbsp;&nbsp;&nbsp; 4.40%, 07/01/46 | 130 | &nbsp;&nbsp; 110799 |
| &nbsp;&nbsp;&nbsp; Series A, 3.70%, 04/30/30 | 200 | &nbsp;&nbsp; 194942 |
| Southern Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 07/15/43 | 87 | &nbsp;&nbsp; 83551 |
| &nbsp;&nbsp;&nbsp; Series A, 4.25%, 10/01/30 | 50 | &nbsp;&nbsp; 49699 |
| &nbsp;&nbsp;&nbsp; Series B, 4.90%, 10/01/35 | 50 | &nbsp;&nbsp; 49310 |
| &nbsp;&nbsp;&nbsp; Series F, 4.95%, 12/15/46 | 71 | &nbsp;&nbsp; 63715 |
| Southwestern Electric Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; 5.30%, 04/01/33 | 25 | &nbsp;&nbsp; 25553 |
| &nbsp;&nbsp;&nbsp; 3.25%, 11/01/51 | 71 | &nbsp;&nbsp; 47305 |
| &nbsp;&nbsp;&nbsp; Series K, 2.75%, 10/01/26 | 100 | &nbsp;&nbsp; 98639 |
| &nbsp;&nbsp;&nbsp; Series L, 3.85%, 02/01/48 | 100 | &nbsp;&nbsp; 75136 |
| &nbsp;&nbsp;&nbsp; Series M, 4.10%, 09/15/28 | 171 | &nbsp;&nbsp; 170450 |
| Southwestern Public Service Co. |  |  |
| &nbsp;&nbsp;&nbsp; 5.30%, 05/15/35 | 50 | &nbsp;&nbsp; 51045 |
| &nbsp;&nbsp;&nbsp; 3.70%, 08/15/47 | 87 | &nbsp;&nbsp; 65529 |
| &nbsp;&nbsp;&nbsp; 3.75%, 06/15/49 | 71 | &nbsp;&nbsp; 53159 |
| &nbsp;&nbsp;&nbsp; 6.00%, 06/01/54 | 75 | &nbsp;&nbsp; 78104 |
| &nbsp;&nbsp;&nbsp; Series 8, 3.15%, 05/01/50 | 71 | &nbsp;&nbsp; 47896 |
| System Energy Resources, Inc., 5.30%, 12/15/34 | 75 | &nbsp;&nbsp; 75491 |
| Tampa Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/01/29 | 35 | &nbsp;&nbsp; 35786 |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/01/35 | 50 | &nbsp;&nbsp; 50691 |
| &nbsp;&nbsp;&nbsp; 4.10%, 06/15/42 | 37 | &nbsp;&nbsp; 31492 |
| &nbsp;&nbsp;&nbsp; 4.30%, 06/15/48 | 71 | &nbsp;&nbsp; 59565 |
| &nbsp;&nbsp;&nbsp; 4.45%, 06/15/49 | 64 | &nbsp;&nbsp; 54199 |
| &nbsp;&nbsp;&nbsp; 3.63%, 06/15/50 | 80 | &nbsp;&nbsp; 58845 |
| &nbsp;&nbsp;&nbsp; 5.00%, 07/15/52 | 35 | &nbsp;&nbsp; 31838 |
| Toledo Edison Co., 6.15%, 05/15/37 | 74 | &nbsp;&nbsp; 80350 |

---

------

Schedule of Investments (unaudited)(continued)

September 30, 2025

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Electric Utilities (continued)** | **Electric Utilities (continued)** | **Electric Utilities (continued)** |
| Tucson Electric Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/15/32<sup>(b)</sup> | $87 | &nbsp;&nbsp; $80242 |
| &nbsp;&nbsp;&nbsp; 5.20%, 09/15/34 | 25 | &nbsp;&nbsp; 25437 |
| &nbsp;&nbsp;&nbsp; 4.85%, 12/01/48 | 87 | &nbsp;&nbsp; 77489 |
| &nbsp;&nbsp;&nbsp; 5.50%, 04/15/53 | 70 | &nbsp;&nbsp; 68390 |
| &nbsp;&nbsp;&nbsp; 5.90%, 04/15/55 | 25 | &nbsp;&nbsp; 25523 |
| Union Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.95%, 06/15/27 | 171 | &nbsp;&nbsp; 168460 |
| &nbsp;&nbsp;&nbsp; 2.95%, 03/15/30 | 100 | &nbsp;&nbsp; 95019 |
| &nbsp;&nbsp;&nbsp; 2.15%, 03/15/32 | 171 | &nbsp;&nbsp; 149000 |
| &nbsp;&nbsp;&nbsp; 5.20%, 04/01/34 | 50 | &nbsp;&nbsp; 51513 |
| &nbsp;&nbsp;&nbsp; 5.25%, 04/15/35<sup>(b)</sup> | 50 | &nbsp;&nbsp; 51531 |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/01/48 | 71 | &nbsp;&nbsp; 57042 |
| &nbsp;&nbsp;&nbsp; 3.25%, 10/01/49 | 87 | &nbsp;&nbsp; 59811 |
| &nbsp;&nbsp;&nbsp; 3.90%, 04/01/52 | 100 | &nbsp;&nbsp; 78165 |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/15/53 | 100 | &nbsp;&nbsp; 97956 |
| &nbsp;&nbsp;&nbsp; 5.25%, 01/15/54 | 50 | &nbsp;&nbsp; 47795 |
| &nbsp;&nbsp;&nbsp; 5.13%, 03/15/55 | 120 | &nbsp;&nbsp; 113343 |
| Virginia Electric and Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.30%, 11/15/31 | 87 | &nbsp;&nbsp; 76886 |
| &nbsp;&nbsp;&nbsp; 2.40%, 03/30/32<sup>(b)</sup> | 70 | &nbsp;&nbsp; 61812 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/01/33 | 45 | &nbsp;&nbsp; 45796 |
| &nbsp;&nbsp;&nbsp; 5.30%, 08/15/33<sup>(b)</sup> | 50 | &nbsp;&nbsp; 51856 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/15/34 | 25 | &nbsp;&nbsp; 25281 |
| &nbsp;&nbsp;&nbsp; 5.05%, 08/15/34 | 100 | &nbsp;&nbsp; 101363 |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/15/35 | 125 | &nbsp;&nbsp; 127285 |
| &nbsp;&nbsp;&nbsp; 8.88%, 11/15/38 | 150 | &nbsp;&nbsp; 202019 |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/15/43 | 87 | &nbsp;&nbsp; 72634 |
| &nbsp;&nbsp;&nbsp; 4.45%, 02/15/44 | 162 | &nbsp;&nbsp; 141876 |
| &nbsp;&nbsp;&nbsp; 4.60%, 12/01/48 | 81 | &nbsp;&nbsp; 70722 |
| &nbsp;&nbsp;&nbsp; 3.30%, 12/01/49 | 71 | &nbsp;&nbsp; 49065 |
| &nbsp;&nbsp;&nbsp; 2.45%, 12/15/50 | 100 | &nbsp;&nbsp; 58217 |
| &nbsp;&nbsp;&nbsp; 2.95%, 11/15/51 | 87 | &nbsp;&nbsp; 55638 |
| &nbsp;&nbsp;&nbsp; 5.45%, 04/01/53 | 100 | &nbsp;&nbsp; 97635 |
| &nbsp;&nbsp;&nbsp; 5.70%, 08/15/53 | 50 | &nbsp;&nbsp; 50567 |
| &nbsp;&nbsp;&nbsp; 5.35%, 01/15/54 | 25 | &nbsp;&nbsp; 24024 |
| &nbsp;&nbsp;&nbsp; 5.55%, 08/15/54 | 75 | &nbsp;&nbsp; 74322 |
| &nbsp;&nbsp;&nbsp; 5.65%, 03/15/55 | 75 | &nbsp;&nbsp; 75437 |
| &nbsp;&nbsp;&nbsp; Series A, 3.50%, 03/15/27 | 130 | &nbsp;&nbsp; 129042 |
| &nbsp;&nbsp;&nbsp; Series A, 3.80%, 04/01/28 | 87 | &nbsp;&nbsp; 86650 |
| &nbsp;&nbsp;&nbsp; Series A, 2.88%, 07/15/29 | 60 | &nbsp;&nbsp; 57269 |
| &nbsp;&nbsp;&nbsp; Series A, 6.00%, 05/15/37 | 87 | &nbsp;&nbsp; 93496 |
| &nbsp;&nbsp;&nbsp; Series B, 3.75%, 05/15/27 | 78 | &nbsp;&nbsp; 77643 |
| &nbsp;&nbsp;&nbsp; Series B, 6.00%, 01/15/36 | 171 | &nbsp;&nbsp; 183648 |
| &nbsp;&nbsp;&nbsp; Series B, 4.20%, 05/15/45 | 150 | &nbsp;&nbsp; 125381 |
| &nbsp;&nbsp;&nbsp; Series B, 3.80%, 09/15/47 | 87 | &nbsp;&nbsp; 67292 |
| &nbsp;&nbsp;&nbsp; Series C, 4.90%, 09/15/35 | 100 | &nbsp;&nbsp; 99477 |
| &nbsp;&nbsp;&nbsp; Series C, 4.00%, 11/15/46 | 75 | &nbsp;&nbsp; 60275 |
| &nbsp;&nbsp;&nbsp; Series C, 4.63%, 05/15/52 | 61 | &nbsp;&nbsp; 52705 |
| &nbsp;&nbsp;&nbsp; Series D, 4.65%, 08/15/43 | 187 | &nbsp;&nbsp; 169428 |
| &nbsp;&nbsp;&nbsp; Series D, 5.60%, 09/15/55 | 160 | &nbsp;&nbsp; 159371 |
| WEC Energy Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.15%, 10/01/27 | 100 | &nbsp;&nbsp; 101899 |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/15/28 | 100 | &nbsp;&nbsp; 101404 |
| Wisconsin Electric Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; 1.70%, 06/15/28<sup>(b)</sup> | 86 | &nbsp;&nbsp; 81112 |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/15/29 | 25 | &nbsp;&nbsp; 25749 |
| &nbsp;&nbsp;&nbsp; 4.15%, 10/15/30 | 45 | &nbsp;&nbsp; 44810 |
| &nbsp;&nbsp;&nbsp; 4.75%, 09/30/32<sup>(b)</sup> | 80 | &nbsp;&nbsp; 81987 |
| &nbsp;&nbsp;&nbsp; 4.60%, 10/01/34 | 25 | &nbsp;&nbsp; 24858 |
| &nbsp;&nbsp;&nbsp; 5.05%, 10/01/54<sup>(b)</sup> | 100 | &nbsp;&nbsp; 93728 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Electric Utilities (continued)** | **Electric Utilities (continued)** | **Electric Utilities (continued)** |
| Wisconsin Power and Light Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 07/01/29 | 171 | &nbsp;&nbsp; $163565 |
| &nbsp;&nbsp;&nbsp; 1.95%, 09/16/31 | 66 | &nbsp;&nbsp; 57095 |
| &nbsp;&nbsp;&nbsp; 3.95%, 09/01/32 | 100 | &nbsp;&nbsp; 95984 |
| &nbsp;&nbsp;&nbsp; 3.65%, 04/01/50 | 100 | &nbsp;&nbsp; 73255 |
| Wisconsin Public Service Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.30%, 09/01/49 | 109 | &nbsp;&nbsp; 76562 |
| &nbsp;&nbsp;&nbsp; 2.85%, 12/01/51 | 82 | &nbsp;&nbsp; 51895 |
| Xcel Energy, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.35%, 12/01/26 | 87 | &nbsp;&nbsp; 86140 |
| &nbsp;&nbsp;&nbsp; 1.75%, 03/15/27 | 87 | &nbsp;&nbsp; 84069 |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/21/28 | 25 | &nbsp;&nbsp; 25308 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/15/28 | 171 | &nbsp;&nbsp; 170724 |
| &nbsp;&nbsp;&nbsp; 2.60%, 12/01/29 | 70 | &nbsp;&nbsp; 65378 |
| &nbsp;&nbsp;&nbsp; 3.40%, 06/01/30 | 100 | &nbsp;&nbsp; 95857 |
| &nbsp;&nbsp;&nbsp; 2.35%, 11/15/31 | 71 | &nbsp;&nbsp; 62495 |
| &nbsp;&nbsp;&nbsp; 4.60%, 06/01/32 | 83 | &nbsp;&nbsp; 82347 |
| &nbsp;&nbsp;&nbsp; 5.45%, 08/15/33 | 100 | &nbsp;&nbsp; 103455 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/15/34 | 75 | &nbsp;&nbsp; 77393 |
| &nbsp;&nbsp;&nbsp; 5.60%, 04/15/35 | 150 | &nbsp;&nbsp; 155496 |
| &nbsp;&nbsp;&nbsp; 3.50%, 12/01/49 | 70 | &nbsp;&nbsp; 50210 |
|  |  | &nbsp;&nbsp; 75765831 |
| **Electronic Equipment, Instruments & Components — 0.2%** | **Electronic Equipment, Instruments & Components — 0.2%** | **Electronic Equipment, Instruments & Components — 0.2%** |
| ABB Finance USA, Inc., 4.38%, 05/08/42 | 100 | &nbsp;&nbsp; 89854 |
| Allegion PLC, 3.50%, 10/01/29 | 87 | &nbsp;&nbsp; 84153 |
| Allegion U.S. Holding Co., Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.41%, 07/01/32 | 40 | &nbsp;&nbsp; 41765 |
| &nbsp;&nbsp;&nbsp; 5.60%, 05/29/34 | 50 | &nbsp;&nbsp; 52186 |
| Amphenol Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.05%, 04/05/27 | 25 | &nbsp;&nbsp; 25395 |
| &nbsp;&nbsp;&nbsp; 4.38%, 06/12/28 | 75 | &nbsp;&nbsp; 75678 |
| &nbsp;&nbsp;&nbsp; 5.05%, 04/05/29 | 25 | &nbsp;&nbsp; 25795 |
| &nbsp;&nbsp;&nbsp; 2.80%, 02/15/30 | 171 | &nbsp;&nbsp; 161796 |
| &nbsp;&nbsp;&nbsp; 2.20%, 09/15/31 | 82 | &nbsp;&nbsp; 72770 |
| &nbsp;&nbsp;&nbsp; 5.25%, 04/05/34 | 50 | &nbsp;&nbsp; 52157 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/15/35<sup>(b)</sup> | 100 | &nbsp;&nbsp; 102030 |
| &nbsp;&nbsp;&nbsp; 5.38%, 11/15/54 | 50 | &nbsp;&nbsp; 49983 |
| Arrow Electronics, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.15%, 08/21/29 | 50 | &nbsp;&nbsp; 51187 |
| &nbsp;&nbsp;&nbsp; 2.95%, 02/15/32 | 71 | &nbsp;&nbsp; 63366 |
| &nbsp;&nbsp;&nbsp; 5.88%, 04/10/34 | 25 | &nbsp;&nbsp; 26201 |
| Avnet, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.25%, 03/15/28 | 40 | &nbsp;&nbsp; 41625 |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/15/31 | 87 | &nbsp;&nbsp; 78754 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/01/32 | 70 | &nbsp;&nbsp; 71319 |
| CDW LLC/CDW Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.67%, 12/01/26 | 140 | &nbsp;&nbsp; 137344 |
| &nbsp;&nbsp;&nbsp; 4.25%, 04/01/28 | 71 | &nbsp;&nbsp; 70595 |
| &nbsp;&nbsp;&nbsp; 3.28%, 12/01/28 | 25 | &nbsp;&nbsp; 24149 |
| &nbsp;&nbsp;&nbsp; 3.25%, 02/15/29 | 104 | &nbsp;&nbsp; 99609 |
| &nbsp;&nbsp;&nbsp; 5.10%, 03/01/30 | 50 | &nbsp;&nbsp; 50887 |
| &nbsp;&nbsp;&nbsp; 3.57%, 12/01/31 | 140 | &nbsp;&nbsp; 130702 |
| &nbsp;&nbsp;&nbsp; 5.55%, 08/22/34<sup>(b)</sup> | 75 | &nbsp;&nbsp; 76902 |
| Emerson Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.00%, 12/21/28 | 87 | &nbsp;&nbsp; 81850 |
| &nbsp;&nbsp;&nbsp; 1.95%, 10/15/30 | 100 | &nbsp;&nbsp; 90068 |
| &nbsp;&nbsp;&nbsp; 2.20%, 12/21/31<sup>(b)</sup> | 125 | &nbsp;&nbsp; 110828 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/15/35 | 25 | &nbsp;&nbsp; 25630 |
| &nbsp;&nbsp;&nbsp; 2.75%, 10/15/50 | 171 | &nbsp;&nbsp; 111158 |
| &nbsp;&nbsp;&nbsp; 2.80%, 12/21/51 | 58 | &nbsp;&nbsp; 37257 |
| Flex Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 6.00%, 01/15/28 | 200 | &nbsp;&nbsp; 206392 |

---

Master Portfolio Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

September 30, 2025

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Electronic Equipment, Instruments & Components (continued)** | **Electronic Equipment, Instruments & Components (continued)** | **Electronic Equipment, Instruments & Components (continued)** |
| Flex Ltd. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 4.88%, 06/15/29 | 87 | &nbsp;&nbsp; $87866 |
| &nbsp;&nbsp;&nbsp; 4.88%, 05/12/30 | 50 | &nbsp;&nbsp; 50476 |
| &nbsp;&nbsp;&nbsp; 5.25%, 01/15/32 | 50 | &nbsp;&nbsp; 51174 |
| Honeywell International, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 11/01/26 | 300 | &nbsp;&nbsp; 295175 |
| &nbsp;&nbsp;&nbsp; 1.10%, 03/01/27<sup>(b)</sup> | 171 | &nbsp;&nbsp; 164248 |
| &nbsp;&nbsp;&nbsp; 4.65%, 07/30/27 | 75 | &nbsp;&nbsp; 75890 |
| &nbsp;&nbsp;&nbsp; 4.95%, 02/15/28 | 100 | &nbsp;&nbsp; 102240 |
| &nbsp;&nbsp;&nbsp; 4.25%, 01/15/29 | 40 | &nbsp;&nbsp; 40188 |
| &nbsp;&nbsp;&nbsp; 2.70%, 08/15/29 | 257 | &nbsp;&nbsp; 244806 |
| &nbsp;&nbsp;&nbsp; 4.88%, 09/01/29 | 75 | &nbsp;&nbsp; 77119 |
| &nbsp;&nbsp;&nbsp; 4.70%, 02/01/30 | 275 | &nbsp;&nbsp; 280332 |
| &nbsp;&nbsp;&nbsp; 1.95%, 06/01/30<sup>(b)</sup> | 171 | &nbsp;&nbsp; 154914 |
| &nbsp;&nbsp;&nbsp; 1.75%, 09/01/31 | 171 | &nbsp;&nbsp; 148099 |
| &nbsp;&nbsp;&nbsp; 4.95%, 09/01/31 | 75 | &nbsp;&nbsp; 77535 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/01/32 | 75 | &nbsp;&nbsp; 76349 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/15/33 | 100 | &nbsp;&nbsp; 102868 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/15/34 | 140 | &nbsp;&nbsp; 138694 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/01/35 | 150 | &nbsp;&nbsp; 152499 |
| &nbsp;&nbsp;&nbsp; 5.38%, 03/01/41 | 50 | &nbsp;&nbsp; 51572 |
| &nbsp;&nbsp;&nbsp; 3.81%, 11/21/47 | 87 | &nbsp;&nbsp; 68395 |
| &nbsp;&nbsp;&nbsp; 2.80%, 06/01/50 | 76 | &nbsp;&nbsp; 49512 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/01/54 | 225 | &nbsp;&nbsp; 216567 |
| &nbsp;&nbsp;&nbsp; 5.35%, 03/01/64 | 75 | &nbsp;&nbsp; 72147 |
| Hubbell, Inc., 3.15%, 08/15/27 | 100 | &nbsp;&nbsp; 98203 |
| Jabil, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 05/15/27 | 80 | &nbsp;&nbsp; 80007 |
| &nbsp;&nbsp;&nbsp; 3.60%, 01/15/30 | 75 | &nbsp;&nbsp; 72330 |
| &nbsp;&nbsp;&nbsp; 3.00%, 01/15/31 | 200 | &nbsp;&nbsp; 184185 |
| Keysight Technologies, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.60%, 04/06/27 | 100 | &nbsp;&nbsp; 100463 |
| &nbsp;&nbsp;&nbsp; 3.00%, 10/30/29 | 140 | &nbsp;&nbsp; 133126 |
| &nbsp;&nbsp;&nbsp; 4.95%, 10/15/34 | 100 | &nbsp;&nbsp; 100633 |
| TD SYNNEX Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.38%, 08/09/28 | 100 | &nbsp;&nbsp; 94919 |
| &nbsp;&nbsp;&nbsp; 2.65%, 08/09/31 | 87 | &nbsp;&nbsp; 78052 |
| Trimble, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.90%, 06/15/28 | 75 | &nbsp;&nbsp; 76382 |
| &nbsp;&nbsp;&nbsp; 6.10%, 03/15/33 | 100 | &nbsp;&nbsp; 107498 |
| Tyco Electronics Group SA |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/09/31 | 25 | &nbsp;&nbsp; 25307 |
| &nbsp;&nbsp;&nbsp; 2.50%, 02/04/32 | 60 | &nbsp;&nbsp; 53726 |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/09/35 | 150 | &nbsp;&nbsp; 152193 |
| Vontier Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.40%, 04/01/28 | 25 | &nbsp;&nbsp; 23781 |
| &nbsp;&nbsp;&nbsp; 2.95%, 04/01/31 | 50 | &nbsp;&nbsp; 45670 |
|  |  | &nbsp;&nbsp; 6624525 |
| **Energy Equipment & Services — 0.0%** | **Energy Equipment & Services — 0.0%** | **Energy Equipment & Services — 0.0%** |
| Baker Hughes Holdings LLC, 5.13%, 09/15/40 | 74 | &nbsp;&nbsp; 72584 |
| &nbsp;&nbsp;&nbsp; Baker Hughes Holdings LLC/Baker Hughes Co-<br> Obligor, Inc.<br>|  |  |
| &nbsp;&nbsp;&nbsp; 2.06%, 12/15/26 | 119 | &nbsp;&nbsp; 116162 |
| &nbsp;&nbsp;&nbsp; 3.34%, 12/15/27 | 79 | &nbsp;&nbsp; 77878 |
| &nbsp;&nbsp;&nbsp; 3.14%, 11/07/29 | 82 | &nbsp;&nbsp; 78880 |
| &nbsp;&nbsp;&nbsp; 4.08%, 12/15/47 | 257 | &nbsp;&nbsp; 207232 |
| Halliburton Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.92%, 03/01/30 | 75 | &nbsp;&nbsp; 70592 |
| &nbsp;&nbsp;&nbsp; 4.85%, 11/15/35 | 171 | &nbsp;&nbsp; 168415 |
| &nbsp;&nbsp;&nbsp; 7.45%, 09/15/39 | 200 | &nbsp;&nbsp; 238215 |
| &nbsp;&nbsp;&nbsp; 4.50%, 11/15/41 | 50 | &nbsp;&nbsp; 44323 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Energy Equipment & Services (continued)** | **Energy Equipment & Services (continued)** | **Energy Equipment & Services (continued)** |
| Halliburton Co. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 08/01/43 | 214 | &nbsp;&nbsp; $191517 |
| &nbsp;&nbsp;&nbsp; 5.00%, 11/15/45<sup>(b)</sup> | 200 | &nbsp;&nbsp; 181847 |
| NOV, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.60%, 12/01/29 | 71 | &nbsp;&nbsp; 68581 |
| &nbsp;&nbsp;&nbsp; 3.95%, 12/01/42 | 153 | &nbsp;&nbsp; 118976 |
|  |  | &nbsp;&nbsp; 1635202 |
| **Environmental, Maintenance & Security Service — 0.1%** | **Environmental, Maintenance & Security Service — 0.1%** | **Environmental, Maintenance & Security Service — 0.1%** |
| Nature Conservancy, Series A, 3.96%, 03/01/52<sup>(b)</sup> | 75 | &nbsp;&nbsp; 59792 |
| Republic Services, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.95%, 05/15/28 | 300 | &nbsp;&nbsp; 300075 |
| &nbsp;&nbsp;&nbsp; 4.88%, 04/01/29 | 50 | &nbsp;&nbsp; 51248 |
| &nbsp;&nbsp;&nbsp; 5.00%, 11/15/29 | 50 | &nbsp;&nbsp; 51620 |
| &nbsp;&nbsp;&nbsp; 2.30%, 03/01/30 | 75 | &nbsp;&nbsp; 69384 |
| &nbsp;&nbsp;&nbsp; 4.75%, 07/15/30 | 40 | &nbsp;&nbsp; 40974 |
| &nbsp;&nbsp;&nbsp; 1.45%, 02/15/31 | 153 | &nbsp;&nbsp; 132537 |
| &nbsp;&nbsp;&nbsp; 1.75%, 02/15/32<sup>(b)</sup> | 171 | &nbsp;&nbsp; 146929 |
| &nbsp;&nbsp;&nbsp; 2.38%, 03/15/33<sup>(b)</sup> | 257 | &nbsp;&nbsp; 224153 |
| &nbsp;&nbsp;&nbsp; 5.00%, 12/15/33 | 40 | &nbsp;&nbsp; 41334 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/01/34 | 100 | &nbsp;&nbsp; 102576 |
| &nbsp;&nbsp;&nbsp; 5.20%, 11/15/34 | 45 | &nbsp;&nbsp; 46659 |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/15/35 | 135 | &nbsp;&nbsp; 139392 |
| Veralto Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.35%, 09/18/28 | 75 | &nbsp;&nbsp; 77401 |
| &nbsp;&nbsp;&nbsp; 5.45%, 09/18/33 | 75 | &nbsp;&nbsp; 78429 |
| Waste Connections, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.60%, 02/01/30 | 150 | &nbsp;&nbsp; 140781 |
| &nbsp;&nbsp;&nbsp; 2.20%, 01/15/32 | 171 | &nbsp;&nbsp; 150310 |
| &nbsp;&nbsp;&nbsp; 3.20%, 06/01/32 | 73 | &nbsp;&nbsp; 67596 |
| &nbsp;&nbsp;&nbsp; 4.20%, 01/15/33 | 100 | &nbsp;&nbsp; 98096 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/01/34 | 50 | &nbsp;&nbsp; 51048 |
| &nbsp;&nbsp;&nbsp; 5.25%, 09/01/35<sup>(b)</sup> | 45 | &nbsp;&nbsp; 46367 |
| &nbsp;&nbsp;&nbsp; 2.95%, 01/15/52 | 125 | &nbsp;&nbsp; 81817 |
| Waste Management, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.95%, 07/03/27 | 55 | &nbsp;&nbsp; 55958 |
| &nbsp;&nbsp;&nbsp; 3.15%, 11/15/27 | 171 | &nbsp;&nbsp; 168142 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/15/28 | 100 | &nbsp;&nbsp; 101206 |
| &nbsp;&nbsp;&nbsp; 4.88%, 02/15/29 | 75 | &nbsp;&nbsp; 77006 |
| &nbsp;&nbsp;&nbsp; 2.00%, 06/01/29 | 86 | &nbsp;&nbsp; 80037 |
| &nbsp;&nbsp;&nbsp; 4.63%, 02/15/30 | 100 | &nbsp;&nbsp; 101704 |
| &nbsp;&nbsp;&nbsp; 4.65%, 03/15/30 | 100 | &nbsp;&nbsp; 102016 |
| &nbsp;&nbsp;&nbsp; 1.50%, 03/15/31 | 171 | &nbsp;&nbsp; 148175 |
| &nbsp;&nbsp;&nbsp; 4.95%, 07/03/31 | 50 | &nbsp;&nbsp; 51694 |
| &nbsp;&nbsp;&nbsp; 4.80%, 03/15/32 | 100 | &nbsp;&nbsp; 102178 |
| &nbsp;&nbsp;&nbsp; 4.15%, 04/15/32 | 200 | &nbsp;&nbsp; 197867 |
| &nbsp;&nbsp;&nbsp; 4.63%, 02/15/33 | 100 | &nbsp;&nbsp; 101127 |
| &nbsp;&nbsp;&nbsp; 4.88%, 02/15/34 | 75 | &nbsp;&nbsp; 76714 |
| &nbsp;&nbsp;&nbsp; 4.95%, 03/15/35 | 200 | &nbsp;&nbsp; 202997 |
| &nbsp;&nbsp;&nbsp; 2.95%, 06/01/41 | 100 | &nbsp;&nbsp; 75846 |
| &nbsp;&nbsp;&nbsp; 4.15%, 07/15/49 | 87 | &nbsp;&nbsp; 72708 |
| &nbsp;&nbsp;&nbsp; 5.35%, 10/15/54 | 130 | &nbsp;&nbsp; 128073 |
|  |  | &nbsp;&nbsp; 4041966 |
| **Financial Services — 3.7%** | **Financial Services — 3.7%** | **Financial Services — 3.7%** |
| &nbsp;&nbsp;&nbsp; AerCap Ireland Capital DAC/AerCap Global Aviation <br> Trust<br>|  |  |
| &nbsp;&nbsp;&nbsp; 2.45%, 10/29/26 | 500 | &nbsp;&nbsp; 491370 |
| &nbsp;&nbsp;&nbsp; 6.45%, 04/15/27 | 150 | &nbsp;&nbsp; 154690 |
| &nbsp;&nbsp;&nbsp; 3.65%, 07/21/27 | 345 | &nbsp;&nbsp; 341910 |
| &nbsp;&nbsp;&nbsp; 4.63%, 10/15/27 | 150 | &nbsp;&nbsp; 151124 |
| &nbsp;&nbsp;&nbsp; 3.88%, 01/23/28 | 150 | &nbsp;&nbsp; 148815 |
| &nbsp;&nbsp;&nbsp; 5.75%, 06/06/28<sup>(b)</sup> | 150 | &nbsp;&nbsp; 155414 |

---

------

Schedule of Investments (unaudited)(continued)

September 30, 2025

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Financial Services (continued)** | **Financial Services (continued)** | **Financial Services (continued)** |
| &nbsp;&nbsp;&nbsp; AerCap Ireland Capital DAC/AerCap Global Aviation <br> Trust (continued)<br>|  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 10/29/28 | $427 | &nbsp;&nbsp; $411497 |
| &nbsp;&nbsp;&nbsp; 4.63%, 09/10/29 | 150 | &nbsp;&nbsp; 151314 |
| &nbsp;&nbsp;&nbsp; 6.15%, 09/30/30 | 150 | &nbsp;&nbsp; 160683 |
| &nbsp;&nbsp;&nbsp; 4.38%, 11/15/30<sup>(a)</sup> | 150 | &nbsp;&nbsp; 149251 |
| &nbsp;&nbsp;&nbsp; 5.38%, 12/15/31 | 150 | &nbsp;&nbsp; 155136 |
| &nbsp;&nbsp;&nbsp; 3.30%, 01/30/32 | 400 | &nbsp;&nbsp; 368357 |
| &nbsp;&nbsp;&nbsp; 3.40%, 10/29/33 | 195 | &nbsp;&nbsp; 175209 |
| &nbsp;&nbsp;&nbsp; 5.30%, 01/19/34 | 150 | &nbsp;&nbsp; 153422 |
| &nbsp;&nbsp;&nbsp; 4.95%, 09/10/34<sup>(b)</sup> | 150 | &nbsp;&nbsp; 149311 |
| &nbsp;&nbsp;&nbsp; 5.00%, 11/15/35<sup>(a)</sup> | 150 | &nbsp;&nbsp; 148351 |
| &nbsp;&nbsp;&nbsp; 3.85%, 10/29/41<sup>(b)</sup> | 150 | &nbsp;&nbsp; 123256 |
| Air Lease Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.20%, 01/15/27 | 200 | &nbsp;&nbsp; 194545 |
| &nbsp;&nbsp;&nbsp; 3.63%, 12/01/27 | 70 | &nbsp;&nbsp; 68931 |
| &nbsp;&nbsp;&nbsp; 5.30%, 02/01/28 | 200 | &nbsp;&nbsp; 203613 |
| &nbsp;&nbsp;&nbsp; 2.10%, 09/01/28 | 87 | &nbsp;&nbsp; 81375 |
| &nbsp;&nbsp;&nbsp; 5.10%, 03/01/29 | 50 | &nbsp;&nbsp; 50765 |
| &nbsp;&nbsp;&nbsp; 3.25%, 10/01/29 | 87 | &nbsp;&nbsp; 82619 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/01/30 | 71 | &nbsp;&nbsp; 66117 |
| &nbsp;&nbsp;&nbsp; 5.20%, 07/15/31 | 50 | &nbsp;&nbsp; 50932 |
| &nbsp;&nbsp;&nbsp; 2.88%, 01/15/32 | 200 | &nbsp;&nbsp; 179089 |
| Ally Financial, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 06/09/27<sup>(b)</sup> | 340 | &nbsp;&nbsp; 341749 |
| &nbsp;&nbsp;&nbsp; 7.10%, 11/15/27 | 200 | &nbsp;&nbsp; 210486 |
| &nbsp;&nbsp;&nbsp; 2.20%, 11/02/28<sup>(b)</sup> | 100 | &nbsp;&nbsp; 93464 |
| &nbsp;&nbsp;&nbsp; 8.00%, 11/01/31 | 321 | &nbsp;&nbsp; 365445 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.78%), 5.55%, 07/31/33<sup>(c)</sup> | 50 | &nbsp;&nbsp; 50185 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.29%), 6.18%, 07/26/35<sup>(c)</sup> | 110 | &nbsp;&nbsp; 113453 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.82%), 6.85%, 01/03/30<sup>(c)</sup> | 50 | &nbsp;&nbsp; 52892 |
| Banco Santander SA |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 04/11/27 | 200 | &nbsp;&nbsp; 200215 |
| &nbsp;&nbsp;&nbsp; 5.29%, 08/18/27 | 400 | &nbsp;&nbsp; 407638 |
| &nbsp;&nbsp;&nbsp; 5.59%, 08/08/28 | 200 | &nbsp;&nbsp; 207761 |
| &nbsp;&nbsp;&nbsp; 3.49%, 05/28/30 | 200 | &nbsp;&nbsp; 192404 |
| &nbsp;&nbsp;&nbsp; 2.75%, 12/03/30 | 400 | &nbsp;&nbsp; 362987 |
| &nbsp;&nbsp;&nbsp; 5.44%, 07/15/31 | 200 | &nbsp;&nbsp; 209933 |
| &nbsp;&nbsp;&nbsp; 6.92%, 08/08/33 | 200 | &nbsp;&nbsp; 222417 |
| &nbsp;&nbsp;&nbsp; 6.94%, 11/07/33<sup>(b)</sup> | 200 | &nbsp;&nbsp; 228860 |
| &nbsp;&nbsp;&nbsp; 6.35%, 03/14/34<sup>(b)</sup> | 200 | &nbsp;&nbsp; 214421 |
| &nbsp;&nbsp;&nbsp; 6.03%, 01/17/35 | 200 | &nbsp;&nbsp; 214919 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 0.95%), 5.37%, 07/15/28<sup>(c)</sup> | 200 | &nbsp;&nbsp; 204053 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 1.65%), 6.53%, 11/07/27<sup>(c)</sup> | 200 | &nbsp;&nbsp; 204902 |
| Bank of America Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 10/22/26 | 221 | &nbsp;&nbsp; 221293 |
| &nbsp;&nbsp;&nbsp; 3.25%, 10/21/27 | 236 | &nbsp;&nbsp; 232919 |
| &nbsp;&nbsp;&nbsp; 6.11%, 01/29/37 | 250 | &nbsp;&nbsp; 269667 |
| &nbsp;&nbsp;&nbsp; 7.75%, 05/14/38 | 200 | &nbsp;&nbsp; 244263 |
| &nbsp;&nbsp;&nbsp; 5.88%, 02/07/42 | 189 | &nbsp;&nbsp; 202542 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/21/44 | 214 | &nbsp;&nbsp; 209270 |
| &nbsp;&nbsp;&nbsp; 4.88%, 04/01/44 | 51 | &nbsp;&nbsp; 48910 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.83%), 4.98%, 01/24/29<sup>(c)</sup> | 325 | &nbsp;&nbsp; 331007 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.00%), 5.16%, 01/24/31<sup>(c)</sup> | 420 | &nbsp;&nbsp; 433476 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.05%), 2.55%, 02/04/28<sup>(c)</sup> | 362 | &nbsp;&nbsp; 354536 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.06%), 2.09%, 06/14/29<sup>(c)</sup> | 341 | &nbsp;&nbsp; 323005 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.11%), 4.62%, 05/09/29<sup>(c)</sup> | 300 | &nbsp;&nbsp; 303717 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.21%), 2.57%, 10/20/32<sup>(c)</sup> | 377 | &nbsp;&nbsp; 337891 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.22%), 2.30%, 07/21/32<sup>(c)</sup> | 495 | &nbsp;&nbsp; 439066 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.31%), 5.51%, 01/24/36<sup>(c)</sup> | 515 | &nbsp;&nbsp; 538336 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.32%), 2.69%, 04/22/32<sup>(c)</sup> | 536 | &nbsp;&nbsp; 488285 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.33%), 2.97%, 02/04/33<sup>(c)</sup> | 457 | &nbsp;&nbsp; 416161 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.37%), 1.92%, 10/24/31<sup>(c)</sup> | 291 | &nbsp;&nbsp; 258458 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Financial Services (continued)** | **Financial Services (continued)** | **Financial Services (continued)** |
| Bank of America Corp. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.53%), 1.90%, 07/23/31<sup>(c)</sup> | $341 | &nbsp;&nbsp; $304585 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.56%), 2.97%, 07/21/52<sup>(b)(c)</sup> | 220 | &nbsp;&nbsp; 146415 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.57%), 5.82%, 09/15/29<sup>(c)</sup> | 250 | &nbsp;&nbsp; 261424 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.58%), 4.38%, 04/27/28<sup>(c)</sup> | 336 | &nbsp;&nbsp; 337211 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.58%), 3.31%, 04/22/42<sup>(c)</sup> | 411 | &nbsp;&nbsp; 326009 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.63%), 5.20%, 04/25/29<sup>(c)</sup> | 445 | &nbsp;&nbsp; 456153 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.64%), 5.46%, 05/09/36<sup>(c)</sup> | 300 | &nbsp;&nbsp; 312763 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.65%), 5.47%, 01/23/35<sup>(c)</sup> | 590 | &nbsp;&nbsp; 616096 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.70%), 5.74%, 02/12/36<sup>(c)</sup> | 245 | &nbsp;&nbsp; 254547 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.74%), 5.52%, 10/25/35<sup>(c)</sup> | 400 | &nbsp;&nbsp; 409719 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.83%), 4.57%, 04/27/33<sup>(c)</sup> | 473 | &nbsp;&nbsp; 472902 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.84%), 5.87%, 09/15/34<sup>(c)</sup> | 550 | &nbsp;&nbsp; 589328 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.88%), 2.83%, 10/24/51<sup>(c)</sup> | 90 | &nbsp;&nbsp; 57994 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.91%), 5.29%, 04/25/34<sup>(c)</sup> | 620 | &nbsp;&nbsp; 641464 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.91%), 5.43%, 08/15/35<sup>(c)</sup> | 275 | &nbsp;&nbsp; 280530 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.93%), 2.68%, 06/19/41<sup>(c)</sup> | 511 | &nbsp;&nbsp; 376563 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.99%), 6.20%, 11/10/28<sup>(c)</sup> | 155 | &nbsp;&nbsp; 161525 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.04%), 4.95%, 07/22/28<sup>(c)</sup> | 420 | &nbsp;&nbsp; 426046 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.15%), 2.59%, 04/29/31<sup>(c)</sup> | 300 | &nbsp;&nbsp; 278006 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.16%), 5.02%, 07/22/33<sup>(c)</sup> | 610 | &nbsp;&nbsp; 623278 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.25%), 2.50%, <br> 02/13/31<sup>(c)</sup><br>| 397 | &nbsp;&nbsp; 367425 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.30%), 3.42%, <br> 12/20/28<sup>(c)</sup><br>| 700 | &nbsp;&nbsp; 689320 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.33%), 3.97%, <br> 03/05/29<sup>(c)</sup><br>| 246 | &nbsp;&nbsp; 244804 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.44%), 3.19%, <br> 07/23/30<sup>(c)</sup><br>| 251 | &nbsp;&nbsp; 241763 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.45%), 2.88%, <br> 10/22/30<sup>(c)</sup><br>| 321 | &nbsp;&nbsp; 304669 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.45%), 3.95%, <br> 01/23/49<sup>(b)(c)</sup><br>| 104 | &nbsp;&nbsp; 83981 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.47%), 3.97%, <br> 02/07/30<sup>(c)</sup><br>| 300 | &nbsp;&nbsp; 297787 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.57%), 4.27%, <br> 07/23/29<sup>(c)</sup><br>| 324 | &nbsp;&nbsp; 325121 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.58%), 4.08%, <br> 04/23/40<sup>(c)</sup><br>| 171 | &nbsp;&nbsp; 152334 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.63%), 3.59%, <br> 07/21/28<sup>(c)</sup><br>| 162 | &nbsp;&nbsp; 160515 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.77%), 3.71%, <br> 04/24/28<sup>(c)</sup><br>| 271 | &nbsp;&nbsp; 269252 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.78%), 4.33%, <br> 03/15/50<sup>(c)</sup><br>| 291 | &nbsp;&nbsp; 248275 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.84%), 3.82%, <br> 01/20/28<sup>(c)</sup><br>| 366 | &nbsp;&nbsp; 364298 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 2.08%), 4.24%, <br> 04/24/38<sup>(c)</sup><br>| 257 | &nbsp;&nbsp; 239633 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 2.25%), 4.44%, <br> 01/20/48<sup>(c)</sup><br>| 197 | &nbsp;&nbsp; 172781 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 3.41%), 4.08%, <br> 03/20/51<sup>(c)</sup><br>| 650 | &nbsp;&nbsp; 528949 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 1.20%), 2.48%, 09/21/36<sup>(c)</sup> | 221 | &nbsp;&nbsp; 191867 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 2.00%), 3.85%, 03/08/37<sup>(c)</sup> | 250 | &nbsp;&nbsp; 233572 |
| &nbsp;&nbsp;&nbsp; Series L, 4.18%, 11/25/27 | 171 | &nbsp;&nbsp; 171079 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series N, (1-day SOFR + 1.22%), 2.65%, <br> 03/11/32<sup>(c)</sup><br>| 291 | &nbsp;&nbsp; 265342 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series N, (1-day SOFR + 1.65%), 3.48%, <br> 03/13/52<sup>(c)</sup><br>| 124 | &nbsp;&nbsp; 91099 |
| Bank of Nova Scotia |  |  |
| &nbsp;&nbsp;&nbsp; 5.35%, 12/07/26 | 50 | &nbsp;&nbsp; 50733 |
| &nbsp;&nbsp;&nbsp; 1.95%, 02/02/27 | 171 | &nbsp;&nbsp; 166772 |

---

Master Portfolio Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

September 30, 2025

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Financial Services (continued)** | **Financial Services (continued)** | **Financial Services (continued)** |
| Bank of Nova Scotia (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 2.95%, 03/11/27 | $75 | &nbsp;&nbsp; $73857 |
| &nbsp;&nbsp;&nbsp; 5.40%, 06/04/27 | 50 | &nbsp;&nbsp; 51143 |
| &nbsp;&nbsp;&nbsp; 5.25%, 06/12/28 | 60 | &nbsp;&nbsp; 61888 |
| &nbsp;&nbsp;&nbsp; 5.45%, 08/01/29 | 50 | &nbsp;&nbsp; 52175 |
| &nbsp;&nbsp;&nbsp; 4.85%, 02/01/30 | 60 | &nbsp;&nbsp; 61429 |
| &nbsp;&nbsp;&nbsp; 2.15%, 08/01/31 | 171 | &nbsp;&nbsp; 151622 |
| &nbsp;&nbsp;&nbsp; 2.45%, 02/02/32 | 171 | &nbsp;&nbsp; 151867 |
| &nbsp;&nbsp;&nbsp; 5.65%, 02/01/34 | 250 | &nbsp;&nbsp; 266100 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.76%), 4.04%, 09/15/28<sup>(c)</sup> | 50 | &nbsp;&nbsp; 49890 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.89%), 4.93%, 02/14/29<sup>(c)</sup> | 150 | &nbsp;&nbsp; 152527 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.00%), 4.40%, 09/08/28<sup>(c)</sup> | 125 | &nbsp;&nbsp; 125649 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.07%), 5.13%, 02/14/31<sup>(c)</sup> | 75 | &nbsp;&nbsp; 77091 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.09%), 4.34%, 09/15/31<sup>(c)</sup> | 50 | &nbsp;&nbsp; 49629 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.44%), 4.74%, 11/10/32<sup>(c)</sup> | 50 | &nbsp;&nbsp; 50562 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 2.05%), 4.59%, 05/04/37<sup>(c)</sup> | 75 | &nbsp;&nbsp; 72580 |
| Barclays PLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.34%, 01/10/28 | 250 | &nbsp;&nbsp; 250037 |
| &nbsp;&nbsp;&nbsp; 5.25%, 08/17/45<sup>(b)</sup> | 250 | &nbsp;&nbsp; 240532 |
| &nbsp;&nbsp;&nbsp; 4.95%, 01/10/47 | 200 | &nbsp;&nbsp; 184328 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.96%), 5.09%, 02/25/29<sup>(c)</sup> | 400 | &nbsp;&nbsp; 407185 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.08%), 4.48%, 11/11/29<sup>(c)</sup> | 200 | &nbsp;&nbsp; 200353 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.23%), 5.37%, 02/25/31<sup>(c)</sup> | 200 | &nbsp;&nbsp; 206231 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.56%), 4.94%, 09/10/30<sup>(c)</sup> | 200 | &nbsp;&nbsp; 202973 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.59%), 5.79%, 02/25/36<sup>(c)</sup> | 200 | &nbsp;&nbsp; 208723 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.74%), 5.69%, 03/12/30<sup>(c)</sup> | 200 | &nbsp;&nbsp; 207800 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.83%), 5.86%, 08/11/46<sup>(c)</sup> | 200 | &nbsp;&nbsp; 205488 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.91%), 5.34%, 09/10/35<sup>(c)</sup> | 400 | &nbsp;&nbsp; 405775 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.62%), 6.69%, 09/13/34<sup>(c)</sup> | 200 | &nbsp;&nbsp; 221281 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.98%), 6.22%, 05/09/34<sup>(c)</sup> | 200 | &nbsp;&nbsp; 215156 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 3.57%), 7.12%, 06/27/34<sup>(c)</sup> | 200 | &nbsp;&nbsp; 223584 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 1.05%), 2.28%, 11/24/27<sup>(c)</sup> | 222 | &nbsp;&nbsp; 217063 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 1.20%), 2.67%, 03/10/32<sup>(c)</sup> | 490 | &nbsp;&nbsp; 443451 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 1.30%), 3.33%, 11/24/42<sup>(c)</sup> | 222 | &nbsp;&nbsp; 171470 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 2.65%), 5.50%, 08/09/28<sup>(c)</sup> | 300 | &nbsp;&nbsp; 306447 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 3.30%), 7.39%, 11/02/28<sup>(c)</sup> | 200 | &nbsp;&nbsp; 212121 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 3.50%), 7.44%, 11/02/33<sup>(c)</sup> | 200 | &nbsp;&nbsp; 229485 |
| &nbsp;&nbsp;&nbsp; (3-mo. SOFR US + 2.16%), 4.97%, 05/16/29<sup>(c)</sup> | 400 | &nbsp;&nbsp; 405951 |
| Cboe Global Markets, Inc., 3.00%, 03/16/32 | 121 | &nbsp;&nbsp; 111022 |
| Citigroup, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.20%, 10/21/26 | 427 | &nbsp;&nbsp; 423448 |
| &nbsp;&nbsp;&nbsp; 4.30%, 11/20/26 | 53 | &nbsp;&nbsp; 53084 |
| &nbsp;&nbsp;&nbsp; 4.45%, 09/29/27 | 450 | &nbsp;&nbsp; 451832 |
| &nbsp;&nbsp;&nbsp; 4.13%, 07/25/28 | 230 | &nbsp;&nbsp; 229772 |
| &nbsp;&nbsp;&nbsp; 6.63%, 06/15/32 | 74 | &nbsp;&nbsp; 82083 |
| &nbsp;&nbsp;&nbsp; 6.13%, 08/25/36 | 184 | &nbsp;&nbsp; 196490 |
| &nbsp;&nbsp;&nbsp; 8.13%, 07/15/39 | 210 | &nbsp;&nbsp; 269223 |
| &nbsp;&nbsp;&nbsp; 5.88%, 01/30/42<sup>(b)</sup> | 127 | &nbsp;&nbsp; 134642 |
| &nbsp;&nbsp;&nbsp; 6.68%, 09/13/43 | 87 | &nbsp;&nbsp; 98271 |
| &nbsp;&nbsp;&nbsp; 5.30%, 05/06/44 | 87 | &nbsp;&nbsp; 84881 |
| &nbsp;&nbsp;&nbsp; 4.65%, 07/30/45 | 130 | &nbsp;&nbsp; 117523 |
| &nbsp;&nbsp;&nbsp; 4.75%, 05/18/46 | 257 | &nbsp;&nbsp; 228364 |
| &nbsp;&nbsp;&nbsp; 4.65%, 07/23/48<sup>(b)</sup> | 257 | &nbsp;&nbsp; 229258 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.87%), 4.79%, 03/04/29<sup>(c)</sup> | 250 | &nbsp;&nbsp; 253220 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.14%), 4.64%, 05/07/28<sup>(c)</sup> | 275 | &nbsp;&nbsp; 276902 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.15%), 2.67%, 01/29/31<sup>(c)</sup> | 171 | &nbsp;&nbsp; 158958 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.17%), 4.50%, 09/11/31<sup>(c)</sup> | 215 | &nbsp;&nbsp; 215116 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.17%), 2.56%, 05/01/32<sup>(c)</sup> | 407 | &nbsp;&nbsp; 366829 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.18%), 2.52%, 11/03/32<sup>(c)</sup> | 484 | &nbsp;&nbsp; 429974 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.28%), 3.07%, 02/24/28<sup>(c)</sup> | 221 | &nbsp;&nbsp; 217609 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.34%), 4.54%, 09/19/30<sup>(c)</sup> | 250 | &nbsp;&nbsp; 251163 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.35%), 3.06%, 01/25/33<sup>(c)</sup> | 357 | &nbsp;&nbsp; 325006 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.36%), 5.17%, 02/13/30<sup>(c)</sup> | 320 | &nbsp;&nbsp; 328261 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Financial Services (continued)** | **Financial Services (continued)** | **Financial Services (continued)** |
| Citigroup, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.38%), 2.90%, 11/03/42<sup>(c)</sup> | $187 | &nbsp;&nbsp; $137049 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.42%), 2.98%, 11/05/30<sup>(c)</sup> | 371 | &nbsp;&nbsp; 351204 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.45%), 5.45%, 06/11/35<sup>(c)</sup> | 250 | &nbsp;&nbsp; 259244 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.46%), 4.95%, 05/07/31<sup>(b)(c)</sup> | 225 | &nbsp;&nbsp; 229275 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.47%), 5.33%, 03/27/36<sup>(c)</sup> | 310 | &nbsp;&nbsp; 316883 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.49%), 5.17%, 09/11/36<sup>(c)</sup> | 320 | &nbsp;&nbsp; 323247 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.75%), 5.61%, 03/04/56<sup>(c)</sup> | 225 | &nbsp;&nbsp; 227196 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.83%), 6.02%, 01/24/36<sup>(c)</sup> | 315 | &nbsp;&nbsp; 329989 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.89%), 4.66%, 05/24/28<sup>(c)</sup> | 150 | &nbsp;&nbsp; 151128 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.94%), 3.79%, 03/17/33<sup>(c)</sup> | 713 | &nbsp;&nbsp; 677338 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.06%), 5.83%, 02/13/35<sup>(c)</sup> | 200 | &nbsp;&nbsp; 207430 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.09%), 4.91%, 05/24/33<sup>(c)</sup> | 500 | &nbsp;&nbsp; 506042 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.11%), 2.57%, 06/03/31<sup>(c)</sup> | 457 | &nbsp;&nbsp; 420481 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.34%), 6.27%, 11/17/33<sup>(c)</sup> | 200 | &nbsp;&nbsp; 218273 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.66%), 6.17%, 05/25/34<sup>(c)</sup> | 300 | &nbsp;&nbsp; 319204 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 3.91%), 4.41%, 03/31/31<sup>(b)(c)</sup> | 410 | &nbsp;&nbsp; 409309 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 4.55%), 5.32%, 03/26/41<sup>(c)</sup> | 150 | &nbsp;&nbsp; 149419 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.41%), 3.52%, <br> 10/27/28<sup>(c)</sup><br>| 341 | &nbsp;&nbsp; 336456 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.43%), 3.88%, <br> 01/24/39<sup>(c)</sup><br>| 200 | &nbsp;&nbsp; 175990 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.45%), 4.08%, <br> 04/23/29<sup>(b)(c)</sup><br>| 300 | &nbsp;&nbsp; 299274 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.60%), 3.98%, <br> 03/20/30<sup>(c)</sup><br>| 377 | &nbsp;&nbsp; 372430 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.65%), 3.67%, <br> 07/24/28<sup>(c)</sup><br>| 371 | &nbsp;&nbsp; 367727 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.82%), 3.89%, <br> 01/10/28<sup>(c)</sup><br>| 371 | &nbsp;&nbsp; 369485 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 2.10%), 4.28%, <br> 04/24/48<sup>(c)</sup><br>| 171 | &nbsp;&nbsp; 145259 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 1.28%), 5.59%, 11/19/34<sup>(c)</sup> | 100 | &nbsp;&nbsp; 102329 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 1.73%), 5.41%, 09/19/39<sup>(c)</sup> | 100 | &nbsp;&nbsp; 100339 |
| CME Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.40%, 03/15/30 | 50 | &nbsp;&nbsp; 50560 |
| &nbsp;&nbsp;&nbsp; 2.65%, 03/15/32 | 69 | &nbsp;&nbsp; 62676 |
| &nbsp;&nbsp;&nbsp; 5.30%, 09/15/43 | 171 | &nbsp;&nbsp; 174631 |
| &nbsp;&nbsp;&nbsp; 4.15%, 06/15/48<sup>(b)</sup> | 70 | &nbsp;&nbsp; 59624 |
| Deutsche Bank AG, 5.37%, 09/09/27 | 200 | &nbsp;&nbsp; 204986 |
| Deutsche Bank AG/ New York<sup>(c)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.30%), 4.95%, 08/04/31 | 150 | &nbsp;&nbsp; 151419 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.72%), 5.30%, 05/09/31 | 150 | &nbsp;&nbsp; 153655 |
| Deutsche Bank AG/New York<sup>(c)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.22%), 2.31%, 11/16/27 | 353 | &nbsp;&nbsp; 345277 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.32%), 2.55%, 01/07/28 | 192 | &nbsp;&nbsp; 187793 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.70%), 5.00%, 09/11/30 | 150 | &nbsp;&nbsp; 152148 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.72%), 3.04%, 05/28/32 | 150 | &nbsp;&nbsp; 137023 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.05%), 5.40%, 09/11/35<sup>(b)</sup> | 150 | &nbsp;&nbsp; 152956 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.26%), 3.74%, 01/07/33 | 200 | &nbsp;&nbsp; 184213 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.76%), 3.73%, 01/14/32 | 200 | &nbsp;&nbsp; 187559 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 3.04%), 3.55%, 09/18/31 | 296 | &nbsp;&nbsp; 280603 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 3.18%), 6.72%, 01/18/29 | 150 | &nbsp;&nbsp; 157521 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 3.65%), 7.08%, 02/10/34 | 200 | &nbsp;&nbsp; 219849 |
| Enact Holdings, Inc., 6.25%, 05/28/29 | 50 | &nbsp;&nbsp; 52282 |
| Goldman Sachs Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 11/16/26 | 341 | &nbsp;&nbsp; 338778 |
| &nbsp;&nbsp;&nbsp; 5.95%, 01/15/27 | 87 | &nbsp;&nbsp; 89139 |
| &nbsp;&nbsp;&nbsp; 3.85%, 01/26/27<sup>(b)</sup> | 341 | &nbsp;&nbsp; 340017 |
| &nbsp;&nbsp;&nbsp; 2.60%, 02/07/30 | 341 | &nbsp;&nbsp; 319407 |
| &nbsp;&nbsp;&nbsp; 3.80%, 03/15/30<sup>(b)</sup> | 400 | &nbsp;&nbsp; 393674 |
| &nbsp;&nbsp;&nbsp; 6.45%, 05/01/36 | 110 | &nbsp;&nbsp; 121022 |
| &nbsp;&nbsp;&nbsp; 6.75%, 10/01/37 | 651 | &nbsp;&nbsp; 729380 |

---

------

Schedule of Investments (unaudited)(continued)

September 30, 2025

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Financial Services (continued)** | **Financial Services (continued)** | **Financial Services (continued)** |
| Goldman Sachs Group, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 6.25%, 02/01/41 | $171 | &nbsp;&nbsp; $187851 |
| &nbsp;&nbsp;&nbsp; 4.80%, 07/08/44 | 214 | &nbsp;&nbsp; 198698 |
| &nbsp;&nbsp;&nbsp; 5.15%, 05/22/45 | 232 | &nbsp;&nbsp; 218940 |
| &nbsp;&nbsp;&nbsp; 4.75%, 10/21/45 | 200 | &nbsp;&nbsp; 182705 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.91%), 1.95%, 10/21/27<sup>(c)</sup> | 683 | &nbsp;&nbsp; 666925 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.08%), 5.21%, 01/28/31<sup>(c)</sup> | 275 | &nbsp;&nbsp; 283878 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.09%), 1.99%, 01/27/32<sup>(c)</sup> | 300 | &nbsp;&nbsp; 264729 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.11%), 2.64%, 02/24/28<sup>(c)</sup> | 347 | &nbsp;&nbsp; 339703 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.14%), 4.69%, 10/23/30<sup>(c)</sup> | 335 | &nbsp;&nbsp; 339269 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.21%), 5.05%, 07/23/30<sup>(c)</sup> | 320 | &nbsp;&nbsp; 328020 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.25%), 2.38%, 07/21/32<sup>(c)</sup> | 477 | &nbsp;&nbsp; 425722 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.26%), 2.65%, 10/21/32<sup>(c)</sup> | 374 | &nbsp;&nbsp; 336349 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.27%), 5.73%, 04/25/30<sup>(c)</sup> | 205 | &nbsp;&nbsp; 214480 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.28%), 2.62%, 04/22/32<sup>(c)</sup> | 450 | &nbsp;&nbsp; 408249 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.32%), 4.94%, 04/23/28<sup>(b)(c)</sup> | 300 | &nbsp;&nbsp; 303512 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.38%), 5.54%, 01/28/36<sup>(c)</sup> | 375 | &nbsp;&nbsp; 391442 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.41%), 3.10%, 02/24/33<sup>(c)</sup> | 491 | &nbsp;&nbsp; 450433 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.42%), 5.02%, 10/23/35<sup>(c)</sup> | 440 | &nbsp;&nbsp; 442925 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.47%), 2.91%, 07/21/42<sup>(c)</sup> | 175 | &nbsp;&nbsp; 129110 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.51%), 3.21%, 04/22/42<sup>(c)</sup> | 271 | &nbsp;&nbsp; 209527 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.55%), 5.85%, 04/25/35<sup>(c)</sup> | 315 | &nbsp;&nbsp; 335620 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.55%), 5.33%, 07/23/35<sup>(c)</sup> | 370 | &nbsp;&nbsp; 380894 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.58%), 5.22%, 04/23/31<sup>(c)</sup> | 350 | &nbsp;&nbsp; 361937 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.58%), 5.56%, 11/19/45<sup>(c)</sup> | 350 | &nbsp;&nbsp; 355400 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.63%), 3.44%, 02/24/43<sup>(c)</sup> | 216 | &nbsp;&nbsp; 170398 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.70%), 5.73%, 01/28/56<sup>(c)</sup> | 330 | &nbsp;&nbsp; 342134 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.73%), 4.48%, 08/23/28<sup>(c)</sup> | 300 | &nbsp;&nbsp; 301877 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.77%), 6.48%, 10/24/29<sup>(c)</sup> | 250 | &nbsp;&nbsp; 266045 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.85%), 3.62%, 03/15/28<sup>(c)</sup> | 500 | &nbsp;&nbsp; 496250 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.95%), 6.56%, 10/24/34<sup>(c)</sup> | 200 | &nbsp;&nbsp; 224235 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.42%), 3.81%, <br> 04/23/29<sup>(c)</sup><br>| 341 | &nbsp;&nbsp; 338093 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.56%), 4.22%, <br> 05/01/29<sup>(c)</sup><br>| 371 | &nbsp;&nbsp; 371433 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.63%), 4.02%, <br> 10/31/38<sup>(c)</sup><br>| 341 | &nbsp;&nbsp; 305651 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.69%), 4.41%, <br> 04/23/39<sup>(c)</sup><br>| 171 | &nbsp;&nbsp; 158149 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.77%), 3.69%, <br> 06/05/28<sup>(c)</sup><br>| 427 | &nbsp;&nbsp; 423929 |
| &nbsp;&nbsp;&nbsp; Golub Capital Private Credit Fund, 5.45%, <br> 08/15/28<sup>(b)</sup><br>| 75 | &nbsp;&nbsp; 75392 |
| HSBC Holdings PLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.95%, 03/31/30 | 400 | &nbsp;&nbsp; 410238 |
| &nbsp;&nbsp;&nbsp; 6.50%, 05/02/36 | 297 | &nbsp;&nbsp; 320820 |
| &nbsp;&nbsp;&nbsp; 6.50%, 09/15/37 | 200 | &nbsp;&nbsp; 217863 |
| &nbsp;&nbsp;&nbsp; 6.80%, 06/01/38 | 250 | &nbsp;&nbsp; 278716 |
| &nbsp;&nbsp;&nbsp; 6.10%, 01/14/42<sup>(b)</sup> | 171 | &nbsp;&nbsp; 186119 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/14/44 | 232 | &nbsp;&nbsp; 226378 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.03%), 4.90%, 03/03/29<sup>(c)</sup> | 200 | &nbsp;&nbsp; 202904 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.04%), 5.13%, 11/19/28<sup>(c)</sup> | 200 | &nbsp;&nbsp; 203565 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.06%), 5.60%, 05/17/28<sup>(c)</sup> | 200 | &nbsp;&nbsp; 204200 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.19%), 2.80%, 05/24/32<sup>(c)</sup> | 400 | &nbsp;&nbsp; 362560 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.29%), 2.21%, 08/17/29<sup>(c)</sup> | 200 | &nbsp;&nbsp; 188788 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.29%), 5.29%, 11/19/30<sup>(c)</sup> | 200 | &nbsp;&nbsp; 206301 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.29%), 5.13%, 03/03/31<sup>(c)</sup> | 200 | &nbsp;&nbsp; 204828 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.41%), 2.87%, 11/22/32<sup>(c)</sup> | 200 | &nbsp;&nbsp; 180267 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.46%), 5.55%, 03/04/30<sup>(c)</sup> | 200 | &nbsp;&nbsp; 207521 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.52%), 5.73%, 05/17/32<sup>(c)</sup> | 200 | &nbsp;&nbsp; 210409 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.56%), 5.45%, 03/03/36<sup>(b)(c)</sup> | 400 | &nbsp;&nbsp; 412784 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.57%), 5.24%, 05/13/31<sup>(c)</sup> | 200 | &nbsp;&nbsp; 205810 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.73%), 2.01%, 09/22/28<sup>(c)</sup> | 200 | &nbsp;&nbsp; 191605 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Financial Services (continued)** | **Financial Services (continued)** | **Financial Services (continued)** |
| HSBC Holdings PLC (continued) |  |  |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.78%), 5.72%, 03/04/35<sup>(c)</sup> | $200 | &nbsp;&nbsp; $211022 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.88%), 5.79%, 05/13/36<sup>(c)</sup> | 400 | &nbsp;&nbsp; 422008 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.95%), 2.36%, 08/18/31<sup>(c)</sup> | 200 | &nbsp;&nbsp; 181017 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.97%), 6.16%, 03/09/29<sup>(c)</sup> | 200 | &nbsp;&nbsp; 208582 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.11%), 4.76%, 06/09/28<sup>(c)</sup> | 200 | &nbsp;&nbsp; 201667 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.39%), 2.85%, 06/04/31<sup>(c)</sup> | 349 | &nbsp;&nbsp; 324501 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.39%), 6.25%, 03/09/34<sup>(c)</sup> | 300 | &nbsp;&nbsp; 326734 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.53%), 4.76%, 03/29/33<sup>(c)</sup> | 285 | &nbsp;&nbsp; 283655 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.61%), 5.21%, 08/11/28<sup>(c)</sup> | 600 | &nbsp;&nbsp; 610248 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.65%), 6.33%, 03/09/44<sup>(c)</sup> | 225 | &nbsp;&nbsp; 247467 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.98%), 6.55%, 06/20/34<sup>(c)</sup> | 200 | &nbsp;&nbsp; 215883 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 3.02%), 7.40%, 11/13/34<sup>(c)</sup> | 200 | &nbsp;&nbsp; 227618 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 4.25%), 8.11%, 11/03/33<sup>(c)</sup> | 300 | &nbsp;&nbsp; 351827 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.80%), 4.58%, <br> 06/19/29<sup>(c)</sup><br>| 400 | &nbsp;&nbsp; 402830 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.81%), 4.04%, <br> 03/13/28<sup>(c)</sup><br>| 211 | &nbsp;&nbsp; 210411 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.87%), 3.97%, <br> 05/22/30<sup>(c)</sup><br>| 611 | &nbsp;&nbsp; 601750 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 3.35%), 7.39%, 11/03/28<sup>(c)</sup> | 215 | &nbsp;&nbsp; 228344 |
| Intercontinental Exchange, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.10%, 09/15/27 | 100 | &nbsp;&nbsp; 98213 |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/15/27 | 250 | &nbsp;&nbsp; 249665 |
| &nbsp;&nbsp;&nbsp; 3.63%, 09/01/28 | 100 | &nbsp;&nbsp; 98708 |
| &nbsp;&nbsp;&nbsp; 3.75%, 09/21/28<sup>(b)</sup> | 400 | &nbsp;&nbsp; 396545 |
| &nbsp;&nbsp;&nbsp; 4.35%, 06/15/29<sup>(b)</sup> | 100 | &nbsp;&nbsp; 100870 |
| &nbsp;&nbsp;&nbsp; 2.10%, 06/15/30 | 133 | &nbsp;&nbsp; 120565 |
| &nbsp;&nbsp;&nbsp; 5.25%, 06/15/31 | 50 | &nbsp;&nbsp; 52201 |
| &nbsp;&nbsp;&nbsp; 1.85%, 09/15/32 | 158 | &nbsp;&nbsp; 133356 |
| &nbsp;&nbsp;&nbsp; 4.60%, 03/15/33 | 212 | &nbsp;&nbsp; 213020 |
| &nbsp;&nbsp;&nbsp; 2.65%, 09/15/40 | 171 | &nbsp;&nbsp; 126705 |
| &nbsp;&nbsp;&nbsp; 4.25%, 09/21/48 | 87 | &nbsp;&nbsp; 73620 |
| &nbsp;&nbsp;&nbsp; 3.00%, 06/15/50 | 176 | &nbsp;&nbsp; 117521 |
| &nbsp;&nbsp;&nbsp; 4.95%, 06/15/52 | 174 | &nbsp;&nbsp; 160705 |
| &nbsp;&nbsp;&nbsp; 3.00%, 09/15/60 | 145 | &nbsp;&nbsp; 89511 |
| &nbsp;&nbsp;&nbsp; 5.20%, 06/15/62 | 130 | &nbsp;&nbsp; 122869 |
| JPMorgan Chase & Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.95%, 10/01/26 | 500 | &nbsp;&nbsp; 495287 |
| &nbsp;&nbsp;&nbsp; 7.63%, 10/15/26 | 87 | &nbsp;&nbsp; 90105 |
| &nbsp;&nbsp;&nbsp; 4.13%, 12/15/26 | 87 | &nbsp;&nbsp; 87050 |
| &nbsp;&nbsp;&nbsp; 4.25%, 10/01/27 | 87 | &nbsp;&nbsp; 87584 |
| &nbsp;&nbsp;&nbsp; 3.63%, 12/01/27 | 171 | &nbsp;&nbsp; 169646 |
| &nbsp;&nbsp;&nbsp; 6.40%, 05/15/38 | 389 | &nbsp;&nbsp; 441852 |
| &nbsp;&nbsp;&nbsp; 5.50%, 10/15/40 | 66 | &nbsp;&nbsp; 68394 |
| &nbsp;&nbsp;&nbsp; 5.60%, 07/15/41 | 96 | &nbsp;&nbsp; 100395 |
| &nbsp;&nbsp;&nbsp; 5.40%, 01/06/42 | 171 | &nbsp;&nbsp; 174679 |
| &nbsp;&nbsp;&nbsp; 5.63%, 08/16/43 | 87 | &nbsp;&nbsp; 89891 |
| &nbsp;&nbsp;&nbsp; 4.85%, 02/01/44 | 124 | &nbsp;&nbsp; 118814 |
| &nbsp;&nbsp;&nbsp; 4.95%, 06/01/45 | 214 | &nbsp;&nbsp; 201545 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.80%), 4.92%, 01/24/29<sup>(c)</sup> | 260 | &nbsp;&nbsp; 264688 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.86%), 4.51%, 10/22/28<sup>(c)</sup> | 135 | &nbsp;&nbsp; 136153 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.93%), 5.57%, 04/22/28<sup>(c)</sup> | 250 | &nbsp;&nbsp; 255460 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.93%), 4.98%, 07/22/28<sup>(c)</sup> | 260 | &nbsp;&nbsp; 263961 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.01%), 5.14%, 01/24/31<sup>(c)</sup> | 295 | &nbsp;&nbsp; 304656 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.02%), 2.07%, 06/01/29<sup>(c)</sup> | 240 | &nbsp;&nbsp; 227731 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.04%), 4.60%, 10/22/30<sup>(c)</sup> | 250 | &nbsp;&nbsp; 252923 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.07%), 1.95%, 02/04/32<sup>(c)</sup> | 341 | &nbsp;&nbsp; 301433 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.13%), 5.00%, 07/22/30<sup>(c)</sup> | 450 | &nbsp;&nbsp; 461585 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.16%), 5.58%, 04/22/30<sup>(c)</sup> | 450 | &nbsp;&nbsp; 470019 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.17%), 2.95%, 02/24/28<sup>(c)</sup> | 111 | &nbsp;&nbsp; 109258 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.18%), 2.55%, 11/08/32<sup>(c)</sup> | 426 | &nbsp;&nbsp; 382088 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.19%), 5.04%, 01/23/28<sup>(c)</sup> | 155 | &nbsp;&nbsp; 156758 |

---

Master Portfolio Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

September 30, 2025

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Financial Services (continued)** | **Financial Services (continued)** | **Financial Services (continued)** |
| JPMorgan Chase & Co. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.26%), 2.96%, 01/25/33<sup>(c)</sup> | $403 | &nbsp;&nbsp; $368682 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.31%), 5.01%, 01/23/30<sup>(c)</sup> | 225 | &nbsp;&nbsp; 230501 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.32%), 5.50%, 01/24/36<sup>(c)</sup> | 385 | &nbsp;&nbsp; 402791 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.33%), 6.07%, 10/22/27<sup>(c)</sup> | 195 | &nbsp;&nbsp; 198877 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.34%), 4.95%, 10/22/35<sup>(c)</sup> | 390 | &nbsp;&nbsp; 393313 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.44%), 5.10%, 04/22/31<sup>(b)(c)</sup> | 205 | &nbsp;&nbsp; 211790 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.45%), 5.30%, 07/24/29<sup>(c)</sup> | 235 | &nbsp;&nbsp; 242128 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.46%), 5.29%, 07/22/35<sup>(c)</sup> | 475 | &nbsp;&nbsp; 490616 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.49%), 5.77%, 04/22/35<sup>(c)</sup> | 165 | &nbsp;&nbsp; 175789 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.55%), 5.53%, 11/29/45<sup>(c)</sup> | 280 | &nbsp;&nbsp; 287946 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.56%), 4.32%, 04/26/28<sup>(c)</sup> | 472 | &nbsp;&nbsp; 473166 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.57%), 6.09%, 10/23/29<sup>(c)</sup> | 285 | &nbsp;&nbsp; 300753 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.58%), 3.33%, 04/22/52<sup>(c)</sup> | 400 | &nbsp;&nbsp; 287772 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.62%), 5.34%, 01/23/35<sup>(c)</sup> | 355 | &nbsp;&nbsp; 368978 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.68%), 5.57%, 04/22/36<sup>(b)(c)</sup> | 405 | &nbsp;&nbsp; 426880 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.75%), 4.57%, 06/14/30<sup>(c)</sup> | 200 | &nbsp;&nbsp; 202253 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.80%), 4.59%, 04/26/33<sup>(c)</sup> | 367 | &nbsp;&nbsp; 368143 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.81%), 6.25%, 10/23/34<sup>(c)</sup> | 455 | &nbsp;&nbsp; 501376 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.85%), 5.35%, 06/01/34<sup>(c)</sup> | 445 | &nbsp;&nbsp; 463671 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.89%), 2.18%, 06/01/28<sup>(c)</sup> | 300 | &nbsp;&nbsp; 290791 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.99%), 4.85%, 07/25/28<sup>(c)</sup> | 600 | &nbsp;&nbsp; 607933 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.04%), 2.52%, 04/22/31<sup>(c)</sup> | 275 | &nbsp;&nbsp; 255071 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.08%), 4.91%, 07/25/33<sup>(c)</sup> | 645 | &nbsp;&nbsp; 657711 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.44%), 3.11%, 04/22/51<sup>(c)</sup> | 291 | &nbsp;&nbsp; 201201 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.58%), 5.72%, 09/14/33<sup>(c)</sup> | 200 | &nbsp;&nbsp; 211505 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.11%), 1.76%, <br> 11/19/31<sup>(c)</sup><br>| 171 | &nbsp;&nbsp; 150973 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.21%), 3.51%, <br> 01/23/29<sup>(c)</sup><br>| 471 | &nbsp;&nbsp; 464795 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.25%), 2.58%, <br> 04/22/32<sup>(c)</sup><br>| 400 | &nbsp;&nbsp; 363525 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.38%), 4.01%, <br> 04/23/29<sup>(c)</sup><br>| 581 | &nbsp;&nbsp; 579547 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.42%), 3.70%, <br> 05/06/30<sup>(b)(c)</sup><br>| 371 | &nbsp;&nbsp; 364619 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.46%), 3.16%, <br> 04/22/42<sup>(c)</sup><br>| 392 | &nbsp;&nbsp; 305754 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.48%), 3.90%, <br> 01/23/49<sup>(c)</sup><br>| 200 | &nbsp;&nbsp; 161255 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.51%), 2.74%, <br> 10/15/30<sup>(c)</sup><br>| 500 | &nbsp;&nbsp; 472200 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.51%), 2.53%, <br> 11/19/41<sup>(c)</sup><br>| 257 | &nbsp;&nbsp; 186009 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.52%), 4.20%, <br> 07/23/29<sup>(c)</sup><br>| 202 | &nbsp;&nbsp; 202391 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.59%), 4.45%, <br> 12/05/29<sup>(c)</sup><br>| 427 | &nbsp;&nbsp; 430534 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.60%), 3.78%, <br> 02/01/28<sup>(c)</sup><br>| 341 | &nbsp;&nbsp; 339490 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.62%), 3.88%, <br> 07/24/38<sup>(c)</sup><br>| 321 | &nbsp;&nbsp; 289020 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.64%), 3.54%, <br> 05/01/28<sup>(c)</sup><br>| 300 | &nbsp;&nbsp; 297378 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.64%), 3.96%, <br> 11/15/48<sup>(c)</sup><br>| 427 | &nbsp;&nbsp; 348921 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.72%), 4.03%, <br> 07/24/48<sup>(c)</sup><br>| 187 | &nbsp;&nbsp; 154978 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.84%), 4.26%, <br> 02/22/48<sup>(c)</sup><br>| 171 | &nbsp;&nbsp; 147071 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 2.46%), 3.11%, <br> 04/22/41<sup>(c)</sup><br>| 189 | &nbsp;&nbsp; 148529 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Financial Services (continued)** | **Financial Services (continued)** | **Financial Services (continued)** |
| JPMorgan Chase & Co. (continued) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 2.52%), 2.96%, <br> 05/13/31<sup>(c)</sup><br>| $341 | &nbsp;&nbsp; $319815 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 3.79%), 4.49%, <br> 03/24/31<sup>(c)</sup><br>| 341 | &nbsp;&nbsp; 344201 |
| Lloyds Banking Group PLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 01/11/27 | 400 | &nbsp;&nbsp; 398443 |
| &nbsp;&nbsp;&nbsp; 5.30%, 12/01/45 | 200 | &nbsp;&nbsp; 190683 |
| &nbsp;&nbsp;&nbsp; 4.34%, 01/09/48 | 249 | &nbsp;&nbsp; 203598 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 0.85%), 5.09%, 11/26/28<sup>(c)</sup> | 200 | &nbsp;&nbsp; 203561 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 1.07%), 5.72%, 06/05/30<sup>(c)</sup> | 200 | &nbsp;&nbsp; 209172 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 1.20%), 5.59%, 11/26/35<sup>(c)</sup> | 200 | &nbsp;&nbsp; 207871 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 1.70%), 5.87%, 03/06/29<sup>(c)</sup> | 200 | &nbsp;&nbsp; 207455 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 1.75%), 5.68%, 01/05/35<sup>(b)(c)</sup> | 200 | &nbsp;&nbsp; 209660 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 1.80%), 3.75%, 03/18/28<sup>(c)</sup> | 222 | &nbsp;&nbsp; 220492 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 2.30%), 4.98%, 08/11/33<sup>(c)</sup> | 200 | &nbsp;&nbsp; 202772 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 3.75%), 7.95%, 11/15/33<sup>(c)</sup> | 225 | &nbsp;&nbsp; 261997 |
| &nbsp;&nbsp;&nbsp; (3-mo. SOFR US + 1.47%), 3.57%, 11/07/28<sup>(c)</sup> | 200 | &nbsp;&nbsp; 197374 |
| Mitsubishi UFJ Financial Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.29%, 07/25/27 | 111 | &nbsp;&nbsp; 109616 |
| &nbsp;&nbsp;&nbsp; 3.96%, 03/02/28 | 151 | &nbsp;&nbsp; 150858 |
| &nbsp;&nbsp;&nbsp; 3.74%, 03/07/29 | 341 | &nbsp;&nbsp; 336594 |
| &nbsp;&nbsp;&nbsp; 3.20%, 07/18/29 | 200 | &nbsp;&nbsp; 192650 |
| &nbsp;&nbsp;&nbsp; 2.56%, 02/25/30 | 349 | &nbsp;&nbsp; 324534 |
| &nbsp;&nbsp;&nbsp; 4.29%, 07/26/38<sup>(b)</sup> | 87 | &nbsp;&nbsp; 82737 |
| &nbsp;&nbsp;&nbsp; 4.15%, 03/07/39<sup>(b)</sup> | 60 | &nbsp;&nbsp; 56175 |
| &nbsp;&nbsp;&nbsp; 3.75%, 07/18/39 | 200 | &nbsp;&nbsp; 175625 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 0.78%), 5.20%, 01/16/31<sup>(c)</sup> | 200 | &nbsp;&nbsp; 206165 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 0.80%), 4.53%, 09/12/31<sup>(c)</sup> | 200 | &nbsp;&nbsp; 200761 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 0.83%), 2.34%, 01/19/28<sup>(c)</sup> | 220 | &nbsp;&nbsp; 214905 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 0.95%), 2.31%, 07/20/32<sup>(c)</sup> | 200 | &nbsp;&nbsp; 177134 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 0.95%), 5.57%, 01/16/36<sup>(c)</sup> | 200 | &nbsp;&nbsp; 209692 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 0.97%), 2.49%, 10/13/32<sup>(c)</sup> | 215 | &nbsp;&nbsp; 191599 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 1.00%), 5.43%, 04/17/35<sup>(c)</sup> | 200 | &nbsp;&nbsp; 208128 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 1.10%), 2.85%, 01/19/33<sup>(c)</sup> | 200 | &nbsp;&nbsp; 180850 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 1.27%), 5.62%, 04/24/36<sup>(c)</sup> | 200 | &nbsp;&nbsp; 209814 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 1.30%), 4.08%, 04/19/28<sup>(c)</sup> | 220 | &nbsp;&nbsp; 219764 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 1.55%), 4.32%, 04/19/33<sup>(c)</sup> | 200 | &nbsp;&nbsp; 196556 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 1.90%), 5.35%, 09/13/28<sup>(c)</sup> | 200 | &nbsp;&nbsp; 204443 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 1.95%), 5.02%, 07/20/28<sup>(c)</sup> | 200 | &nbsp;&nbsp; 203010 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 2.13%), 5.13%, 07/20/33<sup>(c)</sup> | 250 | &nbsp;&nbsp; 257118 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 0.93%), 5.19%, 09/12/36<sup>(c)</sup> | 200 | &nbsp;&nbsp; 203222 |
| Mizuho Financial Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.56%, 09/13/31 | 200 | &nbsp;&nbsp; 177087 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 0.92%), 4.71%, 07/08/31<sup>(c)</sup> | 200 | &nbsp;&nbsp; 202354 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 1.07%), 5.32%, 07/08/36<sup>(c)</sup> | 200 | &nbsp;&nbsp; 205587 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 1.25%), 3.26%, 05/22/30<sup>(c)</sup> | 380 | &nbsp;&nbsp; 366338 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 1.30%), 5.59%, 07/10/35<sup>(c)</sup> | 200 | &nbsp;&nbsp; 209159 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 1.65%), 5.78%, 07/06/29<sup>(c)</sup> | 200 | &nbsp;&nbsp; 208425 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 1.90%), 5.75%, 07/06/34<sup>(c)</sup> | 200 | &nbsp;&nbsp; 212504 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 2.05%), 5.41%, 09/13/28<sup>(b)(c)</sup> | 520 | &nbsp;&nbsp; 532554 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 2.40%), 5.67%, 09/13/33<sup>(b)(c)</sup> | 320 | &nbsp;&nbsp; 338754 |
| Morgan Stanley |  |  |
| &nbsp;&nbsp;&nbsp; 3.63%, 01/20/27 | 341 | &nbsp;&nbsp; 339796 |
| &nbsp;&nbsp;&nbsp; 3.95%, 04/23/27 | 287 | &nbsp;&nbsp; 286371 |
| &nbsp;&nbsp;&nbsp; 3.59%, 07/22/28<sup>(c)</sup> | 384 | &nbsp;&nbsp; 379959 |
| &nbsp;&nbsp;&nbsp; 7.25%, 04/01/32 | 50 | &nbsp;&nbsp; 57920 |
| &nbsp;&nbsp;&nbsp; 3.97%, 07/22/38<sup>(c)</sup> | 246 | &nbsp;&nbsp; 220032 |
| &nbsp;&nbsp;&nbsp; 6.38%, 07/24/42 | 181 | &nbsp;&nbsp; 203314 |
| &nbsp;&nbsp;&nbsp; 4.30%, 01/27/45 | 371 | &nbsp;&nbsp; 325429 |
| &nbsp;&nbsp;&nbsp; 4.38%, 01/22/47 | 257 | &nbsp;&nbsp; 225381 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.00%), 2.48%, 01/21/28<sup>(c)</sup> | 269 | &nbsp;&nbsp; 263289 |

---

------

Schedule of Investments (unaudited)(continued)

September 30, 2025

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Financial Services (continued)** | **Financial Services (continued)** | **Financial Services (continued)** |
| Morgan Stanley (continued) |  |  |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.01%), 5.65%, 04/13/28<sup>(c)</sup> | $225 | &nbsp;&nbsp; $230038 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.02%), 1.93%, 04/28/32<sup>(c)</sup> | 300 | &nbsp;&nbsp; 261818 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.03%), 1.79%, 02/13/32<sup>(c)</sup> | 338 | &nbsp;&nbsp; 294796 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.10%), 4.65%, 10/18/30<sup>(c)</sup> | 325 | &nbsp;&nbsp; 328552 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.11%), 5.23%, 01/15/31<sup>(c)</sup> | 215 | &nbsp;&nbsp; 221912 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.14%), 2.70%, 01/22/31<sup>(c)</sup> | 341 | &nbsp;&nbsp; 318642 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.18%), 2.24%, 07/21/32<sup>(c)</sup> | 387 | &nbsp;&nbsp; 341796 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.20%), 2.51%, 10/20/32<sup>(c)</sup> | 281 | &nbsp;&nbsp; 250696 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.22%), 5.04%, 07/19/30<sup>(c)</sup> | 225 | &nbsp;&nbsp; 230594 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.26%), 5.66%, 04/18/30<sup>(c)</sup> | 390 | &nbsp;&nbsp; 407244 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.29%), 2.94%, 01/21/33<sup>(c)</sup> | 343 | &nbsp;&nbsp; 311840 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.36%), 2.48%, 09/16/36<sup>(c)</sup> | 359 | &nbsp;&nbsp; 311837 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.38%), 4.99%, 04/12/29<sup>(c)</sup> | 75 | &nbsp;&nbsp; 76498 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.42%), 5.59%, 01/18/36<sup>(c)</sup> | 385 | &nbsp;&nbsp; 403098 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.43%), 2.80%, 01/25/52<sup>(c)</sup> | 271 | &nbsp;&nbsp; 174608 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.45%), 5.17%, 01/16/30<sup>(c)</sup> | 250 | &nbsp;&nbsp; 256944 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.49%), 3.22%, 04/22/42<sup>(c)</sup> | 235 | &nbsp;&nbsp; 183755 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.51%), 5.19%, 04/17/31<sup>(c)</sup> | 350 | &nbsp;&nbsp; 361407 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.56%), 5.32%, 07/19/35<sup>(c)</sup> | 375 | &nbsp;&nbsp; 386943 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.58%), 5.83%, 04/19/35<sup>(c)</sup> | 335 | &nbsp;&nbsp; 357124 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.59%), 5.16%, 04/20/29<sup>(c)</sup> | 255 | &nbsp;&nbsp; 261026 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.61%), 4.21%, 04/20/28<sup>(c)</sup> | 296 | &nbsp;&nbsp; 296322 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.63%), 5.45%, 07/20/29<sup>(c)</sup> | 540 | &nbsp;&nbsp; 557987 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.71%), 5.52%, 11/19/55<sup>(c)</sup> | 345 | &nbsp;&nbsp; 348736 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.73%), 5.12%, 02/01/29<sup>(c)</sup> | 295 | &nbsp;&nbsp; 301357 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.73%), 5.47%, 01/18/35<sup>(c)</sup> | 300 | &nbsp;&nbsp; 312463 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.76%), 5.66%, 04/17/36<sup>(b)(c)</sup> | 390 | &nbsp;&nbsp; 411473 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.83%), 6.41%, 11/01/29<sup>(c)</sup> | 280 | &nbsp;&nbsp; 297602 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.87%), 5.25%, 04/21/34<sup>(c)</sup> | 255 | &nbsp;&nbsp; 262962 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.88%), 5.42%, 07/21/34<sup>(c)</sup> | 340 | &nbsp;&nbsp; 354246 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.05%), 6.63%, 11/01/34<sup>(c)</sup> | 330 | &nbsp;&nbsp; 369141 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.08%), 4.89%, 07/20/33<sup>(c)</sup> | 220 | &nbsp;&nbsp; 223387 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.24%), 6.30%, 10/18/28<sup>(c)</sup> | 250 | &nbsp;&nbsp; 260522 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.56%), 6.34%, 10/18/33<sup>(c)</sup> | 300 | &nbsp;&nbsp; 329712 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.62%), 5.30%, 04/20/37<sup>(c)</sup> | 234 | &nbsp;&nbsp; 237399 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 3.12%), 3.62%, 04/01/31<sup>(c)</sup> | 400 | &nbsp;&nbsp; 388121 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 4.84%), 5.60%, 03/24/51<sup>(c)</sup> | 271 | &nbsp;&nbsp; 276098 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.40%), 3.77%, <br> 01/24/29<sup>(c)</sup><br>| 410 | &nbsp;&nbsp; 406446 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.69%), 4.46%, <br> 04/22/39<sup>(c)</sup><br>| 211 | &nbsp;&nbsp; 199160 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.89%), 4.43%, <br> 01/23/30<sup>(c)</sup><br>| 330 | &nbsp;&nbsp; 331580 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 1.80%), 5.94%, 02/07/39<sup>(c)</sup> | 100 | &nbsp;&nbsp; 104700 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 2.43%), 5.95%, 01/19/38<sup>(c)</sup> | 90 | &nbsp;&nbsp; 94363 |
| Nasdaq, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.35%, 06/28/28 | 79 | &nbsp;&nbsp; 81456 |
| &nbsp;&nbsp;&nbsp; 1.65%, 01/15/31 | 57 | &nbsp;&nbsp; 49831 |
| &nbsp;&nbsp;&nbsp; 5.55%, 02/15/34 | 293 | &nbsp;&nbsp; 307647 |
| &nbsp;&nbsp;&nbsp; 3.25%, 04/28/50 | 70 | &nbsp;&nbsp; 48782 |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/07/52 | 50 | &nbsp;&nbsp; 38675 |
| &nbsp;&nbsp;&nbsp; 5.95%, 08/15/53 | 50 | &nbsp;&nbsp; 52346 |
| &nbsp;&nbsp;&nbsp; 6.10%, 06/28/63 | 200 | &nbsp;&nbsp; 211392 |
| NatWest Group PLC<sup>(c)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 1.05%), 5.12%, 05/23/31 | 200 | &nbsp;&nbsp; 205077 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 1.50%), 5.78%, 03/01/35 | 200 | &nbsp;&nbsp; 210907 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 2.10%), 6.02%, 03/02/34 | 200 | &nbsp;&nbsp; 214657 |
| &nbsp;&nbsp;&nbsp; (3-mo. SOFR US + 2.17%), 5.08%, 01/27/30 | 450 | &nbsp;&nbsp; 459602 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 2.35%), 3.03%, 11/28/35 | 300 | &nbsp;&nbsp; 274385 |
| ORIX Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/13/27 | 100 | &nbsp;&nbsp; 101732 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Financial Services (continued)** | **Financial Services (continued)** | **Financial Services (continued)** |
| ORIX Corp. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 4.65%, 09/10/29<sup>(b)</sup> | 25 | &nbsp;&nbsp; $25302 |
| &nbsp;&nbsp;&nbsp; 4.45%, 09/09/30 | 50 | &nbsp;&nbsp; 49916 |
| &nbsp;&nbsp;&nbsp; 2.25%, 03/09/31 | 87 | &nbsp;&nbsp; 77648 |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/13/32<sup>(b)</sup> | 67 | &nbsp;&nbsp; 64881 |
| &nbsp;&nbsp;&nbsp; 5.20%, 09/13/32<sup>(b)</sup> | 100 | &nbsp;&nbsp; 103395 |
| &nbsp;&nbsp;&nbsp; 5.40%, 02/25/35<sup>(b)</sup> | 50 | &nbsp;&nbsp; 51584 |
| Radian Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.88%, 03/15/27 | 50 | &nbsp;&nbsp; 50138 |
| &nbsp;&nbsp;&nbsp; 6.20%, 05/15/29 | 50 | &nbsp;&nbsp; 52220 |
| Sumitomo Mitsui Financial Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.01%, 10/19/26 | 87 | &nbsp;&nbsp; 86109 |
| &nbsp;&nbsp;&nbsp; 2.17%, 01/14/27 | 200 | &nbsp;&nbsp; 195395 |
| &nbsp;&nbsp;&nbsp; 3.36%, 07/12/27 | 246 | &nbsp;&nbsp; 243551 |
| &nbsp;&nbsp;&nbsp; 3.35%, 10/18/27 | 87 | &nbsp;&nbsp; 85884 |
| &nbsp;&nbsp;&nbsp; 5.52%, 01/13/28 | 200 | &nbsp;&nbsp; 206338 |
| &nbsp;&nbsp;&nbsp; 3.54%, 01/17/28 | 100 | &nbsp;&nbsp; 98933 |
| &nbsp;&nbsp;&nbsp; 3.94%, 07/19/28 | 75 | &nbsp;&nbsp; 74840 |
| &nbsp;&nbsp;&nbsp; 5.72%, 09/14/28<sup>(b)</sup> | 200 | &nbsp;&nbsp; 208862 |
| &nbsp;&nbsp;&nbsp; 1.90%, 09/17/28 | 218 | &nbsp;&nbsp; 204662 |
| &nbsp;&nbsp;&nbsp; 4.31%, 10/16/28 | 100 | &nbsp;&nbsp; 100712 |
| &nbsp;&nbsp;&nbsp; 5.32%, 07/09/29 | 200 | &nbsp;&nbsp; 207197 |
| &nbsp;&nbsp;&nbsp; 3.04%, 07/16/29 | 300 | &nbsp;&nbsp; 286826 |
| &nbsp;&nbsp;&nbsp; 2.72%, 09/27/29 | 522 | &nbsp;&nbsp; 492982 |
| &nbsp;&nbsp;&nbsp; 5.71%, 01/13/30 | 200 | &nbsp;&nbsp; 210900 |
| &nbsp;&nbsp;&nbsp; 2.75%, 01/15/30 | 200 | &nbsp;&nbsp; 187609 |
| &nbsp;&nbsp;&nbsp; 2.13%, 07/08/30 | 200 | &nbsp;&nbsp; 181107 |
| &nbsp;&nbsp;&nbsp; 2.22%, 09/17/31 | 265 | &nbsp;&nbsp; 233837 |
| &nbsp;&nbsp;&nbsp; 5.77%, 01/13/33 | 300 | &nbsp;&nbsp; 320574 |
| &nbsp;&nbsp;&nbsp; 5.81%, 09/14/33<sup>(b)</sup> | 200 | &nbsp;&nbsp; 214624 |
| &nbsp;&nbsp;&nbsp; 5.56%, 07/09/34 | 200 | &nbsp;&nbsp; 210934 |
| &nbsp;&nbsp;&nbsp; 5.63%, 01/15/35 | 200 | &nbsp;&nbsp; 212171 |
| &nbsp;&nbsp;&nbsp; 2.93%, 09/17/41 | 95 | &nbsp;&nbsp; 70356 |
| &nbsp;&nbsp;&nbsp; 6.18%, 07/13/43<sup>(b)</sup> | 100 | &nbsp;&nbsp; 109564 |
| &nbsp;&nbsp;&nbsp; 5.84%, 07/09/44 | 100 | &nbsp;&nbsp; 104850 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.50%), 5.25%, 07/08/36<sup>(c)</sup> | 200 | &nbsp;&nbsp; 204974 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.78%), 5.80%, 07/08/46<sup>(c)</sup> | 50 | &nbsp;&nbsp; 51191 |
| UBS AG/Stamford CT |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 07/09/27 | 250 | &nbsp;&nbsp; 254207 |
| &nbsp;&nbsp;&nbsp; 7.50%, 02/15/28 | 250 | &nbsp;&nbsp; 269163 |
| UBS Group AG, 4.88%, 05/15/45 | 268 | &nbsp;&nbsp; 251525 |
|  |  | &nbsp;&nbsp; 128896068 |
| **Food Products — 0.3%** | **Food Products — 0.3%** | **Food Products — 0.3%** |
| Archer-Daniels-Midland Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 03/27/30 | 150 | &nbsp;&nbsp; 144260 |
| &nbsp;&nbsp;&nbsp; 2.90%, 03/01/32<sup>(b)</sup> | 67 | &nbsp;&nbsp; 61191 |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/15/33<sup>(b)</sup> | 100 | &nbsp;&nbsp; 99657 |
| &nbsp;&nbsp;&nbsp; 4.54%, 03/26/42 | 37 | &nbsp;&nbsp; 33568 |
| &nbsp;&nbsp;&nbsp; 4.02%, 04/16/43 | 66 | &nbsp;&nbsp; 55750 |
| &nbsp;&nbsp;&nbsp; 3.75%, 09/15/47 | 171 | &nbsp;&nbsp; 132475 |
| Bunge Ltd. Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 09/25/27<sup>(b)</sup> | 171 | &nbsp;&nbsp; 169990 |
| &nbsp;&nbsp;&nbsp; 4.10%, 01/07/28 | 25 | &nbsp;&nbsp; 25034 |
| &nbsp;&nbsp;&nbsp; 4.20%, 09/17/29 | 100 | &nbsp;&nbsp; 99657 |
| &nbsp;&nbsp;&nbsp; 4.55%, 08/04/30 | 50 | &nbsp;&nbsp; 50318 |
| &nbsp;&nbsp;&nbsp; 3.20%, 04/21/31 | 100 | &nbsp;&nbsp; 93654 |
| &nbsp;&nbsp;&nbsp; 2.75%, 05/14/31 | 121 | &nbsp;&nbsp; 110934 |
| &nbsp;&nbsp;&nbsp; 4.65%, 09/17/34 | 85 | &nbsp;&nbsp; 83325 |
| &nbsp;&nbsp;&nbsp; 5.15%, 08/04/35 | 50 | &nbsp;&nbsp; 50589 |
| Campbell's Co. |  |  |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/19/27 | 50 | &nbsp;&nbsp; 50772 |
| &nbsp;&nbsp;&nbsp; 4.15%, 03/15/28 | 150 | &nbsp;&nbsp; 149826 |

---

Master Portfolio Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

September 30, 2025

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Food Products (continued)** | **Food Products (continued)** | **Food Products (continued)** |
| Campbell's Co. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/21/29 | $50 | &nbsp;&nbsp; $51342 |
| &nbsp;&nbsp;&nbsp; 2.38%, 04/24/30 | 150 | &nbsp;&nbsp; 137053 |
| &nbsp;&nbsp;&nbsp; 5.40%, 03/21/34 | 50 | &nbsp;&nbsp; 51227 |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/23/35 | 100 | &nbsp;&nbsp; 96978 |
| &nbsp;&nbsp;&nbsp; 4.80%, 03/15/48 | 130 | &nbsp;&nbsp; 114565 |
| &nbsp;&nbsp;&nbsp; 5.25%, 10/13/54 | 25 | &nbsp;&nbsp; 23145 |
| Conagra Brands, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.30%, 10/01/26 | 50 | &nbsp;&nbsp; 50509 |
| &nbsp;&nbsp;&nbsp; 1.38%, 11/01/27 | 77 | &nbsp;&nbsp; 72534 |
| &nbsp;&nbsp;&nbsp; 4.85%, 11/01/28 | 150 | &nbsp;&nbsp; 151591 |
| &nbsp;&nbsp;&nbsp; 5.00%, 08/01/30<sup>(b)</sup> | 50 | &nbsp;&nbsp; 50497 |
| &nbsp;&nbsp;&nbsp; 5.75%, 08/01/35<sup>(b)</sup> | 50 | &nbsp;&nbsp; 50899 |
| &nbsp;&nbsp;&nbsp; 5.30%, 11/01/38 | 171 | &nbsp;&nbsp; 164173 |
| &nbsp;&nbsp;&nbsp; 5.40%, 11/01/48<sup>(b)</sup> | 162 | &nbsp;&nbsp; 147964 |
| Flowers Foods, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.40%, 03/15/31 | 60 | &nbsp;&nbsp; 53252 |
| &nbsp;&nbsp;&nbsp; 5.75%, 03/15/35<sup>(b)</sup> | 50 | &nbsp;&nbsp; 50928 |
| &nbsp;&nbsp;&nbsp; 6.20%, 03/15/55<sup>(b)</sup> | 50 | &nbsp;&nbsp; 49572 |
| General Mills, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.70%, 01/30/27 | 50 | &nbsp;&nbsp; 50385 |
| &nbsp;&nbsp;&nbsp; 3.20%, 02/10/27 | 87 | &nbsp;&nbsp; 85937 |
| &nbsp;&nbsp;&nbsp; 4.20%, 04/17/28 | 171 | &nbsp;&nbsp; 171326 |
| &nbsp;&nbsp;&nbsp; 5.50%, 10/17/28 | 55 | &nbsp;&nbsp; 57106 |
| &nbsp;&nbsp;&nbsp; 4.88%, 01/30/30 | 50 | &nbsp;&nbsp; 51045 |
| &nbsp;&nbsp;&nbsp; 2.88%, 04/15/30<sup>(b)</sup> | 171 | &nbsp;&nbsp; 160491 |
| &nbsp;&nbsp;&nbsp; 2.25%, 10/14/31 | 121 | &nbsp;&nbsp; 106626 |
| &nbsp;&nbsp;&nbsp; 4.95%, 03/29/33<sup>(b)</sup> | 130 | &nbsp;&nbsp; 131747 |
| &nbsp;&nbsp;&nbsp; 5.25%, 01/30/35<sup>(b)</sup> | 100 | &nbsp;&nbsp; 101817 |
| &nbsp;&nbsp;&nbsp; 5.40%, 06/15/40 | 50 | &nbsp;&nbsp; 49870 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/01/51<sup>(b)</sup> | 180 | &nbsp;&nbsp; 117428 |
| Hershey Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.45%, 11/15/29 | 87 | &nbsp;&nbsp; 81634 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/24/30 | 50 | &nbsp;&nbsp; 51202 |
| &nbsp;&nbsp;&nbsp; 4.95%, 02/24/32 | 50 | &nbsp;&nbsp; 51551 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/04/33 | 50 | &nbsp;&nbsp; 50163 |
| &nbsp;&nbsp;&nbsp; 5.10%, 02/24/35 | 50 | &nbsp;&nbsp; 51511 |
| &nbsp;&nbsp;&nbsp; 3.13%, 11/15/49 | 87 | &nbsp;&nbsp; 59701 |
| Hormel Foods Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.80%, 03/30/27 | 45 | &nbsp;&nbsp; 45506 |
| &nbsp;&nbsp;&nbsp; 1.70%, 06/03/28 | 223 | &nbsp;&nbsp; 210094 |
| &nbsp;&nbsp;&nbsp; 1.80%, 06/11/30 | 100 | &nbsp;&nbsp; 89701 |
| &nbsp;&nbsp;&nbsp; 3.05%, 06/03/51 | 87 | &nbsp;&nbsp; 58248 |
| Ingredion, Inc., 3.90%, 06/01/50 | 87 | &nbsp;&nbsp; 64972 |
| J.M. Smucker Co. |  |  |
| &nbsp;&nbsp;&nbsp; 5.90%, 11/15/28 | 75 | &nbsp;&nbsp; 78782 |
| &nbsp;&nbsp;&nbsp; 2.38%, 03/15/30 | 200 | &nbsp;&nbsp; 184692 |
| &nbsp;&nbsp;&nbsp; 2.13%, 03/15/32 | 50 | &nbsp;&nbsp; 43001 |
| &nbsp;&nbsp;&nbsp; 6.20%, 11/15/33<sup>(b)</sup> | 75 | &nbsp;&nbsp; 81459 |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/15/35 | 87 | &nbsp;&nbsp; 82172 |
| &nbsp;&nbsp;&nbsp; 6.50%, 11/15/43<sup>(b)</sup> | 40 | &nbsp;&nbsp; 43621 |
| &nbsp;&nbsp;&nbsp; 4.38%, 03/15/45 | 87 | &nbsp;&nbsp; 73305 |
| &nbsp;&nbsp;&nbsp; 6.50%, 11/15/53<sup>(b)</sup> | 125 | &nbsp;&nbsp; 137917 |
| &nbsp;&nbsp;&nbsp; JBS USA Holding Lux SARL/JBS USA Food Co./JBS <br> Lux Co. SARL<br>|  |  |
| &nbsp;&nbsp;&nbsp; 3.63%, 01/15/32 | 200 | &nbsp;&nbsp; 186433 |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/15/32 | 250 | &nbsp;&nbsp; 223668 |
| &nbsp;&nbsp;&nbsp; 5.75%, 04/01/33 | 146 | &nbsp;&nbsp; 152472 |
| &nbsp;&nbsp;&nbsp; 6.75%, 03/15/34 | 47 | &nbsp;&nbsp; 51959 |
| &nbsp;&nbsp;&nbsp; 4.38%, 02/02/52 | 100 | &nbsp;&nbsp; 78622 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Food Products (continued)** | **Food Products (continued)** | **Food Products (continued)** |
| &nbsp;&nbsp;&nbsp; JBS USA Holding Lux SARL/JBS USA Food Co./JBS <br> Lux Co. SARL (continued)<br>|  |  |
| &nbsp;&nbsp;&nbsp; 6.50%, 12/01/52 | $250 | &nbsp;&nbsp; $263435 |
| &nbsp;&nbsp;&nbsp; 7.25%, 11/15/53 | 50 | &nbsp;&nbsp; 57336 |
| &nbsp;&nbsp;&nbsp; JBS USA Holding Lux SARL/JBS USA Foods Group <br> Holdings, Inc./JBS USA Food Co.<sup>(d)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/15/36 | 100 | &nbsp;&nbsp; 102121 |
| &nbsp;&nbsp;&nbsp; 6.25%, 03/01/56 | 150 | &nbsp;&nbsp; 153808 |
| &nbsp;&nbsp;&nbsp; 6.38%, 04/15/66 | 150 | &nbsp;&nbsp; 154206 |
| &nbsp;&nbsp;&nbsp; JBS USA LUX SARL/JBS USA Food Co./JBS USA <br> Foods Group<sup>(d)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; 5.95%, 04/20/35 | 75 | &nbsp;&nbsp; 78788 |
| &nbsp;&nbsp;&nbsp; 6.38%, 02/25/55 | 50 | &nbsp;&nbsp; 52060 |
| Kellanova |  |  |
| &nbsp;&nbsp;&nbsp; 4.30%, 05/15/28 | 171 | &nbsp;&nbsp; 172240 |
| &nbsp;&nbsp;&nbsp; 2.10%, 06/01/30 | 141 | &nbsp;&nbsp; 127818 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/01/33 | 30 | &nbsp;&nbsp; 31096 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/01/46 | 62 | &nbsp;&nbsp; 54330 |
| &nbsp;&nbsp;&nbsp; 5.75%, 05/16/54<sup>(b)</sup> | 25 | &nbsp;&nbsp; 25299 |
| Kraft Heinz Foods Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 05/15/27 | 148 | &nbsp;&nbsp; 147340 |
| &nbsp;&nbsp;&nbsp; 4.63%, 01/30/29 | 87 | &nbsp;&nbsp; 87743 |
| &nbsp;&nbsp;&nbsp; 3.75%, 04/01/30 | 79 | &nbsp;&nbsp; 76619 |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/01/31 | 87 | &nbsp;&nbsp; 85676 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/15/32 | 50 | &nbsp;&nbsp; 51234 |
| &nbsp;&nbsp;&nbsp; 6.75%, 03/15/32 | 70 | &nbsp;&nbsp; 77380 |
| &nbsp;&nbsp;&nbsp; 5.40%, 03/15/35<sup>(b)</sup> | 50 | &nbsp;&nbsp; 51086 |
| &nbsp;&nbsp;&nbsp; 5.00%, 07/15/35 | 79 | &nbsp;&nbsp; 78387 |
| &nbsp;&nbsp;&nbsp; 6.88%, 01/26/39 | 87 | &nbsp;&nbsp; 97066 |
| &nbsp;&nbsp;&nbsp; 6.50%, 02/09/40 | 79 | &nbsp;&nbsp; 85531 |
| &nbsp;&nbsp;&nbsp; 5.00%, 06/04/42 | 163 | &nbsp;&nbsp; 150475 |
| &nbsp;&nbsp;&nbsp; 5.20%, 07/15/45 | 197 | &nbsp;&nbsp; 182029 |
| &nbsp;&nbsp;&nbsp; 4.38%, 06/01/46 | 300 | &nbsp;&nbsp; 249656 |
| &nbsp;&nbsp;&nbsp; 4.88%, 10/01/49 | 163 | &nbsp;&nbsp; 142593 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/01/50 | 87 | &nbsp;&nbsp; 82175 |
| McCormick & Co., Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.40%, 08/15/27 | 100 | &nbsp;&nbsp; 98838 |
| &nbsp;&nbsp;&nbsp; 2.50%, 04/15/30 | 50 | &nbsp;&nbsp; 46282 |
| &nbsp;&nbsp;&nbsp; 1.85%, 02/15/31 | 71 | &nbsp;&nbsp; 62153 |
| &nbsp;&nbsp;&nbsp; 4.95%, 04/15/33 | 100 | &nbsp;&nbsp; 101968 |
| &nbsp;&nbsp;&nbsp; 4.70%, 10/15/34 | 75 | &nbsp;&nbsp; 73523 |
| Mondelez International, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.63%, 03/17/27 | 101 | &nbsp;&nbsp; 98903 |
| &nbsp;&nbsp;&nbsp; 4.25%, 05/06/28 | 100 | &nbsp;&nbsp; 100458 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/20/29 | 50 | &nbsp;&nbsp; 51098 |
| &nbsp;&nbsp;&nbsp; 2.75%, 04/13/30 | 160 | &nbsp;&nbsp; 150020 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/06/30<sup>(b)</sup> | 25 | &nbsp;&nbsp; 25205 |
| &nbsp;&nbsp;&nbsp; 1.50%, 02/04/31 | 100 | &nbsp;&nbsp; 86728 |
| &nbsp;&nbsp;&nbsp; 1.88%, 10/15/32<sup>(b)</sup> | 87 | &nbsp;&nbsp; 74292 |
| &nbsp;&nbsp;&nbsp; 4.75%, 08/28/34<sup>(b)</sup> | 50 | &nbsp;&nbsp; 49907 |
| &nbsp;&nbsp;&nbsp; 5.13%, 05/06/35<sup>(b)</sup> | 25 | &nbsp;&nbsp; 25478 |
| &nbsp;&nbsp;&nbsp; 2.63%, 09/04/50 | 170 | &nbsp;&nbsp; 103221 |
| Pilgrim's Pride Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 04/15/31 | 100 | &nbsp;&nbsp; 96654 |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/01/32 | 150 | &nbsp;&nbsp; 137301 |
| &nbsp;&nbsp;&nbsp; 6.25%, 07/01/33 | 125 | &nbsp;&nbsp; 133430 |
| Tyson Foods, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.55%, 06/02/27 | 171 | &nbsp;&nbsp; 169211 |
| &nbsp;&nbsp;&nbsp; 4.35%, 03/01/29 | 150 | &nbsp;&nbsp; 150115 |
| &nbsp;&nbsp;&nbsp; 5.40%, 03/15/29 | 50 | &nbsp;&nbsp; 51716 |

---

------

Schedule of Investments (unaudited)(continued)

September 30, 2025

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Food Products (continued)** | **Food Products (continued)** | **Food Products (continued)** |
| Tyson Foods, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 5.70%, 03/15/34<sup>(b)</sup> | 50 | &nbsp;&nbsp; $52687 |
| &nbsp;&nbsp;&nbsp; 4.88%, 08/15/34<sup>(b)</sup> | 70 | &nbsp;&nbsp; 69897 |
| &nbsp;&nbsp;&nbsp; 5.15%, 08/15/44 | 87 | &nbsp;&nbsp; 81494 |
| &nbsp;&nbsp;&nbsp; 4.55%, 06/02/47 | 87 | &nbsp;&nbsp; 74432 |
| &nbsp;&nbsp;&nbsp; 5.10%, 09/28/48 | 150 | &nbsp;&nbsp; 138406 |
|  |  | &nbsp;&nbsp; 11264337 |
| **Ground Transportation — 0.3%** | **Ground Transportation — 0.3%** | **Ground Transportation — 0.3%** |
| Burlington Northern Santa Fe LLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 06/15/27 | 300 | &nbsp;&nbsp; 296762 |
| &nbsp;&nbsp;&nbsp; 5.05%, 03/01/41 | 100 | &nbsp;&nbsp; 98377 |
| &nbsp;&nbsp;&nbsp; 5.40%, 06/01/41 | 50 | &nbsp;&nbsp; 51077 |
| &nbsp;&nbsp;&nbsp; 4.40%, 03/15/42 | 53 | &nbsp;&nbsp; 47882 |
| &nbsp;&nbsp;&nbsp; 4.38%, 09/01/42 | 87 | &nbsp;&nbsp; 77961 |
| &nbsp;&nbsp;&nbsp; 4.45%, 03/15/43 | 70 | &nbsp;&nbsp; 63129 |
| &nbsp;&nbsp;&nbsp; 5.15%, 09/01/43 | 87 | &nbsp;&nbsp; 85548 |
| &nbsp;&nbsp;&nbsp; 4.90%, 04/01/44 | 87 | &nbsp;&nbsp; 82862 |
| &nbsp;&nbsp;&nbsp; 4.55%, 09/01/44 | 87 | &nbsp;&nbsp; 78373 |
| &nbsp;&nbsp;&nbsp; 4.15%, 04/01/45 | 87 | &nbsp;&nbsp; 74236 |
| &nbsp;&nbsp;&nbsp; 4.70%, 09/01/45 | 87 | &nbsp;&nbsp; 79850 |
| &nbsp;&nbsp;&nbsp; 3.90%, 08/01/46 | 141 | &nbsp;&nbsp; 114585 |
| &nbsp;&nbsp;&nbsp; 4.13%, 06/15/47 | 87 | &nbsp;&nbsp; 73012 |
| &nbsp;&nbsp;&nbsp; 4.05%, 06/15/48 | 60 | &nbsp;&nbsp; 49177 |
| &nbsp;&nbsp;&nbsp; 4.15%, 12/15/48 | 87 | &nbsp;&nbsp; 72283 |
| &nbsp;&nbsp;&nbsp; 3.55%, 02/15/50 | 100 | &nbsp;&nbsp; 74913 |
| &nbsp;&nbsp;&nbsp; 3.05%, 02/15/51 | 71 | &nbsp;&nbsp; 48061 |
| &nbsp;&nbsp;&nbsp; 3.30%, 09/15/51 | 171 | &nbsp;&nbsp; 120744 |
| &nbsp;&nbsp;&nbsp; 2.88%, 06/15/52 | 100 | &nbsp;&nbsp; 64031 |
| &nbsp;&nbsp;&nbsp; 4.45%, 01/15/53 | 200 | &nbsp;&nbsp; 171743 |
| &nbsp;&nbsp;&nbsp; 5.20%, 04/15/54<sup>(b)</sup> | 220 | &nbsp;&nbsp; 211130 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/15/55 | 170 | &nbsp;&nbsp; 170383 |
| &nbsp;&nbsp;&nbsp; 5.80%, 03/15/56 | 100 | &nbsp;&nbsp; 104631 |
| Canadian National Railway Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.85%, 08/05/32 | 100 | &nbsp;&nbsp; 96201 |
| &nbsp;&nbsp;&nbsp; 4.38%, 09/18/34 | 100 | &nbsp;&nbsp; 97767 |
| &nbsp;&nbsp;&nbsp; 6.20%, 06/01/36 | 50 | &nbsp;&nbsp; 55783 |
| &nbsp;&nbsp;&nbsp; 3.20%, 08/02/46 | 140 | &nbsp;&nbsp; 101949 |
| &nbsp;&nbsp;&nbsp; 3.65%, 02/03/48 | 57 | &nbsp;&nbsp; 43969 |
| &nbsp;&nbsp;&nbsp; 4.45%, 01/20/49 | 75 | &nbsp;&nbsp; 65552 |
| &nbsp;&nbsp;&nbsp; 2.45%, 05/01/50 | 81 | &nbsp;&nbsp; 48717 |
| &nbsp;&nbsp;&nbsp; 4.40%, 08/05/52<sup>(b)</sup> | 80 | &nbsp;&nbsp; 68714 |
| &nbsp;&nbsp;&nbsp; 6.13%, 11/01/53 | 50 | &nbsp;&nbsp; 54940 |
| Canadian Pacific Railway Co. |  |  |
| &nbsp;&nbsp;&nbsp; 1.75%, 12/02/26 | 72 | &nbsp;&nbsp; 70121 |
| &nbsp;&nbsp;&nbsp; 2.88%, 11/15/29 | 63 | &nbsp;&nbsp; 59822 |
| &nbsp;&nbsp;&nbsp; 4.80%, 03/30/30 | 75 | &nbsp;&nbsp; 76770 |
| &nbsp;&nbsp;&nbsp; 7.13%, 10/15/31 | 87 | &nbsp;&nbsp; 98918 |
| &nbsp;&nbsp;&nbsp; 2.45%, 12/02/31 | 119 | &nbsp;&nbsp; 105962 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/30/35<sup>(b)</sup> | 75 | &nbsp;&nbsp; 77296 |
| &nbsp;&nbsp;&nbsp; 4.80%, 09/15/35 | 87 | &nbsp;&nbsp; 86076 |
| &nbsp;&nbsp;&nbsp; 3.00%, 12/02/41 | 73 | &nbsp;&nbsp; 54703 |
| &nbsp;&nbsp;&nbsp; 4.80%, 08/01/45 | 191 | &nbsp;&nbsp; 176260 |
| &nbsp;&nbsp;&nbsp; 4.70%, 05/01/48 | 87 | &nbsp;&nbsp; 77642 |
| &nbsp;&nbsp;&nbsp; 3.50%, 05/01/50 | 87 | &nbsp;&nbsp; 63809 |
| &nbsp;&nbsp;&nbsp; 3.10%, 12/02/51<sup>(b)</sup> | 203 | &nbsp;&nbsp; 137261 |
| &nbsp;&nbsp;&nbsp; 4.20%, 11/15/69 | 78 | &nbsp;&nbsp; 59833 |
| &nbsp;&nbsp;&nbsp; 6.13%, 09/15/2115 | 87 | &nbsp;&nbsp; 89756 |
| CSX Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 06/01/27 | 341 | &nbsp;&nbsp; 336785 |
| &nbsp;&nbsp;&nbsp; 3.80%, 03/01/28<sup>(b)</sup> | 227 | &nbsp;&nbsp; 226080 |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/15/29 | 200 | &nbsp;&nbsp; 200762 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Ground Transportation (continued)** | **Ground Transportation (continued)** | **Ground Transportation (continued)** |
| CSX Corp. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 2.40%, 02/15/30 | $87 | &nbsp;&nbsp; $81011 |
| &nbsp;&nbsp;&nbsp; 4.10%, 11/15/32<sup>(b)</sup> | 50 | &nbsp;&nbsp; 49114 |
| &nbsp;&nbsp;&nbsp; 5.20%, 11/15/33 | 100 | &nbsp;&nbsp; 104468 |
| &nbsp;&nbsp;&nbsp; 5.05%, 06/15/35 | 75 | &nbsp;&nbsp; 76592 |
| &nbsp;&nbsp;&nbsp; 6.22%, 04/30/40 | 100 | &nbsp;&nbsp; 110518 |
| &nbsp;&nbsp;&nbsp; 4.75%, 05/30/42 | 139 | &nbsp;&nbsp; 130172 |
| &nbsp;&nbsp;&nbsp; 4.10%, 03/15/44 | 100 | &nbsp;&nbsp; 84791 |
| &nbsp;&nbsp;&nbsp; 3.80%, 11/01/46 | 100 | &nbsp;&nbsp; 79454 |
| &nbsp;&nbsp;&nbsp; 4.30%, 03/01/48 | 130 | &nbsp;&nbsp; 110383 |
| &nbsp;&nbsp;&nbsp; 4.75%, 11/15/48 | 100 | &nbsp;&nbsp; 90458 |
| &nbsp;&nbsp;&nbsp; 3.35%, 09/15/49 | 75 | &nbsp;&nbsp; 53695 |
| &nbsp;&nbsp;&nbsp; 3.80%, 04/15/50 | 96 | &nbsp;&nbsp; 74383 |
| &nbsp;&nbsp;&nbsp; 3.95%, 05/01/50<sup>(b)</sup> | 79 | &nbsp;&nbsp; 62807 |
| &nbsp;&nbsp;&nbsp; 2.50%, 05/15/51 | 75 | &nbsp;&nbsp; 44471 |
| &nbsp;&nbsp;&nbsp; 4.50%, 11/15/52<sup>(b)</sup> | 50 | &nbsp;&nbsp; 43147 |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/01/54 | 87 | &nbsp;&nbsp; 74195 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/15/55<sup>(b)</sup> | 50 | &nbsp;&nbsp; 45873 |
| &nbsp;&nbsp;&nbsp; 4.25%, 11/01/66 | 75 | &nbsp;&nbsp; 59063 |
| &nbsp;&nbsp;&nbsp; 4.65%, 03/01/68 | 137 | &nbsp;&nbsp; 115763 |
| JB Hunt Transport Services, Inc., 4.90%, 03/15/30 | 200 | &nbsp;&nbsp; 204105 |
| Norfolk Southern Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.15%, 06/01/27 | 153 | &nbsp;&nbsp; 150850 |
| &nbsp;&nbsp;&nbsp; 2.55%, 11/01/29 | 58 | &nbsp;&nbsp; 54549 |
| &nbsp;&nbsp;&nbsp; 5.05%, 08/01/30 | 175 | &nbsp;&nbsp; 181429 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/15/32 | 81 | &nbsp;&nbsp; 74591 |
| &nbsp;&nbsp;&nbsp; 4.45%, 03/01/33 | 150 | &nbsp;&nbsp; 149107 |
| &nbsp;&nbsp;&nbsp; 5.55%, 03/15/34 | 50 | &nbsp;&nbsp; 52984 |
| &nbsp;&nbsp;&nbsp; 5.10%, 05/01/35<sup>(b)</sup> | 65 | &nbsp;&nbsp; 66365 |
| &nbsp;&nbsp;&nbsp; 4.84%, 10/01/41 | 100 | &nbsp;&nbsp; 95207 |
| &nbsp;&nbsp;&nbsp; 3.95%, 10/01/42 | 74 | &nbsp;&nbsp; 62334 |
| &nbsp;&nbsp;&nbsp; 4.45%, 06/15/45 | 87 | &nbsp;&nbsp; 76031 |
| &nbsp;&nbsp;&nbsp; 3.94%, 11/01/47 | 80 | &nbsp;&nbsp; 64584 |
| &nbsp;&nbsp;&nbsp; 4.15%, 02/28/48 | 87 | &nbsp;&nbsp; 71895 |
| &nbsp;&nbsp;&nbsp; 3.40%, 11/01/49 | 59 | &nbsp;&nbsp; 42518 |
| &nbsp;&nbsp;&nbsp; 3.05%, 05/15/50 | 105 | &nbsp;&nbsp; 71172 |
| &nbsp;&nbsp;&nbsp; 2.90%, 08/25/51 | 74 | &nbsp;&nbsp; 48046 |
| &nbsp;&nbsp;&nbsp; 3.70%, 03/15/53 | 78 | &nbsp;&nbsp; 58212 |
| &nbsp;&nbsp;&nbsp; 4.55%, 06/01/53 | 40 | &nbsp;&nbsp; 34712 |
| &nbsp;&nbsp;&nbsp; 5.35%, 08/01/54<sup>(b)</sup> | 140 | &nbsp;&nbsp; 137863 |
| &nbsp;&nbsp;&nbsp; 3.16%, 05/15/55 | 171 | &nbsp;&nbsp; 113035 |
| &nbsp;&nbsp;&nbsp; 5.95%, 03/15/64 | 75 | &nbsp;&nbsp; 79229 |
| &nbsp;&nbsp;&nbsp; 5.10%, 08/01/2118 | 50 | &nbsp;&nbsp; 43686 |
| &nbsp;&nbsp;&nbsp; 4.10%, 05/15/2121 | 50 | &nbsp;&nbsp; 35456 |
| Union Pacific Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.15%, 02/05/27 | 57 | &nbsp;&nbsp; 55677 |
| &nbsp;&nbsp;&nbsp; 3.95%, 09/10/28 | 171 | &nbsp;&nbsp; 171168 |
| &nbsp;&nbsp;&nbsp; 3.70%, 03/01/29 | 171 | &nbsp;&nbsp; 169084 |
| &nbsp;&nbsp;&nbsp; 2.40%, 02/05/30 | 100 | &nbsp;&nbsp; 93162 |
| &nbsp;&nbsp;&nbsp; 2.38%, 05/20/31 | 221 | &nbsp;&nbsp; 201395 |
| &nbsp;&nbsp;&nbsp; 2.80%, 02/14/32 | 64 | &nbsp;&nbsp; 58595 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/20/33 | 100 | &nbsp;&nbsp; 100566 |
| &nbsp;&nbsp;&nbsp; 3.38%, 02/01/35 | 87 | &nbsp;&nbsp; 78692 |
| &nbsp;&nbsp;&nbsp; 5.10%, 02/20/35<sup>(b)</sup> | 75 | &nbsp;&nbsp; 77109 |
| &nbsp;&nbsp;&nbsp; 3.60%, 09/15/37 | 214 | &nbsp;&nbsp; 189694 |
| &nbsp;&nbsp;&nbsp; 3.20%, 05/20/41 | 75 | &nbsp;&nbsp; 58804 |
| &nbsp;&nbsp;&nbsp; 3.38%, 02/14/42 | 82 | &nbsp;&nbsp; 64989 |
| &nbsp;&nbsp;&nbsp; 4.05%, 11/15/45 | 87 | &nbsp;&nbsp; 72277 |
| &nbsp;&nbsp;&nbsp; 4.05%, 03/01/46 | 74 | &nbsp;&nbsp; 61055 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/10/48 | 87 | &nbsp;&nbsp; 75664 |
| &nbsp;&nbsp;&nbsp; 4.30%, 03/01/49 | 75 | &nbsp;&nbsp; 63308 |
| &nbsp;&nbsp;&nbsp; 3.25%, 02/05/50 | 189 | &nbsp;&nbsp; 133086 |

---

Master Portfolio Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

September 30, 2025

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Ground Transportation (continued)** | **Ground Transportation (continued)** | **Ground Transportation (continued)** |
| Union Pacific Corp. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 3.80%, 10/01/51 | 87 | &nbsp;&nbsp; $67125 |
| &nbsp;&nbsp;&nbsp; 2.95%, 03/10/52 | 59 | &nbsp;&nbsp; 38418 |
| &nbsp;&nbsp;&nbsp; 4.95%, 09/09/52<sup>(b)</sup> | 100 | &nbsp;&nbsp; 93183 |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/14/53 | 189 | &nbsp;&nbsp; 136533 |
| &nbsp;&nbsp;&nbsp; 4.95%, 05/15/53 | 150 | &nbsp;&nbsp; 139547 |
| &nbsp;&nbsp;&nbsp; 5.60%, 12/01/54<sup>(b)</sup> | 75 | &nbsp;&nbsp; 76164 |
| &nbsp;&nbsp;&nbsp; 3.88%, 02/01/55 | 50 | &nbsp;&nbsp; 38396 |
| &nbsp;&nbsp;&nbsp; 3.95%, 08/15/59 | 135 | &nbsp;&nbsp; 102360 |
| &nbsp;&nbsp;&nbsp; 3.84%, 03/20/60 | 249 | &nbsp;&nbsp; 184426 |
| &nbsp;&nbsp;&nbsp; 3.55%, 05/20/61 | 100 | &nbsp;&nbsp; 68966 |
| &nbsp;&nbsp;&nbsp; 2.97%, 09/16/62 | 200 | &nbsp;&nbsp; 119825 |
| &nbsp;&nbsp;&nbsp; 3.80%, 04/06/71 | 141 | &nbsp;&nbsp; 99261 |
| &nbsp;&nbsp;&nbsp; 3.85%, 02/14/72 | 69 | &nbsp;&nbsp; 49028 |
|  |  | &nbsp;&nbsp; 11338073 |
| **Health Care Equipment & Supplies — 0.3%** | **Health Care Equipment & Supplies — 0.3%** | **Health Care Equipment & Supplies — 0.3%** |
| Abbott Laboratories |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 11/30/26 | 243 | &nbsp;&nbsp; 242882 |
| &nbsp;&nbsp;&nbsp; 1.15%, 01/30/28 | 92 | &nbsp;&nbsp; 86656 |
| &nbsp;&nbsp;&nbsp; 1.40%, 06/30/30 | 79 | &nbsp;&nbsp; 70267 |
| &nbsp;&nbsp;&nbsp; 4.75%, 11/30/36 | 384 | &nbsp;&nbsp; 387518 |
| &nbsp;&nbsp;&nbsp; 5.30%, 05/27/40 | 87 | &nbsp;&nbsp; 90299 |
| &nbsp;&nbsp;&nbsp; 4.75%, 04/15/43 | 87 | &nbsp;&nbsp; 83048 |
| &nbsp;&nbsp;&nbsp; 4.90%, 11/30/46 | 350 | &nbsp;&nbsp; 335913 |
| Agilent Technologies, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.20%, 09/09/27 | 175 | &nbsp;&nbsp; 175175 |
| &nbsp;&nbsp;&nbsp; 2.75%, 09/15/29 | 111 | &nbsp;&nbsp; 104995 |
| &nbsp;&nbsp;&nbsp; 2.10%, 06/04/30 | 50 | &nbsp;&nbsp; 45360 |
| &nbsp;&nbsp;&nbsp; 2.30%, 03/12/31 | 118 | &nbsp;&nbsp; 105911 |
| &nbsp;&nbsp;&nbsp; 4.75%, 09/09/34 | 50 | &nbsp;&nbsp; 49833 |
| Baxter International, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.92%, 02/01/27 | 200 | &nbsp;&nbsp; 193848 |
| &nbsp;&nbsp;&nbsp; 2.27%, 12/01/28 | 209 | &nbsp;&nbsp; 196170 |
| &nbsp;&nbsp;&nbsp; 3.95%, 04/01/30 | 87 | &nbsp;&nbsp; 85285 |
| &nbsp;&nbsp;&nbsp; 1.73%, 04/01/31 | 50 | &nbsp;&nbsp; 42983 |
| &nbsp;&nbsp;&nbsp; 2.54%, 02/01/32 | 200 | &nbsp;&nbsp; 175338 |
| &nbsp;&nbsp;&nbsp; 3.50%, 08/15/46<sup>(b)</sup> | 87 | &nbsp;&nbsp; 62141 |
| &nbsp;&nbsp;&nbsp; 3.13%, 12/01/51<sup>(b)</sup> | 79 | &nbsp;&nbsp; 50421 |
| Boston Scientific Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.65%, 06/01/30 | 171 | &nbsp;&nbsp; 159958 |
| &nbsp;&nbsp;&nbsp; 4.55%, 03/01/39 | 130 | &nbsp;&nbsp; 124036 |
| &nbsp;&nbsp;&nbsp; 4.70%, 03/01/49 | 93 | &nbsp;&nbsp; 85371 |
| Danaher Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 09/15/45 | 75 | &nbsp;&nbsp; 66028 |
| &nbsp;&nbsp;&nbsp; 2.60%, 10/01/50<sup>(b)</sup> | 87 | &nbsp;&nbsp; 54187 |
| &nbsp;&nbsp;&nbsp; 2.80%, 12/10/51 | 140 | &nbsp;&nbsp; 90059 |
| DENTSPLY SIRONA, Inc., 3.25%, 06/01/30 | 100 | &nbsp;&nbsp; 92015 |
| DH Europe Finance II SARL |  |  |
| &nbsp;&nbsp;&nbsp; 2.60%, 11/15/29 | 79 | &nbsp;&nbsp; 74410 |
| &nbsp;&nbsp;&nbsp; 3.25%, 11/15/39 | 71 | &nbsp;&nbsp; 58172 |
| &nbsp;&nbsp;&nbsp; 3.40%, 11/15/49 | 117 | &nbsp;&nbsp; 85953 |
| GE HealthCare Technologies, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.65%, 11/15/27 | 400 | &nbsp;&nbsp; 412257 |
| &nbsp;&nbsp;&nbsp; 4.80%, 08/14/29 | 40 | &nbsp;&nbsp; 40786 |
| &nbsp;&nbsp;&nbsp; 5.86%, 03/15/30 | 100 | &nbsp;&nbsp; 105950 |
| &nbsp;&nbsp;&nbsp; 4.80%, 01/15/31 | 25 | &nbsp;&nbsp; 25410 |
| &nbsp;&nbsp;&nbsp; 5.91%, 11/22/32<sup>(b)</sup> | 200 | &nbsp;&nbsp; 215202 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/15/35 | 25 | &nbsp;&nbsp; 25915 |
| &nbsp;&nbsp;&nbsp; 6.38%, 11/22/52 | 100 | &nbsp;&nbsp; 110495 |
| Koninklijke Philips NV, 5.00%, 03/15/42 | 87 | &nbsp;&nbsp; 81767 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Health Care Equipment & Supplies (continued)** | **Health Care Equipment & Supplies (continued)** | **Health Care Equipment & Supplies (continued)** |
| Medtronic Global Holdings SCA |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/30/28 | $185 | &nbsp;&nbsp; $186306 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/30/33 | 70 | &nbsp;&nbsp; 70046 |
| Medtronic, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 03/15/35 | 362 | &nbsp;&nbsp; 355278 |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/01/43<sup>(b)</sup> | 100 | &nbsp;&nbsp; 86009 |
| &nbsp;&nbsp;&nbsp; 4.63%, 03/15/45 | 200 | &nbsp;&nbsp; 183742 |
| Revvity, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.90%, 09/15/28 | 90 | &nbsp;&nbsp; 83890 |
| &nbsp;&nbsp;&nbsp; 3.30%, 09/15/29 | 80 | &nbsp;&nbsp; 76507 |
| &nbsp;&nbsp;&nbsp; 2.55%, 03/15/31 | 50 | &nbsp;&nbsp; 44751 |
| &nbsp;&nbsp;&nbsp; 2.25%, 09/15/31 | 219 | &nbsp;&nbsp; 190130 |
| &nbsp;&nbsp;&nbsp; 3.63%, 03/15/51 | 50 | &nbsp;&nbsp; 35398 |
| Smith & Nephew PLC, 2.03%, 10/14/30 | 125 | &nbsp;&nbsp; 111741 |
| Solventum Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.45%, 02/25/27 | 20 | &nbsp;&nbsp; 20325 |
| &nbsp;&nbsp;&nbsp; 5.40%, 03/01/29 | 73 | &nbsp;&nbsp; 75335 |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/13/31 | 125 | &nbsp;&nbsp; 130350 |
| &nbsp;&nbsp;&nbsp; 5.60%, 03/23/34 | 125 | &nbsp;&nbsp; 130141 |
| &nbsp;&nbsp;&nbsp; 5.90%, 04/30/54<sup>(b)</sup> | 125 | &nbsp;&nbsp; 128376 |
| STERIS Irish FinCo UnLtd Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.70%, 03/15/31 | 216 | &nbsp;&nbsp; 196808 |
| &nbsp;&nbsp;&nbsp; 3.75%, 03/15/51 | 150 | &nbsp;&nbsp; 110400 |
| Stryker Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.55%, 02/10/27 | 75 | &nbsp;&nbsp; 75618 |
| &nbsp;&nbsp;&nbsp; 4.70%, 02/10/28 | 75 | &nbsp;&nbsp; 76095 |
| &nbsp;&nbsp;&nbsp; 4.85%, 12/08/28 | 50 | &nbsp;&nbsp; 51209 |
| &nbsp;&nbsp;&nbsp; 4.25%, 09/11/29 | 75 | &nbsp;&nbsp; 75196 |
| &nbsp;&nbsp;&nbsp; 4.85%, 02/10/30 | 75 | &nbsp;&nbsp; 76865 |
| &nbsp;&nbsp;&nbsp; 1.95%, 06/15/30 | 150 | &nbsp;&nbsp; 135554 |
| &nbsp;&nbsp;&nbsp; 4.63%, 09/11/34<sup>(b)</sup> | 150 | &nbsp;&nbsp; 149268 |
| &nbsp;&nbsp;&nbsp; 5.20%, 02/10/35 | 125 | &nbsp;&nbsp; 128907 |
| &nbsp;&nbsp;&nbsp; 4.63%, 03/15/46 | 214 | &nbsp;&nbsp; 193562 |
| &nbsp;&nbsp;&nbsp; 2.90%, 06/15/50 | 87 | &nbsp;&nbsp; 58328 |
| Thermo Fisher Scientific, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 12/05/26 | 50 | &nbsp;&nbsp; 50573 |
| &nbsp;&nbsp;&nbsp; 4.80%, 11/21/27 | 65 | &nbsp;&nbsp; 66045 |
| &nbsp;&nbsp;&nbsp; 1.75%, 10/15/28 | 67 | &nbsp;&nbsp; 62698 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/31/29 | 100 | &nbsp;&nbsp; 102911 |
| &nbsp;&nbsp;&nbsp; 2.60%, 10/01/29 | 168 | &nbsp;&nbsp; 158812 |
| &nbsp;&nbsp;&nbsp; 4.98%, 08/10/30 | 65 | &nbsp;&nbsp; 67279 |
| &nbsp;&nbsp;&nbsp; 03/01/31<sup>(a)</sup> | 45 | &nbsp;&nbsp; 44943 |
| &nbsp;&nbsp;&nbsp; 2.00%, 10/15/31<sup>(b)</sup> | 87 | &nbsp;&nbsp; 76872 |
| &nbsp;&nbsp;&nbsp; 10/07/32<sup>(a)</sup> | 50 | &nbsp;&nbsp; 50008 |
| &nbsp;&nbsp;&nbsp; 4.95%, 11/21/32<sup>(b)</sup> | 95 | &nbsp;&nbsp; 98218 |
| &nbsp;&nbsp;&nbsp; 5.09%, 08/10/33<sup>(b)</sup> | 80 | &nbsp;&nbsp; 82891 |
| &nbsp;&nbsp;&nbsp; 5.20%, 01/31/34<sup>(b)</sup> | 100 | &nbsp;&nbsp; 104144 |
| &nbsp;&nbsp;&nbsp; 10/07/35<sup>(a)</sup> | 50 | &nbsp;&nbsp; 50019 |
| &nbsp;&nbsp;&nbsp; 10/07/37<sup>(a)</sup> | 50 | &nbsp;&nbsp; 50000 |
| &nbsp;&nbsp;&nbsp; 2.80%, 10/15/41 | 243 | &nbsp;&nbsp; 179535 |
| &nbsp;&nbsp;&nbsp; 5.40%, 08/10/43 | 40 | &nbsp;&nbsp; 40440 |
| &nbsp;&nbsp;&nbsp; 5.30%, 02/01/44 | 50 | &nbsp;&nbsp; 50078 |
| &nbsp;&nbsp;&nbsp; 4.10%, 08/15/47 | 87 | &nbsp;&nbsp; 73516 |
| Zimmer Biomet Holdings, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.70%, 02/19/27 | 25 | &nbsp;&nbsp; 25178 |
| &nbsp;&nbsp;&nbsp; 5.35%, 12/01/28 | 50 | &nbsp;&nbsp; 51784 |
| &nbsp;&nbsp;&nbsp; 5.05%, 02/19/30 | 25 | &nbsp;&nbsp; 25708 |
| &nbsp;&nbsp;&nbsp; 2.60%, 11/24/31 | 189 | &nbsp;&nbsp; 169842 |
| &nbsp;&nbsp;&nbsp; 5.20%, 09/15/34<sup>(b)</sup> | 100 | &nbsp;&nbsp; 102384 |

---

------

Schedule of Investments (unaudited)(continued)

September 30, 2025

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Health Care Equipment & Supplies (continued)** | **Health Care Equipment & Supplies (continued)** | **Health Care Equipment & Supplies (continued)** |
| Zimmer Biomet Holdings, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 02/19/35 | 25 | &nbsp;&nbsp; $26040 |
| &nbsp;&nbsp;&nbsp; 4.45%, 08/15/45<sup>(b)</sup> | 87 | &nbsp;&nbsp; 76238 |
|  |  | &nbsp;&nbsp; 9614305 |
| **Health Care Providers & Services — 0.9%** | **Health Care Providers & Services — 0.9%** | **Health Care Providers & Services — 0.9%** |
| &nbsp;&nbsp;&nbsp; AdventHealth Obligated Group, Series E, 2.80%, <br> 11/15/51<br>| 73 | &nbsp;&nbsp; 45813 |
| Adventist Health System |  |  |
| &nbsp;&nbsp;&nbsp; 5.76%, 12/01/34<sup>(b)</sup> | 75 | &nbsp;&nbsp; 77108 |
| &nbsp;&nbsp;&nbsp; 3.63%, 03/01/49 | 70 | &nbsp;&nbsp; 47983 |
| Advocate Health & Hospitals Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.27%, 08/15/48 | 80 | &nbsp;&nbsp; 67303 |
| &nbsp;&nbsp;&nbsp; 3.39%, 10/15/49 | 79 | &nbsp;&nbsp; 57175 |
| Aetna, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.63%, 06/15/36 | 150 | &nbsp;&nbsp; 164923 |
| &nbsp;&nbsp;&nbsp; 6.75%, 12/15/37 | 175 | &nbsp;&nbsp; 193452 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/15/42 | 87 | &nbsp;&nbsp; 75209 |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/15/44 | 76 | &nbsp;&nbsp; 65788 |
| AHS Hospital Corp., Series 2021, 2.78%, 07/01/51 | 82 | &nbsp;&nbsp; 51544 |
| &nbsp;&nbsp;&nbsp; Allina Health System, Series 2021, 2.90%, <br> 11/15/51<sup>(b)</sup><br>| 70 | &nbsp;&nbsp; 44436 |
| Ascension Health |  |  |
| &nbsp;&nbsp;&nbsp; 3.95%, 11/15/46 | 157 | &nbsp;&nbsp; 128492 |
| &nbsp;&nbsp;&nbsp; Series B, 2.53%, 11/15/29 | 53 | &nbsp;&nbsp; 49820 |
| &nbsp;&nbsp;&nbsp; Series B, 3.11%, 11/15/39 | 52 | &nbsp;&nbsp; 40983 |
| Banner Health |  |  |
| &nbsp;&nbsp;&nbsp; 2.91%, 01/01/42<sup>(b)</sup> | 76 | &nbsp;&nbsp; 56530 |
| &nbsp;&nbsp;&nbsp; 2.91%, 01/01/51 | 78 | &nbsp;&nbsp; 49795 |
| &nbsp;&nbsp;&nbsp; Series 2020, 3.18%, 01/01/50<sup>(b)</sup> | 63 | &nbsp;&nbsp; 42920 |
| &nbsp;&nbsp;&nbsp; Baptist Healthcare System Obligated Group, <br> Series 20B, 3.54%, 08/15/50<sup>(b)</sup><br>| 65 | &nbsp;&nbsp; 46985 |
| &nbsp;&nbsp;&nbsp; BayCare Health System, Inc., Series 2020, 3.83%, <br> 11/15/50<br>| 72 | &nbsp;&nbsp; 56051 |
| Baylor Scott & White Holdings |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021, 1.78%, 11/15/30 | 63 | &nbsp;&nbsp; 55854 |
| &nbsp;&nbsp;&nbsp; Series 2021, 2.84%, 11/15/50 | 203 | &nbsp;&nbsp; 130859 |
| &nbsp;&nbsp;&nbsp; Beth Israel Lahey Health, Inc., Series L, 3.08%, <br> 07/01/51<sup>(b)</sup><br>| 86 | &nbsp;&nbsp; 56312 |
| Bon Secours Mercy Health, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.46%, 06/01/30 | 70 | &nbsp;&nbsp; 67835 |
| &nbsp;&nbsp;&nbsp; Series 2018, 4.30%, 07/01/28 | 64 | &nbsp;&nbsp; 64400 |
| &nbsp;&nbsp;&nbsp; Catholic Health Services of Long Island Obligated <br> Group, Series 2020, 3.37%, 07/01/50<br>| 80 | &nbsp;&nbsp; 56760 |
| &nbsp;&nbsp;&nbsp; Cedars-Sinai Health System, Series 2021, 2.29%, <br> 08/15/31<br>| 70 | &nbsp;&nbsp; 62663 |
| Centene Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.45%, 07/15/28 | 450 | &nbsp;&nbsp; 418155 |
| &nbsp;&nbsp;&nbsp; 4.63%, 12/15/29 | 700 | &nbsp;&nbsp; 678563 |
| &nbsp;&nbsp;&nbsp; 3.38%, 02/15/30 | 200 | &nbsp;&nbsp; 183937 |
| &nbsp;&nbsp;&nbsp; 3.00%, 10/15/30 | 200 | &nbsp;&nbsp; 178707 |
| &nbsp;&nbsp;&nbsp; 2.50%, 03/01/31 | 350 | &nbsp;&nbsp; 301495 |
| Children's Health System of Texas, 2.51%, 08/15/50 | 71 | &nbsp;&nbsp; 42226 |
| &nbsp;&nbsp;&nbsp; Children's Hospital Corp., Series 2017, 4.12%, <br> 01/01/47<br>| 70 | &nbsp;&nbsp; 58559 |
| &nbsp;&nbsp;&nbsp; Children's Hospital of Philadelphia, Series 2020, <br> 2.70%, 07/01/50<br>| 51 | &nbsp;&nbsp; 32129 |
| CHRISTUS Health, Series C, 4.34%, 07/01/28 | 55 | &nbsp;&nbsp; 55130 |
| Cigna Group |  |  |
| &nbsp;&nbsp;&nbsp; 3.40%, 03/01/27 | 130 | &nbsp;&nbsp; 128763 |
| &nbsp;&nbsp;&nbsp; 3.05%, 10/15/27 | 171 | &nbsp;&nbsp; 166796 |
| &nbsp;&nbsp;&nbsp; 4.38%, 10/15/28 | 450 | &nbsp;&nbsp; 452367 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Health Care Providers & Services (continued)** | **Health Care Providers & Services (continued)** | **Health Care Providers & Services (continued)** |
| Cigna Group (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/15/29<sup>(b)</sup> | $50 | &nbsp;&nbsp; $51299 |
| &nbsp;&nbsp;&nbsp; 2.40%, 03/15/30 | 149 | &nbsp;&nbsp; 137528 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/15/30 | 100 | &nbsp;&nbsp; 100295 |
| &nbsp;&nbsp;&nbsp; 2.38%, 03/15/31 | 175 | &nbsp;&nbsp; 157452 |
| &nbsp;&nbsp;&nbsp; 5.13%, 05/15/31 | 50 | &nbsp;&nbsp; 51740 |
| &nbsp;&nbsp;&nbsp; 4.88%, 09/15/32 | 100 | &nbsp;&nbsp; 101008 |
| &nbsp;&nbsp;&nbsp; 5.40%, 03/15/33 | 70 | &nbsp;&nbsp; 73029 |
| &nbsp;&nbsp;&nbsp; 5.25%, 02/15/34<sup>(b)</sup> | 350 | &nbsp;&nbsp; 360271 |
| &nbsp;&nbsp;&nbsp; 5.25%, 01/15/36 | 100 | &nbsp;&nbsp; 101274 |
| &nbsp;&nbsp;&nbsp; 4.80%, 08/15/38 | 171 | &nbsp;&nbsp; 163175 |
| &nbsp;&nbsp;&nbsp; 3.20%, 03/15/40 | 171 | &nbsp;&nbsp; 133835 |
| &nbsp;&nbsp;&nbsp; 4.80%, 07/15/46 | 214 | &nbsp;&nbsp; 191699 |
| &nbsp;&nbsp;&nbsp; 3.88%, 10/15/47 | 130 | &nbsp;&nbsp; 100571 |
| &nbsp;&nbsp;&nbsp; 4.90%, 12/15/48 | 257 | &nbsp;&nbsp; 230707 |
| &nbsp;&nbsp;&nbsp; 3.40%, 03/15/50 | 171 | &nbsp;&nbsp; 120037 |
| &nbsp;&nbsp;&nbsp; 3.40%, 03/15/51 | 200 | &nbsp;&nbsp; 139161 |
| &nbsp;&nbsp;&nbsp; 5.60%, 02/15/54<sup>(b)</sup> | 200 | &nbsp;&nbsp; 196671 |
| &nbsp;&nbsp;&nbsp; 6.00%, 01/15/56 | 120 | &nbsp;&nbsp; 124476 |
| CommonSpirit Health |  |  |
| &nbsp;&nbsp;&nbsp; 3.35%, 10/01/29 | 194 | &nbsp;&nbsp; 187370 |
| &nbsp;&nbsp;&nbsp; 2.78%, 10/01/30 | 78 | &nbsp;&nbsp; 72086 |
| &nbsp;&nbsp;&nbsp; 5.32%, 12/01/34 | 145 | &nbsp;&nbsp; 147325 |
| &nbsp;&nbsp;&nbsp; 4.19%, 10/01/49<sup>(b)</sup> | 171 | &nbsp;&nbsp; 135583 |
| &nbsp;&nbsp;&nbsp; 6.46%, 11/01/52 | 69 | &nbsp;&nbsp; 75324 |
| &nbsp;&nbsp;&nbsp; 5.55%, 12/01/54 | 100 | &nbsp;&nbsp; 96290 |
| &nbsp;&nbsp;&nbsp; Community Health Network, Inc., Series 2020-A, <br> 3.10%, 05/01/50<sup>(b)</sup><br>| 75 | &nbsp;&nbsp; 48484 |
| &nbsp;&nbsp;&nbsp; Corewell Health Obligated Group, Series 19A, 3.49%, <br> 07/15/49<br>| 85 | &nbsp;&nbsp; 63153 |
| &nbsp;&nbsp;&nbsp; Cottage Health Obligated Group, Series 2020, 3.30%, <br> 11/01/49<br>| 46 | &nbsp;&nbsp; 32564 |
| &nbsp;&nbsp;&nbsp; Dartmouth-Hitchcock Health, Series B, 4.18%, <br> 08/01/48<br>| 74 | &nbsp;&nbsp; 58522 |
| Dignity Health, 5.27%, 11/01/64<sup>(b)</sup> | 74 | &nbsp;&nbsp; 66931 |
| &nbsp;&nbsp;&nbsp; Duke University Health System, Inc., Series 2017, <br> 3.92%, 06/01/47<br>| 61 | &nbsp;&nbsp; 49183 |
| Elevance Health, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 10/30/26 | 45 | &nbsp;&nbsp; 45185 |
| &nbsp;&nbsp;&nbsp; 3.65%, 12/01/27 | 171 | &nbsp;&nbsp; 169789 |
| &nbsp;&nbsp;&nbsp; 4.10%, 03/01/28 | 200 | &nbsp;&nbsp; 199892 |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/15/28 | 75 | &nbsp;&nbsp; 74672 |
| &nbsp;&nbsp;&nbsp; 5.15%, 06/15/29 | 70 | &nbsp;&nbsp; 72019 |
| &nbsp;&nbsp;&nbsp; 2.88%, 09/15/29 | 100 | &nbsp;&nbsp; 94965 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/15/30<sup>(b)</sup> | 70 | &nbsp;&nbsp; 71187 |
| &nbsp;&nbsp;&nbsp; 2.25%, 05/15/30 | 136 | &nbsp;&nbsp; 124135 |
| &nbsp;&nbsp;&nbsp; 2.55%, 03/15/31 | 121 | &nbsp;&nbsp; 109856 |
| &nbsp;&nbsp;&nbsp; 4.95%, 11/01/31 | 125 | &nbsp;&nbsp; 127286 |
| &nbsp;&nbsp;&nbsp; 4.10%, 05/15/32 | 61 | &nbsp;&nbsp; 59256 |
| &nbsp;&nbsp;&nbsp; 4.60%, 09/15/32<sup>(b)</sup> | 75 | &nbsp;&nbsp; 74544 |
| &nbsp;&nbsp;&nbsp; 5.50%, 10/15/32 | 100 | &nbsp;&nbsp; 105090 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/15/33<sup>(b)</sup> | 120 | &nbsp;&nbsp; 120370 |
| &nbsp;&nbsp;&nbsp; 5.38%, 06/15/34 | 75 | &nbsp;&nbsp; 77339 |
| &nbsp;&nbsp;&nbsp; 5.20%, 02/15/35 | 110 | &nbsp;&nbsp; 112110 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/15/36 | 75 | &nbsp;&nbsp; 74454 |
| &nbsp;&nbsp;&nbsp; 4.63%, 05/15/42 | 150 | &nbsp;&nbsp; 135238 |
| &nbsp;&nbsp;&nbsp; 4.65%, 01/15/43 | 100 | &nbsp;&nbsp; 89721 |
| &nbsp;&nbsp;&nbsp; 5.10%, 01/15/44 | 155 | &nbsp;&nbsp; 146628 |
| &nbsp;&nbsp;&nbsp; 4.65%, 08/15/44<sup>(b)</sup> | 62 | &nbsp;&nbsp; 54991 |
| &nbsp;&nbsp;&nbsp; 4.38%, 12/01/47 | 171 | &nbsp;&nbsp; 142610 |
| &nbsp;&nbsp;&nbsp; 4.55%, 03/01/48 | 80 | &nbsp;&nbsp; 68389 |
| &nbsp;&nbsp;&nbsp; 3.70%, 09/15/49 | 150 | &nbsp;&nbsp; 110142 |

---

Master Portfolio Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

September 30, 2025

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Health Care Providers & Services (continued)** | **Health Care Providers & Services (continued)** | **Health Care Providers & Services (continued)** |
| Elevance Health, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 3.13%, 05/15/50 | $146 | &nbsp;&nbsp; $96585 |
| &nbsp;&nbsp;&nbsp; 3.60%, 03/15/51 | 170 | &nbsp;&nbsp; 121696 |
| &nbsp;&nbsp;&nbsp; 4.55%, 05/15/52 | 81 | &nbsp;&nbsp; 67818 |
| &nbsp;&nbsp;&nbsp; 6.10%, 10/15/52<sup>(b)</sup> | 50 | &nbsp;&nbsp; 52003 |
| &nbsp;&nbsp;&nbsp; 5.13%, 02/15/53<sup>(b)</sup> | 150 | &nbsp;&nbsp; 137007 |
| &nbsp;&nbsp;&nbsp; 5.65%, 06/15/54 | 70 | &nbsp;&nbsp; 68798 |
| &nbsp;&nbsp;&nbsp; 5.70%, 02/15/55<sup>(b)</sup> | 150 | &nbsp;&nbsp; 148463 |
| &nbsp;&nbsp;&nbsp; 5.70%, 09/15/55<sup>(b)</sup> | 100 | &nbsp;&nbsp; 99115 |
| &nbsp;&nbsp;&nbsp; 5.85%, 11/01/64 | 125 | &nbsp;&nbsp; 124401 |
| Hackensack Meridian Health, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; Series 2020, 2.68%, 09/01/41 | 69 | &nbsp;&nbsp; 49157 |
| &nbsp;&nbsp;&nbsp; Series 2020, 2.88%, 09/01/50 | 136 | &nbsp;&nbsp; 87859 |
| Hartford HealthCare Corp., 3.45%, 07/01/54<sup>(b)</sup> | 62 | &nbsp;&nbsp; 45340 |
| HCA, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/15/27 | 500 | &nbsp;&nbsp; 500916 |
| &nbsp;&nbsp;&nbsp; 3.13%, 03/15/27 | 153 | &nbsp;&nbsp; 150849 |
| &nbsp;&nbsp;&nbsp; 5.20%, 06/01/28 | 40 | &nbsp;&nbsp; 40966 |
| &nbsp;&nbsp;&nbsp; 5.63%, 09/01/28 | 250 | &nbsp;&nbsp; 257958 |
| &nbsp;&nbsp;&nbsp; 5.88%, 02/01/29 | 250 | &nbsp;&nbsp; 260289 |
| &nbsp;&nbsp;&nbsp; 3.38%, 03/15/29 | 100 | &nbsp;&nbsp; 96977 |
| &nbsp;&nbsp;&nbsp; 4.13%, 06/15/29 | 205 | &nbsp;&nbsp; 203223 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/01/30 | 30 | &nbsp;&nbsp; 30973 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/01/30 | 200 | &nbsp;&nbsp; 191032 |
| &nbsp;&nbsp;&nbsp; 5.45%, 04/01/31 | 225 | &nbsp;&nbsp; 233883 |
| &nbsp;&nbsp;&nbsp; 2.38%, 07/15/31 | 171 | &nbsp;&nbsp; 151698 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/01/32<sup>(b)</sup> | 60 | &nbsp;&nbsp; 62510 |
| &nbsp;&nbsp;&nbsp; 3.63%, 03/15/32 | 300 | &nbsp;&nbsp; 281446 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/01/33 | 80 | &nbsp;&nbsp; 83115 |
| &nbsp;&nbsp;&nbsp; 5.60%, 04/01/34 | 75 | &nbsp;&nbsp; 77856 |
| &nbsp;&nbsp;&nbsp; 5.45%, 09/15/34 | 160 | &nbsp;&nbsp; 164126 |
| &nbsp;&nbsp;&nbsp; 5.75%, 03/01/35 | 150 | &nbsp;&nbsp; 156821 |
| &nbsp;&nbsp;&nbsp; 5.13%, 06/15/39 | 171 | &nbsp;&nbsp; 164769 |
| &nbsp;&nbsp;&nbsp; 4.38%, 03/15/42 | 150 | &nbsp;&nbsp; 128360 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/15/47 | 171 | &nbsp;&nbsp; 163127 |
| &nbsp;&nbsp;&nbsp; 5.25%, 06/15/49 | 214 | &nbsp;&nbsp; 196022 |
| &nbsp;&nbsp;&nbsp; 3.50%, 07/15/51 | 155 | &nbsp;&nbsp; 106038 |
| &nbsp;&nbsp;&nbsp; 4.63%, 03/15/52 | 250 | &nbsp;&nbsp; 206437 |
| &nbsp;&nbsp;&nbsp; 5.90%, 06/01/53 | 75 | &nbsp;&nbsp; 74051 |
| &nbsp;&nbsp;&nbsp; 6.00%, 04/01/54 | 160 | &nbsp;&nbsp; 160313 |
| &nbsp;&nbsp;&nbsp; 5.95%, 09/15/54 | 170 | &nbsp;&nbsp; 169627 |
| &nbsp;&nbsp;&nbsp; 6.20%, 03/01/55<sup>(b)</sup> | 150 | &nbsp;&nbsp; 154842 |
| &nbsp;&nbsp;&nbsp; 6.10%, 04/01/64<sup>(b)</sup> | 100 | &nbsp;&nbsp; 100403 |
| &nbsp;&nbsp;&nbsp; Hoag Memorial Hospital Presbyterian, 3.80%, <br> 07/15/52<sup>(b)</sup><br>| 70 | &nbsp;&nbsp; 53590 |
| Humana, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.35%, 02/03/27 | 132 | &nbsp;&nbsp; 127044 |
| &nbsp;&nbsp;&nbsp; 5.75%, 03/01/28 | 60 | &nbsp;&nbsp; 61893 |
| &nbsp;&nbsp;&nbsp; 5.75%, 12/01/28 | 25 | &nbsp;&nbsp; 26041 |
| &nbsp;&nbsp;&nbsp; 3.70%, 03/23/29 | 62 | &nbsp;&nbsp; 60588 |
| &nbsp;&nbsp;&nbsp; 3.13%, 08/15/29 | 87 | &nbsp;&nbsp; 82810 |
| &nbsp;&nbsp;&nbsp; 5.38%, 04/15/31 | 100 | &nbsp;&nbsp; 102861 |
| &nbsp;&nbsp;&nbsp; 2.15%, 02/03/32 | 81 | &nbsp;&nbsp; 69080 |
| &nbsp;&nbsp;&nbsp; 5.88%, 03/01/33 | 50 | &nbsp;&nbsp; 52605 |
| &nbsp;&nbsp;&nbsp; 5.95%, 03/15/34 | 25 | &nbsp;&nbsp; 26294 |
| &nbsp;&nbsp;&nbsp; 5.55%, 05/01/35 | 200 | &nbsp;&nbsp; 203752 |
| &nbsp;&nbsp;&nbsp; 4.63%, 12/01/42 | 171 | &nbsp;&nbsp; 148146 |
| &nbsp;&nbsp;&nbsp; 4.95%, 10/01/44 | 87 | &nbsp;&nbsp; 77231 |
| &nbsp;&nbsp;&nbsp; 4.80%, 03/15/47 | 70 | &nbsp;&nbsp; 59744 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/15/53 | 100 | &nbsp;&nbsp; 92353 |
| &nbsp;&nbsp;&nbsp; 5.75%, 04/15/54 | 135 | &nbsp;&nbsp; 128856 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Health Care Providers & Services (continued)** | **Health Care Providers & Services (continued)** | **Health Care Providers & Services (continued)** |
| &nbsp;&nbsp;&nbsp; Indiana University Health, Inc. Obligated Group, <br> Series 2021, 2.85%, 11/01/51<br>| $87 | &nbsp;&nbsp; $55610 |
| Inova Health System Foundation, 4.07%, 05/15/52 | 74 | &nbsp;&nbsp; 59659 |
| &nbsp;&nbsp;&nbsp; Integris Baptist Medical Center, Inc., Series A, 3.88%, <br> 08/15/50<br>| 66 | &nbsp;&nbsp; 48054 |
| IQVIA, Inc., 5.70%, 05/15/28 | 200 | &nbsp;&nbsp; 206340 |
| &nbsp;&nbsp;&nbsp; Johns Hopkins Health System Corp., 3.84%, <br> 05/15/46<br>| 62 | &nbsp;&nbsp; 49827 |
| Kaiser Foundation Hospitals |  |  |
| &nbsp;&nbsp;&nbsp; 3.15%, 05/01/27 | 87 | &nbsp;&nbsp; 85925 |
| &nbsp;&nbsp;&nbsp; 4.15%, 05/01/47 | 191 | &nbsp;&nbsp; 159748 |
| &nbsp;&nbsp;&nbsp; Series 2019, 3.27%, 11/01/49 | 82 | &nbsp;&nbsp; 58056 |
| &nbsp;&nbsp;&nbsp; Series 2021, 2.81%, 06/01/41 | 101 | &nbsp;&nbsp; 74703 |
| &nbsp;&nbsp;&nbsp; Series 2021, 3.00%, 06/01/51 | 116 | &nbsp;&nbsp; 76950 |
| Laboratory Corp. of America Holdings |  |  |
| &nbsp;&nbsp;&nbsp; 3.60%, 09/01/27 | 87 | &nbsp;&nbsp; 86268 |
| &nbsp;&nbsp;&nbsp; 2.95%, 12/01/29 | 75 | &nbsp;&nbsp; 71109 |
| &nbsp;&nbsp;&nbsp; 4.35%, 04/01/30 | 100 | &nbsp;&nbsp; 100014 |
| &nbsp;&nbsp;&nbsp; 2.70%, 06/01/31 | 49 | &nbsp;&nbsp; 44584 |
| &nbsp;&nbsp;&nbsp; 4.55%, 04/01/32 | 50 | &nbsp;&nbsp; 49747 |
| &nbsp;&nbsp;&nbsp; 4.80%, 10/01/34 | 150 | &nbsp;&nbsp; 148836 |
| &nbsp;&nbsp;&nbsp; 4.70%, 02/01/45 | 79 | &nbsp;&nbsp; 70926 |
| Mass General Brigham, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; Series 2017, 3.77%, 07/01/48 | 85 | &nbsp;&nbsp; 65779 |
| &nbsp;&nbsp;&nbsp; Series 2020, 3.19%, 07/01/49 | 87 | &nbsp;&nbsp; 61240 |
| &nbsp;&nbsp;&nbsp; Series 2020, 3.34%, 07/01/60 | 71 | &nbsp;&nbsp; 47361 |
| Mayo Clinic |  |  |
| &nbsp;&nbsp;&nbsp; Series 2016, 4.13%, 11/15/52 | 75 | &nbsp;&nbsp; 60576 |
| &nbsp;&nbsp;&nbsp; Series 2021, 3.20%, 11/15/61 | 66 | &nbsp;&nbsp; 42719 |
| MedStar Health, Inc., Series 20A, 3.63%, 08/15/49 | 74 | &nbsp;&nbsp; 54082 |
| Memorial Health Services, 3.45%, 11/01/49 | 62 | &nbsp;&nbsp; 44605 |
| Memorial Sloan-Kettering Cancer Center |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 07/01/42 | 70 | &nbsp;&nbsp; 67592 |
| &nbsp;&nbsp;&nbsp; 4.13%, 07/01/52<sup>(b)</sup> | 70 | &nbsp;&nbsp; 57021 |
| Methodist Hospital, Series 20A, 2.71%, 12/01/50 | 77 | &nbsp;&nbsp; 48009 |
| Montefiore Obligated Group, 4.29%, 09/01/50 | 64 | &nbsp;&nbsp; 43762 |
| &nbsp;&nbsp;&nbsp; Mount Nittany Medical Center Obligated Group, <br> Series 2022, 3.80%, 11/15/52<sup>(b)</sup><br>| 57 | &nbsp;&nbsp; 42836 |
| MyMichigan Health, Series 2020, 3.41%, 06/01/50 | 47 | &nbsp;&nbsp; 33367 |
| Nationwide Children's Hospital, Inc., 4.56%, 11/01/52 | 73 | &nbsp;&nbsp; 63379 |
| New York and Presbyterian Hospital |  |  |
| &nbsp;&nbsp;&nbsp; 2.26%, 08/01/40 | 87 | &nbsp;&nbsp; 60862 |
| &nbsp;&nbsp;&nbsp; 4.02%, 08/01/45 | 53 | &nbsp;&nbsp; 44274 |
| &nbsp;&nbsp;&nbsp; 2.61%, 08/01/60<sup>(b)</sup> | 87 | &nbsp;&nbsp; 48567 |
| &nbsp;&nbsp;&nbsp; Series 2019, 3.95%, 08/01/2119<sup>(b)</sup> | 72 | &nbsp;&nbsp; 50649 |
| Northwell Healthcare, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.98%, 11/01/46<sup>(b)</sup> | 70 | &nbsp;&nbsp; 55353 |
| &nbsp;&nbsp;&nbsp; 4.26%, 11/01/47 | 70 | &nbsp;&nbsp; 57365 |
| &nbsp;&nbsp;&nbsp; 3.81%, 11/01/49 | 57 | &nbsp;&nbsp; 42104 |
| Novant Health, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.64%, 11/01/36 | 72 | &nbsp;&nbsp; 57583 |
| &nbsp;&nbsp;&nbsp; 3.17%, 11/01/51 | 76 | &nbsp;&nbsp; 51457 |
| &nbsp;&nbsp;&nbsp; 3.32%, 11/01/61 | 76 | &nbsp;&nbsp; 49863 |
| OhioHealth Corp., 2.83%, 11/15/41 | 59 | &nbsp;&nbsp; 43789 |
| Orlando Health Obligated Group |  |  |
| &nbsp;&nbsp;&nbsp; 4.09%, 10/01/48 | 29 | &nbsp;&nbsp; 23675 |
| &nbsp;&nbsp;&nbsp; 3.33%, 10/01/50 | 67 | &nbsp;&nbsp; 47673 |
| PeaceHealth Obligated Group |  |  |
| &nbsp;&nbsp;&nbsp; Series 2018, 4.79%, 11/15/48 | 79 | &nbsp;&nbsp; 68008 |
| &nbsp;&nbsp;&nbsp; Series 2020, 3.22%, 11/15/50 | 73 | &nbsp;&nbsp; 47204 |
| Piedmont Healthcare, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.86%, 01/01/52 | 66 | &nbsp;&nbsp; 41959 |

---

------

Schedule of Investments (unaudited)(continued)

September 30, 2025

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Health Care Providers & Services (continued)** | **Health Care Providers & Services (continued)** | **Health Care Providers & Services (continued)** |
| Piedmont Healthcare, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; Series 2042, 2.72%, 01/01/42 | $58 | &nbsp;&nbsp; $41178 |
| Presbyterian Healthcare Services, 4.88%, 08/01/52 | 60 | &nbsp;&nbsp; 54064 |
| Providence St. Joseph Health Obligated Group |  |  |
| &nbsp;&nbsp;&nbsp; 5.37%, 10/01/32 | 100 | &nbsp;&nbsp; 102985 |
| &nbsp;&nbsp;&nbsp; Series 19A, 2.53%, 10/01/29 | 82 | &nbsp;&nbsp; 76622 |
| &nbsp;&nbsp;&nbsp; Series 21A, 2.70%, 10/01/51 | 76 | &nbsp;&nbsp; 45275 |
| &nbsp;&nbsp;&nbsp; Series A, 3.93%, 10/01/48 | 77 | &nbsp;&nbsp; 59121 |
| Queen's Health Systems, 4.81%, 07/01/52 | 67 | &nbsp;&nbsp; 59999 |
| Quest Diagnostics, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.60%, 12/15/27 | 225 | &nbsp;&nbsp; 227798 |
| &nbsp;&nbsp;&nbsp; 4.20%, 06/30/29 | 87 | &nbsp;&nbsp; 87080 |
| &nbsp;&nbsp;&nbsp; 4.63%, 12/15/29 | 50 | &nbsp;&nbsp; 50764 |
| &nbsp;&nbsp;&nbsp; 2.95%, 06/30/30<sup>(b)</sup> | 75 | &nbsp;&nbsp; 70673 |
| &nbsp;&nbsp;&nbsp; 2.80%, 06/30/31<sup>(b)</sup> | 71 | &nbsp;&nbsp; 65270 |
| &nbsp;&nbsp;&nbsp; 5.00%, 12/15/34<sup>(b)</sup> | 100 | &nbsp;&nbsp; 101218 |
| &nbsp;&nbsp;&nbsp; 4.70%, 03/30/45<sup>(b)</sup> | 87 | &nbsp;&nbsp; 79373 |
| &nbsp;&nbsp;&nbsp; Rady Children's Hospital-San Diego, Series 21A, <br> 3.15%, 08/15/51<br>| 63 | &nbsp;&nbsp; 42410 |
| &nbsp;&nbsp;&nbsp; Seattle Children's Hospital, Series 2021, 2.72%, <br> 10/01/50<sup>(b)</sup><br>| 62 | &nbsp;&nbsp; 39058 |
| Sentara Health, Series 2021, 2.93%, 11/01/51<sup>(b)</sup> | 71 | &nbsp;&nbsp; 45354 |
| Sharp HealthCare, Series 20B, 2.68%, 08/01/50 | 91 | &nbsp;&nbsp; 56853 |
| Stanford Health Care, Series 2018, 3.80%, 11/15/48 | 64 | &nbsp;&nbsp; 50549 |
| Summa Health, 3.51%, 11/15/51 | 70 | &nbsp;&nbsp; 56578 |
| Sutter Health |  |  |
| &nbsp;&nbsp;&nbsp; Series 2018, 4.09%, 08/15/48 | 80 | &nbsp;&nbsp; 65479 |
| &nbsp;&nbsp;&nbsp; Series 2025, 5.21%, 08/15/32 | 35 | &nbsp;&nbsp; 36229 |
| &nbsp;&nbsp;&nbsp; Series 2025, 5.54%, 08/15/35 | 95 | &nbsp;&nbsp; 99642 |
| &nbsp;&nbsp;&nbsp; Series 20A, 2.29%, 08/15/30<sup>(b)</sup> | 66 | &nbsp;&nbsp; 60375 |
| &nbsp;&nbsp;&nbsp; Series 20A, 3.16%, 08/15/40 | 62 | &nbsp;&nbsp; 48824 |
| &nbsp;&nbsp;&nbsp; Series 20A, 3.36%, 08/15/50 | 59 | &nbsp;&nbsp; 41906 |
| Texas Health Resources, 2.33%, 11/15/50 | 58 | &nbsp;&nbsp; 33125 |
| Trinity Health Corp. |  |  |
| &nbsp;&nbsp;&nbsp; Series 2019, 3.43%, 12/01/48 | 73 | &nbsp;&nbsp; 53928 |
| &nbsp;&nbsp;&nbsp; Series 2021, 2.63%, 12/01/40<sup>(b)</sup> | 83 | &nbsp;&nbsp; 60798 |
| UnitedHealth Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.45%, 01/15/27 | 87 | &nbsp;&nbsp; 86478 |
| &nbsp;&nbsp;&nbsp; 3.38%, 04/15/27<sup>(b)</sup> | 171 | &nbsp;&nbsp; 169492 |
| &nbsp;&nbsp;&nbsp; 4.60%, 04/15/27 | 55 | &nbsp;&nbsp; 55451 |
| &nbsp;&nbsp;&nbsp; 2.95%, 10/15/27 | 100 | &nbsp;&nbsp; 98043 |
| &nbsp;&nbsp;&nbsp; 5.25%, 02/15/28 | 40 | &nbsp;&nbsp; 41072 |
| &nbsp;&nbsp;&nbsp; 3.85%, 06/15/28 | 171 | &nbsp;&nbsp; 170350 |
| &nbsp;&nbsp;&nbsp; 4.40%, 06/15/28 | 55 | &nbsp;&nbsp; 55536 |
| &nbsp;&nbsp;&nbsp; 4.25%, 01/15/29 | 140 | &nbsp;&nbsp; 140488 |
| &nbsp;&nbsp;&nbsp; 4.70%, 04/15/29 | 50 | &nbsp;&nbsp; 50930 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/15/29 | 120 | &nbsp;&nbsp; 119605 |
| &nbsp;&nbsp;&nbsp; 2.88%, 08/15/29 | 124 | &nbsp;&nbsp; 118312 |
| &nbsp;&nbsp;&nbsp; 4.80%, 01/15/30 | 175 | &nbsp;&nbsp; 178765 |
| &nbsp;&nbsp;&nbsp; 5.30%, 02/15/30 | 300 | &nbsp;&nbsp; 312300 |
| &nbsp;&nbsp;&nbsp; 2.00%, 05/15/30 | 79 | &nbsp;&nbsp; 71609 |
| &nbsp;&nbsp;&nbsp; 4.65%, 01/15/31 | 75 | &nbsp;&nbsp; 76006 |
| &nbsp;&nbsp;&nbsp; 4.90%, 04/15/31 | 75 | &nbsp;&nbsp; 76899 |
| &nbsp;&nbsp;&nbsp; 2.30%, 05/15/31 | 197 | &nbsp;&nbsp; 176598 |
| &nbsp;&nbsp;&nbsp; 4.95%, 01/15/32 | 250 | &nbsp;&nbsp; 256158 |
| &nbsp;&nbsp;&nbsp; 4.20%, 05/15/32<sup>(b)</sup> | 150 | &nbsp;&nbsp; 147858 |
| &nbsp;&nbsp;&nbsp; 5.35%, 02/15/33 | 180 | &nbsp;&nbsp; 188135 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/15/33 | 140 | &nbsp;&nbsp; 138521 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/15/34 | 275 | &nbsp;&nbsp; 279311 |
| &nbsp;&nbsp;&nbsp; 5.15%, 07/15/34<sup>(b)</sup> | 250 | &nbsp;&nbsp; 256589 |
| &nbsp;&nbsp;&nbsp; 5.30%, 06/15/35 | 150 | &nbsp;&nbsp; 155058 |
| &nbsp;&nbsp;&nbsp; 4.63%, 07/15/35<sup>(b)</sup> | 97 | &nbsp;&nbsp; 95660 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Health Care Providers & Services (continued)** | **Health Care Providers & Services (continued)** | **Health Care Providers & Services (continued)** |
| UnitedHealth Group, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 5.80%, 03/15/36 | 120 | &nbsp;&nbsp; $128529 |
| &nbsp;&nbsp;&nbsp; 6.88%, 02/15/38 | 74 | &nbsp;&nbsp; 85755 |
| &nbsp;&nbsp;&nbsp; 3.50%, 08/15/39 | 111 | &nbsp;&nbsp; 92586 |
| &nbsp;&nbsp;&nbsp; 2.75%, 05/15/40 | 75 | &nbsp;&nbsp; 55885 |
| &nbsp;&nbsp;&nbsp; 5.95%, 02/15/41 | 74 | &nbsp;&nbsp; 78473 |
| &nbsp;&nbsp;&nbsp; 3.05%, 05/15/41 | 216 | &nbsp;&nbsp; 164310 |
| &nbsp;&nbsp;&nbsp; 4.63%, 11/15/41 | 104 | &nbsp;&nbsp; 96278 |
| &nbsp;&nbsp;&nbsp; 3.95%, 10/15/42 | 53 | &nbsp;&nbsp; 44478 |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/15/43 | 87 | &nbsp;&nbsp; 75597 |
| &nbsp;&nbsp;&nbsp; 5.50%, 07/15/44 | 250 | &nbsp;&nbsp; 250472 |
| &nbsp;&nbsp;&nbsp; 4.75%, 07/15/45 | 307 | &nbsp;&nbsp; 279272 |
| &nbsp;&nbsp;&nbsp; 4.20%, 01/15/47 | 130 | &nbsp;&nbsp; 107909 |
| &nbsp;&nbsp;&nbsp; 4.25%, 04/15/47 | 171 | &nbsp;&nbsp; 142223 |
| &nbsp;&nbsp;&nbsp; 3.75%, 10/15/47 | 87 | &nbsp;&nbsp; 66785 |
| &nbsp;&nbsp;&nbsp; 4.45%, 12/15/48 | 171 | &nbsp;&nbsp; 145034 |
| &nbsp;&nbsp;&nbsp; 3.70%, 08/15/49 | 157 | &nbsp;&nbsp; 117541 |
| &nbsp;&nbsp;&nbsp; 2.90%, 05/15/50 | 221 | &nbsp;&nbsp; 142471 |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/15/51<sup>(b)</sup> | 287 | &nbsp;&nbsp; 195723 |
| &nbsp;&nbsp;&nbsp; 4.75%, 05/15/52 | 250 | &nbsp;&nbsp; 220401 |
| &nbsp;&nbsp;&nbsp; 5.88%, 02/15/53 | 270 | &nbsp;&nbsp; 277583 |
| &nbsp;&nbsp;&nbsp; 5.05%, 04/15/53 | 140 | &nbsp;&nbsp; 128280 |
| &nbsp;&nbsp;&nbsp; 5.38%, 04/15/54 | 175 | &nbsp;&nbsp; 168065 |
| &nbsp;&nbsp;&nbsp; 5.63%, 07/15/54 | 350 | &nbsp;&nbsp; 348106 |
| &nbsp;&nbsp;&nbsp; 5.95%, 06/15/55 | 100 | &nbsp;&nbsp; 104260 |
| &nbsp;&nbsp;&nbsp; 3.88%, 08/15/59 | 171 | &nbsp;&nbsp; 125328 |
| &nbsp;&nbsp;&nbsp; 3.13%, 05/15/60 | 100 | &nbsp;&nbsp; 61864 |
| &nbsp;&nbsp;&nbsp; 4.95%, 05/15/62 | 200 | &nbsp;&nbsp; 175860 |
| &nbsp;&nbsp;&nbsp; 6.05%, 02/15/63 | 110 | &nbsp;&nbsp; 114899 |
| &nbsp;&nbsp;&nbsp; 5.20%, 04/15/63 | 190 | &nbsp;&nbsp; 173971 |
| &nbsp;&nbsp;&nbsp; 5.50%, 04/15/64<sup>(b)</sup> | 175 | &nbsp;&nbsp; 167749 |
| &nbsp;&nbsp;&nbsp; 5.75%, 07/15/64 | 210 | &nbsp;&nbsp; 209078 |
| Universal Health Services, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.63%, 10/15/29 | 50 | &nbsp;&nbsp; 49951 |
| &nbsp;&nbsp;&nbsp; 2.65%, 10/15/30 | 75 | &nbsp;&nbsp; 67711 |
| &nbsp;&nbsp;&nbsp; 2.65%, 01/15/32 | 75 | &nbsp;&nbsp; 65242 |
| &nbsp;&nbsp;&nbsp; 5.05%, 10/15/34 | 80 | &nbsp;&nbsp; 78081 |
| WakeMed, Series A, 3.29%, 10/01/52<sup>(b)</sup> | 66 | &nbsp;&nbsp; 45393 |
| &nbsp;&nbsp;&nbsp; West Virginia United Health System Obligated Group, <br> Series 2020, 3.13%, 06/01/50<br>| 60 | &nbsp;&nbsp; 38335 |
| &nbsp;&nbsp;&nbsp; Willis-Knighton Medical Center, Series 2018, 4.81%, <br> 09/01/48<br>| 80 | &nbsp;&nbsp; 69842 |
| &nbsp;&nbsp;&nbsp; Yale-New Haven Health Services Corp., Series 2020, <br> 2.50%, 07/01/50<br>| 64 | &nbsp;&nbsp; 37796 |
|  |  | &nbsp;&nbsp; 31014425 |
| **Health Care REITs — 0.1%** | **Health Care REITs — 0.1%** | **Health Care REITs — 0.1%** |
| Alexandria Real Estate Equities, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.95%, 01/15/27 | 87 | &nbsp;&nbsp; 86697 |
| &nbsp;&nbsp;&nbsp; 2.75%, 12/15/29 | 25 | &nbsp;&nbsp; 23429 |
| &nbsp;&nbsp;&nbsp; 4.70%, 07/01/30 | 50 | &nbsp;&nbsp; 50488 |
| &nbsp;&nbsp;&nbsp; 3.38%, 08/15/31 | 141 | &nbsp;&nbsp; 131913 |
| &nbsp;&nbsp;&nbsp; 2.00%, 05/18/32 | 73 | &nbsp;&nbsp; 61706 |
| &nbsp;&nbsp;&nbsp; 1.88%, 02/01/33 | 102 | &nbsp;&nbsp; 83787 |
| &nbsp;&nbsp;&nbsp; 2.95%, 03/15/34 | 52 | &nbsp;&nbsp; 44910 |
| &nbsp;&nbsp;&nbsp; 4.75%, 04/15/35<sup>(b)</sup> | 200 | &nbsp;&nbsp; 195322 |
| &nbsp;&nbsp;&nbsp; 5.50%, 10/01/35<sup>(b)</sup> | 50 | &nbsp;&nbsp; 51324 |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/15/36 | 40 | &nbsp;&nbsp; 40217 |
| &nbsp;&nbsp;&nbsp; 4.85%, 04/15/49 | 87 | &nbsp;&nbsp; 75629 |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/01/50 | 100 | &nbsp;&nbsp; 76703 |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/18/51 | 70 | &nbsp;&nbsp; 43980 |
| &nbsp;&nbsp;&nbsp; 3.55%, 03/15/52 | 100 | &nbsp;&nbsp; 69521 |
| &nbsp;&nbsp;&nbsp; 5.15%, 04/15/53 | 70 | &nbsp;&nbsp; 63147 |

---

Master Portfolio Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

September 30, 2025

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Health Care REITs (continued)** | **Health Care REITs (continued)** | **Health Care REITs (continued)** |
| Alexandria Real Estate Equities, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 5.63%, 05/15/54<sup>(b)</sup> | 50 | &nbsp;&nbsp; $48227 |
| DOC Dr. LLC, 2.63%, 11/01/31 | 87 | &nbsp;&nbsp; 77528 |
| Healthcare Realty Holdings LP |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 07/01/27 | 50 | &nbsp;&nbsp; 49612 |
| &nbsp;&nbsp;&nbsp; 3.10%, 02/15/30 | 171 | &nbsp;&nbsp; 160888 |
| Healthpeak OP LLC |  |  |
| &nbsp;&nbsp;&nbsp; 1.35%, 02/01/27 | 62 | &nbsp;&nbsp; 59679 |
| &nbsp;&nbsp;&nbsp; 2.13%, 12/01/28 | 75 | &nbsp;&nbsp; 70228 |
| &nbsp;&nbsp;&nbsp; 3.50%, 07/15/29 | 107 | &nbsp;&nbsp; 103719 |
| &nbsp;&nbsp;&nbsp; 3.00%, 01/15/30 | 92 | &nbsp;&nbsp; 86946 |
| &nbsp;&nbsp;&nbsp; 2.88%, 01/15/31 | 90 | &nbsp;&nbsp; 82893 |
| &nbsp;&nbsp;&nbsp; 5.25%, 12/15/32 | 135 | &nbsp;&nbsp; 138822 |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/15/33 | 25 | &nbsp;&nbsp; 24838 |
| &nbsp;&nbsp;&nbsp; 5.38%, 02/15/35 | 25 | &nbsp;&nbsp; 25543 |
| National Health Investors, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/01/31 | 45 | &nbsp;&nbsp; 40718 |
| &nbsp;&nbsp;&nbsp; 5.35%, 02/01/33 | 50 | &nbsp;&nbsp; 49596 |
| Omega Healthcare Investors, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/01/27 | 87 | &nbsp;&nbsp; 87242 |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/15/28 | 87 | &nbsp;&nbsp; 87723 |
| &nbsp;&nbsp;&nbsp; 3.63%, 10/01/29 | 104 | &nbsp;&nbsp; 99784 |
| &nbsp;&nbsp;&nbsp; 5.20%, 07/01/30 | 25 | &nbsp;&nbsp; 25381 |
| &nbsp;&nbsp;&nbsp; 3.38%, 02/01/31 | 100 | &nbsp;&nbsp; 92796 |
| &nbsp;&nbsp;&nbsp; 3.25%, 04/15/33 | 71 | &nbsp;&nbsp; 62644 |
| Sabra Health Care LP |  |  |
| &nbsp;&nbsp;&nbsp; 3.90%, 10/15/29 | 50 | &nbsp;&nbsp; 48443 |
| &nbsp;&nbsp;&nbsp; 3.20%, 12/01/31 | 87 | &nbsp;&nbsp; 78998 |
| Ventas Realty LP |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 10/15/26 | 87 | &nbsp;&nbsp; 86091 |
| &nbsp;&nbsp;&nbsp; 3.85%, 04/01/27 | 50 | &nbsp;&nbsp; 49805 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/01/28 | 257 | &nbsp;&nbsp; 255822 |
| &nbsp;&nbsp;&nbsp; 4.40%, 01/15/29 | 100 | &nbsp;&nbsp; 100280 |
| &nbsp;&nbsp;&nbsp; 3.00%, 01/15/30 | 50 | &nbsp;&nbsp; 47333 |
| &nbsp;&nbsp;&nbsp; 4.75%, 11/15/30 | 50 | &nbsp;&nbsp; 50614 |
| &nbsp;&nbsp;&nbsp; 2.50%, 09/01/31 | 121 | &nbsp;&nbsp; 107962 |
| &nbsp;&nbsp;&nbsp; 5.10%, 07/15/32 | 50 | &nbsp;&nbsp; 51167 |
| &nbsp;&nbsp;&nbsp; 5.63%, 07/01/34 | 25 | &nbsp;&nbsp; 26032 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/15/35 | 100 | &nbsp;&nbsp; 100046 |
| &nbsp;&nbsp;&nbsp; 5.70%, 09/30/43 | 100 | &nbsp;&nbsp; 99874 |
| Welltower OP LLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.05%, 01/15/29 | 108 | &nbsp;&nbsp; 101132 |
| &nbsp;&nbsp;&nbsp; 4.13%, 03/15/29 | 171 | &nbsp;&nbsp; 170765 |
| &nbsp;&nbsp;&nbsp; 3.10%, 01/15/30 | 171 | &nbsp;&nbsp; 163330 |
| &nbsp;&nbsp;&nbsp; 4.50%, 07/01/30 | 75 | &nbsp;&nbsp; 75700 |
| &nbsp;&nbsp;&nbsp; 2.75%, 01/15/31 | 100 | &nbsp;&nbsp; 92451 |
| &nbsp;&nbsp;&nbsp; 2.80%, 06/01/31 | 100 | &nbsp;&nbsp; 91957 |
| &nbsp;&nbsp;&nbsp; 2.75%, 01/15/32 | 87 | &nbsp;&nbsp; 78744 |
| &nbsp;&nbsp;&nbsp; 3.85%, 06/15/32 | 79 | &nbsp;&nbsp; 75687 |
| &nbsp;&nbsp;&nbsp; 5.13%, 07/01/35 | 75 | &nbsp;&nbsp; 76386 |
| &nbsp;&nbsp;&nbsp; 4.95%, 09/01/48 | 100 | &nbsp;&nbsp; 93841 |
|  |  | &nbsp;&nbsp; 4696040 |
| **Hotel & Resort REITs — 0.0%** | **Hotel & Resort REITs — 0.0%** | **Hotel & Resort REITs — 0.0%** |
| Host Hotels & Resorts LP |  |  |
| &nbsp;&nbsp;&nbsp; 5.70%, 06/15/32 | 25 | &nbsp;&nbsp; 25753 |
| &nbsp;&nbsp;&nbsp; 5.70%, 07/01/34 | 25 | &nbsp;&nbsp; 25606 |
| &nbsp;&nbsp;&nbsp; 5.50%, 04/15/35 | 75 | &nbsp;&nbsp; 75495 |
| &nbsp;&nbsp;&nbsp; Series H, 3.38%, 12/15/29 | 171 | &nbsp;&nbsp; 162547 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Hotel & Resort REITs (continued)** | **Hotel & Resort REITs (continued)** | **Hotel & Resort REITs (continued)** |
| Host Hotels & Resorts LP (continued) |  |  |
| &nbsp;&nbsp;&nbsp; Series I, 3.50%, 09/15/30 | 100 | &nbsp;&nbsp; $93885 |
| &nbsp;&nbsp;&nbsp; Series J, 2.90%, 12/15/31 | 71 | &nbsp;&nbsp; 63176 |
|  |  | &nbsp;&nbsp; 446462 |
| **Hotels, Restaurants & Leisure — 0.2%** | **Hotels, Restaurants & Leisure — 0.2%** | **Hotels, Restaurants & Leisure — 0.2%** |
| Choice Hotels International, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.70%, 12/01/29 | 70 | &nbsp;&nbsp; 66850 |
| &nbsp;&nbsp;&nbsp; 3.70%, 01/15/31 | 50 | &nbsp;&nbsp; 46809 |
| &nbsp;&nbsp;&nbsp; 5.85%, 08/01/34<sup>(b)</sup> | 50 | &nbsp;&nbsp; 51137 |
| Darden Restaurants, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.85%, 05/01/27 | 100 | &nbsp;&nbsp; 99524 |
| &nbsp;&nbsp;&nbsp; 4.35%, 10/15/27 | 25 | &nbsp;&nbsp; 25096 |
| &nbsp;&nbsp;&nbsp; 4.55%, 10/15/29 | 25 | &nbsp;&nbsp; 25131 |
| &nbsp;&nbsp;&nbsp; 6.30%, 10/10/33 | 50 | &nbsp;&nbsp; 54144 |
| &nbsp;&nbsp;&nbsp; 4.55%, 02/15/48 | 50 | &nbsp;&nbsp; 41547 |
| Hyatt Hotels Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.75%, 01/30/27 | 50 | &nbsp;&nbsp; 50942 |
| &nbsp;&nbsp;&nbsp; 5.05%, 03/30/28 | 25 | &nbsp;&nbsp; 25406 |
| &nbsp;&nbsp;&nbsp; 4.38%, 09/15/28 | 276 | &nbsp;&nbsp; 276404 |
| &nbsp;&nbsp;&nbsp; 5.25%, 06/30/29 | 25 | &nbsp;&nbsp; 25640 |
| &nbsp;&nbsp;&nbsp; 5.75%, 04/23/30 | 87 | &nbsp;&nbsp; 90491 |
| &nbsp;&nbsp;&nbsp; 5.38%, 12/15/31 | 45 | &nbsp;&nbsp; 46013 |
| &nbsp;&nbsp;&nbsp; 5.75%, 03/30/32 | 25 | &nbsp;&nbsp; 26073 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/30/34<sup>(b)</sup> | 25 | &nbsp;&nbsp; 25586 |
| Las Vegas Sands Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.90%, 06/01/27 | 25 | &nbsp;&nbsp; 25505 |
| &nbsp;&nbsp;&nbsp; 5.63%, 06/15/28 | 25 | &nbsp;&nbsp; 25559 |
| &nbsp;&nbsp;&nbsp; 3.90%, 08/08/29 | 75 | &nbsp;&nbsp; 72550 |
| &nbsp;&nbsp;&nbsp; 6.00%, 08/15/29 | 25 | &nbsp;&nbsp; 26038 |
| &nbsp;&nbsp;&nbsp; 6.00%, 06/14/30 | 25 | &nbsp;&nbsp; 26034 |
| &nbsp;&nbsp;&nbsp; 6.20%, 08/15/34 | 100 | &nbsp;&nbsp; 104647 |
| Marriott International, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.20%, 07/15/27 | 50 | &nbsp;&nbsp; 50155 |
| &nbsp;&nbsp;&nbsp; 5.00%, 10/15/27 | 55 | &nbsp;&nbsp; 55957 |
| &nbsp;&nbsp;&nbsp; 5.55%, 10/15/28 | 50 | &nbsp;&nbsp; 51923 |
| &nbsp;&nbsp;&nbsp; 4.90%, 04/15/29 | 100 | &nbsp;&nbsp; 102083 |
| &nbsp;&nbsp;&nbsp; 4.50%, 10/15/31<sup>(b)</sup> | 25 | &nbsp;&nbsp; 24891 |
| &nbsp;&nbsp;&nbsp; 5.10%, 04/15/32<sup>(b)</sup> | 60 | &nbsp;&nbsp; 61579 |
| &nbsp;&nbsp;&nbsp; 5.30%, 05/15/34 | 175 | &nbsp;&nbsp; 179745 |
| &nbsp;&nbsp;&nbsp; 5.35%, 03/15/35<sup>(b)</sup> | 100 | &nbsp;&nbsp; 102272 |
| &nbsp;&nbsp;&nbsp; 5.25%, 10/15/35 | 75 | &nbsp;&nbsp; 75668 |
| &nbsp;&nbsp;&nbsp; 5.50%, 04/15/37 | 175 | &nbsp;&nbsp; 178839 |
| &nbsp;&nbsp;&nbsp; Series FF, 4.63%, 06/15/30 | 171 | &nbsp;&nbsp; 172707 |
| &nbsp;&nbsp;&nbsp; Series GG, 3.50%, 10/15/32 | 171 | &nbsp;&nbsp; 158465 |
| &nbsp;&nbsp;&nbsp; Series HH, 2.85%, 04/15/31 | 150 | &nbsp;&nbsp; 138035 |
| &nbsp;&nbsp;&nbsp; Series X, 4.00%, 04/15/28 | 171 | &nbsp;&nbsp; 170428 |
| McDonald's Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/01/27 | 171 | &nbsp;&nbsp; 169914 |
| &nbsp;&nbsp;&nbsp; 3.50%, 07/01/27 | 240 | &nbsp;&nbsp; 238122 |
| &nbsp;&nbsp;&nbsp; 3.80%, 04/01/28 | 171 | &nbsp;&nbsp; 170259 |
| &nbsp;&nbsp;&nbsp; 4.80%, 08/14/28 | 50 | &nbsp;&nbsp; 51065 |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/17/29 | 25 | &nbsp;&nbsp; 25738 |
| &nbsp;&nbsp;&nbsp; 2.63%, 09/01/29 | 100 | &nbsp;&nbsp; 94752 |
| &nbsp;&nbsp;&nbsp; 4.60%, 05/15/30 | 50 | &nbsp;&nbsp; 50774 |
| &nbsp;&nbsp;&nbsp; 3.60%, 07/01/30 | 150 | &nbsp;&nbsp; 146463 |
| &nbsp;&nbsp;&nbsp; 4.40%, 02/12/31 | 50 | &nbsp;&nbsp; 50136 |
| &nbsp;&nbsp;&nbsp; 4.60%, 09/09/32 | 50 | &nbsp;&nbsp; 50697 |
| &nbsp;&nbsp;&nbsp; 4.95%, 08/14/33<sup>(b)</sup> | 75 | &nbsp;&nbsp; 77263 |
| &nbsp;&nbsp;&nbsp; 5.20%, 05/17/34 | 25 | &nbsp;&nbsp; 26057 |
| &nbsp;&nbsp;&nbsp; 4.95%, 03/03/35<sup>(b)</sup> | 110 | &nbsp;&nbsp; 111447 |

---

------

Schedule of Investments (unaudited)(continued)

September 30, 2025

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Hotels, Restaurants & Leisure (continued)** | **Hotels, Restaurants & Leisure (continued)** | **Hotels, Restaurants & Leisure (continued)** |
| McDonald's Corp. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 4.70%, 12/09/35 | 79 | &nbsp;&nbsp; $78444 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/13/36 | 50 | &nbsp;&nbsp; 50368 |
| &nbsp;&nbsp;&nbsp; 6.30%, 10/15/37 | 200 | &nbsp;&nbsp; 222742 |
| &nbsp;&nbsp;&nbsp; 6.30%, 03/01/38 | 171 | &nbsp;&nbsp; 188863 |
| &nbsp;&nbsp;&nbsp; 3.70%, 02/15/42 | 74 | &nbsp;&nbsp; 60649 |
| &nbsp;&nbsp;&nbsp; 3.63%, 05/01/43 | 25 | &nbsp;&nbsp; 19921 |
| &nbsp;&nbsp;&nbsp; 4.60%, 05/26/45 | 171 | &nbsp;&nbsp; 153553 |
| &nbsp;&nbsp;&nbsp; 4.88%, 12/09/45 | 171 | &nbsp;&nbsp; 158137 |
| &nbsp;&nbsp;&nbsp; 4.45%, 03/01/47 | 87 | &nbsp;&nbsp; 75313 |
| &nbsp;&nbsp;&nbsp; 4.45%, 09/01/48 | 100 | &nbsp;&nbsp; 86253 |
| &nbsp;&nbsp;&nbsp; 3.63%, 09/01/49 | 151 | &nbsp;&nbsp; 113115 |
| &nbsp;&nbsp;&nbsp; 4.20%, 04/01/50 | 88 | &nbsp;&nbsp; 72350 |
| &nbsp;&nbsp;&nbsp; 5.15%, 09/09/52<sup>(b)</sup> | 100 | &nbsp;&nbsp; 94608 |
| &nbsp;&nbsp;&nbsp; 5.45%, 08/14/53<sup>(b)</sup> | 75 | &nbsp;&nbsp; 74449 |
| Royal Caribbean Cruises Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 3.70%, 03/15/28 | 120 | &nbsp;&nbsp; 118078 |
| &nbsp;&nbsp;&nbsp; 01/15/36<sup>(a)</sup> | 25 | &nbsp;&nbsp; 25146 |
| Sands China Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 5.40%, 08/08/28<sup>(b)</sup> | 200 | &nbsp;&nbsp; 204203 |
| &nbsp;&nbsp;&nbsp; 4.38%, 06/18/30 | 200 | &nbsp;&nbsp; 196400 |
| Starbucks Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.85%, 02/08/27 | 25 | &nbsp;&nbsp; 25246 |
| &nbsp;&nbsp;&nbsp; 2.00%, 03/12/27 | 100 | &nbsp;&nbsp; 97107 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/15/28 | 25 | &nbsp;&nbsp; 25246 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/15/28 | 87 | &nbsp;&nbsp; 86851 |
| &nbsp;&nbsp;&nbsp; 3.55%, 08/15/29 | 214 | &nbsp;&nbsp; 209674 |
| &nbsp;&nbsp;&nbsp; 2.25%, 03/12/30 | 100 | &nbsp;&nbsp; 91801 |
| &nbsp;&nbsp;&nbsp; 4.80%, 05/15/30 | 25 | &nbsp;&nbsp; 25519 |
| &nbsp;&nbsp;&nbsp; 2.55%, 11/15/30 | 140 | &nbsp;&nbsp; 128496 |
| &nbsp;&nbsp;&nbsp; 4.90%, 02/15/31 | 25 | &nbsp;&nbsp; 25717 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/14/32<sup>(b)</sup> | 132 | &nbsp;&nbsp; 121434 |
| &nbsp;&nbsp;&nbsp; 4.80%, 02/15/33<sup>(b)</sup> | 100 | &nbsp;&nbsp; 101327 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/15/34 | 25 | &nbsp;&nbsp; 25521 |
| &nbsp;&nbsp;&nbsp; 5.40%, 05/15/35 | 125 | &nbsp;&nbsp; 129610 |
| &nbsp;&nbsp;&nbsp; 3.75%, 12/01/47 | 171 | &nbsp;&nbsp; 129915 |
| &nbsp;&nbsp;&nbsp; 4.45%, 08/15/49 | 75 | &nbsp;&nbsp; 63170 |
| &nbsp;&nbsp;&nbsp; 3.35%, 03/12/50 | 171 | &nbsp;&nbsp; 118646 |
| &nbsp;&nbsp;&nbsp; 3.50%, 11/15/50 | 140 | &nbsp;&nbsp; 99746 |
|  |  | &nbsp;&nbsp; 7540178 |
| **Household Durables — 0.0%** | **Household Durables — 0.0%** | **Household Durables — 0.0%** |
| DR Horton, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.30%, 10/15/26 | 174 | &nbsp;&nbsp; 169162 |
| &nbsp;&nbsp;&nbsp; 1.40%, 10/15/27 | 171 | &nbsp;&nbsp; 162233 |
| &nbsp;&nbsp;&nbsp; 5.00%, 10/15/34 | 100 | &nbsp;&nbsp; 101140 |
| &nbsp;&nbsp;&nbsp; 5.50%, 10/15/35 | 50 | &nbsp;&nbsp; 51840 |
| Leggett & Platt, Inc.<sup>(b)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 11/15/27 | 70 | &nbsp;&nbsp; 68596 |
| &nbsp;&nbsp;&nbsp; 4.40%, 03/15/29 | 71 | &nbsp;&nbsp; 69910 |
| &nbsp;&nbsp;&nbsp; 3.50%, 11/15/51 | 55 | &nbsp;&nbsp; 36001 |
| Lennar Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 11/29/27 | 141 | &nbsp;&nbsp; 142335 |
| &nbsp;&nbsp;&nbsp; 5.20%, 07/30/30 | 50 | &nbsp;&nbsp; 51498 |
| MDC Holdings, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.85%, 01/15/30 | 50 | &nbsp;&nbsp; 48025 |
| &nbsp;&nbsp;&nbsp; 2.50%, 01/15/31 | 70 | &nbsp;&nbsp; 61770 |
| &nbsp;&nbsp;&nbsp; 6.00%, 01/15/43<sup>(b)</sup> | 71 | &nbsp;&nbsp; 67570 |
| Meritage Homes Corp., 5.13%, 06/06/27 | 75 | &nbsp;&nbsp; 75648 |
| NVR, Inc., 3.00%, 05/15/30 | 100 | &nbsp;&nbsp; 94516 |
| PulteGroup, Inc., 7.88%, 06/15/32 | 171 | &nbsp;&nbsp; 201378 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Household Durables (continued)** | **Household Durables (continued)** | **Household Durables (continued)** |
| Toll Brothers Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.88%, 03/15/27 | 75 | &nbsp;&nbsp; $75547 |
| &nbsp;&nbsp;&nbsp; 4.35%, 02/15/28 | 75 | &nbsp;&nbsp; 75222 |
| &nbsp;&nbsp;&nbsp; 3.80%, 11/01/29 | 50 | &nbsp;&nbsp; 48945 |
| &nbsp;&nbsp;&nbsp; 5.60%, 06/15/35 | 75 | &nbsp;&nbsp; 76834 |
|  |  | &nbsp;&nbsp; 1678170 |
| **Household Products — 0.0%** | **Household Products — 0.0%** | **Household Products — 0.0%** |
| Avery Dennison Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.65%, 04/30/30 | 75 | &nbsp;&nbsp; 69510 |
| &nbsp;&nbsp;&nbsp; 2.25%, 02/15/32 | 87 | &nbsp;&nbsp; 75352 |
| &nbsp;&nbsp;&nbsp; 5.75%, 03/15/33<sup>(b)</sup> | 90 | &nbsp;&nbsp; 95122 |
| Church & Dwight Co., Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.15%, 08/01/27 | 50 | &nbsp;&nbsp; 49344 |
| &nbsp;&nbsp;&nbsp; 2.30%, 12/15/31 | 171 | &nbsp;&nbsp; 151466 |
| &nbsp;&nbsp;&nbsp; 5.60%, 11/15/32 | 140 | &nbsp;&nbsp; 148373 |
| &nbsp;&nbsp;&nbsp; 5.00%, 06/15/52 | 50 | &nbsp;&nbsp; 46504 |
| Clorox Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.10%, 10/01/27 | 87 | &nbsp;&nbsp; 85404 |
| &nbsp;&nbsp;&nbsp; 1.80%, 05/15/30 | 50 | &nbsp;&nbsp; 44833 |
| &nbsp;&nbsp;&nbsp; 4.60%, 05/01/32 | 75 | &nbsp;&nbsp; 75817 |
| Kimberly-Clark Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.10%, 03/26/30 | 100 | &nbsp;&nbsp; 95984 |
| &nbsp;&nbsp;&nbsp; 2.00%, 11/02/31<sup>(b)</sup> | 75 | &nbsp;&nbsp; 66836 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/16/33 | 100 | &nbsp;&nbsp; 101129 |
| &nbsp;&nbsp;&nbsp; 5.30%, 03/01/41 | 87 | &nbsp;&nbsp; 87668 |
| &nbsp;&nbsp;&nbsp; 3.20%, 07/30/46 | 74 | &nbsp;&nbsp; 54061 |
| &nbsp;&nbsp;&nbsp; 2.88%, 02/07/50<sup>(b)</sup> | 140 | &nbsp;&nbsp; 92854 |
|  |  | &nbsp;&nbsp; 1340257 |
| **Industrial Conglomerates — 0.1%** | **Industrial Conglomerates — 0.1%** | **Industrial Conglomerates — 0.1%** |
| 3M Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.88%, 10/15/27 | 130 | &nbsp;&nbsp; 127372 |
| &nbsp;&nbsp;&nbsp; 3.38%, 03/01/29<sup>(b)</sup> | 211 | &nbsp;&nbsp; 206063 |
| &nbsp;&nbsp;&nbsp; 2.38%, 08/26/29 | 169 | &nbsp;&nbsp; 158270 |
| &nbsp;&nbsp;&nbsp; 4.80%, 03/15/30 | 25 | &nbsp;&nbsp; 25561 |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/15/35 | 25 | &nbsp;&nbsp; 25607 |
| &nbsp;&nbsp;&nbsp; 3.13%, 09/19/46 | 87 | &nbsp;&nbsp; 61252 |
| &nbsp;&nbsp;&nbsp; 3.63%, 10/15/47<sup>(b)</sup> | 104 | &nbsp;&nbsp; 78825 |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/14/48 | 150 | &nbsp;&nbsp; 121480 |
| &nbsp;&nbsp;&nbsp; 3.25%, 08/26/49 | 175 | &nbsp;&nbsp; 122797 |
| &nbsp;&nbsp;&nbsp; 3.70%, 04/15/50<sup>(b)</sup> | 87 | &nbsp;&nbsp; 65565 |
| Eaton Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.10%, 09/15/27 | 118 | &nbsp;&nbsp; 116456 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/02/32 | 75 | &nbsp;&nbsp; 73409 |
| &nbsp;&nbsp;&nbsp; 4.15%, 03/15/33 | 100 | &nbsp;&nbsp; 98461 |
| &nbsp;&nbsp;&nbsp; 4.15%, 11/02/42 | 187 | &nbsp;&nbsp; 165255 |
| &nbsp;&nbsp;&nbsp; 4.70%, 08/23/52 | 60 | &nbsp;&nbsp; 54889 |
| Illinois Tool Works, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.88%, 09/15/41<sup>(b)</sup> | 181 | &nbsp;&nbsp; 175642 |
| &nbsp;&nbsp;&nbsp; 3.90%, 09/01/42 | 75 | &nbsp;&nbsp; 64023 |
| Parker-Hannifin Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 09/15/27 | 120 | &nbsp;&nbsp; 120553 |
| &nbsp;&nbsp;&nbsp; 3.25%, 06/14/29 | 341 | &nbsp;&nbsp; 330945 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/15/29 | 100 | &nbsp;&nbsp; 101354 |
| &nbsp;&nbsp;&nbsp; 4.20%, 11/21/34<sup>(b)</sup> | 87 | &nbsp;&nbsp; 84332 |
| &nbsp;&nbsp;&nbsp; 4.10%, 03/01/47 | 87 | &nbsp;&nbsp; 72679 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/14/49<sup>(b)</sup> | 87 | &nbsp;&nbsp; 70806 |
| Pentair Finance SARL, 5.90%, 07/15/32 | 100 | &nbsp;&nbsp; 106034 |
| Teledyne Technologies, Inc., 2.75%, 04/01/31 | 171 | &nbsp;&nbsp; 157076 |
| Textron, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.65%, 03/15/27 | 75 | &nbsp;&nbsp; 74250 |

---

Master Portfolio Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

September 30, 2025

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Industrial Conglomerates (continued)** | **Industrial Conglomerates (continued)** | **Industrial Conglomerates (continued)** |
| Textron, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 06/01/30 | 171 | &nbsp;&nbsp; $160894 |
| &nbsp;&nbsp;&nbsp; 2.45%, 03/15/31 | 100 | &nbsp;&nbsp; 90043 |
| &nbsp;&nbsp;&nbsp; 5.50%, 05/15/35<sup>(b)</sup> | 50 | &nbsp;&nbsp; 51720 |
|  |  | &nbsp;&nbsp; 3161613 |
| **Insurance — 0.7%** | **Insurance — 0.7%** | **Insurance — 0.7%** |
| Aflac, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.88%, 10/15/26 | 130 | &nbsp;&nbsp; 128505 |
| &nbsp;&nbsp;&nbsp; 3.60%, 04/01/30 | 150 | &nbsp;&nbsp; 146968 |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/15/49 | 87 | &nbsp;&nbsp; 78052 |
| Alleghany Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.63%, 05/15/30 | 121 | &nbsp;&nbsp; 118170 |
| &nbsp;&nbsp;&nbsp; 3.25%, 08/15/51 | 171 | &nbsp;&nbsp; 118664 |
| Allstate Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.28%, 12/15/26 | 130 | &nbsp;&nbsp; 128769 |
| &nbsp;&nbsp;&nbsp; 5.05%, 06/24/29 | 50 | &nbsp;&nbsp; 51412 |
| &nbsp;&nbsp;&nbsp; 1.45%, 12/15/30 | 100 | &nbsp;&nbsp; 86264 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/30/33 | 20 | &nbsp;&nbsp; 20739 |
| &nbsp;&nbsp;&nbsp; 5.55%, 05/09/35 | 160 | &nbsp;&nbsp; 167658 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/15/43 | 53 | &nbsp;&nbsp; 46978 |
| &nbsp;&nbsp;&nbsp; 4.20%, 12/15/46 | 100 | &nbsp;&nbsp; 83847 |
| &nbsp;&nbsp;&nbsp; 3.85%, 08/10/49 | 171 | &nbsp;&nbsp; 133848 |
| American Financial Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/23/35 | 35 | &nbsp;&nbsp; 34293 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/15/47<sup>(b)</sup> | 80 | &nbsp;&nbsp; 66971 |
| American International Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.13%, 03/27/33 | 70 | &nbsp;&nbsp; 72011 |
| &nbsp;&nbsp;&nbsp; 3.88%, 01/15/35 | 100 | &nbsp;&nbsp; 92818 |
| &nbsp;&nbsp;&nbsp; 5.45%, 05/07/35 | 140 | &nbsp;&nbsp; 145839 |
| &nbsp;&nbsp;&nbsp; 4.80%, 07/10/45 | 100 | &nbsp;&nbsp; 91935 |
| &nbsp;&nbsp;&nbsp; 4.75%, 04/01/48<sup>(b)</sup> | 171 | &nbsp;&nbsp; 154720 |
| &nbsp;&nbsp;&nbsp; 4.38%, 06/30/50 | 87 | &nbsp;&nbsp; 73820 |
| American National Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.75%, 10/01/29 | 75 | &nbsp;&nbsp; 77582 |
| &nbsp;&nbsp;&nbsp; 6.00%, 07/15/35 | 100 | &nbsp;&nbsp; 102085 |
| Aon Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 12/15/28<sup>(b)</sup> | 171 | &nbsp;&nbsp; 172763 |
| &nbsp;&nbsp;&nbsp; 3.75%, 05/02/29 | 171 | &nbsp;&nbsp; 168439 |
| &nbsp;&nbsp;&nbsp; 2.80%, 05/15/30 | 100 | &nbsp;&nbsp; 93860 |
| Aon Corp./Aon Global Holdings PLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.85%, 05/28/27 | 55 | &nbsp;&nbsp; 53928 |
| &nbsp;&nbsp;&nbsp; 2.05%, 08/23/31 | 87 | &nbsp;&nbsp; 76434 |
| &nbsp;&nbsp;&nbsp; 2.60%, 12/02/31<sup>(b)</sup> | 59 | &nbsp;&nbsp; 53127 |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/12/32 | 270 | &nbsp;&nbsp; 277893 |
| &nbsp;&nbsp;&nbsp; 5.35%, 02/28/33 | 25 | &nbsp;&nbsp; 26101 |
| &nbsp;&nbsp;&nbsp; 2.90%, 08/23/51 | 100 | &nbsp;&nbsp; 63127 |
| &nbsp;&nbsp;&nbsp; 3.90%, 02/28/52 | 131 | &nbsp;&nbsp; 99249 |
| Aon Global Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 4.60%, 06/14/44 | 87 | &nbsp;&nbsp; 76818 |
| &nbsp;&nbsp;&nbsp; 4.75%, 05/15/45 | 87 | &nbsp;&nbsp; 78378 |
| Aon North America, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.13%, 03/01/27 | 75 | &nbsp;&nbsp; 76042 |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/01/29 | 100 | &nbsp;&nbsp; 102859 |
| &nbsp;&nbsp;&nbsp; 5.30%, 03/01/31 | 100 | &nbsp;&nbsp; 104155 |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/01/34 | 200 | &nbsp;&nbsp; 208341 |
| &nbsp;&nbsp;&nbsp; 5.75%, 03/01/54 | 170 | &nbsp;&nbsp; 171204 |
| Arch Capital Finance LLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.01%, 12/15/26 | 171 | &nbsp;&nbsp; 170678 |
| &nbsp;&nbsp;&nbsp; 5.03%, 12/15/46 | 75 | &nbsp;&nbsp; 69643 |
| Arch Capital Group Ltd., 3.64%, 06/30/50 | 100 | &nbsp;&nbsp; 74384 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Insurance (continued)** | **Insurance (continued)** | **Insurance (continued)** |
| Arch Capital Group U.S., Inc., 5.14%, 11/01/43 | $66 | &nbsp;&nbsp; $62914 |
| Arthur J Gallagher & Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.60%, 12/15/27 | 70 | &nbsp;&nbsp; 70686 |
| &nbsp;&nbsp;&nbsp; 2.40%, 11/09/31<sup>(b)</sup> | 87 | &nbsp;&nbsp; 77238 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/15/32 | 40 | &nbsp;&nbsp; 40811 |
| &nbsp;&nbsp;&nbsp; 5.45%, 07/15/34 | 300 | &nbsp;&nbsp; 310671 |
| &nbsp;&nbsp;&nbsp; 5.15%, 02/15/35 | 150 | &nbsp;&nbsp; 151774 |
| &nbsp;&nbsp;&nbsp; 3.50%, 05/20/51 | 112 | &nbsp;&nbsp; 79406 |
| &nbsp;&nbsp;&nbsp; 5.75%, 03/02/53<sup>(b)</sup> | 66 | &nbsp;&nbsp; 65710 |
| &nbsp;&nbsp;&nbsp; 6.75%, 02/15/54<sup>(b)</sup> | 70 | &nbsp;&nbsp; 78892 |
| &nbsp;&nbsp;&nbsp; 5.75%, 07/15/54 | 60 | &nbsp;&nbsp; 59794 |
| &nbsp;&nbsp;&nbsp; 5.55%, 02/15/55 | 180 | &nbsp;&nbsp; 175905 |
| Assurant, Inc., 5.55%, 02/15/36 | 50 | &nbsp;&nbsp; 50672 |
| Assured Guaranty U.S. Holdings, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.13%, 09/15/28 | 300 | &nbsp;&nbsp; 315402 |
| &nbsp;&nbsp;&nbsp; 3.15%, 06/15/31<sup>(b)</sup> | 50 | &nbsp;&nbsp; 46877 |
| Athene Holding Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 6.15%, 04/03/30 | 100 | &nbsp;&nbsp; 106594 |
| &nbsp;&nbsp;&nbsp; 6.65%, 02/01/33<sup>(b)</sup> | 100 | &nbsp;&nbsp; 108519 |
| &nbsp;&nbsp;&nbsp; 5.88%, 01/15/34<sup>(b)</sup> | 200 | &nbsp;&nbsp; 209309 |
| &nbsp;&nbsp;&nbsp; 3.95%, 05/25/51 | 66 | &nbsp;&nbsp; 48136 |
| &nbsp;&nbsp;&nbsp; 6.25%, 04/01/54 | 150 | &nbsp;&nbsp; 152923 |
| &nbsp;&nbsp;&nbsp; 6.63%, 05/19/55 | 105 | &nbsp;&nbsp; 112365 |
| &nbsp;&nbsp;&nbsp; AXIS Specialty Finance LLC, (5-year CMT + 3.19%), <br> 4.90%, 01/15/40<sup>(c)</sup><br>| 50 | &nbsp;&nbsp; 48531 |
| Berkshire Hathaway Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.30%, 03/15/27 | 133 | &nbsp;&nbsp; 130232 |
| &nbsp;&nbsp;&nbsp; 1.85%, 03/12/30 | 87 | &nbsp;&nbsp; 79470 |
| &nbsp;&nbsp;&nbsp; 1.45%, 10/15/30 | 155 | &nbsp;&nbsp; 137120 |
| &nbsp;&nbsp;&nbsp; 2.88%, 03/15/32<sup>(b)</sup> | 150 | &nbsp;&nbsp; 140286 |
| &nbsp;&nbsp;&nbsp; 4.40%, 05/15/42 | 74 | &nbsp;&nbsp; 69142 |
| &nbsp;&nbsp;&nbsp; 4.30%, 05/15/43 | 87 | &nbsp;&nbsp; 78472 |
| &nbsp;&nbsp;&nbsp; 4.20%, 08/15/48 | 250 | &nbsp;&nbsp; 213517 |
| &nbsp;&nbsp;&nbsp; 4.25%, 01/15/49 | 171 | &nbsp;&nbsp; 146555 |
| &nbsp;&nbsp;&nbsp; 2.85%, 10/15/50 | 196 | &nbsp;&nbsp; 128571 |
| &nbsp;&nbsp;&nbsp; 2.50%, 01/15/51 | 132 | &nbsp;&nbsp; 80482 |
| &nbsp;&nbsp;&nbsp; 3.85%, 03/15/52 | 350 | &nbsp;&nbsp; 274570 |
| Berkshire Hathaway, Inc., 4.50%, 02/11/43<sup>(b)</sup> | 200 | &nbsp;&nbsp; 189927 |
| Brighthouse Financial, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.70%, 06/22/27 | 300 | &nbsp;&nbsp; 296244 |
| &nbsp;&nbsp;&nbsp; 5.63%, 05/15/30<sup>(b)</sup> | 71 | &nbsp;&nbsp; 72822 |
| &nbsp;&nbsp;&nbsp; 4.70%, 06/22/47 | 103 | &nbsp;&nbsp; 82095 |
| &nbsp;&nbsp;&nbsp; 3.85%, 12/22/51 | 50 | &nbsp;&nbsp; 32955 |
| Brown & Brown, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.60%, 12/23/26 | 50 | &nbsp;&nbsp; 50262 |
| &nbsp;&nbsp;&nbsp; 4.70%, 06/23/28 | 50 | &nbsp;&nbsp; 50477 |
| &nbsp;&nbsp;&nbsp; 4.90%, 06/23/30 | 200 | &nbsp;&nbsp; 202687 |
| &nbsp;&nbsp;&nbsp; 2.38%, 03/15/31 | 171 | &nbsp;&nbsp; 152141 |
| &nbsp;&nbsp;&nbsp; 4.20%, 03/17/32 | 100 | &nbsp;&nbsp; 96486 |
| &nbsp;&nbsp;&nbsp; 5.25%, 06/23/32 | 50 | &nbsp;&nbsp; 51266 |
| &nbsp;&nbsp;&nbsp; 5.65%, 06/11/34 | 50 | &nbsp;&nbsp; 51867 |
| &nbsp;&nbsp;&nbsp; 5.55%, 06/23/35<sup>(b)</sup> | 155 | &nbsp;&nbsp; 159441 |
| &nbsp;&nbsp;&nbsp; 4.95%, 03/17/52<sup>(b)</sup> | 65 | &nbsp;&nbsp; 57249 |
| &nbsp;&nbsp;&nbsp; 6.25%, 06/23/55 | 80 | &nbsp;&nbsp; 84182 |
| Chubb Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 6.00%, 05/11/37 | 50 | &nbsp;&nbsp; 54701 |
| &nbsp;&nbsp;&nbsp; Series 1, 6.50%, 05/15/38 | 74 | &nbsp;&nbsp; 84054 |
| Chubb INA Holdings LLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.65%, 08/15/29 | 75 | &nbsp;&nbsp; 76475 |
| &nbsp;&nbsp;&nbsp; 1.38%, 09/15/30 | 346 | &nbsp;&nbsp; 303177 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/15/34<sup>(b)</sup> | 200 | &nbsp;&nbsp; 205077 |

---

------

Schedule of Investments (unaudited)(continued)

September 30, 2025

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Insurance (continued)** | **Insurance (continued)** | **Insurance (continued)** |
| Chubb INA Holdings LLC (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 4.90%, 08/15/35 | $145 | &nbsp;&nbsp; $145862 |
| &nbsp;&nbsp;&nbsp; 6.70%, 05/15/36 | 150 | &nbsp;&nbsp; 172015 |
| &nbsp;&nbsp;&nbsp; 4.15%, 03/13/43 | 53 | &nbsp;&nbsp; 46344 |
| &nbsp;&nbsp;&nbsp; 4.35%, 11/03/45 | 100 | &nbsp;&nbsp; 88178 |
| &nbsp;&nbsp;&nbsp; 2.85%, 12/15/51 | 87 | &nbsp;&nbsp; 56880 |
| &nbsp;&nbsp;&nbsp; 3.05%, 12/15/61<sup>(b)</sup> | 59 | &nbsp;&nbsp; 36950 |
| CNA Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.45%, 08/15/27 | 100 | &nbsp;&nbsp; 98793 |
| &nbsp;&nbsp;&nbsp; 3.90%, 05/01/29 | 87 | &nbsp;&nbsp; 85876 |
| &nbsp;&nbsp;&nbsp; 5.13%, 02/15/34 | 75 | &nbsp;&nbsp; 75684 |
| &nbsp;&nbsp;&nbsp; 5.20%, 08/15/35 | 50 | &nbsp;&nbsp; 50096 |
| CNO Financial Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/30/29 | 120 | &nbsp;&nbsp; 122070 |
| &nbsp;&nbsp;&nbsp; 6.45%, 06/15/34 | 75 | &nbsp;&nbsp; 79588 |
| Corebridge Financial, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.65%, 04/05/27 | 75 | &nbsp;&nbsp; 74356 |
| &nbsp;&nbsp;&nbsp; 3.85%, 04/05/29 | 175 | &nbsp;&nbsp; 172310 |
| &nbsp;&nbsp;&nbsp; 3.90%, 04/05/32 | 175 | &nbsp;&nbsp; 167090 |
| &nbsp;&nbsp;&nbsp; 6.05%, 09/15/33 | 50 | &nbsp;&nbsp; 53353 |
| &nbsp;&nbsp;&nbsp; 5.75%, 01/15/34 | 50 | &nbsp;&nbsp; 52594 |
| &nbsp;&nbsp;&nbsp; 4.35%, 04/05/42 | 75 | &nbsp;&nbsp; 64741 |
| &nbsp;&nbsp;&nbsp; 4.40%, 04/05/52<sup>(b)</sup> | 175 | &nbsp;&nbsp; 144566 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 3.85%), 6.88%, 12/15/52<sup>(c)</sup> | 100 | &nbsp;&nbsp; 102547 |
| &nbsp;&nbsp;&nbsp; Enstar Finance LLC, (5-year CMT + 4.01%), 5.50%, <br> 01/15/42<sup>(c)</sup><br>| 50 | &nbsp;&nbsp; 49639 |
| Enstar Group Ltd., 3.10%, 09/01/31 | 124 | &nbsp;&nbsp; 110751 |
| Equitable Holdings, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.35%, 04/20/28 | 114 | &nbsp;&nbsp; 114391 |
| &nbsp;&nbsp;&nbsp; 5.59%, 01/11/33 | 150 | &nbsp;&nbsp; 157801 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/20/48<sup>(b)</sup> | 149 | &nbsp;&nbsp; 136860 |
| Essent Group Ltd., 6.25%, 07/01/29 | 25 | &nbsp;&nbsp; 26188 |
| Everest Reinsurance Holdings, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.87%, 06/01/44 | 50 | &nbsp;&nbsp; 45484 |
| &nbsp;&nbsp;&nbsp; 3.50%, 10/15/50 | 87 | &nbsp;&nbsp; 61377 |
| &nbsp;&nbsp;&nbsp; 3.13%, 10/15/52 | 155 | &nbsp;&nbsp; 100064 |
| F&G Annuities & Life, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 7.40%, 01/13/28 | 50 | &nbsp;&nbsp; 52482 |
| &nbsp;&nbsp;&nbsp; 6.50%, 06/04/29 | 25 | &nbsp;&nbsp; 26065 |
| &nbsp;&nbsp;&nbsp; 6.25%, 10/04/34<sup>(b)</sup> | 75 | &nbsp;&nbsp; 76488 |
| Fairfax Financial Holdings Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 4.85%, 04/17/28 | 100 | &nbsp;&nbsp; 101265 |
| &nbsp;&nbsp;&nbsp; 4.63%, 04/29/30 | 171 | &nbsp;&nbsp; 171566 |
| &nbsp;&nbsp;&nbsp; 3.38%, 03/03/31 | 75 | &nbsp;&nbsp; 70746 |
| &nbsp;&nbsp;&nbsp; 5.63%, 08/16/32 | 80 | &nbsp;&nbsp; 83131 |
| &nbsp;&nbsp;&nbsp; 6.35%, 03/22/54 | 135 | &nbsp;&nbsp; 142676 |
| &nbsp;&nbsp;&nbsp; 6.10%, 03/15/55 | 50 | &nbsp;&nbsp; 51263 |
| Fidelity National Financial, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.40%, 06/15/30<sup>(b)</sup> | 87 | &nbsp;&nbsp; 82628 |
| &nbsp;&nbsp;&nbsp; 2.45%, 03/15/31 | 75 | &nbsp;&nbsp; 66445 |
| &nbsp;&nbsp;&nbsp; 3.20%, 09/17/51 | 58 | &nbsp;&nbsp; 37151 |
| First American Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/15/30 | 50 | &nbsp;&nbsp; 48333 |
| &nbsp;&nbsp;&nbsp; 2.40%, 08/15/31 | 78 | &nbsp;&nbsp; 67754 |
| &nbsp;&nbsp;&nbsp; 5.45%, 09/30/34 | 50 | &nbsp;&nbsp; 50139 |
| Globe Life, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.55%, 09/15/28 | 50 | &nbsp;&nbsp; 50443 |
| &nbsp;&nbsp;&nbsp; 2.15%, 08/15/30 | 40 | &nbsp;&nbsp; 35931 |
| &nbsp;&nbsp;&nbsp; 4.80%, 06/15/32 | 50 | &nbsp;&nbsp; 50344 |
| &nbsp;&nbsp;&nbsp; 5.85%, 09/15/34 | 25 | &nbsp;&nbsp; 26212 |
| Hanover Insurance Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 09/01/30 | 87 | &nbsp;&nbsp; 78490 |
| &nbsp;&nbsp;&nbsp; 5.50%, 09/01/35 | 25 | &nbsp;&nbsp; 25295 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Insurance (continued)** | **Insurance (continued)** | **Insurance (continued)** |
| Hartford Insurance Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.80%, 08/19/29 | $87 | &nbsp;&nbsp; $82295 |
| &nbsp;&nbsp;&nbsp; 5.95%, 10/15/36 | 100 | &nbsp;&nbsp; 107742 |
| &nbsp;&nbsp;&nbsp; 6.10%, 10/01/41 | 74 | &nbsp;&nbsp; 78577 |
| &nbsp;&nbsp;&nbsp; 4.30%, 04/15/43 | 25 | &nbsp;&nbsp; 21729 |
| &nbsp;&nbsp;&nbsp; 3.60%, 08/19/49 | 100 | &nbsp;&nbsp; 75458 |
| &nbsp;&nbsp;&nbsp; 2.90%, 09/15/51 | 71 | &nbsp;&nbsp; 46072 |
| Jackson Financial, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.13%, 11/23/31 | 171 | &nbsp;&nbsp; 154399 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/23/51 | 50 | &nbsp;&nbsp; 36073 |
| Kemper Corp., 3.80%, 02/23/32 | 74 | &nbsp;&nbsp; 68116 |
| Lincoln National Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.80%, 03/01/28 | 57 | &nbsp;&nbsp; 56298 |
| &nbsp;&nbsp;&nbsp; 3.40%, 01/15/31 | 100 | &nbsp;&nbsp; 94454 |
| &nbsp;&nbsp;&nbsp; 3.40%, 03/01/32 | 50 | &nbsp;&nbsp; 46280 |
| &nbsp;&nbsp;&nbsp; 5.85%, 03/15/34 | 25 | &nbsp;&nbsp; 26153 |
| &nbsp;&nbsp;&nbsp; 6.30%, 10/09/37 | 87 | &nbsp;&nbsp; 93204 |
| &nbsp;&nbsp;&nbsp; 4.35%, 03/01/48 | 35 | &nbsp;&nbsp; 28854 |
| Loews Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.20%, 05/15/30 | 114 | &nbsp;&nbsp; 109035 |
| &nbsp;&nbsp;&nbsp; 4.13%, 05/15/43 | 50 | &nbsp;&nbsp; 42488 |
| Manulife Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.48%, 05/19/27 | 171 | &nbsp;&nbsp; 166623 |
| &nbsp;&nbsp;&nbsp; 3.70%, 03/16/32 | 67 | &nbsp;&nbsp; 64108 |
| &nbsp;&nbsp;&nbsp; 5.38%, 03/04/46 | 71 | &nbsp;&nbsp; 70869 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5-year USD ICE Swap + 1.65%), 4.06%, <br> 02/24/32<sup>(c)</sup><br>| 87 | &nbsp;&nbsp; 86384 |
| Markel Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.35%, 09/17/29 | 82 | &nbsp;&nbsp; 79167 |
| &nbsp;&nbsp;&nbsp; 4.30%, 11/01/47 | 80 | &nbsp;&nbsp; 65414 |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/20/49 | 75 | &nbsp;&nbsp; 67538 |
| &nbsp;&nbsp;&nbsp; 4.15%, 09/17/50 | 87 | &nbsp;&nbsp; 68504 |
| &nbsp;&nbsp;&nbsp; 3.45%, 05/07/52 | 75 | &nbsp;&nbsp; 51551 |
| &nbsp;&nbsp;&nbsp; 6.00%, 05/16/54 | 40 | &nbsp;&nbsp; 40814 |
| Marsh & McLennan Cos., Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.55%, 11/08/27 | 85 | &nbsp;&nbsp; 85946 |
| &nbsp;&nbsp;&nbsp; 4.38%, 03/15/29 | 171 | &nbsp;&nbsp; 172528 |
| &nbsp;&nbsp;&nbsp; 4.65%, 03/15/30 | 175 | &nbsp;&nbsp; 177842 |
| &nbsp;&nbsp;&nbsp; 2.25%, 11/15/30 | 59 | &nbsp;&nbsp; 53458 |
| &nbsp;&nbsp;&nbsp; 4.85%, 11/15/31 | 175 | &nbsp;&nbsp; 178979 |
| &nbsp;&nbsp;&nbsp; 2.38%, 12/15/31 | 65 | &nbsp;&nbsp; 57883 |
| &nbsp;&nbsp;&nbsp; 5.75%, 11/01/32 | 50 | &nbsp;&nbsp; 53625 |
| &nbsp;&nbsp;&nbsp; 5.40%, 09/15/33 | 50 | &nbsp;&nbsp; 52465 |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/15/34 | 225 | &nbsp;&nbsp; 232964 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/15/35 | 285 | &nbsp;&nbsp; 288485 |
| &nbsp;&nbsp;&nbsp; 5.35%, 11/15/44 | 50 | &nbsp;&nbsp; 49580 |
| &nbsp;&nbsp;&nbsp; 4.35%, 01/30/47 | 87 | &nbsp;&nbsp; 74438 |
| &nbsp;&nbsp;&nbsp; 4.20%, 03/01/48 | 87 | &nbsp;&nbsp; 72806 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/15/49 | 171 | &nbsp;&nbsp; 157215 |
| &nbsp;&nbsp;&nbsp; 2.90%, 12/15/51<sup>(b)</sup> | 52 | &nbsp;&nbsp; 33356 |
| &nbsp;&nbsp;&nbsp; 6.25%, 11/01/52 | 25 | &nbsp;&nbsp; 27523 |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/15/53 | 75 | &nbsp;&nbsp; 74217 |
| &nbsp;&nbsp;&nbsp; 5.70%, 09/15/53 | 100 | &nbsp;&nbsp; 102375 |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/15/54 | 25 | &nbsp;&nbsp; 24717 |
| &nbsp;&nbsp;&nbsp; 5.40%, 03/15/55<sup>(b)</sup> | 175 | &nbsp;&nbsp; 171574 |
| MetLife, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.55%, 03/23/30 | 171 | &nbsp;&nbsp; 173913 |
| &nbsp;&nbsp;&nbsp; 5.38%, 07/15/33 | 50 | &nbsp;&nbsp; 52668 |
| &nbsp;&nbsp;&nbsp; 6.38%, 06/15/34 | 257 | &nbsp;&nbsp; 286701 |
| &nbsp;&nbsp;&nbsp; 5.30%, 12/15/34<sup>(b)</sup> | 110 | &nbsp;&nbsp; 114414 |
| &nbsp;&nbsp;&nbsp; 5.70%, 06/15/35 | 150 | &nbsp;&nbsp; 160594 |
| &nbsp;&nbsp;&nbsp; 5.88%, 02/06/41 | 100 | &nbsp;&nbsp; 106034 |
| &nbsp;&nbsp;&nbsp; 4.13%, 08/13/42 | 75 | &nbsp;&nbsp; 64509 |

---

Master Portfolio Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

September 30, 2025

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Insurance (continued)** | **Insurance (continued)** | **Insurance (continued)** |
| MetLife, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 4.88%, 11/13/43 | $200 | &nbsp;&nbsp; $188557 |
| &nbsp;&nbsp;&nbsp; 4.72%, 12/15/44 | 50 | &nbsp;&nbsp; 45712 |
| &nbsp;&nbsp;&nbsp; 4.05%, 03/01/45 | 87 | &nbsp;&nbsp; 73343 |
| &nbsp;&nbsp;&nbsp; 4.60%, 05/13/46 | 200 | &nbsp;&nbsp; 182747 |
| &nbsp;&nbsp;&nbsp; 5.00%, 07/15/52 | 110 | &nbsp;&nbsp; 102789 |
| &nbsp;&nbsp;&nbsp; 5.25%, 01/15/54<sup>(b)</sup> | 100 | &nbsp;&nbsp; 97428 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series G, (5-year CMT + 2.08%), 6.35%, <br> 03/15/55<sup>(c)</sup><br>| 50 | &nbsp;&nbsp; 53123 |
| NMI Holdings, Inc., 6.00%, 08/15/29<sup>(b)</sup> | 25 | &nbsp;&nbsp; 25838 |
| Old Republic International Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.75%, 03/28/34 | 25 | &nbsp;&nbsp; 26061 |
| &nbsp;&nbsp;&nbsp; 3.85%, 06/11/51 | 70 | &nbsp;&nbsp; 50766 |
| PartnerRe Finance B LLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.70%, 07/02/29 | 25 | &nbsp;&nbsp; 24467 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 3.82%), 4.50%, 10/01/50<sup>(c)</sup> | 50 | &nbsp;&nbsp; 47177 |
| Primerica, Inc., 2.80%, 11/19/31 | 74 | &nbsp;&nbsp; 66811 |
| Principal Financial Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.10%, 11/15/26 | 171 | &nbsp;&nbsp; 169050 |
| &nbsp;&nbsp;&nbsp; 3.70%, 05/15/29 | 100 | &nbsp;&nbsp; 98058 |
| &nbsp;&nbsp;&nbsp; 2.13%, 06/15/30 | 100 | &nbsp;&nbsp; 90541 |
| &nbsp;&nbsp;&nbsp; 5.38%, 03/15/33 | 40 | &nbsp;&nbsp; 41559 |
| &nbsp;&nbsp;&nbsp; 4.63%, 09/15/42 | 50 | &nbsp;&nbsp; 45765 |
| &nbsp;&nbsp;&nbsp; 4.30%, 11/15/46 | 87 | &nbsp;&nbsp; 74394 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/15/53 | 45 | &nbsp;&nbsp; 44861 |
| Progressive Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.45%, 01/15/27 | 87 | &nbsp;&nbsp; 85380 |
| &nbsp;&nbsp;&nbsp; 2.50%, 03/15/27 | 66 | &nbsp;&nbsp; 64653 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/01/29 | 75 | &nbsp;&nbsp; 75010 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/15/32 | 145 | &nbsp;&nbsp; 133826 |
| &nbsp;&nbsp;&nbsp; 4.95%, 06/15/33 | 40 | &nbsp;&nbsp; 41152 |
| &nbsp;&nbsp;&nbsp; 4.35%, 04/25/44 | 74 | &nbsp;&nbsp; 65047 |
| &nbsp;&nbsp;&nbsp; 3.70%, 01/26/45 | 70 | &nbsp;&nbsp; 55963 |
| &nbsp;&nbsp;&nbsp; 4.13%, 04/15/47 | 87 | &nbsp;&nbsp; 73248 |
| &nbsp;&nbsp;&nbsp; 4.20%, 03/15/48 | 87 | &nbsp;&nbsp; 73947 |
| &nbsp;&nbsp;&nbsp; 3.70%, 03/15/52 | 60 | &nbsp;&nbsp; 46256 |
| Prudential Financial, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 03/27/28 | 120 | &nbsp;&nbsp; 120185 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/14/35 | 200 | &nbsp;&nbsp; 205584 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/10/40 | 171 | &nbsp;&nbsp; 133356 |
| &nbsp;&nbsp;&nbsp; 4.60%, 05/15/44 | 87 | &nbsp;&nbsp; 78270 |
| &nbsp;&nbsp;&nbsp; 3.91%, 12/07/47 | 87 | &nbsp;&nbsp; 69698 |
| &nbsp;&nbsp;&nbsp; 3.94%, 12/07/49 | 156 | &nbsp;&nbsp; 123196 |
| &nbsp;&nbsp;&nbsp; 4.35%, 02/25/50 | 171 | &nbsp;&nbsp; 144716 |
| &nbsp;&nbsp;&nbsp; 3.70%, 03/13/51 | 200 | &nbsp;&nbsp; 151232 |
| &nbsp;&nbsp;&nbsp; (3-mo. SOFR US + 2.64%), 4.50%, 09/15/47<sup>(c)</sup> | 100 | &nbsp;&nbsp; 98739 |
| &nbsp;&nbsp;&nbsp; (3-mo. SOFR US + 2.93%), 5.70%, 09/15/48<sup>(c)</sup> | 171 | &nbsp;&nbsp; 174167 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 2.85%), 6.75%, 03/01/53<sup>(c)</sup> | 150 | &nbsp;&nbsp; 161763 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 3.04%), 3.70%, 10/01/50<sup>(c)</sup> | 71 | &nbsp;&nbsp; 66320 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 3.16%), 5.13%, 03/01/52<sup>(c)</sup> | 107 | &nbsp;&nbsp; 107388 |
| Prudential Funding Asia PLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.13%, 04/14/30<sup>(b)</sup> | 171 | &nbsp;&nbsp; 163946 |
| &nbsp;&nbsp;&nbsp; 3.63%, 03/24/32 | 87 | &nbsp;&nbsp; 82860 |
| Reinsurance Group of America, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.90%, 05/15/29 | 82 | &nbsp;&nbsp; 81041 |
| &nbsp;&nbsp;&nbsp; 3.15%, 06/15/30 | 100 | &nbsp;&nbsp; 94355 |
| &nbsp;&nbsp;&nbsp; 6.00%, 09/15/33 | 20 | &nbsp;&nbsp; 21384 |
| &nbsp;&nbsp;&nbsp; 5.75%, 09/15/34 | 75 | &nbsp;&nbsp; 78411 |
| RenaissanceRe Holdings Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 3.60%, 04/15/29 | 100 | &nbsp;&nbsp; 97509 |
| &nbsp;&nbsp;&nbsp; 5.75%, 06/05/33 | 60 | &nbsp;&nbsp; 62975 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Insurance (continued)** | **Insurance (continued)** | **Insurance (continued)** |
| RenaissanceRe Holdings Ltd. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 5.80%, 04/01/35 | 25 | &nbsp;&nbsp; $26213 |
| Selective Insurance Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.90%, 04/15/35 | 50 | &nbsp;&nbsp; 51938 |
| &nbsp;&nbsp;&nbsp; 5.38%, 03/01/49 | 25 | &nbsp;&nbsp; 22987 |
| Stewart Information Services Corp., 3.60%, 11/15/31 | 50 | &nbsp;&nbsp; 44790 |
| Travelers Cos., Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.75%, 06/20/36 | 87 | &nbsp;&nbsp; 100263 |
| &nbsp;&nbsp;&nbsp; 6.25%, 06/15/37 | 87 | &nbsp;&nbsp; 96668 |
| &nbsp;&nbsp;&nbsp; 5.35%, 11/01/40 | 200 | &nbsp;&nbsp; 204022 |
| &nbsp;&nbsp;&nbsp; 4.60%, 08/01/43 | 148 | &nbsp;&nbsp; 134651 |
| &nbsp;&nbsp;&nbsp; 4.30%, 08/25/45 | 87 | &nbsp;&nbsp; 75573 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/30/47 | 87 | &nbsp;&nbsp; 71706 |
| &nbsp;&nbsp;&nbsp; 4.10%, 03/04/49 | 87 | &nbsp;&nbsp; 71598 |
| &nbsp;&nbsp;&nbsp; 5.45%, 05/25/53 | 40 | &nbsp;&nbsp; 40016 |
| &nbsp;&nbsp;&nbsp; 5.70%, 07/24/55 | 75 | &nbsp;&nbsp; 77671 |
| Travelers Property Casualty Corp., 6.38%, 03/15/33 | 74 | &nbsp;&nbsp; 83051 |
| Unum Group |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/15/29 | 71 | &nbsp;&nbsp; 70089 |
| &nbsp;&nbsp;&nbsp; 5.75%, 08/15/42 | 87 | &nbsp;&nbsp; 86942 |
| &nbsp;&nbsp;&nbsp; 4.50%, 12/15/49 | 37 | &nbsp;&nbsp; 30172 |
| &nbsp;&nbsp;&nbsp; 4.13%, 06/15/51 | 75 | &nbsp;&nbsp; 57100 |
| &nbsp;&nbsp;&nbsp; 6.00%, 06/15/54 | 45 | &nbsp;&nbsp; 45552 |
| W.R. Berkley Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/12/50 | 87 | &nbsp;&nbsp; 68306 |
| &nbsp;&nbsp;&nbsp; 3.55%, 03/30/52<sup>(b)</sup> | 87 | &nbsp;&nbsp; 61742 |
| Willis North America, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.65%, 06/15/27 | 71 | &nbsp;&nbsp; 71545 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/15/28 | 207 | &nbsp;&nbsp; 208803 |
| &nbsp;&nbsp;&nbsp; 5.35%, 05/15/33 | 40 | &nbsp;&nbsp; 41393 |
| &nbsp;&nbsp;&nbsp; 5.05%, 09/15/48 | 50 | &nbsp;&nbsp; 45518 |
| &nbsp;&nbsp;&nbsp; 3.88%, 09/15/49 | 100 | &nbsp;&nbsp; 75858 |
| &nbsp;&nbsp;&nbsp; 5.90%, 03/05/54 | 75 | &nbsp;&nbsp; 76403 |
|  |  | &nbsp;&nbsp; 26381999 |
| **Interactive Media & Services — 0.1%** | **Interactive Media & Services — 0.1%** | **Interactive Media & Services — 0.1%** |
| Alphabet, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 0.80%, 08/15/27 | 93 | &nbsp;&nbsp; 88214 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/15/30 | 105 | &nbsp;&nbsp; 105463 |
| &nbsp;&nbsp;&nbsp; 1.10%, 08/15/30 | 162 | &nbsp;&nbsp; 141881 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/15/35 | 150 | &nbsp;&nbsp; 150129 |
| &nbsp;&nbsp;&nbsp; 1.90%, 08/15/40 | 159 | &nbsp;&nbsp; 108651 |
| &nbsp;&nbsp;&nbsp; 2.05%, 08/15/50 | 340 | &nbsp;&nbsp; 193531 |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/15/55 | 170 | &nbsp;&nbsp; 170371 |
| &nbsp;&nbsp;&nbsp; 2.25%, 08/15/60<sup>(b)</sup> | 257 | &nbsp;&nbsp; 138799 |
| &nbsp;&nbsp;&nbsp; 5.30%, 05/15/65 | 170 | &nbsp;&nbsp; 169156 |
| Meta Platforms, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 08/15/27<sup>(b)</sup> | 350 | &nbsp;&nbsp; 348449 |
| &nbsp;&nbsp;&nbsp; 4.60%, 05/15/28 | 160 | &nbsp;&nbsp; 163274 |
| &nbsp;&nbsp;&nbsp; 4.30%, 08/15/29 | 110 | &nbsp;&nbsp; 111399 |
| &nbsp;&nbsp;&nbsp; 4.80%, 05/15/30 | 60 | &nbsp;&nbsp; 61938 |
| &nbsp;&nbsp;&nbsp; 4.55%, 08/15/31 | 100 | &nbsp;&nbsp; 101967 |
| &nbsp;&nbsp;&nbsp; 3.85%, 08/15/32 | 415 | &nbsp;&nbsp; 403852 |
| &nbsp;&nbsp;&nbsp; 4.95%, 05/15/33 | 60 | &nbsp;&nbsp; 62123 |
| &nbsp;&nbsp;&nbsp; 4.75%, 08/15/34<sup>(b)</sup> | 225 | &nbsp;&nbsp; 227931 |
| &nbsp;&nbsp;&nbsp; 4.45%, 08/15/52 | 340 | &nbsp;&nbsp; 291949 |
| &nbsp;&nbsp;&nbsp; 5.60%, 05/15/53 | 360 | &nbsp;&nbsp; 365165 |
| &nbsp;&nbsp;&nbsp; 5.40%, 08/15/54 | 360 | &nbsp;&nbsp; 355673 |
| &nbsp;&nbsp;&nbsp; 4.65%, 08/15/62 | 200 | &nbsp;&nbsp; 171523 |
| &nbsp;&nbsp;&nbsp; 5.75%, 05/15/63 | 210 | &nbsp;&nbsp; 215977 |
| &nbsp;&nbsp;&nbsp; 5.55%, 08/15/64 | 290 | &nbsp;&nbsp; 287869 |

---

------

Schedule of Investments (unaudited)(continued)

September 30, 2025

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Interactive Media & Services (continued)** | **Interactive Media & Services (continued)** | **Interactive Media & Services (continued)** |
| Netflix, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.88%, 11/15/28 | 200 | &nbsp;&nbsp; $210899 |
| &nbsp;&nbsp;&nbsp; 6.38%, 05/15/29 | 200 | &nbsp;&nbsp; 215489 |
| &nbsp;&nbsp;&nbsp; 5.40%, 08/15/54 | 150 | &nbsp;&nbsp; 151060 |
|  |  | &nbsp;&nbsp; 5012732 |
| **Internet Software & Services — 0.3%** | **Internet Software & Services — 0.3%** | **Internet Software & Services — 0.3%** |
| Alibaba Group Holding Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 3.40%, 12/06/27<sup>(b)</sup> | 200 | &nbsp;&nbsp; 197758 |
| &nbsp;&nbsp;&nbsp; 4.88%, 05/26/30<sup>(b)(d)</sup> | 200 | &nbsp;&nbsp; 206398 |
| &nbsp;&nbsp;&nbsp; 4.50%, 11/28/34 | 250 | &nbsp;&nbsp; 247760 |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/26/35<sup>(b)(d)</sup> | 200 | &nbsp;&nbsp; 209336 |
| &nbsp;&nbsp;&nbsp; 2.70%, 02/09/41<sup>(b)</sup> | 200 | &nbsp;&nbsp; 149240 |
| &nbsp;&nbsp;&nbsp; 4.20%, 12/06/47 | 249 | &nbsp;&nbsp; 213224 |
| &nbsp;&nbsp;&nbsp; 3.15%, 02/09/51 | 284 | &nbsp;&nbsp; 198996 |
| &nbsp;&nbsp;&nbsp; 3.25%, 02/09/61 | 200 | &nbsp;&nbsp; 134286 |
| Amazon.com, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.30%, 04/13/27 | 250 | &nbsp;&nbsp; 248168 |
| &nbsp;&nbsp;&nbsp; 1.20%, 06/03/27 | 341 | &nbsp;&nbsp; 327042 |
| &nbsp;&nbsp;&nbsp; 1.65%, 05/12/28 | 291 | &nbsp;&nbsp; 275648 |
| &nbsp;&nbsp;&nbsp; 3.45%, 04/13/29 | 238 | &nbsp;&nbsp; 234562 |
| &nbsp;&nbsp;&nbsp; 4.65%, 12/01/29 | 400 | &nbsp;&nbsp; 410333 |
| &nbsp;&nbsp;&nbsp; 1.50%, 06/03/30 | 211 | &nbsp;&nbsp; 189067 |
| &nbsp;&nbsp;&nbsp; 2.10%, 05/12/31 | 341 | &nbsp;&nbsp; 306784 |
| &nbsp;&nbsp;&nbsp; 3.60%, 04/13/32 | 354 | &nbsp;&nbsp; 342172 |
| &nbsp;&nbsp;&nbsp; 4.70%, 12/01/32<sup>(b)</sup> | 400 | &nbsp;&nbsp; 411118 |
| &nbsp;&nbsp;&nbsp; 4.80%, 12/05/34 | 204 | &nbsp;&nbsp; 210806 |
| &nbsp;&nbsp;&nbsp; 3.88%, 08/22/37 | 271 | &nbsp;&nbsp; 249859 |
| &nbsp;&nbsp;&nbsp; 2.88%, 05/12/41 | 240 | &nbsp;&nbsp; 184154 |
| &nbsp;&nbsp;&nbsp; 4.95%, 12/05/44<sup>(b)</sup> | 87 | &nbsp;&nbsp; 86079 |
| &nbsp;&nbsp;&nbsp; 4.05%, 08/22/47 | 400 | &nbsp;&nbsp; 338393 |
| &nbsp;&nbsp;&nbsp; 2.50%, 06/03/50<sup>(b)</sup> | 271 | &nbsp;&nbsp; 167415 |
| &nbsp;&nbsp;&nbsp; 3.10%, 05/12/51 | 400 | &nbsp;&nbsp; 278276 |
| &nbsp;&nbsp;&nbsp; 3.95%, 04/13/52 | 304 | &nbsp;&nbsp; 246585 |
| &nbsp;&nbsp;&nbsp; 4.25%, 08/22/57 | 341 | &nbsp;&nbsp; 286520 |
| &nbsp;&nbsp;&nbsp; 2.70%, 06/03/60 | 171 | &nbsp;&nbsp; 101146 |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/12/61 | 221 | &nbsp;&nbsp; 147822 |
| &nbsp;&nbsp;&nbsp; 4.10%, 04/13/62 | 121 | &nbsp;&nbsp; 97371 |
| eBay, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.60%, 06/05/27 | 171 | &nbsp;&nbsp; 169739 |
| &nbsp;&nbsp;&nbsp; 2.70%, 03/11/30<sup>(b)</sup> | 171 | &nbsp;&nbsp; 159921 |
| &nbsp;&nbsp;&nbsp; 2.60%, 05/10/31 | 201 | &nbsp;&nbsp; 182908 |
| &nbsp;&nbsp;&nbsp; 4.00%, 07/15/42 | 50 | &nbsp;&nbsp; 41738 |
| &nbsp;&nbsp;&nbsp; 3.65%, 05/10/51 | 137 | &nbsp;&nbsp; 102478 |
| Expedia Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.63%, 08/01/27 | 100 | &nbsp;&nbsp; 100679 |
| &nbsp;&nbsp;&nbsp; 3.80%, 02/15/28 | 130 | &nbsp;&nbsp; 128873 |
| &nbsp;&nbsp;&nbsp; 3.25%, 02/15/30 | 192 | &nbsp;&nbsp; 183445 |
| &nbsp;&nbsp;&nbsp; 2.95%, 03/15/31 | 54 | &nbsp;&nbsp; 50065 |
| &nbsp;&nbsp;&nbsp; 5.40%, 02/15/35 | 75 | &nbsp;&nbsp; 76966 |
| JD.com, Inc., 3.38%, 01/14/30<sup>(b)</sup> | 200 | &nbsp;&nbsp; 193630 |
| Uber Technologies, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.30%, 01/15/30 | 200 | &nbsp;&nbsp; 200579 |
| &nbsp;&nbsp;&nbsp; 4.15%, 01/15/31 | 100 | &nbsp;&nbsp; 99087 |
| &nbsp;&nbsp;&nbsp; 4.80%, 09/15/34<sup>(b)</sup> | 150 | &nbsp;&nbsp; 150282 |
| &nbsp;&nbsp;&nbsp; 4.80%, 09/15/35 | 100 | &nbsp;&nbsp; 99093 |
| &nbsp;&nbsp;&nbsp; 5.35%, 09/15/54<sup>(b)</sup> | 175 | &nbsp;&nbsp; 169790 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Internet Software & Services (continued)** | **Internet Software & Services (continued)** | **Internet Software & Services (continued)** |
| VeriSign, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 07/15/27 | 171 | &nbsp;&nbsp; $171016 |
| &nbsp;&nbsp;&nbsp; 2.70%, 06/15/31 | 75 | &nbsp;&nbsp; 67599 |
|  |  | &nbsp;&nbsp; 9044206 |
| **IT Services — 0.3%** | **IT Services — 0.3%** | **IT Services — 0.3%** |
| Accenture Capital, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.90%, 10/04/27 | 55 | &nbsp;&nbsp; 55058 |
| &nbsp;&nbsp;&nbsp; 4.05%, 10/04/29 | 75 | &nbsp;&nbsp; 74928 |
| &nbsp;&nbsp;&nbsp; 4.25%, 10/04/31<sup>(b)</sup> | 75 | &nbsp;&nbsp; 74888 |
| &nbsp;&nbsp;&nbsp; 4.50%, 10/04/34 | 200 | &nbsp;&nbsp; 197245 |
| Amdocs Ltd., 2.54%, 06/15/30 | 50 | &nbsp;&nbsp; 45809 |
| Broadridge Financial Solutions, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.90%, 12/01/29 | 87 | &nbsp;&nbsp; 82139 |
| &nbsp;&nbsp;&nbsp; 2.60%, 05/01/31 | 79 | &nbsp;&nbsp; 71416 |
| CGI, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.95%, 03/14/30<sup>(d)</sup> | 25 | &nbsp;&nbsp; 25451 |
| &nbsp;&nbsp;&nbsp; 2.30%, 09/14/31 | 87 | &nbsp;&nbsp; 76489 |
| DXC Technology Co., 2.38%, 09/15/28 | 71 | &nbsp;&nbsp; 66917 |
| Fidelity National Information Services, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.65%, 03/01/28<sup>(b)</sup> | 118 | &nbsp;&nbsp; 111209 |
| &nbsp;&nbsp;&nbsp; 5.10%, 07/15/32<sup>(b)</sup> | 100 | &nbsp;&nbsp; 102481 |
| &nbsp;&nbsp;&nbsp; 3.10%, 03/01/41 | 89 | &nbsp;&nbsp; 67193 |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/15/46<sup>(b)</sup> | 100 | &nbsp;&nbsp; 83990 |
| Fiserv, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/15/27 | 50 | &nbsp;&nbsp; 50653 |
| &nbsp;&nbsp;&nbsp; 2.25%, 06/01/27 | 307 | &nbsp;&nbsp; 298200 |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/02/28 | 60 | &nbsp;&nbsp; 61685 |
| &nbsp;&nbsp;&nbsp; 5.38%, 08/21/28 | 50 | &nbsp;&nbsp; 51556 |
| &nbsp;&nbsp;&nbsp; 4.20%, 10/01/28 | 171 | &nbsp;&nbsp; 170919 |
| &nbsp;&nbsp;&nbsp; 3.50%, 07/01/29 | 381 | &nbsp;&nbsp; 370309 |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/15/30 | 50 | &nbsp;&nbsp; 50724 |
| &nbsp;&nbsp;&nbsp; 2.65%, 06/01/30 | 164 | &nbsp;&nbsp; 151846 |
| &nbsp;&nbsp;&nbsp; 4.55%, 02/15/31 | 140 | &nbsp;&nbsp; 140519 |
| &nbsp;&nbsp;&nbsp; 5.35%, 03/15/31 | 50 | &nbsp;&nbsp; 51996 |
| &nbsp;&nbsp;&nbsp; 5.60%, 03/02/33<sup>(b)</sup> | 40 | &nbsp;&nbsp; 41912 |
| &nbsp;&nbsp;&nbsp; 5.63%, 08/21/33 | 50 | &nbsp;&nbsp; 52493 |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/15/34 | 50 | &nbsp;&nbsp; 51671 |
| &nbsp;&nbsp;&nbsp; 5.15%, 08/12/34 | 100 | &nbsp;&nbsp; 101195 |
| &nbsp;&nbsp;&nbsp; 5.25%, 08/11/35<sup>(b)</sup> | 75 | &nbsp;&nbsp; 75798 |
| &nbsp;&nbsp;&nbsp; 4.40%, 07/01/49 | 303 | &nbsp;&nbsp; 249824 |
| Fortinet, Inc., 2.20%, 03/15/31 | 152 | &nbsp;&nbsp; 135396 |
| IBM International Capital Pte. Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 4.60%, 02/05/27 | 100 | &nbsp;&nbsp; 100718 |
| &nbsp;&nbsp;&nbsp; 4.60%, 02/05/29 | 100 | &nbsp;&nbsp; 101347 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/05/31 | 100 | &nbsp;&nbsp; 101990 |
| &nbsp;&nbsp;&nbsp; 4.90%, 02/05/34 | 100 | &nbsp;&nbsp; 101298 |
| &nbsp;&nbsp;&nbsp; 5.25%, 02/05/44 | 100 | &nbsp;&nbsp; 98400 |
| &nbsp;&nbsp;&nbsp; 5.30%, 02/05/54 | 200 | &nbsp;&nbsp; 191403 |
| International Business Machines Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.30%, 01/27/27 | 100 | &nbsp;&nbsp; 99133 |
| &nbsp;&nbsp;&nbsp; 2.20%, 02/09/27 | 200 | &nbsp;&nbsp; 195207 |
| &nbsp;&nbsp;&nbsp; 1.70%, 05/15/27<sup>(b)</sup> | 289 | &nbsp;&nbsp; 278655 |
| &nbsp;&nbsp;&nbsp; 4.15%, 07/27/27 | 100 | &nbsp;&nbsp; 100430 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/06/28 | 250 | &nbsp;&nbsp; 252608 |
| &nbsp;&nbsp;&nbsp; 4.65%, 02/10/28 | 100 | &nbsp;&nbsp; 101428 |
| &nbsp;&nbsp;&nbsp; 3.50%, 05/15/29 | 381 | &nbsp;&nbsp; 373206 |
| &nbsp;&nbsp;&nbsp; 4.80%, 02/10/30 | 100 | &nbsp;&nbsp; 102333 |
| &nbsp;&nbsp;&nbsp; 1.95%, 05/15/30 | 121 | &nbsp;&nbsp; 109584 |
| &nbsp;&nbsp;&nbsp; 2.72%, 02/09/32 | 180 | &nbsp;&nbsp; 163343 |

---

Master Portfolio Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

September 30, 2025

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **IT Services (continued)** | **IT Services (continued)** | **IT Services (continued)** |
| International Business Machines Corp. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/10/32 | 100 | &nbsp;&nbsp; $102988 |
| &nbsp;&nbsp;&nbsp; 4.40%, 07/27/32<sup>(b)</sup> | 100 | &nbsp;&nbsp; 100003 |
| &nbsp;&nbsp;&nbsp; 5.88%, 11/29/32 | 87 | &nbsp;&nbsp; 94262 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/06/33<sup>(b)</sup> | 100 | &nbsp;&nbsp; 101632 |
| &nbsp;&nbsp;&nbsp; 5.20%, 02/10/35 | 100 | &nbsp;&nbsp; 102658 |
| &nbsp;&nbsp;&nbsp; 4.15%, 05/15/39 | 350 | &nbsp;&nbsp; 314210 |
| &nbsp;&nbsp;&nbsp; 2.85%, 05/15/40 | 345 | &nbsp;&nbsp; 260913 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/20/42 | 148 | &nbsp;&nbsp; 125791 |
| &nbsp;&nbsp;&nbsp; 4.25%, 05/15/49 | 330 | &nbsp;&nbsp; 272675 |
| &nbsp;&nbsp;&nbsp; 2.95%, 05/15/50 | 116 | &nbsp;&nbsp; 76265 |
| &nbsp;&nbsp;&nbsp; 4.90%, 07/27/52<sup>(b)</sup> | 100 | &nbsp;&nbsp; 90836 |
| &nbsp;&nbsp;&nbsp; 5.10%, 02/06/53 | 100 | &nbsp;&nbsp; 93643 |
| &nbsp;&nbsp;&nbsp; 5.70%, 02/10/55 | 100 | &nbsp;&nbsp; 101379 |
| Kyndryl Holdings, Inc., 4.10%, 10/15/41 | 171 | &nbsp;&nbsp; 138736 |
| Leidos, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 05/15/30 | 100 | &nbsp;&nbsp; 99686 |
| &nbsp;&nbsp;&nbsp; 2.30%, 02/15/31 | 130 | &nbsp;&nbsp; 115999 |
| Oracle Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.45%, 09/26/30 | 235 | &nbsp;&nbsp; 234885 |
| &nbsp;&nbsp;&nbsp; 4.80%, 09/26/32 | 295 | &nbsp;&nbsp; 295355 |
| &nbsp;&nbsp;&nbsp; 5.20%, 09/26/35 | 225 | &nbsp;&nbsp; 226239 |
| &nbsp;&nbsp;&nbsp; 5.88%, 09/26/45 | 380 | &nbsp;&nbsp; 381032 |
| &nbsp;&nbsp;&nbsp; 5.95%, 09/26/55 | 430 | &nbsp;&nbsp; 428677 |
| &nbsp;&nbsp;&nbsp; 6.10%, 09/26/65 | 280 | &nbsp;&nbsp; 279484 |
| Paychex, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.10%, 04/15/30 | 200 | &nbsp;&nbsp; 205807 |
| &nbsp;&nbsp;&nbsp; 5.35%, 04/15/32 | 50 | &nbsp;&nbsp; 51882 |
| &nbsp;&nbsp;&nbsp; 5.60%, 04/15/35 | 150 | &nbsp;&nbsp; 157032 |
|  |  | &nbsp;&nbsp; 10165061 |
| **Leisure Products — 0.0%** | **Leisure Products — 0.0%** | **Leisure Products — 0.0%** |
| Brunswick Corp./DE |  |  |
| &nbsp;&nbsp;&nbsp; 2.40%, 08/18/31<sup>(b)</sup> | 66 | &nbsp;&nbsp; 57383 |
| &nbsp;&nbsp;&nbsp; 5.10%, 04/01/52 | 71 | &nbsp;&nbsp; 56926 |
| Hasbro, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.55%, 11/19/26 | 75 | &nbsp;&nbsp; 74359 |
| &nbsp;&nbsp;&nbsp; 3.90%, 11/19/29 | 75 | &nbsp;&nbsp; 73051 |
| &nbsp;&nbsp;&nbsp; 6.05%, 05/14/34 | 25 | &nbsp;&nbsp; 26148 |
| &nbsp;&nbsp;&nbsp; 6.35%, 03/15/40 | 87 | &nbsp;&nbsp; 91013 |
| &nbsp;&nbsp;&nbsp; 5.10%, 05/15/44 | 60 | &nbsp;&nbsp; 53353 |
| Mattel, Inc., 5.45%, 11/01/41 | 30 | &nbsp;&nbsp; 27636 |
|  |  | &nbsp;&nbsp; 459869 |
| **Machinery — 0.3%** | **Machinery — 0.3%** | **Machinery — 0.3%** |
| AGCO Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/21/27 | 50 | &nbsp;&nbsp; 50724 |
| &nbsp;&nbsp;&nbsp; 5.80%, 03/21/34<sup>(b)</sup> | 50 | &nbsp;&nbsp; 51976 |
| Caterpillar Financial Services Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.45%, 10/16/26<sup>(b)</sup> | 50 | &nbsp;&nbsp; 50317 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/07/27 | 25 | &nbsp;&nbsp; 25187 |
| &nbsp;&nbsp;&nbsp; 1.70%, 01/08/27 | 87 | &nbsp;&nbsp; 84703 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/08/27 | 75 | &nbsp;&nbsp; 75581 |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/14/27 | 50 | &nbsp;&nbsp; 50868 |
| &nbsp;&nbsp;&nbsp; 3.60%, 08/12/27<sup>(b)</sup> | 100 | &nbsp;&nbsp; 99578 |
| &nbsp;&nbsp;&nbsp; 1.10%, 09/14/27 | 100 | &nbsp;&nbsp; 94899 |
| &nbsp;&nbsp;&nbsp; 4.40%, 10/15/27 | 75 | &nbsp;&nbsp; 75816 |
| &nbsp;&nbsp;&nbsp; 4.60%, 11/15/27 | 125 | &nbsp;&nbsp; 126869 |
| &nbsp;&nbsp;&nbsp; 4.40%, 03/03/28 | 50 | &nbsp;&nbsp; 50530 |
| &nbsp;&nbsp;&nbsp; 4.85%, 02/27/29 | 50 | &nbsp;&nbsp; 51342 |
| &nbsp;&nbsp;&nbsp; 4.38%, 08/16/29<sup>(b)</sup> | 50 | &nbsp;&nbsp; 50689 |
| &nbsp;&nbsp;&nbsp; 4.70%, 11/15/29<sup>(b)</sup> | 150 | &nbsp;&nbsp; 153640 |
| &nbsp;&nbsp;&nbsp; 4.80%, 01/08/30 | 25 | &nbsp;&nbsp; 25775 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Machinery (continued)** | **Machinery (continued)** | **Machinery (continued)** |
| Caterpillar Financial Services Corp. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; Series K, 4.10%, 08/15/28 | $50 | &nbsp;&nbsp; $50224 |
| Caterpillar, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.60%, 09/19/29 | 70 | &nbsp;&nbsp; 66441 |
| &nbsp;&nbsp;&nbsp; 2.60%, 04/09/30 | 87 | &nbsp;&nbsp; 81672 |
| &nbsp;&nbsp;&nbsp; 1.90%, 03/12/31<sup>(b)</sup> | 157 | &nbsp;&nbsp; 140439 |
| &nbsp;&nbsp;&nbsp; 5.20%, 05/15/35 | 250 | &nbsp;&nbsp; 258652 |
| &nbsp;&nbsp;&nbsp; 5.20%, 05/27/41 | 206 | &nbsp;&nbsp; 207895 |
| &nbsp;&nbsp;&nbsp; 3.80%, 08/15/42 | 200 | &nbsp;&nbsp; 168930 |
| &nbsp;&nbsp;&nbsp; 3.25%, 09/19/49 | 171 | &nbsp;&nbsp; 123342 |
| &nbsp;&nbsp;&nbsp; 3.25%, 04/09/50 | 171 | &nbsp;&nbsp; 123138 |
| &nbsp;&nbsp;&nbsp; 5.50%, 05/15/55 | 50 | &nbsp;&nbsp; 51062 |
| CNH Industrial Capital LLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 10/08/27 | 75 | &nbsp;&nbsp; 75448 |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/21/28 | 45 | &nbsp;&nbsp; 45502 |
| &nbsp;&nbsp;&nbsp; 4.55%, 04/10/28<sup>(b)</sup> | 40 | &nbsp;&nbsp; 40308 |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/12/29 | 100 | &nbsp;&nbsp; 103489 |
| &nbsp;&nbsp;&nbsp; 5.10%, 04/20/29 | 50 | &nbsp;&nbsp; 51198 |
| &nbsp;&nbsp;&nbsp; 4.50%, 10/16/30 | 50 | &nbsp;&nbsp; 49895 |
| Deere & Co. |  |  |
| &nbsp;&nbsp;&nbsp; 5.38%, 10/16/29 | 200 | &nbsp;&nbsp; 209871 |
| &nbsp;&nbsp;&nbsp; 3.10%, 04/15/30 | 87 | &nbsp;&nbsp; 83396 |
| &nbsp;&nbsp;&nbsp; 5.45%, 01/16/35 | 125 | &nbsp;&nbsp; 131577 |
| &nbsp;&nbsp;&nbsp; 3.90%, 06/09/42 | 96 | &nbsp;&nbsp; 83092 |
| &nbsp;&nbsp;&nbsp; 2.88%, 09/07/49 | 68 | &nbsp;&nbsp; 46154 |
| &nbsp;&nbsp;&nbsp; 3.75%, 04/15/50 | 100 | &nbsp;&nbsp; 79056 |
| &nbsp;&nbsp;&nbsp; 5.70%, 01/19/55 | 50 | &nbsp;&nbsp; 52589 |
| Dover Corp., 2.95%, 11/04/29 | 60 | &nbsp;&nbsp; 57063 |
| Flowserve Corp., 2.80%, 01/15/32 | 70 | &nbsp;&nbsp; 61974 |
| IDEX Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/01/30 | 75 | &nbsp;&nbsp; 70503 |
| &nbsp;&nbsp;&nbsp; 2.63%, 06/15/31 | 67 | &nbsp;&nbsp; 60654 |
| Ingersoll Rand, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.20%, 06/15/27 | 50 | &nbsp;&nbsp; 50836 |
| &nbsp;&nbsp;&nbsp; 5.18%, 06/15/29<sup>(b)</sup> | 50 | &nbsp;&nbsp; 51662 |
| &nbsp;&nbsp;&nbsp; 5.70%, 08/14/33<sup>(b)</sup> | 200 | &nbsp;&nbsp; 212464 |
| &nbsp;&nbsp;&nbsp; 5.45%, 06/15/34 | 50 | &nbsp;&nbsp; 52132 |
| &nbsp;&nbsp;&nbsp; 5.70%, 06/15/54 | 100 | &nbsp;&nbsp; 101779 |
| John Deere Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.30%, 10/13/26 | 90 | &nbsp;&nbsp; 87688 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/08/27 | 100 | &nbsp;&nbsp; 100788 |
| &nbsp;&nbsp;&nbsp; 1.70%, 01/11/27 | 257 | &nbsp;&nbsp; 249933 |
| &nbsp;&nbsp;&nbsp; 4.85%, 03/05/27 | 50 | &nbsp;&nbsp; 50655 |
| &nbsp;&nbsp;&nbsp; 2.35%, 03/08/27 | 100 | &nbsp;&nbsp; 97916 |
| &nbsp;&nbsp;&nbsp; 4.90%, 06/11/27 | 75 | &nbsp;&nbsp; 76225 |
| &nbsp;&nbsp;&nbsp; 4.20%, 07/15/27 | 145 | &nbsp;&nbsp; 145950 |
| &nbsp;&nbsp;&nbsp; 2.80%, 09/08/27 | 25 | &nbsp;&nbsp; 24536 |
| &nbsp;&nbsp;&nbsp; 4.15%, 09/15/27 | 100 | &nbsp;&nbsp; 100471 |
| &nbsp;&nbsp;&nbsp; 3.05%, 01/06/28 | 75 | &nbsp;&nbsp; 73620 |
| &nbsp;&nbsp;&nbsp; 4.65%, 01/07/28 | 50 | &nbsp;&nbsp; 50817 |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/20/28<sup>(b)</sup> | 50 | &nbsp;&nbsp; 50958 |
| &nbsp;&nbsp;&nbsp; 1.50%, 03/06/28 | 87 | &nbsp;&nbsp; 82105 |
| &nbsp;&nbsp;&nbsp; 4.95%, 07/14/28 | 35 | &nbsp;&nbsp; 35942 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/16/29 | 120 | &nbsp;&nbsp; 121801 |
| &nbsp;&nbsp;&nbsp; 3.45%, 03/07/29 | 100 | &nbsp;&nbsp; 98270 |
| &nbsp;&nbsp;&nbsp; 3.35%, 04/18/29 | 61 | &nbsp;&nbsp; 59628 |
| &nbsp;&nbsp;&nbsp; 4.85%, 06/11/29 | 75 | &nbsp;&nbsp; 77047 |
| &nbsp;&nbsp;&nbsp; 2.80%, 07/18/29 | 110 | &nbsp;&nbsp; 105156 |
| &nbsp;&nbsp;&nbsp; 4.85%, 10/11/29 | 50 | &nbsp;&nbsp; 51518 |
| &nbsp;&nbsp;&nbsp; 2.45%, 01/09/30 | 75 | &nbsp;&nbsp; 70164 |
| &nbsp;&nbsp;&nbsp; 4.70%, 06/10/30 | 110 | &nbsp;&nbsp; 112848 |
| &nbsp;&nbsp;&nbsp; 4.38%, 10/15/30 | 100 | &nbsp;&nbsp; 100713 |

---

------

Schedule of Investments (unaudited)(continued)

September 30, 2025

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Machinery (continued)** | **Machinery (continued)** | **Machinery (continued)** |
| John Deere Capital Corp. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 1.45%, 01/15/31<sup>(b)</sup> | 155 | &nbsp;&nbsp; $135708 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/07/31<sup>(b)</sup> | 50 | &nbsp;&nbsp; 51546 |
| &nbsp;&nbsp;&nbsp; 2.00%, 06/17/31 | 200 | &nbsp;&nbsp; 177798 |
| &nbsp;&nbsp;&nbsp; 4.40%, 09/08/31 | 100 | &nbsp;&nbsp; 100680 |
| &nbsp;&nbsp;&nbsp; 3.90%, 06/07/32<sup>(b)</sup> | 100 | &nbsp;&nbsp; 97488 |
| &nbsp;&nbsp;&nbsp; 4.35%, 09/15/32 | 100 | &nbsp;&nbsp; 100162 |
| &nbsp;&nbsp;&nbsp; 5.10%, 04/11/34<sup>(b)</sup> | 250 | &nbsp;&nbsp; 258660 |
| &nbsp;&nbsp;&nbsp; 5.05%, 06/12/34 | 75 | &nbsp;&nbsp; 77336 |
| &nbsp;&nbsp;&nbsp; Series I, 4.25%, 06/05/28 | 75 | &nbsp;&nbsp; 75619 |
| &nbsp;&nbsp;&nbsp; Series I, 4.55%, 06/05/30 | 75 | &nbsp;&nbsp; 76167 |
| Kennametal, Inc., 2.80%, 03/01/31 | 55 | &nbsp;&nbsp; 50133 |
| Nordson Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 12/15/29 | 25 | &nbsp;&nbsp; 25136 |
| &nbsp;&nbsp;&nbsp; 5.80%, 09/15/33 | 25 | &nbsp;&nbsp; 26678 |
| nVent Finance SARL |  |  |
| &nbsp;&nbsp;&nbsp; 2.75%, 11/15/31 | 65 | &nbsp;&nbsp; 57998 |
| &nbsp;&nbsp;&nbsp; 5.65%, 05/15/33<sup>(b)</sup> | 40 | &nbsp;&nbsp; 41766 |
| Otis Worldwide Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.29%, 04/05/27 | 75 | &nbsp;&nbsp; 73151 |
| &nbsp;&nbsp;&nbsp; 5.25%, 08/16/28 | 30 | &nbsp;&nbsp; 30923 |
| &nbsp;&nbsp;&nbsp; 2.57%, 02/15/30 | 171 | &nbsp;&nbsp; 159210 |
| &nbsp;&nbsp;&nbsp; 5.13%, 09/04/35 | 30 | &nbsp;&nbsp; 30354 |
| &nbsp;&nbsp;&nbsp; 3.11%, 02/15/40 | 171 | &nbsp;&nbsp; 133125 |
| &nbsp;&nbsp;&nbsp; 3.36%, 02/15/50<sup>(b)</sup> | 69 | &nbsp;&nbsp; 49402 |
| Regal Rexnord Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 6.05%, 04/15/28<sup>(b)</sup> | 120 | &nbsp;&nbsp; 124132 |
| &nbsp;&nbsp;&nbsp; 6.30%, 02/15/30 | 200 | &nbsp;&nbsp; 212060 |
| &nbsp;&nbsp;&nbsp; 6.40%, 04/15/33 | 100 | &nbsp;&nbsp; 107355 |
| Rockwell Automation, Inc.<sup>(b)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; 1.75%, 08/15/31 | 86 | &nbsp;&nbsp; 74860 |
| &nbsp;&nbsp;&nbsp; 2.80%, 08/15/61 | 60 | &nbsp;&nbsp; 35703 |
| Snap-on, Inc., 3.10%, 05/01/50 | 171 | &nbsp;&nbsp; 118339 |
| Stanley Black & Decker, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.00%, 03/06/28 | 100 | &nbsp;&nbsp; 103909 |
| &nbsp;&nbsp;&nbsp; 4.25%, 11/15/28 | 171 | &nbsp;&nbsp; 171235 |
| &nbsp;&nbsp;&nbsp; 2.30%, 03/15/30 | 71 | &nbsp;&nbsp; 64638 |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/15/32 | 76 | &nbsp;&nbsp; 68351 |
| &nbsp;&nbsp;&nbsp; 4.85%, 11/15/48<sup>(b)</sup> | 87 | &nbsp;&nbsp; 75923 |
| &nbsp;&nbsp;&nbsp; 2.75%, 11/15/50 | 75 | &nbsp;&nbsp; 44503 |
| Westinghouse Air Brake Technologies Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.70%, 09/15/28 | 137 | &nbsp;&nbsp; 138909 |
| &nbsp;&nbsp;&nbsp; 4.90%, 05/29/30 | 50 | &nbsp;&nbsp; 51098 |
| &nbsp;&nbsp;&nbsp; 5.50%, 05/29/35 | 50 | &nbsp;&nbsp; 51761 |
| Xylem, Inc./New York, 4.38%, 11/01/46 | 87 | &nbsp;&nbsp; 73761 |
|  |  | &nbsp;&nbsp; 9531257 |
| **Media — 0.6%** | **Media — 0.6%** | **Media — 0.6%** |
| &nbsp;&nbsp;&nbsp; Charter Communications Operating LLC/Charter <br> Communications Operating Capital<br>|  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 02/15/28 | 87 | &nbsp;&nbsp; 85662 |
| &nbsp;&nbsp;&nbsp; 4.20%, 03/15/28 | 200 | &nbsp;&nbsp; 199084 |
| &nbsp;&nbsp;&nbsp; 2.25%, 01/15/29 | 286 | &nbsp;&nbsp; 265992 |
| &nbsp;&nbsp;&nbsp; 5.05%, 03/30/29 | 171 | &nbsp;&nbsp; 173239 |
| &nbsp;&nbsp;&nbsp; 6.10%, 06/01/29 | 100 | &nbsp;&nbsp; 104939 |
| &nbsp;&nbsp;&nbsp; 2.80%, 04/01/31 | 141 | &nbsp;&nbsp; 127217 |
| &nbsp;&nbsp;&nbsp; 2.30%, 02/01/32 | 100 | &nbsp;&nbsp; 85560 |
| &nbsp;&nbsp;&nbsp; 4.40%, 04/01/33 | 300 | &nbsp;&nbsp; 284549 |
| &nbsp;&nbsp;&nbsp; 6.65%, 02/01/34 | 150 | &nbsp;&nbsp; 160290 |
| &nbsp;&nbsp;&nbsp; 6.55%, 06/01/34 | 100 | &nbsp;&nbsp; 106572 |
| &nbsp;&nbsp;&nbsp; 6.38%, 10/23/35 | 227 | &nbsp;&nbsp; 237812 |
| &nbsp;&nbsp;&nbsp; 5.85%, 12/01/35 | 160 | &nbsp;&nbsp; 161528 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Media (continued)** | **Media (continued)** | **Media (continued)** |
| &nbsp;&nbsp;&nbsp; Charter Communications Operating LLC/Charter <br> Communications Operating Capital (continued)<br>|  |  |
| &nbsp;&nbsp;&nbsp; 5.38%, 04/01/38 | $171 | &nbsp;&nbsp; $161280 |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/01/41 | 171 | &nbsp;&nbsp; 124762 |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/01/42 | 87 | &nbsp;&nbsp; 62661 |
| &nbsp;&nbsp;&nbsp; 6.48%, 10/23/45 | 357 | &nbsp;&nbsp; 352683 |
| &nbsp;&nbsp;&nbsp; 5.38%, 05/01/47 | 257 | &nbsp;&nbsp; 222134 |
| &nbsp;&nbsp;&nbsp; 5.75%, 04/01/48 | 295 | &nbsp;&nbsp; 267410 |
| &nbsp;&nbsp;&nbsp; 5.13%, 07/01/49<sup>(b)</sup> | 171 | &nbsp;&nbsp; 141402 |
| &nbsp;&nbsp;&nbsp; 4.80%, 03/01/50 | 324 | &nbsp;&nbsp; 256618 |
| &nbsp;&nbsp;&nbsp; 3.70%, 04/01/51 | 204 | &nbsp;&nbsp; 134581 |
| &nbsp;&nbsp;&nbsp; 3.90%, 06/01/52 | 275 | &nbsp;&nbsp; 186255 |
| &nbsp;&nbsp;&nbsp; 5.25%, 04/01/53<sup>(b)</sup> | 238 | &nbsp;&nbsp; 198872 |
| &nbsp;&nbsp;&nbsp; 6.83%, 10/23/55 | 87 | &nbsp;&nbsp; 88688 |
| &nbsp;&nbsp;&nbsp; 6.70%, 12/01/55 | 100 | &nbsp;&nbsp; 101195 |
| &nbsp;&nbsp;&nbsp; 3.85%, 04/01/61<sup>(b)</sup> | 253 | &nbsp;&nbsp; 157690 |
| &nbsp;&nbsp;&nbsp; 4.40%, 12/01/61 | 271 | &nbsp;&nbsp; 187778 |
| &nbsp;&nbsp;&nbsp; 3.95%, 06/30/62<sup>(b)</sup> | 100 | &nbsp;&nbsp; 63267 |
| &nbsp;&nbsp;&nbsp; 5.50%, 04/01/63 | 100 | &nbsp;&nbsp; 83800 |
| Comcast Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.35%, 01/15/27 | 148 | &nbsp;&nbsp; 145048 |
| &nbsp;&nbsp;&nbsp; 3.30%, 02/01/27 | 171 | &nbsp;&nbsp; 169533 |
| &nbsp;&nbsp;&nbsp; 3.30%, 04/01/27 | 91 | &nbsp;&nbsp; 90126 |
| &nbsp;&nbsp;&nbsp; 5.35%, 11/15/27 | 90 | &nbsp;&nbsp; 92462 |
| &nbsp;&nbsp;&nbsp; 3.15%, 02/15/28 | 214 | &nbsp;&nbsp; 210230 |
| &nbsp;&nbsp;&nbsp; 3.55%, 05/01/28 | 171 | &nbsp;&nbsp; 169274 |
| &nbsp;&nbsp;&nbsp; 4.15%, 10/15/28 | 379 | &nbsp;&nbsp; 380112 |
| &nbsp;&nbsp;&nbsp; 4.55%, 01/15/29 | 80 | &nbsp;&nbsp; 81038 |
| &nbsp;&nbsp;&nbsp; 5.10%, 06/01/29 | 100 | &nbsp;&nbsp; 103385 |
| &nbsp;&nbsp;&nbsp; 2.65%, 02/01/30 | 163 | &nbsp;&nbsp; 152842 |
| &nbsp;&nbsp;&nbsp; 3.40%, 04/01/30 | 182 | &nbsp;&nbsp; 176078 |
| &nbsp;&nbsp;&nbsp; 4.25%, 10/15/30 | 171 | &nbsp;&nbsp; 171294 |
| &nbsp;&nbsp;&nbsp; 1.95%, 01/15/31 | 246 | &nbsp;&nbsp; 218506 |
| &nbsp;&nbsp;&nbsp; 1.50%, 02/15/31 | 281 | &nbsp;&nbsp; 242949 |
| &nbsp;&nbsp;&nbsp; 4.95%, 05/15/32 | 75 | &nbsp;&nbsp; 76902 |
| &nbsp;&nbsp;&nbsp; 5.50%, 11/15/32 | 100 | &nbsp;&nbsp; 105971 |
| &nbsp;&nbsp;&nbsp; 4.25%, 01/15/33 | 112 | &nbsp;&nbsp; 109722 |
| &nbsp;&nbsp;&nbsp; 4.65%, 02/15/33 | 160 | &nbsp;&nbsp; 160709 |
| &nbsp;&nbsp;&nbsp; 4.80%, 05/15/33<sup>(b)</sup> | 80 | &nbsp;&nbsp; 80811 |
| &nbsp;&nbsp;&nbsp; 5.30%, 06/01/34 | 100 | &nbsp;&nbsp; 103747 |
| &nbsp;&nbsp;&nbsp; 4.20%, 08/15/34 | 482 | &nbsp;&nbsp; 460205 |
| &nbsp;&nbsp;&nbsp; 5.30%, 05/15/35<sup>(b)</sup> | 100 | &nbsp;&nbsp; 102820 |
| &nbsp;&nbsp;&nbsp; 4.40%, 08/15/35 | 87 | &nbsp;&nbsp; 83545 |
| &nbsp;&nbsp;&nbsp; 3.20%, 07/15/36 | 137 | &nbsp;&nbsp; 116726 |
| &nbsp;&nbsp;&nbsp; 6.45%, 03/15/37 | 200 | &nbsp;&nbsp; 223662 |
| &nbsp;&nbsp;&nbsp; 3.90%, 03/01/38 | 137 | &nbsp;&nbsp; 120602 |
| &nbsp;&nbsp;&nbsp; 4.60%, 10/15/38 | 130 | &nbsp;&nbsp; 122487 |
| &nbsp;&nbsp;&nbsp; 3.25%, 11/01/39 | 171 | &nbsp;&nbsp; 136535 |
| &nbsp;&nbsp;&nbsp; 3.75%, 04/01/40 | 171 | &nbsp;&nbsp; 143795 |
| &nbsp;&nbsp;&nbsp; 4.65%, 07/15/42 | 100 | &nbsp;&nbsp; 90750 |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/01/44 | 67 | &nbsp;&nbsp; 60395 |
| &nbsp;&nbsp;&nbsp; 3.40%, 07/15/46 | 87 | &nbsp;&nbsp; 62971 |
| &nbsp;&nbsp;&nbsp; 4.00%, 08/15/47 | 87 | &nbsp;&nbsp; 68232 |
| &nbsp;&nbsp;&nbsp; 3.97%, 11/01/47 | 257 | &nbsp;&nbsp; 200828 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/01/48 | 87 | &nbsp;&nbsp; 68010 |
| &nbsp;&nbsp;&nbsp; 4.70%, 10/15/48 | 214 | &nbsp;&nbsp; 186691 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/01/49 | 216 | &nbsp;&nbsp; 166572 |
| &nbsp;&nbsp;&nbsp; 3.45%, 02/01/50 | 150 | &nbsp;&nbsp; 104861 |
| &nbsp;&nbsp;&nbsp; 2.80%, 01/15/51 | 149 | &nbsp;&nbsp; 90963 |
| &nbsp;&nbsp;&nbsp; 2.89%, 11/01/51 | 505 | &nbsp;&nbsp; 311065 |
| &nbsp;&nbsp;&nbsp; 2.45%, 08/15/52<sup>(b)</sup> | 291 | &nbsp;&nbsp; 160694 |
| &nbsp;&nbsp;&nbsp; 4.05%, 11/01/52 | 150 | &nbsp;&nbsp; 115009 |

---

Master Portfolio Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

September 30, 2025

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Media (continued)** | **Media (continued)** | **Media (continued)** |
| Comcast Corp. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 5.35%, 05/15/53<sup>(b)</sup> | $280 | &nbsp;&nbsp; $262554 |
| &nbsp;&nbsp;&nbsp; 5.65%, 06/01/54<sup>(b)</sup> | 190 | &nbsp;&nbsp; 186464 |
| &nbsp;&nbsp;&nbsp; 6.05%, 05/15/55<sup>(b)</sup> | 175 | &nbsp;&nbsp; 180857 |
| &nbsp;&nbsp;&nbsp; 2.94%, 11/01/56 | 707 | &nbsp;&nbsp; 419541 |
| &nbsp;&nbsp;&nbsp; 4.95%, 10/15/58 | 171 | &nbsp;&nbsp; 149834 |
| &nbsp;&nbsp;&nbsp; 2.65%, 08/15/62 | 150 | &nbsp;&nbsp; 78938 |
| &nbsp;&nbsp;&nbsp; 2.99%, 11/01/63 | 451 | &nbsp;&nbsp; 257529 |
| &nbsp;&nbsp;&nbsp; 5.50%, 05/15/64 | 180 | &nbsp;&nbsp; 169647 |
| FactSet Research Systems, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.90%, 03/01/27 | 75 | &nbsp;&nbsp; 73628 |
| &nbsp;&nbsp;&nbsp; 3.45%, 03/01/32 | 70 | &nbsp;&nbsp; 64671 |
| Fox Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.71%, 01/25/29<sup>(b)</sup> | 171 | &nbsp;&nbsp; 173197 |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/08/30 | 200 | &nbsp;&nbsp; 193727 |
| &nbsp;&nbsp;&nbsp; 6.50%, 10/13/33 | 50 | &nbsp;&nbsp; 55047 |
| &nbsp;&nbsp;&nbsp; 5.48%, 01/25/39 | 175 | &nbsp;&nbsp; 175666 |
| &nbsp;&nbsp;&nbsp; 5.58%, 01/25/49<sup>(b)</sup> | 171 | &nbsp;&nbsp; 166486 |
| Grupo Televisa SAB |  |  |
| &nbsp;&nbsp;&nbsp; 6.63%, 01/15/40<sup>(b)</sup> | 87 | &nbsp;&nbsp; 80052 |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/13/45 | 200 | &nbsp;&nbsp; 139875 |
| NBCUniversal Media LLC |  |  |
| &nbsp;&nbsp;&nbsp; 5.95%, 04/01/41 | 109 | &nbsp;&nbsp; 114345 |
| &nbsp;&nbsp;&nbsp; 4.45%, 01/15/43 | 72 | &nbsp;&nbsp; 62803 |
| Paramount Global |  |  |
| &nbsp;&nbsp;&nbsp; 3.38%, 02/15/28 | 87 | &nbsp;&nbsp; 84749 |
| &nbsp;&nbsp;&nbsp; 3.70%, 06/01/28 | 87 | &nbsp;&nbsp; 85126 |
| &nbsp;&nbsp;&nbsp; 4.20%, 06/01/29 | 50 | &nbsp;&nbsp; 49154 |
| &nbsp;&nbsp;&nbsp; 7.88%, 07/30/30 | 100 | &nbsp;&nbsp; 111648 |
| &nbsp;&nbsp;&nbsp; 4.95%, 01/15/31 | 171 | &nbsp;&nbsp; 169049 |
| &nbsp;&nbsp;&nbsp; 4.20%, 05/19/32 | 171 | &nbsp;&nbsp; 159300 |
| &nbsp;&nbsp;&nbsp; 5.50%, 05/15/33 | 50 | &nbsp;&nbsp; 49489 |
| &nbsp;&nbsp;&nbsp; 6.88%, 04/30/36 | 87 | &nbsp;&nbsp; 92283 |
| &nbsp;&nbsp;&nbsp; 4.85%, 07/01/42 | 82 | &nbsp;&nbsp; 66745 |
| &nbsp;&nbsp;&nbsp; 4.38%, 03/15/43 | 184 | &nbsp;&nbsp; 142025 |
| &nbsp;&nbsp;&nbsp; 5.85%, 09/01/43 | 189 | &nbsp;&nbsp; 172622 |
| &nbsp;&nbsp;&nbsp; 4.95%, 05/19/50 | 171 | &nbsp;&nbsp; 135949 |
| &nbsp;&nbsp;&nbsp; Time Warner Cable Enterprises LLC, 8.38%, <br> 07/15/33<br>| 87 | &nbsp;&nbsp; 102067 |
| Time Warner Cable LLC |  |  |
| &nbsp;&nbsp;&nbsp; 6.55%, 05/01/37 | 212 | &nbsp;&nbsp; 220535 |
| &nbsp;&nbsp;&nbsp; 6.75%, 06/15/39 | 199 | &nbsp;&nbsp; 208198 |
| &nbsp;&nbsp;&nbsp; 5.88%, 11/15/40 | 87 | &nbsp;&nbsp; 83161 |
| &nbsp;&nbsp;&nbsp; 5.50%, 09/01/41 | 250 | &nbsp;&nbsp; 229110 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/15/42 | 87 | &nbsp;&nbsp; 69903 |
| TWDC Enterprises 18 Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.95%, 06/15/27 | 130 | &nbsp;&nbsp; 128196 |
| &nbsp;&nbsp;&nbsp; 7.00%, 03/01/32 | 100 | &nbsp;&nbsp; 114251 |
| &nbsp;&nbsp;&nbsp; 4.13%, 06/01/44 | 87 | &nbsp;&nbsp; 74301 |
| &nbsp;&nbsp;&nbsp; 3.00%, 07/30/46 | 75 | &nbsp;&nbsp; 52332 |
| &nbsp;&nbsp;&nbsp; Series E, 4.13%, 12/01/41 | 87 | &nbsp;&nbsp; 75980 |
| Walt Disney Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.38%, 11/15/26 | 57 | &nbsp;&nbsp; 56679 |
| &nbsp;&nbsp;&nbsp; 3.70%, 03/23/27 | 300 | &nbsp;&nbsp; 299475 |
| &nbsp;&nbsp;&nbsp; 2.20%, 01/13/28<sup>(b)</sup> | 171 | &nbsp;&nbsp; 165007 |
| &nbsp;&nbsp;&nbsp; 2.00%, 09/01/29 | 287 | &nbsp;&nbsp; 266192 |
| &nbsp;&nbsp;&nbsp; 3.80%, 03/22/30 | 171 | &nbsp;&nbsp; 169089 |
| &nbsp;&nbsp;&nbsp; 2.65%, 01/13/31 | 344 | &nbsp;&nbsp; 320053 |
| &nbsp;&nbsp;&nbsp; 6.20%, 12/15/34<sup>(b)</sup> | 62 | &nbsp;&nbsp; 69953 |
| &nbsp;&nbsp;&nbsp; 6.40%, 12/15/35 | 131 | &nbsp;&nbsp; 148790 |
| &nbsp;&nbsp;&nbsp; 6.65%, 11/15/37 | 214 | &nbsp;&nbsp; 247207 |
| &nbsp;&nbsp;&nbsp; 4.63%, 03/23/40 | 171 | &nbsp;&nbsp; 164766 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Media (continued)** | **Media (continued)** | **Media (continued)** |
| Walt Disney Co. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 05/13/40 | 275 | &nbsp;&nbsp; $230460 |
| &nbsp;&nbsp;&nbsp; 5.40%, 10/01/43 | 100 | &nbsp;&nbsp; 101511 |
| &nbsp;&nbsp;&nbsp; 4.75%, 09/15/44 | 87 | &nbsp;&nbsp; 80581 |
| &nbsp;&nbsp;&nbsp; 4.95%, 10/15/45 | 65 | &nbsp;&nbsp; 61731 |
| &nbsp;&nbsp;&nbsp; 4.75%, 11/15/46 | 100 | &nbsp;&nbsp; 91616 |
| &nbsp;&nbsp;&nbsp; 2.75%, 09/01/49 | 271 | &nbsp;&nbsp; 174704 |
| &nbsp;&nbsp;&nbsp; 4.70%, 03/23/50 | 198 | &nbsp;&nbsp; 180668 |
| &nbsp;&nbsp;&nbsp; 3.60%, 01/13/51 | 290 | &nbsp;&nbsp; 219377 |
| &nbsp;&nbsp;&nbsp; 3.80%, 05/13/60<sup>(b)</sup> | 171 | &nbsp;&nbsp; 127875 |
|  |  | &nbsp;&nbsp; 19878445 |
| **Metals & Mining — 0.2%** | **Metals & Mining — 0.2%** | **Metals & Mining — 0.2%** |
| AngloGold Ashanti Holdings PLC, 3.75%, 10/01/30 | 200 | &nbsp;&nbsp; 190732 |
| ArcelorMittal SA |  |  |
| &nbsp;&nbsp;&nbsp; 6.55%, 11/29/27 | 50 | &nbsp;&nbsp; 52171 |
| &nbsp;&nbsp;&nbsp; 4.25%, 07/16/29 | 75 | &nbsp;&nbsp; 74860 |
| &nbsp;&nbsp;&nbsp; 6.80%, 11/29/32<sup>(b)</sup> | 50 | &nbsp;&nbsp; 55622 |
| &nbsp;&nbsp;&nbsp; 6.00%, 06/17/34<sup>(b)</sup> | 50 | &nbsp;&nbsp; 53382 |
| &nbsp;&nbsp;&nbsp; 7.00%, 10/15/39 | 79 | &nbsp;&nbsp; 88721 |
| &nbsp;&nbsp;&nbsp; 6.75%, 03/01/41<sup>(b)</sup> | 100 | &nbsp;&nbsp; 108544 |
| &nbsp;&nbsp;&nbsp; 6.35%, 06/17/54<sup>(b)</sup> | 50 | &nbsp;&nbsp; 52232 |
| Barrick North America Finance LLC |  |  |
| &nbsp;&nbsp;&nbsp; 5.70%, 05/30/41 | 87 | &nbsp;&nbsp; 89461 |
| &nbsp;&nbsp;&nbsp; 5.75%, 05/01/43 | 137 | &nbsp;&nbsp; 141812 |
| &nbsp;&nbsp;&nbsp; Barrick PD Australia Finance Pty. Ltd., 5.95%, <br> 10/15/39<br>| 87 | &nbsp;&nbsp; 92389 |
| BHP Billiton Finance USA Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/28/28 | 60 | &nbsp;&nbsp; 60958 |
| &nbsp;&nbsp;&nbsp; 5.10%, 09/08/28 | 125 | &nbsp;&nbsp; 128572 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/21/30 | 125 | &nbsp;&nbsp; 128840 |
| &nbsp;&nbsp;&nbsp; 5.25%, 09/08/30 | 125 | &nbsp;&nbsp; 130276 |
| &nbsp;&nbsp;&nbsp; 5.13%, 02/21/32 | 100 | &nbsp;&nbsp; 103593 |
| &nbsp;&nbsp;&nbsp; 4.90%, 02/28/33 | 85 | &nbsp;&nbsp; 86867 |
| &nbsp;&nbsp;&nbsp; 5.25%, 09/08/33 | 175 | &nbsp;&nbsp; 182262 |
| &nbsp;&nbsp;&nbsp; 5.30%, 02/21/35 | 150 | &nbsp;&nbsp; 156085 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/15/36<sup>(b)</sup> | 25 | &nbsp;&nbsp; 25372 |
| &nbsp;&nbsp;&nbsp; 4.13%, 02/24/42 | 87 | &nbsp;&nbsp; 76461 |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/30/43 | 400 | &nbsp;&nbsp; 385639 |
| &nbsp;&nbsp;&nbsp; 5.50%, 09/08/53 | 100 | &nbsp;&nbsp; 101552 |
| Freeport-McMoRan, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/01/27<sup>(b)</sup> | 71 | &nbsp;&nbsp; 71012 |
| &nbsp;&nbsp;&nbsp; 4.13%, 03/01/28 | 87 | &nbsp;&nbsp; 86492 |
| &nbsp;&nbsp;&nbsp; 4.38%, 08/01/28 | 71 | &nbsp;&nbsp; 70618 |
| &nbsp;&nbsp;&nbsp; 5.25%, 09/01/29<sup>(b)</sup> | 71 | &nbsp;&nbsp; 71920 |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/01/30 | 271 | &nbsp;&nbsp; 267906 |
| &nbsp;&nbsp;&nbsp; 4.63%, 08/01/30 | 103 | &nbsp;&nbsp; 101999 |
| &nbsp;&nbsp;&nbsp; 5.40%, 11/14/34 | 87 | &nbsp;&nbsp; 89166 |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/15/43 | 206 | &nbsp;&nbsp; 198415 |
| Newmont Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.88%, 04/01/35 | 87 | &nbsp;&nbsp; 94240 |
| &nbsp;&nbsp;&nbsp; 4.88%, 03/15/42 | 111 | &nbsp;&nbsp; 107501 |
| &nbsp;&nbsp;&nbsp; 5.45%, 06/09/44 | 50 | &nbsp;&nbsp; 50261 |
| Newmont Corp./Newcrest Finance Pty. Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 5.35%, 03/15/34 | 50 | &nbsp;&nbsp; 52152 |
| &nbsp;&nbsp;&nbsp; 4.20%, 05/13/50 | 100 | &nbsp;&nbsp; 83557 |
| Nucor Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.30%, 05/23/27 | 79 | &nbsp;&nbsp; 79360 |
| &nbsp;&nbsp;&nbsp; 3.95%, 05/01/28 | 171 | &nbsp;&nbsp; 170580 |
| &nbsp;&nbsp;&nbsp; 2.70%, 06/01/30 | 171 | &nbsp;&nbsp; 159782 |
| &nbsp;&nbsp;&nbsp; 4.65%, 06/01/30 | 50 | &nbsp;&nbsp; 50776 |
| &nbsp;&nbsp;&nbsp; 5.10%, 06/01/35 | 50 | &nbsp;&nbsp; 50835 |
| &nbsp;&nbsp;&nbsp; 4.40%, 05/01/48 | 25 | &nbsp;&nbsp; 21390 |

---

------

Schedule of Investments (unaudited)(continued)

September 30, 2025

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Metals & Mining (continued)** | **Metals & Mining (continued)** | **Metals & Mining (continued)** |
| Nucor Corp. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 3.85%, 04/01/52 | 100 | &nbsp;&nbsp; $77643 |
| &nbsp;&nbsp;&nbsp; 2.98%, 12/15/55 | 87 | &nbsp;&nbsp; 55077 |
| Precision Castparts Corp., 4.38%, 06/15/45 | 87 | &nbsp;&nbsp; 76298 |
| Rio Tinto Finance USA Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 7.13%, 07/15/28 | 171 | &nbsp;&nbsp; 184760 |
| &nbsp;&nbsp;&nbsp; 5.20%, 11/02/40 | 312 | &nbsp;&nbsp; 312476 |
| &nbsp;&nbsp;&nbsp; 2.75%, 11/02/51 | 216 | &nbsp;&nbsp; 135419 |
| Rio Tinto Finance USA PLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 03/12/27 | 45 | &nbsp;&nbsp; 45290 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/14/28 | 50 | &nbsp;&nbsp; 50548 |
| &nbsp;&nbsp;&nbsp; 4.88%, 03/14/30 | 110 | &nbsp;&nbsp; 112723 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/14/32 | 65 | &nbsp;&nbsp; 66818 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/09/33 | 65 | &nbsp;&nbsp; 66867 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/14/35 | 275 | &nbsp;&nbsp; 283382 |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/22/42 | 62 | &nbsp;&nbsp; 57987 |
| &nbsp;&nbsp;&nbsp; 4.13%, 08/21/42 | 87 | &nbsp;&nbsp; 75522 |
| &nbsp;&nbsp;&nbsp; 5.13%, 03/09/53 | 120 | &nbsp;&nbsp; 113545 |
| &nbsp;&nbsp;&nbsp; 5.75%, 03/14/55 | 165 | &nbsp;&nbsp; 169811 |
| &nbsp;&nbsp;&nbsp; 5.88%, 03/14/65 | 80 | &nbsp;&nbsp; 83340 |
| Southern Copper Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 6.75%, 04/16/40 | 80 | &nbsp;&nbsp; 90900 |
| &nbsp;&nbsp;&nbsp; 5.25%, 11/08/42 | 150 | &nbsp;&nbsp; 145302 |
| &nbsp;&nbsp;&nbsp; 5.88%, 04/23/45 | 277 | &nbsp;&nbsp; 286471 |
| Steel Dynamics, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.65%, 10/15/27 | 87 | &nbsp;&nbsp; 82742 |
| &nbsp;&nbsp;&nbsp; 3.45%, 04/15/30 | 90 | &nbsp;&nbsp; 86663 |
| &nbsp;&nbsp;&nbsp; 3.25%, 01/15/31 | 72 | &nbsp;&nbsp; 68020 |
| &nbsp;&nbsp;&nbsp; 5.38%, 08/15/34 | 50 | &nbsp;&nbsp; 51690 |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/15/35 | 75 | &nbsp;&nbsp; 76636 |
| &nbsp;&nbsp;&nbsp; 3.25%, 10/15/50 | 44 | &nbsp;&nbsp; 30503 |
| &nbsp;&nbsp;&nbsp; 5.75%, 05/15/55 | 40 | &nbsp;&nbsp; 40783 |
| Timken Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 12/15/28 | 87 | &nbsp;&nbsp; 87390 |
| &nbsp;&nbsp;&nbsp; 4.13%, 04/01/32 | 75 | &nbsp;&nbsp; 71815 |
| Vale Overseas Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 07/08/30 | 171 | &nbsp;&nbsp; 164673 |
| &nbsp;&nbsp;&nbsp; 6.13%, 06/12/33<sup>(b)</sup> | 300 | &nbsp;&nbsp; 320430 |
| &nbsp;&nbsp;&nbsp; 6.88%, 11/10/39 | 28 | &nbsp;&nbsp; 31342 |
| &nbsp;&nbsp;&nbsp; 6.40%, 06/28/54<sup>(b)</sup> | 200 | &nbsp;&nbsp; 205256 |
| Vale SA, 5.63%, 09/11/42 | 171 | &nbsp;&nbsp; 173993 |
| Valmont Industries, Inc., 5.00%, 10/01/44 | 171 | &nbsp;&nbsp; 159837 |
|  |  | &nbsp;&nbsp; 8586317 |
| **Mortgage Real Estate Investment Trusts (REITs) — 0.0%** | **Mortgage Real Estate Investment Trusts (REITs) — 0.0%** | **Mortgage Real Estate Investment Trusts (REITs) — 0.0%** |
| &nbsp;&nbsp;&nbsp; Ladder Capital Finance Holdings LLLP/Ladder Capital <br> Finance Corp., 5.50%, 08/01/30<sup>(b)</sup><br>| 25 | &nbsp;&nbsp; 25490 |
| **Multi-Utilities — 0.2%** | **Multi-Utilities — 0.2%** | **Multi-Utilities — 0.2%** |
| Atmos Energy Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.63%, 09/15/29 | 74 | &nbsp;&nbsp; 69956 |
| &nbsp;&nbsp;&nbsp; 1.50%, 01/15/31 | 171 | &nbsp;&nbsp; 148461 |
| &nbsp;&nbsp;&nbsp; 5.90%, 11/15/33 | 75 | &nbsp;&nbsp; 81330 |
| &nbsp;&nbsp;&nbsp; 5.20%, 08/15/35<sup>(b)</sup> | 90 | &nbsp;&nbsp; 92137 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/15/41 | 50 | &nbsp;&nbsp; 51585 |
| &nbsp;&nbsp;&nbsp; 4.15%, 01/15/43 | 74 | &nbsp;&nbsp; 63403 |
| &nbsp;&nbsp;&nbsp; 4.30%, 10/01/48 | 87 | &nbsp;&nbsp; 74022 |
| &nbsp;&nbsp;&nbsp; 4.13%, 03/15/49 | 107 | &nbsp;&nbsp; 87698 |
| &nbsp;&nbsp;&nbsp; 3.38%, 09/15/49 | 110 | &nbsp;&nbsp; 79139 |
| &nbsp;&nbsp;&nbsp; 5.75%, 10/15/52 | 50 | &nbsp;&nbsp; 51173 |
| &nbsp;&nbsp;&nbsp; 6.20%, 11/15/53 | 50 | &nbsp;&nbsp; 54995 |
| &nbsp;&nbsp;&nbsp; 5.00%, 12/15/54<sup>(b)</sup> | 75 | &nbsp;&nbsp; 69809 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Multi-Utilities (continued)** | **Multi-Utilities (continued)** | **Multi-Utilities (continued)** |
| Atmos Energy Corp. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 01/15/56<sup>(a)</sup> | $55 | &nbsp;&nbsp; $54361 |
| CenterPoint Energy Resources Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/01/28<sup>(b)</sup> | 140 | &nbsp;&nbsp; 143608 |
| &nbsp;&nbsp;&nbsp; 1.75%, 10/01/30 | 91 | &nbsp;&nbsp; 80554 |
| &nbsp;&nbsp;&nbsp; 4.40%, 07/01/32 | 100 | &nbsp;&nbsp; 98727 |
| &nbsp;&nbsp;&nbsp; 5.85%, 01/15/41 | 87 | &nbsp;&nbsp; 89578 |
| National Fuel Gas Co. |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 10/01/26 | 20 | &nbsp;&nbsp; 20211 |
| &nbsp;&nbsp;&nbsp; 4.75%, 09/01/28 | 50 | &nbsp;&nbsp; 50342 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/15/30 | 35 | &nbsp;&nbsp; 36177 |
| &nbsp;&nbsp;&nbsp; 2.95%, 03/01/31 | 87 | &nbsp;&nbsp; 79384 |
| &nbsp;&nbsp;&nbsp; 5.95%, 03/15/35 | 25 | &nbsp;&nbsp; 26072 |
| NiSource, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.49%, 05/15/27<sup>(b)</sup> | 171 | &nbsp;&nbsp; 169366 |
| &nbsp;&nbsp;&nbsp; 5.20%, 07/01/29 | 50 | &nbsp;&nbsp; 51565 |
| &nbsp;&nbsp;&nbsp; 2.95%, 09/01/29 | 200 | &nbsp;&nbsp; 190790 |
| &nbsp;&nbsp;&nbsp; 3.60%, 05/01/30 | 150 | &nbsp;&nbsp; 145253 |
| &nbsp;&nbsp;&nbsp; 1.70%, 02/15/31 | 79 | &nbsp;&nbsp; 68608 |
| &nbsp;&nbsp;&nbsp; 5.35%, 04/01/34 | 50 | &nbsp;&nbsp; 51478 |
| &nbsp;&nbsp;&nbsp; 5.35%, 07/15/35 | 100 | &nbsp;&nbsp; 102103 |
| &nbsp;&nbsp;&nbsp; 5.95%, 06/15/41 | 56 | &nbsp;&nbsp; 58139 |
| &nbsp;&nbsp;&nbsp; 5.25%, 02/15/43 | 75 | &nbsp;&nbsp; 72856 |
| &nbsp;&nbsp;&nbsp; 4.80%, 02/15/44 | 87 | &nbsp;&nbsp; 79162 |
| &nbsp;&nbsp;&nbsp; 5.65%, 02/01/45 | 87 | &nbsp;&nbsp; 86661 |
| &nbsp;&nbsp;&nbsp; 4.38%, 05/15/47 | 87 | &nbsp;&nbsp; 73236 |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/30/48 | 87 | &nbsp;&nbsp; 69164 |
| &nbsp;&nbsp;&nbsp; 5.00%, 06/15/52 | 50 | &nbsp;&nbsp; 45086 |
| &nbsp;&nbsp;&nbsp; 5.85%, 04/01/55 | 200 | &nbsp;&nbsp; 202826 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 2.45%), 6.95%, 11/30/54<sup>(c)</sup> | 50 | &nbsp;&nbsp; 52032 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 2.53%), 6.38%, 03/31/55<sup>(c)</sup> | 50 | &nbsp;&nbsp; 51749 |
| ONE Gas, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.10%, 04/01/29 | 25 | &nbsp;&nbsp; 25775 |
| &nbsp;&nbsp;&nbsp; 4.25%, 09/01/32 | 50 | &nbsp;&nbsp; 49447 |
| &nbsp;&nbsp;&nbsp; 4.66%, 02/01/44 | 87 | &nbsp;&nbsp; 78427 |
| Piedmont Natural Gas Co., Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/01/29 | 120 | &nbsp;&nbsp; 117053 |
| &nbsp;&nbsp;&nbsp; 2.50%, 03/15/31 | 87 | &nbsp;&nbsp; 78486 |
| &nbsp;&nbsp;&nbsp; 5.40%, 06/15/33 | 40 | &nbsp;&nbsp; 41572 |
| &nbsp;&nbsp;&nbsp; 5.10%, 02/15/35 | 25 | &nbsp;&nbsp; 25431 |
| &nbsp;&nbsp;&nbsp; 3.35%, 06/01/50<sup>(b)</sup> | 71 | &nbsp;&nbsp; 49052 |
| &nbsp;&nbsp;&nbsp; 5.05%, 05/15/52 | 100 | &nbsp;&nbsp; 90779 |
| Southern California Gas Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.95%, 04/15/27 | 110 | &nbsp;&nbsp; 108350 |
| &nbsp;&nbsp;&nbsp; 5.20%, 06/01/33 | 40 | &nbsp;&nbsp; 41340 |
| &nbsp;&nbsp;&nbsp; 5.05%, 09/01/34 | 50 | &nbsp;&nbsp; 50860 |
| &nbsp;&nbsp;&nbsp; 5.45%, 06/15/35 | 75 | &nbsp;&nbsp; 77761 |
| &nbsp;&nbsp;&nbsp; 6.35%, 11/15/52<sup>(b)</sup> | 20 | &nbsp;&nbsp; 21826 |
| &nbsp;&nbsp;&nbsp; 5.75%, 06/01/53 | 70 | &nbsp;&nbsp; 70579 |
| &nbsp;&nbsp;&nbsp; 5.60%, 04/01/54 | 95 | &nbsp;&nbsp; 95330 |
| &nbsp;&nbsp;&nbsp; 6.00%, 06/15/55 | 100 | &nbsp;&nbsp; 104706 |
| &nbsp;&nbsp;&nbsp; Series UU, 4.13%, 06/01/48 | 87 | &nbsp;&nbsp; 70453 |
| &nbsp;&nbsp;&nbsp; Series VV, 4.30%, 01/15/49 | 150 | &nbsp;&nbsp; 124645 |
| &nbsp;&nbsp;&nbsp; Series WW, 3.95%, 02/15/50 | 50 | &nbsp;&nbsp; 39117 |
| &nbsp;&nbsp;&nbsp; Series XX, 2.55%, 02/01/30<sup>(b)</sup> | 171 | &nbsp;&nbsp; 159606 |
| Southern Co. Gas Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.15%, 09/15/32 | 50 | &nbsp;&nbsp; 51318 |
| &nbsp;&nbsp;&nbsp; 5.75%, 09/15/33 | 50 | &nbsp;&nbsp; 52990 |
| &nbsp;&nbsp;&nbsp; 4.95%, 09/15/34 | 100 | &nbsp;&nbsp; 100292 |
| &nbsp;&nbsp;&nbsp; 5.88%, 03/15/41 | 100 | &nbsp;&nbsp; 103686 |
| &nbsp;&nbsp;&nbsp; 3.95%, 10/01/46 | 130 | &nbsp;&nbsp; 102851 |

---

Master Portfolio Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

September 30, 2025

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Multi-Utilities (continued)** | **Multi-Utilities (continued)** | **Multi-Utilities (continued)** |
| Southern Co. Gas Capital Corp. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 4.40%, 05/30/47 | 100 | &nbsp;&nbsp; $83999 |
| &nbsp;&nbsp;&nbsp; Series 2020-A, 1.75%, 01/15/31 | 87 | &nbsp;&nbsp; 76067 |
| Southwest Gas Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.80%, 12/01/27 | 100 | &nbsp;&nbsp; 103032 |
| &nbsp;&nbsp;&nbsp; 2.20%, 06/15/30 | 171 | &nbsp;&nbsp; 155368 |
| &nbsp;&nbsp;&nbsp; 4.05%, 03/15/32 | 75 | &nbsp;&nbsp; 72108 |
| &nbsp;&nbsp;&nbsp; 3.18%, 08/15/51 | 50 | &nbsp;&nbsp; 34137 |
| Spire Missouri, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.80%, 02/15/33 | 50 | &nbsp;&nbsp; 50408 |
| &nbsp;&nbsp;&nbsp; Series 2034, 5.15%, 08/15/34 | 50 | &nbsp;&nbsp; 51392 |
| Washington Gas Light Co., 3.65%, 09/15/49 | 87 | &nbsp;&nbsp; 63482 |
|  |  | &nbsp;&nbsp; 5794521 |
| **Office REITs — 0.1%** | **Office REITs — 0.1%** | **Office REITs — 0.1%** |
| Boston Properties LP |  |  |
| &nbsp;&nbsp;&nbsp; 6.75%, 12/01/27 | 100 | &nbsp;&nbsp; 104890 |
| &nbsp;&nbsp;&nbsp; 4.50%, 12/01/28 | 171 | &nbsp;&nbsp; 170884 |
| &nbsp;&nbsp;&nbsp; 3.40%, 06/21/29 | 100 | &nbsp;&nbsp; 95975 |
| &nbsp;&nbsp;&nbsp; 2.90%, 03/15/30 | 83 | &nbsp;&nbsp; 77050 |
| &nbsp;&nbsp;&nbsp; 3.25%, 01/30/31<sup>(b)</sup> | 171 | &nbsp;&nbsp; 159015 |
| &nbsp;&nbsp;&nbsp; 2.55%, 04/01/32 | 130 | &nbsp;&nbsp; 112381 |
| &nbsp;&nbsp;&nbsp; 2.45%, 10/01/33 | 100 | &nbsp;&nbsp; 81818 |
| &nbsp;&nbsp;&nbsp; 6.50%, 01/15/34 | 75 | &nbsp;&nbsp; 80886 |
| &nbsp;&nbsp;&nbsp; 5.75%, 01/15/35<sup>(b)</sup> | 100 | &nbsp;&nbsp; 102218 |
| COPT Defense Properties LP |  |  |
| &nbsp;&nbsp;&nbsp; 2.00%, 01/15/29 | 70 | &nbsp;&nbsp; 64865 |
| &nbsp;&nbsp;&nbsp; 10/15/30<sup>(a)</sup> | 25 | &nbsp;&nbsp; 24835 |
| &nbsp;&nbsp;&nbsp; 2.75%, 04/15/31<sup>(b)</sup> | 50 | &nbsp;&nbsp; 45264 |
| &nbsp;&nbsp;&nbsp; 2.90%, 12/01/33 | 87 | &nbsp;&nbsp; 73623 |
| Cousins Properties LP |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 07/15/30 | 25 | &nbsp;&nbsp; 25602 |
| &nbsp;&nbsp;&nbsp; 5.38%, 02/15/32 | 30 | &nbsp;&nbsp; 30758 |
| &nbsp;&nbsp;&nbsp; 5.88%, 10/01/34 | 50 | &nbsp;&nbsp; 52460 |
| Highwoods Realty LP |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 03/15/28 | 87 | &nbsp;&nbsp; 86034 |
| &nbsp;&nbsp;&nbsp; 3.05%, 02/15/30 | 87 | &nbsp;&nbsp; 80574 |
| &nbsp;&nbsp;&nbsp; 2.60%, 02/01/31 | 50 | &nbsp;&nbsp; 44179 |
| Kilroy Realty LP |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 12/15/28 | 300 | &nbsp;&nbsp; 301750 |
| &nbsp;&nbsp;&nbsp; 2.50%, 11/15/32 | 67 | &nbsp;&nbsp; 55669 |
| &nbsp;&nbsp;&nbsp; 2.65%, 11/15/33 | 71 | &nbsp;&nbsp; 58113 |
| &nbsp;&nbsp;&nbsp; 5.88%, 10/15/35 | 100 | &nbsp;&nbsp; 101331 |
| Piedmont Operating Partnership LP, 3.15%, 08/15/30 | 87 | &nbsp;&nbsp; 79060 |
|  |  | &nbsp;&nbsp; 2109234 |
| **Oil, Gas & Consumable Fuels — 1.7%** | **Oil, Gas & Consumable Fuels — 1.7%** | **Oil, Gas & Consumable Fuels — 1.7%** |
| APA Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 6.10%, 02/15/35 | 25 | &nbsp;&nbsp; 25550 |
| &nbsp;&nbsp;&nbsp; 5.35%, 07/01/49 | 150 | &nbsp;&nbsp; 125358 |
| &nbsp;&nbsp;&nbsp; 6.75%, 02/15/55 | 50 | &nbsp;&nbsp; 50402 |
| Boardwalk Pipelines LP |  |  |
| &nbsp;&nbsp;&nbsp; 4.45%, 07/15/27 | 50 | &nbsp;&nbsp; 50102 |
| &nbsp;&nbsp;&nbsp; 4.80%, 05/03/29 | 87 | &nbsp;&nbsp; 88253 |
| &nbsp;&nbsp;&nbsp; 3.60%, 09/01/32 | 200 | &nbsp;&nbsp; 185106 |
| &nbsp;&nbsp;&nbsp; 5.63%, 08/01/34 | 25 | &nbsp;&nbsp; 25940 |
| BP Capital Markets America, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.02%, 01/16/27 | 77 | &nbsp;&nbsp; 76180 |
| &nbsp;&nbsp;&nbsp; 3.54%, 04/06/27 | 171 | &nbsp;&nbsp; 169859 |
| &nbsp;&nbsp;&nbsp; 5.02%, 11/17/27 | 200 | &nbsp;&nbsp; 204231 |
| &nbsp;&nbsp;&nbsp; 3.94%, 09/21/28 | 87 | &nbsp;&nbsp; 86824 |
| &nbsp;&nbsp;&nbsp; 4.23%, 11/06/28 | 171 | &nbsp;&nbsp; 171809 |
| &nbsp;&nbsp;&nbsp; 4.70%, 04/10/29 | 75 | &nbsp;&nbsp; 76398 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Oil, Gas & Consumable Fuels (continued)** | **Oil, Gas & Consumable Fuels (continued)** | **Oil, Gas & Consumable Fuels (continued)** |
| BP Capital Markets America, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 4.97%, 10/17/29 | $75 | &nbsp;&nbsp; $77240 |
| &nbsp;&nbsp;&nbsp; 4.87%, 11/25/29 | 75 | &nbsp;&nbsp; 76977 |
| &nbsp;&nbsp;&nbsp; 3.63%, 04/06/30 | 171 | &nbsp;&nbsp; 167486 |
| &nbsp;&nbsp;&nbsp; 1.75%, 08/10/30 | 90 | &nbsp;&nbsp; 80171 |
| &nbsp;&nbsp;&nbsp; 2.72%, 01/12/32 | 207 | &nbsp;&nbsp; 187714 |
| &nbsp;&nbsp;&nbsp; 4.81%, 02/13/33 | 250 | &nbsp;&nbsp; 252940 |
| &nbsp;&nbsp;&nbsp; 4.89%, 09/11/33 | 160 | &nbsp;&nbsp; 162318 |
| &nbsp;&nbsp;&nbsp; 4.99%, 04/10/34 | 75 | &nbsp;&nbsp; 76486 |
| &nbsp;&nbsp;&nbsp; 5.23%, 11/17/34 | 265 | &nbsp;&nbsp; 273714 |
| &nbsp;&nbsp;&nbsp; 3.06%, 06/17/41 | 170 | &nbsp;&nbsp; 129255 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/24/50 | 221 | &nbsp;&nbsp; 146178 |
| &nbsp;&nbsp;&nbsp; 2.77%, 11/10/50<sup>(b)</sup> | 141 | &nbsp;&nbsp; 88590 |
| &nbsp;&nbsp;&nbsp; 2.94%, 06/04/51<sup>(b)</sup> | 250 | &nbsp;&nbsp; 161548 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/17/52<sup>(b)</sup> | 287 | &nbsp;&nbsp; 186775 |
| &nbsp;&nbsp;&nbsp; 3.38%, 02/08/61 | 223 | &nbsp;&nbsp; 148771 |
| BP Capital Markets PLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.28%, 09/19/27 | 187 | &nbsp;&nbsp; 184688 |
| &nbsp;&nbsp;&nbsp; 3.72%, 11/28/28 | 171 | &nbsp;&nbsp; 169265 |
| Canadian Natural Resources Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 3.85%, 06/01/27 | 87 | &nbsp;&nbsp; 86424 |
| &nbsp;&nbsp;&nbsp; 2.95%, 07/15/30<sup>(b)</sup> | 87 | &nbsp;&nbsp; 81516 |
| &nbsp;&nbsp;&nbsp; 5.40%, 12/15/34<sup>(b)(d)</sup> | 100 | &nbsp;&nbsp; 101845 |
| &nbsp;&nbsp;&nbsp; 6.50%, 02/15/37 | 200 | &nbsp;&nbsp; 217508 |
| &nbsp;&nbsp;&nbsp; 6.25%, 03/15/38 | 75 | &nbsp;&nbsp; 80051 |
| &nbsp;&nbsp;&nbsp; 4.95%, 06/01/47 | 100 | &nbsp;&nbsp; 88886 |
| Cenovus Energy, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 04/15/27 | 50 | &nbsp;&nbsp; 49997 |
| &nbsp;&nbsp;&nbsp; 2.65%, 01/15/32 | 74 | &nbsp;&nbsp; 65420 |
| &nbsp;&nbsp;&nbsp; 5.25%, 06/15/37 | 53 | &nbsp;&nbsp; 51584 |
| &nbsp;&nbsp;&nbsp; 6.75%, 11/15/39<sup>(b)</sup> | 200 | &nbsp;&nbsp; 221018 |
| &nbsp;&nbsp;&nbsp; 5.40%, 06/15/47 | 52 | &nbsp;&nbsp; 47893 |
| &nbsp;&nbsp;&nbsp; 3.75%, 02/15/52<sup>(b)</sup> | 91 | &nbsp;&nbsp; 64657 |
| Cheniere Corpus Christi Holdings LLC |  |  |
| &nbsp;&nbsp;&nbsp; 5.13%, 06/30/27 | 257 | &nbsp;&nbsp; 259804 |
| &nbsp;&nbsp;&nbsp; 3.70%, 11/15/29 | 87 | &nbsp;&nbsp; 84550 |
| &nbsp;&nbsp;&nbsp; 2.74%, 12/31/39 | 87 | &nbsp;&nbsp; 72971 |
| Cheniere Energy Partners LP |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 10/01/29 | 200 | &nbsp;&nbsp; 199359 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/01/31 | 200 | &nbsp;&nbsp; 192874 |
| &nbsp;&nbsp;&nbsp; 3.25%, 01/31/32 | 200 | &nbsp;&nbsp; 182202 |
| &nbsp;&nbsp;&nbsp; 5.95%, 06/30/33 | 100 | &nbsp;&nbsp; 105860 |
| &nbsp;&nbsp;&nbsp; 5.75%, 08/15/34 | 100 | &nbsp;&nbsp; 103959 |
| &nbsp;&nbsp;&nbsp; 5.55%, 10/30/35<sup>(b)(d)</sup> | 105 | &nbsp;&nbsp; 107269 |
| Cheniere Energy, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.63%, 10/15/28 | 200 | &nbsp;&nbsp; 199375 |
| &nbsp;&nbsp;&nbsp; 5.65%, 04/15/34 | 150 | &nbsp;&nbsp; 154626 |
| Chevron Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.00%, 05/11/27 | 190 | &nbsp;&nbsp; 184671 |
| &nbsp;&nbsp;&nbsp; 2.24%, 05/11/30 | 163 | &nbsp;&nbsp; 150734 |
| &nbsp;&nbsp;&nbsp; 3.08%, 05/11/50 | 119 | &nbsp;&nbsp; 82560 |
| Chevron USA, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.41%, 02/26/27 | 30 | &nbsp;&nbsp; 30253 |
| &nbsp;&nbsp;&nbsp; 1.02%, 08/12/27 | 114 | &nbsp;&nbsp; 108472 |
| &nbsp;&nbsp;&nbsp; 3.95%, 08/13/27 | 50 | &nbsp;&nbsp; 50211 |
| &nbsp;&nbsp;&nbsp; 3.85%, 01/15/28 | 257 | &nbsp;&nbsp; 257057 |
| &nbsp;&nbsp;&nbsp; 4.48%, 02/26/28 | 75 | &nbsp;&nbsp; 76047 |
| &nbsp;&nbsp;&nbsp; 4.05%, 08/13/28 | 50 | &nbsp;&nbsp; 50250 |
| &nbsp;&nbsp;&nbsp; 3.25%, 10/15/29<sup>(b)</sup> | 120 | &nbsp;&nbsp; 116909 |
| &nbsp;&nbsp;&nbsp; 4.69%, 04/15/30 | 75 | &nbsp;&nbsp; 76747 |
| &nbsp;&nbsp;&nbsp; 4.30%, 10/15/30 | 100 | &nbsp;&nbsp; 100545 |
| &nbsp;&nbsp;&nbsp; 4.82%, 04/15/32 | 75 | &nbsp;&nbsp; 77088 |

---

------

Schedule of Investments (unaudited)(continued)

September 30, 2025

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Oil, Gas & Consumable Fuels (continued)** | **Oil, Gas & Consumable Fuels (continued)** | **Oil, Gas & Consumable Fuels (continued)** |
| Chevron USA, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 10/15/32 | $150 | &nbsp;&nbsp; $151191 |
| &nbsp;&nbsp;&nbsp; 4.98%, 04/15/35 | 75 | &nbsp;&nbsp; 76911 |
| &nbsp;&nbsp;&nbsp; 4.85%, 10/15/35 | 125 | &nbsp;&nbsp; 126496 |
| &nbsp;&nbsp;&nbsp; 2.34%, 08/12/50<sup>(b)</sup> | 187 | &nbsp;&nbsp; 111270 |
| &nbsp;&nbsp;&nbsp; CNOOC Petroleum North America ULC, 6.40%, <br> 05/15/37<br>| 150 | &nbsp;&nbsp; 176900 |
| Columbia Pipeline Group, Inc., 5.80%, 06/01/45 | 100 | &nbsp;&nbsp; 99524 |
| ConocoPhillips, 6.50%, 02/01/39 | 100 | &nbsp;&nbsp; 112930 |
| ConocoPhillips Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.70%, 01/15/30 | 150 | &nbsp;&nbsp; 152914 |
| &nbsp;&nbsp;&nbsp; 4.85%, 01/15/32 | 75 | &nbsp;&nbsp; 76675 |
| &nbsp;&nbsp;&nbsp; 5.05%, 09/15/33 | 70 | &nbsp;&nbsp; 72133 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/15/35 | 150 | &nbsp;&nbsp; 151957 |
| &nbsp;&nbsp;&nbsp; 3.76%, 03/15/42<sup>(b)</sup> | 370 | &nbsp;&nbsp; 303639 |
| &nbsp;&nbsp;&nbsp; 4.30%, 11/15/44 | 171 | &nbsp;&nbsp; 147524 |
| &nbsp;&nbsp;&nbsp; 3.80%, 03/15/52 | 62 | &nbsp;&nbsp; 46584 |
| &nbsp;&nbsp;&nbsp; 5.30%, 05/15/53 | 160 | &nbsp;&nbsp; 152522 |
| &nbsp;&nbsp;&nbsp; 5.55%, 03/15/54<sup>(b)</sup> | 150 | &nbsp;&nbsp; 147757 |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/15/55<sup>(b)</sup> | 115 | &nbsp;&nbsp; 112659 |
| &nbsp;&nbsp;&nbsp; 4.03%, 03/15/62 | 200 | &nbsp;&nbsp; 149305 |
| &nbsp;&nbsp;&nbsp; 5.70%, 09/15/63 | 50 | &nbsp;&nbsp; 49577 |
| &nbsp;&nbsp;&nbsp; 5.65%, 01/15/65 | 125 | &nbsp;&nbsp; 122612 |
| Continental Resources, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 01/15/28 | 121 | &nbsp;&nbsp; 120234 |
| &nbsp;&nbsp;&nbsp; 4.90%, 06/01/44 | 87 | &nbsp;&nbsp; 70977 |
| Coterra Energy, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.90%, 05/15/27 | 50 | &nbsp;&nbsp; 49672 |
| &nbsp;&nbsp;&nbsp; 4.38%, 03/15/29 | 171 | &nbsp;&nbsp; 170645 |
| &nbsp;&nbsp;&nbsp; 5.60%, 03/15/34 | 50 | &nbsp;&nbsp; 51399 |
| &nbsp;&nbsp;&nbsp; 5.40%, 02/15/35 | 100 | &nbsp;&nbsp; 100798 |
| &nbsp;&nbsp;&nbsp; 5.90%, 02/15/55 | 85 | &nbsp;&nbsp; 82039 |
| DCP Midstream Operating LP, 5.60%, 04/01/44 | 100 | &nbsp;&nbsp; 97034 |
| Devon Energy Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 10/15/27 | 100 | &nbsp;&nbsp; 100007 |
| &nbsp;&nbsp;&nbsp; 5.88%, 06/15/28 | 112 | &nbsp;&nbsp; 112008 |
| &nbsp;&nbsp;&nbsp; 5.20%, 09/15/34<sup>(b)</sup> | 100 | &nbsp;&nbsp; 99567 |
| &nbsp;&nbsp;&nbsp; 5.60%, 07/15/41 | 87 | &nbsp;&nbsp; 83752 |
| &nbsp;&nbsp;&nbsp; 4.75%, 05/15/42 | 231 | &nbsp;&nbsp; 201422 |
| &nbsp;&nbsp;&nbsp; 5.00%, 06/15/45 | 87 | &nbsp;&nbsp; 75744 |
| &nbsp;&nbsp;&nbsp; 5.75%, 09/15/54 | 100 | &nbsp;&nbsp; 92758 |
| Diamondback Energy, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.20%, 04/18/27 | 150 | &nbsp;&nbsp; 152153 |
| &nbsp;&nbsp;&nbsp; 3.50%, 12/01/29 | 171 | &nbsp;&nbsp; 164981 |
| &nbsp;&nbsp;&nbsp; 5.15%, 01/30/30 | 150 | &nbsp;&nbsp; 154481 |
| &nbsp;&nbsp;&nbsp; 3.13%, 03/24/31 | 65 | &nbsp;&nbsp; 60393 |
| &nbsp;&nbsp;&nbsp; 6.25%, 03/15/33 | 30 | &nbsp;&nbsp; 32322 |
| &nbsp;&nbsp;&nbsp; 5.40%, 04/18/34 | 115 | &nbsp;&nbsp; 117401 |
| &nbsp;&nbsp;&nbsp; 5.55%, 04/01/35 | 90 | &nbsp;&nbsp; 92394 |
| &nbsp;&nbsp;&nbsp; 4.40%, 03/24/51<sup>(b)</sup> | 87 | &nbsp;&nbsp; 70232 |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/15/52 | 104 | &nbsp;&nbsp; 81608 |
| &nbsp;&nbsp;&nbsp; 6.25%, 03/15/53 | 100 | &nbsp;&nbsp; 102412 |
| &nbsp;&nbsp;&nbsp; 5.75%, 04/18/54 | 155 | &nbsp;&nbsp; 149202 |
| &nbsp;&nbsp;&nbsp; 5.90%, 04/18/64 | 170 | &nbsp;&nbsp; 163656 |
| Eastern Energy Gas Holdings LLC |  |  |
| &nbsp;&nbsp;&nbsp; 5.80%, 01/15/35 | 125 | &nbsp;&nbsp; 131506 |
| &nbsp;&nbsp;&nbsp; 5.65%, 10/15/54 | 75 | &nbsp;&nbsp; 73890 |
| &nbsp;&nbsp;&nbsp; 6.20%, 01/15/55 | 80 | &nbsp;&nbsp; 83843 |
| Eastern Gas Transmission & Storage, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 11/15/29 | 171 | &nbsp;&nbsp; 162694 |
| &nbsp;&nbsp;&nbsp; 4.60%, 12/15/44 | 150 | &nbsp;&nbsp; 130906 |
| Enbridge Energy Partners LP |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 09/15/40 | 100 | &nbsp;&nbsp; 99325 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Oil, Gas & Consumable Fuels (continued)** | **Oil, Gas & Consumable Fuels (continued)** | **Oil, Gas & Consumable Fuels (continued)** |
| Enbridge Energy Partners LP (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 7.38%, 10/15/45<sup>(b)</sup> | $70 | &nbsp;&nbsp; $82053 |
| Enbridge, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.60%, 10/04/26 | 79 | &nbsp;&nbsp; 77013 |
| &nbsp;&nbsp;&nbsp; 5.90%, 11/15/26 | 85 | &nbsp;&nbsp; 86487 |
| &nbsp;&nbsp;&nbsp; 4.25%, 12/01/26 | 171 | &nbsp;&nbsp; 171021 |
| &nbsp;&nbsp;&nbsp; 5.25%, 04/05/27 | 50 | &nbsp;&nbsp; 50756 |
| &nbsp;&nbsp;&nbsp; 3.70%, 07/15/27 | 171 | &nbsp;&nbsp; 169599 |
| &nbsp;&nbsp;&nbsp; 4.60%, 06/20/28 | 25 | &nbsp;&nbsp; 25294 |
| &nbsp;&nbsp;&nbsp; 6.00%, 11/15/28 | 60 | &nbsp;&nbsp; 63118 |
| &nbsp;&nbsp;&nbsp; 5.30%, 04/05/29 | 30 | &nbsp;&nbsp; 30973 |
| &nbsp;&nbsp;&nbsp; 3.13%, 11/15/29 | 130 | &nbsp;&nbsp; 123854 |
| &nbsp;&nbsp;&nbsp; 4.90%, 06/20/30<sup>(b)</sup> | 50 | &nbsp;&nbsp; 51132 |
| &nbsp;&nbsp;&nbsp; 6.20%, 11/15/30<sup>(b)</sup> | 35 | &nbsp;&nbsp; 37769 |
| &nbsp;&nbsp;&nbsp; 5.70%, 03/08/33 | 290 | &nbsp;&nbsp; 305184 |
| &nbsp;&nbsp;&nbsp; 2.50%, 08/01/33 | 171 | &nbsp;&nbsp; 145561 |
| &nbsp;&nbsp;&nbsp; 5.63%, 04/05/34 | 120 | &nbsp;&nbsp; 125257 |
| &nbsp;&nbsp;&nbsp; 5.55%, 06/20/35 | 125 | &nbsp;&nbsp; 128908 |
| &nbsp;&nbsp;&nbsp; 5.50%, 12/01/46 | 100 | &nbsp;&nbsp; 98934 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/15/49 | 96 | &nbsp;&nbsp; 73775 |
| &nbsp;&nbsp;&nbsp; 3.40%, 08/01/51 | 100 | &nbsp;&nbsp; 68575 |
| &nbsp;&nbsp;&nbsp; 6.70%, 11/15/53<sup>(b)</sup> | 85 | &nbsp;&nbsp; 94924 |
| &nbsp;&nbsp;&nbsp; 5.95%, 04/05/54<sup>(b)</sup> | 150 | &nbsp;&nbsp; 154059 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 2.97%), 7.20%, 06/27/54<sup>(b)(c)</sup> | 100 | &nbsp;&nbsp; 106043 |
| Energy Transfer LP |  |  |
| &nbsp;&nbsp;&nbsp; 6.05%, 12/01/26 | 75 | &nbsp;&nbsp; 76398 |
| &nbsp;&nbsp;&nbsp; 4.20%, 04/15/27 | 171 | &nbsp;&nbsp; 170774 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/01/27 | 100 | &nbsp;&nbsp; 101734 |
| &nbsp;&nbsp;&nbsp; 4.00%, 10/01/27 | 150 | &nbsp;&nbsp; 149466 |
| &nbsp;&nbsp;&nbsp; 5.55%, 02/15/28 | 100 | &nbsp;&nbsp; 102935 |
| &nbsp;&nbsp;&nbsp; 4.95%, 05/15/28 | 171 | &nbsp;&nbsp; 173822 |
| &nbsp;&nbsp;&nbsp; 4.95%, 06/15/28 | 110 | &nbsp;&nbsp; 111897 |
| &nbsp;&nbsp;&nbsp; 5.25%, 04/15/29 | 257 | &nbsp;&nbsp; 264418 |
| &nbsp;&nbsp;&nbsp; 5.25%, 07/01/29<sup>(b)</sup> | 45 | &nbsp;&nbsp; 46306 |
| &nbsp;&nbsp;&nbsp; 3.75%, 05/15/30 | 571 | &nbsp;&nbsp; 554481 |
| &nbsp;&nbsp;&nbsp; 6.40%, 12/01/30 | 40 | &nbsp;&nbsp; 43353 |
| &nbsp;&nbsp;&nbsp; 5.75%, 02/15/33 | 185 | &nbsp;&nbsp; 193923 |
| &nbsp;&nbsp;&nbsp; 6.55%, 12/01/33 | 180 | &nbsp;&nbsp; 196882 |
| &nbsp;&nbsp;&nbsp; 5.55%, 05/15/34 | 300 | &nbsp;&nbsp; 307800 |
| &nbsp;&nbsp;&nbsp; 5.60%, 09/01/34 | 175 | &nbsp;&nbsp; 179604 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/15/35 | 87 | &nbsp;&nbsp; 84661 |
| &nbsp;&nbsp;&nbsp; 5.70%, 04/01/35 | 400 | &nbsp;&nbsp; 413032 |
| &nbsp;&nbsp;&nbsp; 6.50%, 02/01/42 | 87 | &nbsp;&nbsp; 92147 |
| &nbsp;&nbsp;&nbsp; 4.95%, 01/15/43 | 87 | &nbsp;&nbsp; 77064 |
| &nbsp;&nbsp;&nbsp; 5.15%, 02/01/43 | 87 | &nbsp;&nbsp; 78973 |
| &nbsp;&nbsp;&nbsp; 5.95%, 10/01/43 | 53 | &nbsp;&nbsp; 52329 |
| &nbsp;&nbsp;&nbsp; 5.30%, 04/01/44 | 74 | &nbsp;&nbsp; 67778 |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/15/44 | 87 | &nbsp;&nbsp; 76955 |
| &nbsp;&nbsp;&nbsp; 5.35%, 05/15/45 | 87 | &nbsp;&nbsp; 79803 |
| &nbsp;&nbsp;&nbsp; 6.13%, 12/15/45 | 114 | &nbsp;&nbsp; 114773 |
| &nbsp;&nbsp;&nbsp; 5.30%, 04/15/47 | 130 | &nbsp;&nbsp; 117413 |
| &nbsp;&nbsp;&nbsp; 5.40%, 10/01/47 | 171 | &nbsp;&nbsp; 156525 |
| &nbsp;&nbsp;&nbsp; 6.00%, 06/15/48 | 150 | &nbsp;&nbsp; 147831 |
| &nbsp;&nbsp;&nbsp; 6.25%, 04/15/49 | 171 | &nbsp;&nbsp; 172609 |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/15/50 | 234 | &nbsp;&nbsp; 200305 |
| &nbsp;&nbsp;&nbsp; 5.95%, 05/15/54 | 185 | &nbsp;&nbsp; 179159 |
| &nbsp;&nbsp;&nbsp; 6.05%, 09/01/54 | 175 | &nbsp;&nbsp; 171829 |
| &nbsp;&nbsp;&nbsp; 6.20%, 04/01/55 | 150 | &nbsp;&nbsp; 150901 |
| Enterprise Products Operating LLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.60%, 01/11/27 | 50 | &nbsp;&nbsp; 50360 |
| &nbsp;&nbsp;&nbsp; 3.95%, 02/15/27 | 191 | &nbsp;&nbsp; 190879 |
| &nbsp;&nbsp;&nbsp; 4.30%, 06/20/28 | 75 | &nbsp;&nbsp; 75575 |
| &nbsp;&nbsp;&nbsp; 4.15%, 10/16/28 | 171 | &nbsp;&nbsp; 171449 |

---

Master Portfolio Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

September 30, 2025

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Oil, Gas & Consumable Fuels (continued)** | **Oil, Gas & Consumable Fuels (continued)** | **Oil, Gas & Consumable Fuels (continued)** |
| Enterprise Products Operating LLC (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 3.13%, 07/31/29 | $199 | &nbsp;&nbsp; $191963 |
| &nbsp;&nbsp;&nbsp; 2.80%, 01/31/30 | 149 | &nbsp;&nbsp; 140794 |
| &nbsp;&nbsp;&nbsp; 4.60%, 01/15/31 | 150 | &nbsp;&nbsp; 151556 |
| &nbsp;&nbsp;&nbsp; 5.35%, 01/31/33 | 70 | &nbsp;&nbsp; 73156 |
| &nbsp;&nbsp;&nbsp; 4.85%, 01/31/34<sup>(b)</sup> | 150 | &nbsp;&nbsp; 151275 |
| &nbsp;&nbsp;&nbsp; 4.95%, 02/15/35 | 200 | &nbsp;&nbsp; 201663 |
| &nbsp;&nbsp;&nbsp; 5.20%, 01/15/36 | 150 | &nbsp;&nbsp; 152458 |
| &nbsp;&nbsp;&nbsp; 5.95%, 02/01/41 | 53 | &nbsp;&nbsp; 56140 |
| &nbsp;&nbsp;&nbsp; 4.85%, 08/15/42 | 100 | &nbsp;&nbsp; 93161 |
| &nbsp;&nbsp;&nbsp; 4.45%, 02/15/43 | 142 | &nbsp;&nbsp; 125367 |
| &nbsp;&nbsp;&nbsp; 4.85%, 03/15/44 | 121 | &nbsp;&nbsp; 111283 |
| &nbsp;&nbsp;&nbsp; 5.10%, 02/15/45 | 150 | &nbsp;&nbsp; 142246 |
| &nbsp;&nbsp;&nbsp; 4.90%, 05/15/46 | 139 | &nbsp;&nbsp; 127618 |
| &nbsp;&nbsp;&nbsp; 4.25%, 02/15/48 | 150 | &nbsp;&nbsp; 124822 |
| &nbsp;&nbsp;&nbsp; 4.80%, 02/01/49 | 171 | &nbsp;&nbsp; 152605 |
| &nbsp;&nbsp;&nbsp; 4.20%, 01/31/50 | 192 | &nbsp;&nbsp; 156622 |
| &nbsp;&nbsp;&nbsp; 3.70%, 01/31/51 | 75 | &nbsp;&nbsp; 55790 |
| &nbsp;&nbsp;&nbsp; 3.20%, 02/15/52 | 121 | &nbsp;&nbsp; 82032 |
| &nbsp;&nbsp;&nbsp; 3.30%, 02/15/53 | 154 | &nbsp;&nbsp; 104835 |
| &nbsp;&nbsp;&nbsp; 4.95%, 10/15/54 | 100 | &nbsp;&nbsp; 89859 |
| &nbsp;&nbsp;&nbsp; 5.55%, 02/16/55 | 160 | &nbsp;&nbsp; 158142 |
| &nbsp;&nbsp;&nbsp; 3.95%, 01/31/60 | 100 | &nbsp;&nbsp; 74557 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 2.83%), 5.38%, <br> 02/15/78<sup>(b)(c)</sup><br>| 171 | &nbsp;&nbsp; 169831 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series E, (3-mo. CME Term SOFR + 3.29%), <br> 5.25%, 08/16/77<sup>(c)</sup><br>| 130 | &nbsp;&nbsp; 129860 |
| EOG Resources, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.40%, 07/15/28 | 100 | &nbsp;&nbsp; 100918 |
| &nbsp;&nbsp;&nbsp; 4.38%, 04/15/30 | 100 | &nbsp;&nbsp; 100547 |
| &nbsp;&nbsp;&nbsp; 5.00%, 07/15/32 | 120 | &nbsp;&nbsp; 122783 |
| &nbsp;&nbsp;&nbsp; 3.90%, 04/01/35 | 50 | &nbsp;&nbsp; 46427 |
| &nbsp;&nbsp;&nbsp; 5.35%, 01/15/36 | 125 | &nbsp;&nbsp; 128345 |
| &nbsp;&nbsp;&nbsp; 4.95%, 04/15/50<sup>(b)</sup> | 87 | &nbsp;&nbsp; 79196 |
| &nbsp;&nbsp;&nbsp; 5.65%, 12/01/54<sup>(b)</sup> | 105 | &nbsp;&nbsp; 105117 |
| &nbsp;&nbsp;&nbsp; 5.95%, 07/15/55 | 70 | &nbsp;&nbsp; 73285 |
| EQT Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.90%, 10/01/27 | 140 | &nbsp;&nbsp; 139101 |
| &nbsp;&nbsp;&nbsp; 5.70%, 04/01/28 | 50 | &nbsp;&nbsp; 51681 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/15/29 | 100 | &nbsp;&nbsp; 100014 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/15/29 | 70 | &nbsp;&nbsp; 70977 |
| &nbsp;&nbsp;&nbsp; 7.00%, 02/01/30 | 79 | &nbsp;&nbsp; 86011 |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/15/31 | 150 | &nbsp;&nbsp; 149694 |
| &nbsp;&nbsp;&nbsp; 5.75%, 02/01/34 | 50 | &nbsp;&nbsp; 52328 |
| Equinor ASA |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 06/02/28 | 35 | &nbsp;&nbsp; 35245 |
| &nbsp;&nbsp;&nbsp; 3.13%, 04/06/30 | 171 | &nbsp;&nbsp; 163827 |
| &nbsp;&nbsp;&nbsp; 2.38%, 05/22/30 | 171 | &nbsp;&nbsp; 158223 |
| &nbsp;&nbsp;&nbsp; 5.13%, 06/03/35 | 75 | &nbsp;&nbsp; 77276 |
| &nbsp;&nbsp;&nbsp; 5.10%, 08/17/40 | 189 | &nbsp;&nbsp; 189881 |
| &nbsp;&nbsp;&nbsp; 4.25%, 11/23/41 | 75 | &nbsp;&nbsp; 67842 |
| &nbsp;&nbsp;&nbsp; 4.80%, 11/08/43 | 200 | &nbsp;&nbsp; 190456 |
| &nbsp;&nbsp;&nbsp; 3.25%, 11/18/49 | 130 | &nbsp;&nbsp; 93104 |
| &nbsp;&nbsp;&nbsp; 3.70%, 04/06/50 | 171 | &nbsp;&nbsp; 132897 |
| Expand Energy Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.38%, 03/15/30 | 200 | &nbsp;&nbsp; 203362 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/01/32 | 75 | &nbsp;&nbsp; 73708 |
| &nbsp;&nbsp;&nbsp; 5.70%, 01/15/35 | 150 | &nbsp;&nbsp; 154172 |
| Exxon Mobil Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.29%, 03/19/27 | 140 | &nbsp;&nbsp; 139030 |
| &nbsp;&nbsp;&nbsp; 2.44%, 08/16/29 | 87 | &nbsp;&nbsp; 82728 |
| &nbsp;&nbsp;&nbsp; 3.48%, 03/19/30 | 189 | &nbsp;&nbsp; 184599 |
| &nbsp;&nbsp;&nbsp; 2.61%, 10/15/30 | 440 | &nbsp;&nbsp; 410580 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Oil, Gas & Consumable Fuels (continued)** | **Oil, Gas & Consumable Fuels (continued)** | **Oil, Gas & Consumable Fuels (continued)** |
| Exxon Mobil Corp. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 08/16/39 | $87 | &nbsp;&nbsp; $69610 |
| &nbsp;&nbsp;&nbsp; 4.23%, 03/19/40 | 206 | &nbsp;&nbsp; 188540 |
| &nbsp;&nbsp;&nbsp; 4.11%, 03/01/46 | 271 | &nbsp;&nbsp; 229780 |
| &nbsp;&nbsp;&nbsp; 3.10%, 08/16/49 | 207 | &nbsp;&nbsp; 143953 |
| &nbsp;&nbsp;&nbsp; 4.33%, 03/19/50 | 383 | &nbsp;&nbsp; 328270 |
| &nbsp;&nbsp;&nbsp; 3.45%, 04/15/51 | 340 | &nbsp;&nbsp; 249110 |
| Helmerich & Payne, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.85%, 12/01/29<sup>(b)</sup> | 50 | &nbsp;&nbsp; 49789 |
| &nbsp;&nbsp;&nbsp; 2.90%, 09/29/31 | 100 | &nbsp;&nbsp; 88342 |
| &nbsp;&nbsp;&nbsp; 5.50%, 12/01/34<sup>(b)</sup> | 50 | &nbsp;&nbsp; 48992 |
| Hess Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.30%, 04/01/27 | 75 | &nbsp;&nbsp; 75248 |
| &nbsp;&nbsp;&nbsp; 7.13%, 03/15/33 | 171 | &nbsp;&nbsp; 198442 |
| &nbsp;&nbsp;&nbsp; 5.60%, 02/15/41 | 96 | &nbsp;&nbsp; 99624 |
| &nbsp;&nbsp;&nbsp; 5.80%, 04/01/47<sup>(b)</sup> | 171 | &nbsp;&nbsp; 177695 |
| HF Sinclair Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 10/01/30 | 50 | &nbsp;&nbsp; 49261 |
| &nbsp;&nbsp;&nbsp; 5.75%, 01/15/31 | 25 | &nbsp;&nbsp; 25876 |
| &nbsp;&nbsp;&nbsp; 5.50%, 09/01/32<sup>(b)</sup> | 90 | &nbsp;&nbsp; 91484 |
| &nbsp;&nbsp;&nbsp; 6.25%, 01/15/35<sup>(b)</sup> | 25 | &nbsp;&nbsp; 26132 |
| Kinder Morgan Energy Partners LP |  |  |
| &nbsp;&nbsp;&nbsp; 5.80%, 03/15/35 | 171 | &nbsp;&nbsp; 179186 |
| &nbsp;&nbsp;&nbsp; 6.50%, 02/01/37 | 74 | &nbsp;&nbsp; 80122 |
| &nbsp;&nbsp;&nbsp; 6.95%, 01/15/38 | 214 | &nbsp;&nbsp; 240636 |
| &nbsp;&nbsp;&nbsp; 6.38%, 03/01/41 | 87 | &nbsp;&nbsp; 92926 |
| &nbsp;&nbsp;&nbsp; 5.63%, 09/01/41 | 50 | &nbsp;&nbsp; 49768 |
| &nbsp;&nbsp;&nbsp; 5.00%, 08/15/42 | 75 | &nbsp;&nbsp; 68728 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/01/43 | 87 | &nbsp;&nbsp; 79696 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/01/44 | 130 | &nbsp;&nbsp; 125493 |
| &nbsp;&nbsp;&nbsp; 5.40%, 09/01/44 | 87 | &nbsp;&nbsp; 82989 |
| Kinder Morgan, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.30%, 03/01/28<sup>(b)</sup> | 257 | &nbsp;&nbsp; 258106 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/01/29 | 80 | &nbsp;&nbsp; 81802 |
| &nbsp;&nbsp;&nbsp; 5.10%, 08/01/29 | 60 | &nbsp;&nbsp; 61659 |
| &nbsp;&nbsp;&nbsp; 5.15%, 06/01/30 | 25 | &nbsp;&nbsp; 25789 |
| &nbsp;&nbsp;&nbsp; 2.00%, 02/15/31 | 155 | &nbsp;&nbsp; 137411 |
| &nbsp;&nbsp;&nbsp; 7.75%, 01/15/32 | 171 | &nbsp;&nbsp; 198837 |
| &nbsp;&nbsp;&nbsp; 4.80%, 02/01/33 | 100 | &nbsp;&nbsp; 99989 |
| &nbsp;&nbsp;&nbsp; 5.20%, 06/01/33 | 260 | &nbsp;&nbsp; 266251 |
| &nbsp;&nbsp;&nbsp; 5.40%, 02/01/34 | 100 | &nbsp;&nbsp; 103099 |
| &nbsp;&nbsp;&nbsp; 5.30%, 12/01/34 | 87 | &nbsp;&nbsp; 88763 |
| &nbsp;&nbsp;&nbsp; 5.55%, 06/01/45 | 214 | &nbsp;&nbsp; 207858 |
| &nbsp;&nbsp;&nbsp; 5.05%, 02/15/46 | 75 | &nbsp;&nbsp; 67970 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/01/48 | 64 | &nbsp;&nbsp; 58641 |
| &nbsp;&nbsp;&nbsp; 3.25%, 08/01/50 | 100 | &nbsp;&nbsp; 66309 |
| &nbsp;&nbsp;&nbsp; 3.60%, 02/15/51<sup>(b)</sup> | 191 | &nbsp;&nbsp; 134307 |
| &nbsp;&nbsp;&nbsp; 5.45%, 08/01/52 | 100 | &nbsp;&nbsp; 94328 |
| &nbsp;&nbsp;&nbsp; 5.95%, 08/01/54<sup>(b)</sup> | 90 | &nbsp;&nbsp; 90639 |
| Marathon Petroleum Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.80%, 04/01/28 | 171 | &nbsp;&nbsp; 169330 |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/01/30 | 50 | &nbsp;&nbsp; 51389 |
| &nbsp;&nbsp;&nbsp; 5.70%, 03/01/35 | 50 | &nbsp;&nbsp; 51612 |
| &nbsp;&nbsp;&nbsp; 6.50%, 03/01/41 | 150 | &nbsp;&nbsp; 161686 |
| &nbsp;&nbsp;&nbsp; 4.75%, 09/15/44 | 87 | &nbsp;&nbsp; 74881 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/01/48 | 50 | &nbsp;&nbsp; 40437 |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/15/54 | 75 | &nbsp;&nbsp; 63971 |
| MPLX LP |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 03/01/27 | 171 | &nbsp;&nbsp; 170759 |
| &nbsp;&nbsp;&nbsp; 4.25%, 12/01/27 | 200 | &nbsp;&nbsp; 200195 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/15/28 | 171 | &nbsp;&nbsp; 170204 |
| &nbsp;&nbsp;&nbsp; 2.65%, 08/15/30 | 153 | &nbsp;&nbsp; 140467 |
| &nbsp;&nbsp;&nbsp; 4.80%, 02/15/31 | 90 | &nbsp;&nbsp; 90543 |

---

------

Schedule of Investments (unaudited)(continued)

September 30, 2025

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Oil, Gas & Consumable Fuels (continued)** | **Oil, Gas & Consumable Fuels (continued)** | **Oil, Gas & Consumable Fuels (continued)** |
| MPLX LP (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 4.95%, 09/01/32 | $340 | &nbsp;&nbsp; $341077 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/15/33 | 75 | &nbsp;&nbsp; 74817 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/01/33 | 55 | &nbsp;&nbsp; 55014 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/01/34 | 175 | &nbsp;&nbsp; 178341 |
| &nbsp;&nbsp;&nbsp; 5.40%, 04/01/35 | 100 | &nbsp;&nbsp; 100816 |
| &nbsp;&nbsp;&nbsp; 5.40%, 09/15/35 | 200 | &nbsp;&nbsp; 200434 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/15/38 | 300 | &nbsp;&nbsp; 271353 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/01/47 | 75 | &nbsp;&nbsp; 67400 |
| &nbsp;&nbsp;&nbsp; 5.20%, 12/01/47 | 87 | &nbsp;&nbsp; 77825 |
| &nbsp;&nbsp;&nbsp; 4.70%, 04/15/48 | 100 | &nbsp;&nbsp; 83730 |
| &nbsp;&nbsp;&nbsp; 5.50%, 02/15/49 | 121 | &nbsp;&nbsp; 112646 |
| &nbsp;&nbsp;&nbsp; 4.95%, 03/14/52 | 149 | &nbsp;&nbsp; 127109 |
| &nbsp;&nbsp;&nbsp; 5.65%, 03/01/53 | 25 | &nbsp;&nbsp; 23597 |
| &nbsp;&nbsp;&nbsp; 5.95%, 04/01/55 | 200 | &nbsp;&nbsp; 195518 |
| &nbsp;&nbsp;&nbsp; 6.20%, 09/15/55 | 85 | &nbsp;&nbsp; 85990 |
| &nbsp;&nbsp;&nbsp; 4.90%, 04/15/58 | 100 | &nbsp;&nbsp; 82998 |
| Northwest Pipeline LLC, 4.00%, 04/01/27 | 75 | &nbsp;&nbsp; 74823 |
| Occidental Petroleum Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 08/01/27 | 90 | &nbsp;&nbsp; 90942 |
| &nbsp;&nbsp;&nbsp; 6.38%, 09/01/28 | 50 | &nbsp;&nbsp; 52288 |
| &nbsp;&nbsp;&nbsp; 5.20%, 08/01/29 | 155 | &nbsp;&nbsp; 157278 |
| &nbsp;&nbsp;&nbsp; 5.38%, 01/01/32 | 85 | &nbsp;&nbsp; 86443 |
| &nbsp;&nbsp;&nbsp; 5.55%, 10/01/34 | 150 | &nbsp;&nbsp; 152193 |
| &nbsp;&nbsp;&nbsp; 6.45%, 09/15/36 | 500 | &nbsp;&nbsp; 531333 |
| &nbsp;&nbsp;&nbsp; 6.20%, 03/15/40 | 50 | &nbsp;&nbsp; 50818 |
| &nbsp;&nbsp;&nbsp; 6.60%, 03/15/46 | 300 | &nbsp;&nbsp; 313643 |
| &nbsp;&nbsp;&nbsp; 6.05%, 10/01/54<sup>(b)</sup> | 90 | &nbsp;&nbsp; 87823 |
| ONEOK Partners LP, 6.13%, 02/01/41 | 75 | &nbsp;&nbsp; 76869 |
| ONEOK, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.55%, 11/01/26 | 100 | &nbsp;&nbsp; 101267 |
| &nbsp;&nbsp;&nbsp; 4.00%, 07/13/27 | 100 | &nbsp;&nbsp; 99692 |
| &nbsp;&nbsp;&nbsp; 4.25%, 09/24/27 | 150 | &nbsp;&nbsp; 150162 |
| &nbsp;&nbsp;&nbsp; 4.55%, 07/15/28 | 87 | &nbsp;&nbsp; 87724 |
| &nbsp;&nbsp;&nbsp; 5.65%, 11/01/28 | 100 | &nbsp;&nbsp; 103700 |
| &nbsp;&nbsp;&nbsp; 4.35%, 03/15/29 | 171 | &nbsp;&nbsp; 170825 |
| &nbsp;&nbsp;&nbsp; 3.10%, 03/15/30 | 171 | &nbsp;&nbsp; 161476 |
| &nbsp;&nbsp;&nbsp; 3.25%, 06/01/30 | 75 | &nbsp;&nbsp; 70998 |
| &nbsp;&nbsp;&nbsp; 5.80%, 11/01/30 | 75 | &nbsp;&nbsp; 79022 |
| &nbsp;&nbsp;&nbsp; 4.75%, 10/15/31 | 50 | &nbsp;&nbsp; 50016 |
| &nbsp;&nbsp;&nbsp; 4.95%, 10/15/32 | 50 | &nbsp;&nbsp; 49972 |
| &nbsp;&nbsp;&nbsp; 6.10%, 11/15/32 | 100 | &nbsp;&nbsp; 107156 |
| &nbsp;&nbsp;&nbsp; 6.05%, 09/01/33 | 400 | &nbsp;&nbsp; 424155 |
| &nbsp;&nbsp;&nbsp; 5.65%, 09/01/34 | 30 | &nbsp;&nbsp; 30754 |
| &nbsp;&nbsp;&nbsp; 5.05%, 11/01/34 | 250 | &nbsp;&nbsp; 246545 |
| &nbsp;&nbsp;&nbsp; 5.40%, 10/15/35 | 150 | &nbsp;&nbsp; 150564 |
| &nbsp;&nbsp;&nbsp; 5.15%, 10/15/43 | 100 | &nbsp;&nbsp; 91258 |
| &nbsp;&nbsp;&nbsp; 5.60%, 04/01/44 | 50 | &nbsp;&nbsp; 47406 |
| &nbsp;&nbsp;&nbsp; 5.05%, 04/01/45 | 50 | &nbsp;&nbsp; 44435 |
| &nbsp;&nbsp;&nbsp; 4.25%, 09/15/46 | 87 | &nbsp;&nbsp; 68228 |
| &nbsp;&nbsp;&nbsp; 4.95%, 07/13/47 | 171 | &nbsp;&nbsp; 148335 |
| &nbsp;&nbsp;&nbsp; 4.20%, 10/03/47 | 140 | &nbsp;&nbsp; 108697 |
| &nbsp;&nbsp;&nbsp; 5.20%, 07/15/48 | 87 | &nbsp;&nbsp; 77742 |
| &nbsp;&nbsp;&nbsp; 4.85%, 02/01/49 | 120 | &nbsp;&nbsp; 102352 |
| &nbsp;&nbsp;&nbsp; 4.45%, 09/01/49 | 100 | &nbsp;&nbsp; 80480 |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/01/50 | 79 | &nbsp;&nbsp; 58156 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/15/50 | 87 | &nbsp;&nbsp; 70960 |
| &nbsp;&nbsp;&nbsp; 7.15%, 01/15/51 | 50 | &nbsp;&nbsp; 56021 |
| &nbsp;&nbsp;&nbsp; 6.63%, 09/01/53 | 150 | &nbsp;&nbsp; 159568 |
| &nbsp;&nbsp;&nbsp; 5.70%, 11/01/54 | 150 | &nbsp;&nbsp; 141611 |
| &nbsp;&nbsp;&nbsp; 6.25%, 10/15/55 | 150 | &nbsp;&nbsp; 152328 |
| &nbsp;&nbsp;&nbsp; 5.85%, 11/01/64 | 100 | &nbsp;&nbsp; 95452 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Oil, Gas & Consumable Fuels (continued)** | **Oil, Gas & Consumable Fuels (continued)** | **Oil, Gas & Consumable Fuels (continued)** |
| Ovintiv, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.65%, 05/15/28 | $60 | &nbsp;&nbsp; $61794 |
| &nbsp;&nbsp;&nbsp; 8.13%, 09/15/30 | 70 | &nbsp;&nbsp; 79982 |
| &nbsp;&nbsp;&nbsp; 7.20%, 11/01/31 | 80 | &nbsp;&nbsp; 88222 |
| &nbsp;&nbsp;&nbsp; 7.38%, 11/01/31 | 87 | &nbsp;&nbsp; 96923 |
| &nbsp;&nbsp;&nbsp; 6.25%, 07/15/33 | 40 | &nbsp;&nbsp; 42193 |
| &nbsp;&nbsp;&nbsp; 6.50%, 08/15/34 | 87 | &nbsp;&nbsp; 92900 |
| &nbsp;&nbsp;&nbsp; 6.63%, 08/15/37 | 50 | &nbsp;&nbsp; 52981 |
| &nbsp;&nbsp;&nbsp; 7.10%, 07/15/53 | 40 | &nbsp;&nbsp; 43195 |
| Patterson-UTI Energy, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.95%, 02/01/28 | 100 | &nbsp;&nbsp; 97678 |
| &nbsp;&nbsp;&nbsp; 5.15%, 11/15/29 | 50 | &nbsp;&nbsp; 50034 |
| Phillips 66 |  |  |
| &nbsp;&nbsp;&nbsp; 3.90%, 03/15/28 | 75 | &nbsp;&nbsp; 74592 |
| &nbsp;&nbsp;&nbsp; 2.15%, 12/15/30 | 171 | &nbsp;&nbsp; 152653 |
| &nbsp;&nbsp;&nbsp; 4.65%, 11/15/34 | 133 | &nbsp;&nbsp; 129819 |
| &nbsp;&nbsp;&nbsp; 5.88%, 05/01/42 | 274 | &nbsp;&nbsp; 281043 |
| &nbsp;&nbsp;&nbsp; 4.88%, 11/15/44 | 214 | &nbsp;&nbsp; 190936 |
| &nbsp;&nbsp;&nbsp; 3.30%, 03/15/52 | 68 | &nbsp;&nbsp; 45111 |
| Phillips 66 Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.55%, 10/01/26 | 87 | &nbsp;&nbsp; 86465 |
| &nbsp;&nbsp;&nbsp; 4.95%, 12/01/27 | 70 | &nbsp;&nbsp; 71156 |
| &nbsp;&nbsp;&nbsp; 3.15%, 12/15/29 | 65 | &nbsp;&nbsp; 62118 |
| &nbsp;&nbsp;&nbsp; 5.25%, 06/15/31<sup>(b)</sup> | 75 | &nbsp;&nbsp; 77813 |
| &nbsp;&nbsp;&nbsp; 5.30%, 06/30/33 | 110 | &nbsp;&nbsp; 113155 |
| &nbsp;&nbsp;&nbsp; 4.95%, 03/15/35<sup>(b)</sup> | 100 | &nbsp;&nbsp; 98983 |
| &nbsp;&nbsp;&nbsp; 4.68%, 02/15/45 | 50 | &nbsp;&nbsp; 42784 |
| &nbsp;&nbsp;&nbsp; 4.90%, 10/01/46 | 67 | &nbsp;&nbsp; 58846 |
| &nbsp;&nbsp;&nbsp; 5.65%, 06/15/54 | 50 | &nbsp;&nbsp; 47901 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/15/55<sup>(b)</sup> | 75 | &nbsp;&nbsp; 70636 |
| Pioneer Natural Resources Co., 1.90%, 08/15/30 | 206 | &nbsp;&nbsp; 185005 |
| Plains All American Pipeline LP, 5.95%, 06/15/35 | 130 | &nbsp;&nbsp; 135672 |
| Plains All American Pipeline LP/PAA Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 12/15/26 | 87 | &nbsp;&nbsp; 87150 |
| &nbsp;&nbsp;&nbsp; 3.55%, 12/15/29 | 171 | &nbsp;&nbsp; 165104 |
| &nbsp;&nbsp;&nbsp; 3.80%, 09/15/30 | 100 | &nbsp;&nbsp; 96405 |
| &nbsp;&nbsp;&nbsp; 4.70%, 01/15/31 | 85 | &nbsp;&nbsp; 85181 |
| &nbsp;&nbsp;&nbsp; 5.70%, 09/15/34 | 50 | &nbsp;&nbsp; 51536 |
| &nbsp;&nbsp;&nbsp; 5.60%, 01/15/36 | 40 | &nbsp;&nbsp; 40503 |
| &nbsp;&nbsp;&nbsp; 5.15%, 06/01/42 | 50 | &nbsp;&nbsp; 45638 |
| &nbsp;&nbsp;&nbsp; 4.70%, 06/15/44 | 130 | &nbsp;&nbsp; 110277 |
| &nbsp;&nbsp;&nbsp; 4.90%, 02/15/45 | 100 | &nbsp;&nbsp; 87217 |
| Sabine Pass Liquefaction LLC |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/15/27 | 171 | &nbsp;&nbsp; 172034 |
| &nbsp;&nbsp;&nbsp; 4.20%, 03/15/28 | 171 | &nbsp;&nbsp; 170817 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/15/30 | 141 | &nbsp;&nbsp; 141492 |
| &nbsp;&nbsp;&nbsp; 5.90%, 09/15/37 | 58 | &nbsp;&nbsp; 61349 |
| Shell Finance U.S., Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.38%, 11/07/29 | 171 | &nbsp;&nbsp; 160449 |
| &nbsp;&nbsp;&nbsp; 2.75%, 04/06/30 | 175 | &nbsp;&nbsp; 165255 |
| &nbsp;&nbsp;&nbsp; 4.13%, 05/11/35 | 130 | &nbsp;&nbsp; 124843 |
| &nbsp;&nbsp;&nbsp; 4.55%, 08/12/43 | 121 | &nbsp;&nbsp; 109642 |
| &nbsp;&nbsp;&nbsp; 4.38%, 05/11/45 | 250 | &nbsp;&nbsp; 218410 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/10/46 | 414 | &nbsp;&nbsp; 340732 |
| &nbsp;&nbsp;&nbsp; 3.75%, 09/12/46 | 155 | &nbsp;&nbsp; 123063 |
| &nbsp;&nbsp;&nbsp; 3.25%, 04/06/50<sup>(b)</sup> | 200 | &nbsp;&nbsp; 141964 |
| Shell International Finance BV |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 11/13/28 | 171 | &nbsp;&nbsp; 170855 |
| &nbsp;&nbsp;&nbsp; 4.13%, 05/11/35 | 50 | &nbsp;&nbsp; 48063 |
| &nbsp;&nbsp;&nbsp; 6.38%, 12/15/38 | 275 | &nbsp;&nbsp; 311147 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/25/40 | 75 | &nbsp;&nbsp; 77660 |
| &nbsp;&nbsp;&nbsp; 2.88%, 11/26/41 | 87 | &nbsp;&nbsp; 64496 |

---

Master Portfolio Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

September 30, 2025

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Oil, Gas & Consumable Fuels (continued)** | **Oil, Gas & Consumable Fuels (continued)** | **Oil, Gas & Consumable Fuels (continued)** |
| Shell International Finance BV (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 05/11/45 | $100 | &nbsp;&nbsp; $87702 |
| &nbsp;&nbsp;&nbsp; 3.13%, 11/07/49 | 162 | &nbsp;&nbsp; 111949 |
| &nbsp;&nbsp;&nbsp; 3.00%, 11/26/51 | 100 | &nbsp;&nbsp; 66487 |
| South Bow USA Infrastructure Holdings LLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.91%, 09/01/27 | 50 | &nbsp;&nbsp; 50428 |
| &nbsp;&nbsp;&nbsp; 5.03%, 10/01/29 | 100 | &nbsp;&nbsp; 101148 |
| &nbsp;&nbsp;&nbsp; 5.58%, 10/01/34<sup>(b)</sup> | 130 | &nbsp;&nbsp; 130699 |
| &nbsp;&nbsp;&nbsp; 6.18%, 10/01/54 | 85 | &nbsp;&nbsp; 82869 |
| Spectra Energy Partners LP |  |  |
| &nbsp;&nbsp;&nbsp; 5.95%, 09/25/43 | 100 | &nbsp;&nbsp; 102029 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/15/45 | 140 | &nbsp;&nbsp; 119914 |
| Suncor Energy, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.85%, 06/01/39 | 87 | &nbsp;&nbsp; 96622 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/15/47 | 171 | &nbsp;&nbsp; 129979 |
| &nbsp;&nbsp;&nbsp; 3.75%, 03/04/51<sup>(b)</sup> | 129 | &nbsp;&nbsp; 92755 |
| Targa Resources Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.20%, 07/01/27 | 50 | &nbsp;&nbsp; 50788 |
| &nbsp;&nbsp;&nbsp; 6.15%, 03/01/29 | 135 | &nbsp;&nbsp; 142224 |
| &nbsp;&nbsp;&nbsp; 4.90%, 09/15/30 | 75 | &nbsp;&nbsp; 76180 |
| &nbsp;&nbsp;&nbsp; 4.20%, 02/01/33 | 81 | &nbsp;&nbsp; 76958 |
| &nbsp;&nbsp;&nbsp; 6.13%, 03/15/33 | 50 | &nbsp;&nbsp; 53173 |
| &nbsp;&nbsp;&nbsp; 6.50%, 03/30/34 | 250 | &nbsp;&nbsp; 272218 |
| &nbsp;&nbsp;&nbsp; 5.50%, 02/15/35 | 100 | &nbsp;&nbsp; 101755 |
| &nbsp;&nbsp;&nbsp; 5.55%, 08/15/35 | 100 | &nbsp;&nbsp; 101992 |
| &nbsp;&nbsp;&nbsp; 5.65%, 02/15/36 | 75 | &nbsp;&nbsp; 76794 |
| &nbsp;&nbsp;&nbsp; 4.95%, 04/15/52 | 73 | &nbsp;&nbsp; 62486 |
| &nbsp;&nbsp;&nbsp; 6.25%, 07/01/52 | 100 | &nbsp;&nbsp; 101994 |
| &nbsp;&nbsp;&nbsp; 6.50%, 02/15/53 | 50 | &nbsp;&nbsp; 52638 |
| &nbsp;&nbsp;&nbsp; 6.13%, 05/15/55 | 120 | &nbsp;&nbsp; 120667 |
| &nbsp;&nbsp;&nbsp; Targa Resources Partners LP/Targa Resources <br> Partners Finance Corp.<br>|  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/15/28 | 171 | &nbsp;&nbsp; 171191 |
| &nbsp;&nbsp;&nbsp; 6.88%, 01/15/29 | 71 | &nbsp;&nbsp; 72327 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/01/30 | 104 | &nbsp;&nbsp; 105787 |
| &nbsp;&nbsp;&nbsp; 4.88%, 02/01/31 | 104 | &nbsp;&nbsp; 104304 |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/15/32 | 104 | &nbsp;&nbsp; 98628 |
| TC PipeLines LP, 3.90%, 05/25/27 | 78 | &nbsp;&nbsp; 77551 |
| Tennessee Gas Pipeline Co. LLC, 7.00%, 10/15/28 | 100 | &nbsp;&nbsp; 107589 |
| TotalEnergies Capital International SA |  |  |
| &nbsp;&nbsp;&nbsp; 3.46%, 02/19/29 | 100 | &nbsp;&nbsp; 98165 |
| &nbsp;&nbsp;&nbsp; 3.46%, 07/12/49 | 87 | &nbsp;&nbsp; 63646 |
| &nbsp;&nbsp;&nbsp; 3.13%, 05/29/50 | 271 | &nbsp;&nbsp; 185535 |
| &nbsp;&nbsp;&nbsp; 3.39%, 06/29/60 | 171 | &nbsp;&nbsp; 114960 |
| TotalEnergies Capital SA |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 10/11/28 | 300 | &nbsp;&nbsp; 299233 |
| &nbsp;&nbsp;&nbsp; 5.15%, 04/05/34 | 625 | &nbsp;&nbsp; 648663 |
| &nbsp;&nbsp;&nbsp; 4.72%, 09/10/34 | 75 | &nbsp;&nbsp; 75500 |
| &nbsp;&nbsp;&nbsp; 5.49%, 04/05/54 | 150 | &nbsp;&nbsp; 148361 |
| &nbsp;&nbsp;&nbsp; 5.28%, 09/10/54 | 75 | &nbsp;&nbsp; 72046 |
| &nbsp;&nbsp;&nbsp; 5.64%, 04/05/64 | 125 | &nbsp;&nbsp; 124538 |
| &nbsp;&nbsp;&nbsp; 5.43%, 09/10/64 | 175 | &nbsp;&nbsp; 168501 |
| TransCanada PipeLines Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 05/15/28 | 630 | &nbsp;&nbsp; 630294 |
| &nbsp;&nbsp;&nbsp; 4.10%, 04/15/30 | 307 | &nbsp;&nbsp; 302511 |
| &nbsp;&nbsp;&nbsp; 4.63%, 03/01/34 | 180 | &nbsp;&nbsp; 175475 |
| &nbsp;&nbsp;&nbsp; 5.60%, 03/31/34 | 87 | &nbsp;&nbsp; 90003 |
| &nbsp;&nbsp;&nbsp; 5.85%, 03/15/36 | 50 | &nbsp;&nbsp; 52591 |
| &nbsp;&nbsp;&nbsp; 6.20%, 10/15/37 | 70 | &nbsp;&nbsp; 75012 |
| &nbsp;&nbsp;&nbsp; 7.25%, 08/15/38 | 87 | &nbsp;&nbsp; 100453 |
| &nbsp;&nbsp;&nbsp; 7.63%, 01/15/39 | 87 | &nbsp;&nbsp; 104048 |
| &nbsp;&nbsp;&nbsp; 6.10%, 06/01/40 | 50 | &nbsp;&nbsp; 52898 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Oil, Gas & Consumable Fuels (continued)** | **Oil, Gas & Consumable Fuels (continued)** | **Oil, Gas & Consumable Fuels (continued)** |
| TransCanada PipeLines Ltd. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 10/16/43 | 50 | &nbsp;&nbsp; $47019 |
| &nbsp;&nbsp;&nbsp; 4.88%, 05/15/48<sup>(b)</sup> | 100 | &nbsp;&nbsp; 88942 |
| &nbsp;&nbsp;&nbsp; 5.10%, 03/15/49 | 100 | &nbsp;&nbsp; 92865 |
| Transcontinental Gas Pipe Line Co. LLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/15/28 | 130 | &nbsp;&nbsp; 129628 |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/15/30 | 50 | &nbsp;&nbsp; 47675 |
| &nbsp;&nbsp;&nbsp; 4.45%, 08/01/42 | 87 | &nbsp;&nbsp; 76186 |
| &nbsp;&nbsp;&nbsp; 3.95%, 05/15/50 | 87 | &nbsp;&nbsp; 68149 |
| Valero Energy Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.15%, 09/15/27 | 191 | &nbsp;&nbsp; 183886 |
| &nbsp;&nbsp;&nbsp; 4.35%, 06/01/28 | 131 | &nbsp;&nbsp; 131707 |
| &nbsp;&nbsp;&nbsp; 6.63%, 06/15/37 | 75 | &nbsp;&nbsp; 83165 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/15/45 | 87 | &nbsp;&nbsp; 78130 |
| &nbsp;&nbsp;&nbsp; 3.65%, 12/01/51 | 175 | &nbsp;&nbsp; 122957 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/01/52 | 51 | &nbsp;&nbsp; 37926 |
| Valero Energy Partners LP, 4.50%, 03/15/28 | 87 | &nbsp;&nbsp; 87678 |
| Viper Energy Partners LLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.90%, 08/01/30 | 50 | &nbsp;&nbsp; 50373 |
| &nbsp;&nbsp;&nbsp; 5.70%, 08/01/35 | 110 | &nbsp;&nbsp; 111839 |
| Western Midstream Operating LP |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 08/15/28 | 75 | &nbsp;&nbsp; 75640 |
| &nbsp;&nbsp;&nbsp; 4.05%, 02/01/30 | 120 | &nbsp;&nbsp; 117131 |
| &nbsp;&nbsp;&nbsp; 6.15%, 04/01/33 | 200 | &nbsp;&nbsp; 211284 |
| &nbsp;&nbsp;&nbsp; 5.45%, 11/15/34 | 50 | &nbsp;&nbsp; 50067 |
| &nbsp;&nbsp;&nbsp; 5.45%, 04/01/44 | 200 | &nbsp;&nbsp; 181325 |
| &nbsp;&nbsp;&nbsp; 5.25%, 02/01/50 | 100 | &nbsp;&nbsp; 87031 |
| Williams Cos., Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 06/15/27 | 130 | &nbsp;&nbsp; 129117 |
| &nbsp;&nbsp;&nbsp; 5.30%, 08/15/28 | 200 | &nbsp;&nbsp; 206208 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/15/29 | 50 | &nbsp;&nbsp; 50926 |
| &nbsp;&nbsp;&nbsp; 4.80%, 11/15/29 | 25 | &nbsp;&nbsp; 25446 |
| &nbsp;&nbsp;&nbsp; 4.63%, 06/30/30 | 90 | &nbsp;&nbsp; 90767 |
| &nbsp;&nbsp;&nbsp; 3.50%, 11/15/30 | 200 | &nbsp;&nbsp; 191158 |
| &nbsp;&nbsp;&nbsp; 2.60%, 03/15/31 | 211 | &nbsp;&nbsp; 191585 |
| &nbsp;&nbsp;&nbsp; 4.65%, 08/15/32 | 250 | &nbsp;&nbsp; 249653 |
| &nbsp;&nbsp;&nbsp; 5.65%, 03/15/33 | 100 | &nbsp;&nbsp; 105021 |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/15/34<sup>(b)</sup> | 150 | &nbsp;&nbsp; 152283 |
| &nbsp;&nbsp;&nbsp; 5.60%, 03/15/35 | 150 | &nbsp;&nbsp; 155663 |
| &nbsp;&nbsp;&nbsp; 5.30%, 09/30/35 | 100 | &nbsp;&nbsp; 101477 |
| &nbsp;&nbsp;&nbsp; 6.30%, 04/15/40 | 87 | &nbsp;&nbsp; 94216 |
| &nbsp;&nbsp;&nbsp; 5.40%, 03/04/44 | 171 | &nbsp;&nbsp; 165970 |
| &nbsp;&nbsp;&nbsp; 5.75%, 06/24/44 | 75 | &nbsp;&nbsp; 75676 |
| &nbsp;&nbsp;&nbsp; 4.90%, 01/15/45 | 50 | &nbsp;&nbsp; 44931 |
| &nbsp;&nbsp;&nbsp; 5.10%, 09/15/45 | 155 | &nbsp;&nbsp; 143491 |
| &nbsp;&nbsp;&nbsp; 4.85%, 03/01/48 | 87 | &nbsp;&nbsp; 77148 |
| &nbsp;&nbsp;&nbsp; 3.50%, 10/15/51 | 75 | &nbsp;&nbsp; 53267 |
| &nbsp;&nbsp;&nbsp; 5.30%, 08/15/52 | 130 | &nbsp;&nbsp; 122009 |
| &nbsp;&nbsp;&nbsp; 5.80%, 11/15/54 | 100 | &nbsp;&nbsp; 100329 |
| Woodside Finance Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 5.40%, 05/19/30 | 150 | &nbsp;&nbsp; 154040 |
| &nbsp;&nbsp;&nbsp; 5.10%, 09/12/34 | 100 | &nbsp;&nbsp; 99236 |
| &nbsp;&nbsp;&nbsp; 6.00%, 05/19/35 | 150 | &nbsp;&nbsp; 156573 |
| &nbsp;&nbsp;&nbsp; 5.70%, 09/12/54 | 100 | &nbsp;&nbsp; 95645 |
|  |  | &nbsp;&nbsp; 60690943 |
| **Passenger Airlines — 0.1%** | **Passenger Airlines — 0.1%** | **Passenger Airlines — 0.1%** |
| American Airlines Pass-Through Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2015-2, Class AA, 3.60%, 03/22/29 | 55 | &nbsp;&nbsp; 53886 |
| &nbsp;&nbsp;&nbsp; Series 2016-2, Class AA, 3.20%, 12/15/29<sup>(b)</sup> | 53 | &nbsp;&nbsp; 51130 |
| &nbsp;&nbsp;&nbsp; Series 2019-1, Class AA, 3.15%, 08/15/33 | 120 | &nbsp;&nbsp; 112323 |
| &nbsp;&nbsp;&nbsp; Series 2021-1, Class A, 2.88%, 01/11/36 | 143 | &nbsp;&nbsp; 129908 |

---

------

Schedule of Investments (unaudited)(continued)

September 30, 2025

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Passenger Airlines (continued)** | **Passenger Airlines (continued)** | **Passenger Airlines (continued)** |
| Delta Air Lines, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.95%, 07/10/28 | 200 | &nbsp;&nbsp; $202427 |
| &nbsp;&nbsp;&nbsp; 5.25%, 07/10/30 | 100 | &nbsp;&nbsp; 102019 |
| &nbsp;&nbsp;&nbsp; JetBlue Pass-Through Trust, Series 2019-1, <br> Class AA, 2.75%, 11/15/33<br>| 121 | &nbsp;&nbsp; 106749 |
| Southwest Airlines Co. |  |  |
| &nbsp;&nbsp;&nbsp; 5.13%, 06/15/27 | 213 | &nbsp;&nbsp; 215575 |
| &nbsp;&nbsp;&nbsp; 2.63%, 02/10/30 | 191 | &nbsp;&nbsp; 176096 |
| United Airlines Pass-Through Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2016-1, Class AA, 3.10%, 01/07/30 | 50 | &nbsp;&nbsp; 48569 |
| &nbsp;&nbsp;&nbsp; Series 2019-1, Class AA, 4.15%, 02/25/33<sup>(b)</sup> | 111 | &nbsp;&nbsp; 108329 |
| &nbsp;&nbsp;&nbsp; Series 2019-2, Class AA, 2.70%, 11/01/33 | 175 | &nbsp;&nbsp; 160311 |
| &nbsp;&nbsp;&nbsp; Series 2020-1, Class A, 5.88%, 04/15/29 | 113 | &nbsp;&nbsp; 116371 |
| &nbsp;&nbsp;&nbsp; Series 2023-1, Class A, 5.80%, 07/15/37 | 116 | &nbsp;&nbsp; 119642 |
| &nbsp;&nbsp;&nbsp; Series 2024-1, Class A, 5.88%, 08/15/38 | 24 | &nbsp;&nbsp; 24623 |
| &nbsp;&nbsp;&nbsp; Series 2024-1, Class AA, 5.45%, 08/15/38 | 72 | &nbsp;&nbsp; 74487 |
|  |  | &nbsp;&nbsp; 1802445 |
| **Personal Care Products — 0.2%** | **Personal Care Products — 0.2%** | **Personal Care Products — 0.2%** |
| Colgate-Palmolive Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.10%, 08/15/27 | 115 | &nbsp;&nbsp; 113659 |
| &nbsp;&nbsp;&nbsp; 4.60%, 03/01/28 | 20 | &nbsp;&nbsp; 20355 |
| &nbsp;&nbsp;&nbsp; 4.20%, 05/01/30 | 45 | &nbsp;&nbsp; 45353 |
| &nbsp;&nbsp;&nbsp; 3.25%, 08/15/32 | 65 | &nbsp;&nbsp; 60962 |
| &nbsp;&nbsp;&nbsp; 4.60%, 03/01/33 | 20 | &nbsp;&nbsp; 20396 |
| &nbsp;&nbsp;&nbsp; 4.00%, 08/15/45 | 50 | &nbsp;&nbsp; 41990 |
| &nbsp;&nbsp;&nbsp; 3.70%, 08/01/47 | 130 | &nbsp;&nbsp; 104365 |
| Estee Lauder Cos., Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.15%, 03/15/27 | 171 | &nbsp;&nbsp; 168931 |
| &nbsp;&nbsp;&nbsp; 2.38%, 12/01/29 | 69 | &nbsp;&nbsp; 64199 |
| &nbsp;&nbsp;&nbsp; 2.60%, 04/15/30<sup>(b)</sup> | 87 | &nbsp;&nbsp; 81116 |
| &nbsp;&nbsp;&nbsp; 4.65%, 05/15/33 | 100 | &nbsp;&nbsp; 100190 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/14/34<sup>(b)</sup> | 25 | &nbsp;&nbsp; 25355 |
| &nbsp;&nbsp;&nbsp; 4.38%, 06/15/45 | 50 | &nbsp;&nbsp; 42238 |
| &nbsp;&nbsp;&nbsp; 4.15%, 03/15/47 | 87 | &nbsp;&nbsp; 70121 |
| &nbsp;&nbsp;&nbsp; 3.13%, 12/01/49 | 119 | &nbsp;&nbsp; 79002 |
| &nbsp;&nbsp;&nbsp; 5.15%, 05/15/53 | 100 | &nbsp;&nbsp; 96794 |
| Haleon U.S. Capital LLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.38%, 03/24/27 | 290 | &nbsp;&nbsp; 286988 |
| &nbsp;&nbsp;&nbsp; 3.38%, 03/24/29 | 265 | &nbsp;&nbsp; 257980 |
| &nbsp;&nbsp;&nbsp; 3.63%, 03/24/32 | 338 | &nbsp;&nbsp; 320303 |
| Kenvue, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.05%, 03/22/28 | 120 | &nbsp;&nbsp; 122599 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/22/30 | 90 | &nbsp;&nbsp; 92450 |
| &nbsp;&nbsp;&nbsp; 4.85%, 05/22/32 | 50 | &nbsp;&nbsp; 50722 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/22/33 | 160 | &nbsp;&nbsp; 162649 |
| &nbsp;&nbsp;&nbsp; 5.10%, 03/22/43<sup>(b)</sup> | 70 | &nbsp;&nbsp; 67523 |
| &nbsp;&nbsp;&nbsp; 5.05%, 03/22/53 | 185 | &nbsp;&nbsp; 172024 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/22/63 | 105 | &nbsp;&nbsp; 97387 |
| Procter & Gamble Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.80%, 03/25/27 | 75 | &nbsp;&nbsp; 73971 |
| &nbsp;&nbsp;&nbsp; 2.85%, 08/11/27<sup>(b)</sup> | 87 | &nbsp;&nbsp; 85600 |
| &nbsp;&nbsp;&nbsp; 4.35%, 01/29/29 | 50 | &nbsp;&nbsp; 50817 |
| &nbsp;&nbsp;&nbsp; 4.15%, 10/24/29 | 50 | &nbsp;&nbsp; 50582 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/25/30 | 171 | &nbsp;&nbsp; 164100 |
| &nbsp;&nbsp;&nbsp; 4.05%, 05/01/30 | 75 | &nbsp;&nbsp; 75384 |
| &nbsp;&nbsp;&nbsp; 1.20%, 10/29/30 | 275 | &nbsp;&nbsp; 240668 |
| &nbsp;&nbsp;&nbsp; 1.95%, 04/23/31 | 171 | &nbsp;&nbsp; 153745 |
| &nbsp;&nbsp;&nbsp; 2.30%, 02/01/32<sup>(b)</sup> | 100 | &nbsp;&nbsp; 90922 |
| &nbsp;&nbsp;&nbsp; 4.05%, 01/26/33 | 100 | &nbsp;&nbsp; 99933 |
| &nbsp;&nbsp;&nbsp; 4.55%, 01/29/34 | 50 | &nbsp;&nbsp; 50741 |
| &nbsp;&nbsp;&nbsp; 4.55%, 10/24/34<sup>(b)</sup> | 50 | &nbsp;&nbsp; 50575 |
| &nbsp;&nbsp;&nbsp; 4.60%, 05/01/35<sup>(b)</sup> | 75 | &nbsp;&nbsp; 76125 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Personal Care Products (continued)** | **Personal Care Products (continued)** | **Personal Care Products (continued)** |
| Procter & Gamble Co. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 3.55%, 03/25/40 | 87 | &nbsp;&nbsp; $75793 |
| &nbsp;&nbsp;&nbsp; 3.60%, 03/25/50 | 171 | &nbsp;&nbsp; 133322 |
| Unilever Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.90%, 05/05/27 | 260 | &nbsp;&nbsp; 256250 |
| &nbsp;&nbsp;&nbsp; 4.88%, 09/08/28 | 100 | &nbsp;&nbsp; 102750 |
| &nbsp;&nbsp;&nbsp; 2.13%, 09/06/29 | 174 | &nbsp;&nbsp; 162056 |
| &nbsp;&nbsp;&nbsp; 1.38%, 09/14/30 | 100 | &nbsp;&nbsp; 88183 |
| &nbsp;&nbsp;&nbsp; 1.75%, 08/12/31<sup>(b)</sup> | 174 | &nbsp;&nbsp; 152599 |
| &nbsp;&nbsp;&nbsp; 5.00%, 12/08/33 | 100 | &nbsp;&nbsp; 103803 |
| &nbsp;&nbsp;&nbsp; 4.63%, 08/12/34 | 200 | &nbsp;&nbsp; 200983 |
| &nbsp;&nbsp;&nbsp; Series 30Y, 2.63%, 08/12/51 | 100 | &nbsp;&nbsp; 63117 |
|  |  | &nbsp;&nbsp; 5367670 |
| **Pharmaceuticals — 1.3%** | **Pharmaceuticals — 1.3%** | **Pharmaceuticals — 1.3%** |
| AbbVie, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.95%, 11/21/26 | 341 | &nbsp;&nbsp; 337085 |
| &nbsp;&nbsp;&nbsp; 4.80%, 03/15/27<sup>(b)</sup> | 225 | &nbsp;&nbsp; 227555 |
| &nbsp;&nbsp;&nbsp; 4.65%, 03/15/28 | 150 | &nbsp;&nbsp; 152471 |
| &nbsp;&nbsp;&nbsp; 4.25%, 11/14/28 | 427 | &nbsp;&nbsp; 430387 |
| &nbsp;&nbsp;&nbsp; 4.80%, 03/15/29 | 225 | &nbsp;&nbsp; 230091 |
| &nbsp;&nbsp;&nbsp; 3.20%, 11/21/29 | 1000 | &nbsp;&nbsp; 964750 |
| &nbsp;&nbsp;&nbsp; 4.88%, 03/15/30 | 150 | &nbsp;&nbsp; 154404 |
| &nbsp;&nbsp;&nbsp; 4.95%, 03/15/31 | 220 | &nbsp;&nbsp; 227398 |
| &nbsp;&nbsp;&nbsp; 5.05%, 03/15/34 | 331 | &nbsp;&nbsp; 340607 |
| &nbsp;&nbsp;&nbsp; 4.55%, 03/15/35 | 210 | &nbsp;&nbsp; 206724 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/15/35 | 155 | &nbsp;&nbsp; 160416 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/14/35 | 249 | &nbsp;&nbsp; 244344 |
| &nbsp;&nbsp;&nbsp; 4.30%, 05/14/36 | 70 | &nbsp;&nbsp; 67275 |
| &nbsp;&nbsp;&nbsp; 4.05%, 11/21/39 | 483 | &nbsp;&nbsp; 432254 |
| &nbsp;&nbsp;&nbsp; 4.63%, 10/01/42 | 200 | &nbsp;&nbsp; 185289 |
| &nbsp;&nbsp;&nbsp; 4.40%, 11/06/42 | 240 | &nbsp;&nbsp; 216446 |
| &nbsp;&nbsp;&nbsp; 5.35%, 03/15/44 | 70 | &nbsp;&nbsp; 70225 |
| &nbsp;&nbsp;&nbsp; 4.85%, 06/15/44 | 214 | &nbsp;&nbsp; 201844 |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/15/45 | 116 | &nbsp;&nbsp; 107340 |
| &nbsp;&nbsp;&nbsp; 4.70%, 05/14/45 | 427 | &nbsp;&nbsp; 391691 |
| &nbsp;&nbsp;&nbsp; 4.45%, 05/14/46 | 214 | &nbsp;&nbsp; 189413 |
| &nbsp;&nbsp;&nbsp; 4.88%, 11/14/48 | 171 | &nbsp;&nbsp; 158591 |
| &nbsp;&nbsp;&nbsp; 4.25%, 11/21/49 | 500 | &nbsp;&nbsp; 421240 |
| &nbsp;&nbsp;&nbsp; 5.40%, 03/15/54 | 330 | &nbsp;&nbsp; 328130 |
| &nbsp;&nbsp;&nbsp; 5.60%, 03/15/55<sup>(b)</sup> | 85 | &nbsp;&nbsp; 86971 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/15/64 | 135 | &nbsp;&nbsp; 134929 |
| Astrazeneca Finance LLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.80%, 02/26/27 | 100 | &nbsp;&nbsp; 101125 |
| &nbsp;&nbsp;&nbsp; 4.88%, 03/03/28 | 100 | &nbsp;&nbsp; 102191 |
| &nbsp;&nbsp;&nbsp; 1.75%, 05/28/28 | 149 | &nbsp;&nbsp; 141029 |
| &nbsp;&nbsp;&nbsp; 4.85%, 02/26/29 | 250 | &nbsp;&nbsp; 256438 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/03/30 | 50 | &nbsp;&nbsp; 51504 |
| &nbsp;&nbsp;&nbsp; 4.90%, 02/26/31 | 100 | &nbsp;&nbsp; 103262 |
| &nbsp;&nbsp;&nbsp; 2.25%, 05/28/31 | 80 | &nbsp;&nbsp; 72346 |
| &nbsp;&nbsp;&nbsp; 4.88%, 03/03/33 | 100 | &nbsp;&nbsp; 103000 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/26/34 | 100 | &nbsp;&nbsp; 103129 |
| AstraZeneca PLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.13%, 06/12/27 | 87 | &nbsp;&nbsp; 86033 |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/17/29 | 257 | &nbsp;&nbsp; 257243 |
| &nbsp;&nbsp;&nbsp; 1.38%, 08/06/30 | 189 | &nbsp;&nbsp; 166383 |
| &nbsp;&nbsp;&nbsp; 6.45%, 09/15/37 | 275 | &nbsp;&nbsp; 313487 |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/18/42 | 100 | &nbsp;&nbsp; 86945 |
| &nbsp;&nbsp;&nbsp; 4.38%, 11/16/45 | 163 | &nbsp;&nbsp; 145350 |
| &nbsp;&nbsp;&nbsp; 4.38%, 08/17/48<sup>(b)</sup> | 105 | &nbsp;&nbsp; 92366 |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/28/51 | 100 | &nbsp;&nbsp; 68949 |
| Becton Dickinson & Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.70%, 06/06/27 | 279 | &nbsp;&nbsp; 277118 |

---

Master Portfolio Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

September 30, 2025

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Pharmaceuticals (continued)** | **Pharmaceuticals (continued)** | **Pharmaceuticals (continued)** |
| Becton Dickinson & Co. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 4.69%, 02/13/28 | $95 | &nbsp;&nbsp; $96198 |
| &nbsp;&nbsp;&nbsp; 4.87%, 02/08/29 | 100 | &nbsp;&nbsp; 101974 |
| &nbsp;&nbsp;&nbsp; 5.08%, 06/07/29 | 50 | &nbsp;&nbsp; 51342 |
| &nbsp;&nbsp;&nbsp; 2.82%, 05/20/30 | 82 | &nbsp;&nbsp; 76841 |
| &nbsp;&nbsp;&nbsp; 1.96%, 02/11/31 | 185 | &nbsp;&nbsp; 163183 |
| &nbsp;&nbsp;&nbsp; 4.30%, 08/22/32 | 80 | &nbsp;&nbsp; 78757 |
| &nbsp;&nbsp;&nbsp; 5.11%, 02/08/34<sup>(b)</sup> | 60 | &nbsp;&nbsp; 61317 |
| &nbsp;&nbsp;&nbsp; 4.69%, 12/15/44 | 107 | &nbsp;&nbsp; 95825 |
| &nbsp;&nbsp;&nbsp; 4.67%, 06/06/47 | 162 | &nbsp;&nbsp; 143141 |
| &nbsp;&nbsp;&nbsp; 3.79%, 05/20/50 | 67 | &nbsp;&nbsp; 51302 |
| Bristol-Myers Squibb Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.90%, 02/22/27 | 50 | &nbsp;&nbsp; 50651 |
| &nbsp;&nbsp;&nbsp; 3.90%, 02/20/28 | 171 | &nbsp;&nbsp; 171014 |
| &nbsp;&nbsp;&nbsp; 4.90%, 02/22/29 | 70 | &nbsp;&nbsp; 71876 |
| &nbsp;&nbsp;&nbsp; 3.40%, 07/26/29 | 249 | &nbsp;&nbsp; 242789 |
| &nbsp;&nbsp;&nbsp; 1.45%, 11/13/30<sup>(b)</sup> | 130 | &nbsp;&nbsp; 113910 |
| &nbsp;&nbsp;&nbsp; 5.75%, 02/01/31<sup>(b)</sup> | 100 | &nbsp;&nbsp; 106956 |
| &nbsp;&nbsp;&nbsp; 5.10%, 02/22/31 | 235 | &nbsp;&nbsp; 244372 |
| &nbsp;&nbsp;&nbsp; 2.95%, 03/15/32 | 130 | &nbsp;&nbsp; 119374 |
| &nbsp;&nbsp;&nbsp; 5.90%, 11/15/33 | 75 | &nbsp;&nbsp; 81520 |
| &nbsp;&nbsp;&nbsp; 5.20%, 02/22/34 | 305 | &nbsp;&nbsp; 316272 |
| &nbsp;&nbsp;&nbsp; 4.13%, 06/15/39 | 287 | &nbsp;&nbsp; 260000 |
| &nbsp;&nbsp;&nbsp; 2.35%, 11/13/40 | 200 | &nbsp;&nbsp; 140360 |
| &nbsp;&nbsp;&nbsp; 3.55%, 03/15/42 | 75 | &nbsp;&nbsp; 60634 |
| &nbsp;&nbsp;&nbsp; 5.50%, 02/22/44 | 30 | &nbsp;&nbsp; 30324 |
| &nbsp;&nbsp;&nbsp; 4.63%, 05/15/44 | 250 | &nbsp;&nbsp; 226613 |
| &nbsp;&nbsp;&nbsp; 5.00%, 08/15/45<sup>(b)</sup> | 170 | &nbsp;&nbsp; 161633 |
| &nbsp;&nbsp;&nbsp; 4.35%, 11/15/47 | 140 | &nbsp;&nbsp; 119356 |
| &nbsp;&nbsp;&nbsp; 4.55%, 02/20/48 | 135 | &nbsp;&nbsp; 118047 |
| &nbsp;&nbsp;&nbsp; 4.25%, 10/26/49 | 400 | &nbsp;&nbsp; 331630 |
| &nbsp;&nbsp;&nbsp; 2.55%, 11/13/50 | 100 | &nbsp;&nbsp; 60070 |
| &nbsp;&nbsp;&nbsp; 3.70%, 03/15/52 | 257 | &nbsp;&nbsp; 191798 |
| &nbsp;&nbsp;&nbsp; 6.25%, 11/15/53 | 65 | &nbsp;&nbsp; 70978 |
| &nbsp;&nbsp;&nbsp; 5.55%, 02/22/54 | 380 | &nbsp;&nbsp; 378731 |
| &nbsp;&nbsp;&nbsp; 3.90%, 03/15/62 | 71 | &nbsp;&nbsp; 52049 |
| &nbsp;&nbsp;&nbsp; 6.40%, 11/15/63 | 165 | &nbsp;&nbsp; 182184 |
| &nbsp;&nbsp;&nbsp; 5.65%, 02/22/64 | 225 | &nbsp;&nbsp; 223138 |
| Cardinal Health, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.70%, 11/15/26 | 35 | &nbsp;&nbsp; 35241 |
| &nbsp;&nbsp;&nbsp; 3.41%, 06/15/27 | 100 | &nbsp;&nbsp; 98916 |
| &nbsp;&nbsp;&nbsp; 5.13%, 02/15/29 | 25 | &nbsp;&nbsp; 25716 |
| &nbsp;&nbsp;&nbsp; 5.00%, 11/15/29 | 35 | &nbsp;&nbsp; 35889 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/15/30<sup>(b)</sup> | 100 | &nbsp;&nbsp; 100305 |
| &nbsp;&nbsp;&nbsp; 5.35%, 11/15/34 | 138 | &nbsp;&nbsp; 141850 |
| &nbsp;&nbsp;&nbsp; 5.15%, 09/15/35 | 50 | &nbsp;&nbsp; 50298 |
| &nbsp;&nbsp;&nbsp; 4.60%, 03/15/43 | 50 | &nbsp;&nbsp; 43629 |
| &nbsp;&nbsp;&nbsp; 4.90%, 09/15/45 | 200 | &nbsp;&nbsp; 180460 |
| &nbsp;&nbsp;&nbsp; 4.37%, 06/15/47 | 87 | &nbsp;&nbsp; 72475 |
| &nbsp;&nbsp;&nbsp; 5.75%, 11/15/54 | 25 | &nbsp;&nbsp; 25073 |
| Cencora, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.45%, 12/15/27 | 130 | &nbsp;&nbsp; 128171 |
| &nbsp;&nbsp;&nbsp; 4.85%, 12/15/29 | 25 | &nbsp;&nbsp; 25509 |
| &nbsp;&nbsp;&nbsp; 2.80%, 05/15/30 | 71 | &nbsp;&nbsp; 66493 |
| &nbsp;&nbsp;&nbsp; 2.70%, 03/15/31 | 137 | &nbsp;&nbsp; 125635 |
| &nbsp;&nbsp;&nbsp; 5.15%, 02/15/35 | 100 | &nbsp;&nbsp; 102123 |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/01/45 | 87 | &nbsp;&nbsp; 73076 |
| CVS Health Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.63%, 04/01/27 | 87 | &nbsp;&nbsp; 86256 |
| &nbsp;&nbsp;&nbsp; 1.30%, 08/21/27 | 257 | &nbsp;&nbsp; 243474 |
| &nbsp;&nbsp;&nbsp; 4.30%, 03/25/28 | 595 | &nbsp;&nbsp; 595392 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/30/29 | 100 | &nbsp;&nbsp; 101965 |
| &nbsp;&nbsp;&nbsp; 5.40%, 06/01/29 | 125 | &nbsp;&nbsp; 129251 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Pharmaceuticals (continued)** | **Pharmaceuticals (continued)** | **Pharmaceuticals (continued)** |
| CVS Health Corp. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 08/15/29 | $191 | &nbsp;&nbsp; $183102 |
| &nbsp;&nbsp;&nbsp; 5.13%, 02/21/30 | 80 | &nbsp;&nbsp; 82007 |
| &nbsp;&nbsp;&nbsp; 3.75%, 04/01/30 | 298 | &nbsp;&nbsp; 288675 |
| &nbsp;&nbsp;&nbsp; 1.75%, 08/21/30 | 353 | &nbsp;&nbsp; 309850 |
| &nbsp;&nbsp;&nbsp; 5.25%, 01/30/31 | 75 | &nbsp;&nbsp; 77195 |
| &nbsp;&nbsp;&nbsp; 1.88%, 02/28/31 | 212 | &nbsp;&nbsp; 184253 |
| &nbsp;&nbsp;&nbsp; 5.55%, 06/01/31 | 125 | &nbsp;&nbsp; 130749 |
| &nbsp;&nbsp;&nbsp; 2.13%, 09/15/31 | 79 | &nbsp;&nbsp; 68573 |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/15/32<sup>(b)</sup> | 75 | &nbsp;&nbsp; 75918 |
| &nbsp;&nbsp;&nbsp; 5.25%, 02/21/33 | 180 | &nbsp;&nbsp; 184166 |
| &nbsp;&nbsp;&nbsp; 5.30%, 06/01/33 | 100 | &nbsp;&nbsp; 102367 |
| &nbsp;&nbsp;&nbsp; 5.70%, 06/01/34<sup>(b)</sup> | 125 | &nbsp;&nbsp; 130443 |
| &nbsp;&nbsp;&nbsp; 4.88%, 07/20/35 | 171 | &nbsp;&nbsp; 166591 |
| &nbsp;&nbsp;&nbsp; 5.45%, 09/15/35 | 100 | &nbsp;&nbsp; 101760 |
| &nbsp;&nbsp;&nbsp; 4.78%, 03/25/38 | 627 | &nbsp;&nbsp; 587648 |
| &nbsp;&nbsp;&nbsp; 4.13%, 04/01/40 | 140 | &nbsp;&nbsp; 118924 |
| &nbsp;&nbsp;&nbsp; 5.30%, 12/05/43 | 150 | &nbsp;&nbsp; 140396 |
| &nbsp;&nbsp;&nbsp; 6.00%, 06/01/44 | 125 | &nbsp;&nbsp; 126814 |
| &nbsp;&nbsp;&nbsp; 5.13%, 07/20/45 | 369 | &nbsp;&nbsp; 334965 |
| &nbsp;&nbsp;&nbsp; 5.05%, 03/25/48<sup>(b)</sup> | 950 | &nbsp;&nbsp; 845251 |
| &nbsp;&nbsp;&nbsp; 4.25%, 04/01/50 | 104 | &nbsp;&nbsp; 81356 |
| &nbsp;&nbsp;&nbsp; 5.63%, 02/21/53 | 80 | &nbsp;&nbsp; 76021 |
| &nbsp;&nbsp;&nbsp; 5.88%, 06/01/53 | 100 | &nbsp;&nbsp; 98260 |
| &nbsp;&nbsp;&nbsp; 6.05%, 06/01/54<sup>(b)</sup> | 125 | &nbsp;&nbsp; 126442 |
| &nbsp;&nbsp;&nbsp; 6.20%, 09/15/55<sup>(b)</sup> | 125 | &nbsp;&nbsp; 128654 |
| &nbsp;&nbsp;&nbsp; 6.00%, 06/01/63 | 100 | &nbsp;&nbsp; 98512 |
| &nbsp;&nbsp;&nbsp; 6.25%, 09/15/65<sup>(b)</sup> | 65 | &nbsp;&nbsp; 66112 |
| Eli Lilly & Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/09/27 | 100 | &nbsp;&nbsp; 100852 |
| &nbsp;&nbsp;&nbsp; 3.10%, 05/15/27 | 130 | &nbsp;&nbsp; 128514 |
| &nbsp;&nbsp;&nbsp; 4.15%, 08/14/27 | 75 | &nbsp;&nbsp; 75489 |
| &nbsp;&nbsp;&nbsp; 4.55%, 02/12/28 | 75 | &nbsp;&nbsp; 76118 |
| &nbsp;&nbsp;&nbsp; 4.00%, 10/15/28 | 120 | &nbsp;&nbsp; 120208 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/09/29 | 100 | &nbsp;&nbsp; 101566 |
| &nbsp;&nbsp;&nbsp; 3.38%, 03/15/29 | 171 | &nbsp;&nbsp; 167873 |
| &nbsp;&nbsp;&nbsp; 4.20%, 08/14/29 | 165 | &nbsp;&nbsp; 166168 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/12/30 | 75 | &nbsp;&nbsp; 76930 |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/15/31 | 125 | &nbsp;&nbsp; 125155 |
| &nbsp;&nbsp;&nbsp; 4.90%, 02/12/32 | 75 | &nbsp;&nbsp; 77477 |
| &nbsp;&nbsp;&nbsp; 4.55%, 10/15/32 | 105 | &nbsp;&nbsp; 105824 |
| &nbsp;&nbsp;&nbsp; 4.70%, 02/27/33 | 50 | &nbsp;&nbsp; 51014 |
| &nbsp;&nbsp;&nbsp; 4.70%, 02/09/34 | 600 | &nbsp;&nbsp; 606625 |
| &nbsp;&nbsp;&nbsp; 4.60%, 08/14/34 | 195 | &nbsp;&nbsp; 195731 |
| &nbsp;&nbsp;&nbsp; 5.10%, 02/12/35 | 175 | &nbsp;&nbsp; 181033 |
| &nbsp;&nbsp;&nbsp; 4.90%, 10/15/35 | 125 | &nbsp;&nbsp; 126628 |
| &nbsp;&nbsp;&nbsp; 3.70%, 03/01/45 | 171 | &nbsp;&nbsp; 138276 |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/15/49 | 100 | &nbsp;&nbsp; 81360 |
| &nbsp;&nbsp;&nbsp; 2.25%, 05/15/50<sup>(b)</sup> | 300 | &nbsp;&nbsp; 174691 |
| &nbsp;&nbsp;&nbsp; 4.88%, 02/27/53<sup>(b)</sup> | 145 | &nbsp;&nbsp; 135229 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/09/54 | 170 | &nbsp;&nbsp; 160838 |
| &nbsp;&nbsp;&nbsp; 5.05%, 08/14/54 | 135 | &nbsp;&nbsp; 128785 |
| &nbsp;&nbsp;&nbsp; 5.50%, 02/12/55 | 65 | &nbsp;&nbsp; 66393 |
| &nbsp;&nbsp;&nbsp; 5.55%, 10/15/55 | 130 | &nbsp;&nbsp; 133738 |
| &nbsp;&nbsp;&nbsp; 4.15%, 03/15/59 | 100 | &nbsp;&nbsp; 80907 |
| &nbsp;&nbsp;&nbsp; 2.50%, 09/15/60<sup>(b)</sup> | 104 | &nbsp;&nbsp; 59006 |
| &nbsp;&nbsp;&nbsp; 4.95%, 02/27/63 | 100 | &nbsp;&nbsp; 92298 |
| &nbsp;&nbsp;&nbsp; 5.10%, 02/09/64 | 200 | &nbsp;&nbsp; 188918 |
| &nbsp;&nbsp;&nbsp; 5.20%, 08/14/64 | 75 | &nbsp;&nbsp; 72115 |
| &nbsp;&nbsp;&nbsp; 5.60%, 02/12/65 | 80 | &nbsp;&nbsp; 81909 |
| &nbsp;&nbsp;&nbsp; 5.65%, 10/15/65 | 60 | &nbsp;&nbsp; 61952 |
| GlaxoSmithKline Capital PLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.32%, 03/12/27 | 50 | &nbsp;&nbsp; 50361 |

---

------

Schedule of Investments (unaudited)(continued)

September 30, 2025

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Pharmaceuticals (continued)** | **Pharmaceuticals (continued)** | **Pharmaceuticals (continued)** |
| GlaxoSmithKline Capital PLC (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 3.38%, 06/01/29 | $171 | &nbsp;&nbsp; $166932 |
| GlaxoSmithKline Capital, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 05/15/28 | 171 | &nbsp;&nbsp; 170763 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/15/30 | 100 | &nbsp;&nbsp; 101210 |
| &nbsp;&nbsp;&nbsp; 5.38%, 04/15/34 | 87 | &nbsp;&nbsp; 91900 |
| &nbsp;&nbsp;&nbsp; 4.88%, 04/15/35 | 150 | &nbsp;&nbsp; 151234 |
| &nbsp;&nbsp;&nbsp; 6.38%, 05/15/38 | 200 | &nbsp;&nbsp; 224853 |
| &nbsp;&nbsp;&nbsp; 4.20%, 03/18/43 | 104 | &nbsp;&nbsp; 91518 |
| Johnson & Johnson |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/01/27 | 75 | &nbsp;&nbsp; 75850 |
| &nbsp;&nbsp;&nbsp; 2.95%, 03/03/27 | 250 | &nbsp;&nbsp; 247308 |
| &nbsp;&nbsp;&nbsp; 0.95%, 09/01/27 | 150 | &nbsp;&nbsp; 142713 |
| &nbsp;&nbsp;&nbsp; 2.90%, 01/15/28 | 171 | &nbsp;&nbsp; 168038 |
| &nbsp;&nbsp;&nbsp; 4.55%, 03/01/28 | 60 | &nbsp;&nbsp; 61188 |
| &nbsp;&nbsp;&nbsp; 4.80%, 06/01/29 | 100 | &nbsp;&nbsp; 103102 |
| &nbsp;&nbsp;&nbsp; 4.70%, 03/01/30 | 75 | &nbsp;&nbsp; 77242 |
| &nbsp;&nbsp;&nbsp; 1.30%, 09/01/30<sup>(b)</sup> | 200 | &nbsp;&nbsp; 176795 |
| &nbsp;&nbsp;&nbsp; 4.90%, 06/01/31 | 100 | &nbsp;&nbsp; 104241 |
| &nbsp;&nbsp;&nbsp; 4.85%, 03/01/32 | 75 | &nbsp;&nbsp; 77806 |
| &nbsp;&nbsp;&nbsp; 4.38%, 12/05/33 | 87 | &nbsp;&nbsp; 87993 |
| &nbsp;&nbsp;&nbsp; 4.95%, 06/01/34<sup>(b)</sup> | 100 | &nbsp;&nbsp; 105092 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/01/35<sup>(b)</sup> | 135 | &nbsp;&nbsp; 140335 |
| &nbsp;&nbsp;&nbsp; 3.55%, 03/01/36 | 330 | &nbsp;&nbsp; 302231 |
| &nbsp;&nbsp;&nbsp; 3.63%, 03/03/37 | 87 | &nbsp;&nbsp; 79019 |
| &nbsp;&nbsp;&nbsp; 5.95%, 08/15/37 | 200 | &nbsp;&nbsp; 223623 |
| &nbsp;&nbsp;&nbsp; 3.40%, 01/15/38 | 150 | &nbsp;&nbsp; 131994 |
| &nbsp;&nbsp;&nbsp; 2.10%, 09/01/40 | 300 | &nbsp;&nbsp; 211489 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/01/40<sup>(b)</sup> | 159 | &nbsp;&nbsp; 154161 |
| &nbsp;&nbsp;&nbsp; 4.50%, 12/05/43 | 130 | &nbsp;&nbsp; 123045 |
| &nbsp;&nbsp;&nbsp; 3.70%, 03/01/46 | 87 | &nbsp;&nbsp; 71572 |
| &nbsp;&nbsp;&nbsp; 3.50%, 01/15/48 | 214 | &nbsp;&nbsp; 167651 |
| &nbsp;&nbsp;&nbsp; 2.25%, 09/01/50 | 100 | &nbsp;&nbsp; 60166 |
| &nbsp;&nbsp;&nbsp; 5.25%, 06/01/54<sup>(b)</sup> | 115 | &nbsp;&nbsp; 117203 |
| &nbsp;&nbsp;&nbsp; 2.45%, 09/01/60 | 107 | &nbsp;&nbsp; 60985 |
| McKesson Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.95%, 02/16/28 | 100 | &nbsp;&nbsp; 99702 |
| &nbsp;&nbsp;&nbsp; 4.25%, 09/15/29 | 25 | &nbsp;&nbsp; 25105 |
| &nbsp;&nbsp;&nbsp; 4.65%, 05/30/30 | 75 | &nbsp;&nbsp; 76283 |
| &nbsp;&nbsp;&nbsp; 4.95%, 05/30/32 | 75 | &nbsp;&nbsp; 76799 |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/30/35 | 125 | &nbsp;&nbsp; 128750 |
| Mead Johnson Nutrition Co., 4.60%, 06/01/44 | 87 | &nbsp;&nbsp; 78528 |
| Merck & Co., Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.70%, 06/10/27 | 160 | &nbsp;&nbsp; 154546 |
| &nbsp;&nbsp;&nbsp; 3.85%, 09/15/27<sup>(b)</sup> | 100 | &nbsp;&nbsp; 100221 |
| &nbsp;&nbsp;&nbsp; 4.05%, 05/17/28<sup>(b)</sup> | 45 | &nbsp;&nbsp; 45245 |
| &nbsp;&nbsp;&nbsp; 1.90%, 12/10/28 | 165 | &nbsp;&nbsp; 154986 |
| &nbsp;&nbsp;&nbsp; 3.40%, 03/07/29 | 500 | &nbsp;&nbsp; 489854 |
| &nbsp;&nbsp;&nbsp; 4.30%, 05/17/30 | 80 | &nbsp;&nbsp; 80644 |
| &nbsp;&nbsp;&nbsp; 1.45%, 06/24/30 | 257 | &nbsp;&nbsp; 227693 |
| &nbsp;&nbsp;&nbsp; 4.15%, 09/15/30 | 100 | &nbsp;&nbsp; 100099 |
| &nbsp;&nbsp;&nbsp; 2.15%, 12/10/31 | 200 | &nbsp;&nbsp; 176686 |
| &nbsp;&nbsp;&nbsp; 4.55%, 09/15/32 | 100 | &nbsp;&nbsp; 100853 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/17/33 | 170 | &nbsp;&nbsp; 170922 |
| &nbsp;&nbsp;&nbsp; 4.95%, 09/15/35 | 200 | &nbsp;&nbsp; 202285 |
| &nbsp;&nbsp;&nbsp; 6.55%, 09/15/37 | 300 | &nbsp;&nbsp; 345158 |
| &nbsp;&nbsp;&nbsp; 3.90%, 03/07/39 | 87 | &nbsp;&nbsp; 77733 |
| &nbsp;&nbsp;&nbsp; 2.35%, 06/24/40 | 100 | &nbsp;&nbsp; 71822 |
| &nbsp;&nbsp;&nbsp; 4.15%, 05/18/43 | 130 | &nbsp;&nbsp; 113013 |
| &nbsp;&nbsp;&nbsp; 4.90%, 05/17/44 | 60 | &nbsp;&nbsp; 56873 |
| &nbsp;&nbsp;&nbsp; 3.70%, 02/10/45 | 160 | &nbsp;&nbsp; 128406 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/07/49 | 171 | &nbsp;&nbsp; 138874 |
| &nbsp;&nbsp;&nbsp; 2.45%, 06/24/50 | 171 | &nbsp;&nbsp; 102632 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Pharmaceuticals (continued)** | **Pharmaceuticals (continued)** | **Pharmaceuticals (continued)** |
| Merck & Co., Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 2.75%, 12/10/51 | $200 | &nbsp;&nbsp; $126282 |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/17/53<sup>(b)</sup> | 195 | &nbsp;&nbsp; 183234 |
| &nbsp;&nbsp;&nbsp; 5.70%, 09/15/55 | 100 | &nbsp;&nbsp; 103193 |
| &nbsp;&nbsp;&nbsp; 2.90%, 12/10/61 | 171 | &nbsp;&nbsp; 102633 |
| &nbsp;&nbsp;&nbsp; 5.15%, 05/17/63 | 135 | &nbsp;&nbsp; 127127 |
| Merck Sharp & Dohme Corp., 5.75%, 11/15/36 | 130 | &nbsp;&nbsp; 140140 |
| Mylan, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.55%, 04/15/28 | 140 | &nbsp;&nbsp; 139454 |
| &nbsp;&nbsp;&nbsp; 5.40%, 11/29/43 | 87 | &nbsp;&nbsp; 75375 |
| &nbsp;&nbsp;&nbsp; 5.20%, 04/15/48 | 96 | &nbsp;&nbsp; 78660 |
| Novartis Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.00%, 02/14/27 | 87 | &nbsp;&nbsp; 84951 |
| &nbsp;&nbsp;&nbsp; 3.10%, 05/17/27 | 427 | &nbsp;&nbsp; 422497 |
| &nbsp;&nbsp;&nbsp; 3.80%, 09/18/29 | 75 | &nbsp;&nbsp; 74660 |
| &nbsp;&nbsp;&nbsp; 2.20%, 08/14/30 | 171 | &nbsp;&nbsp; 157208 |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/18/31 | 75 | &nbsp;&nbsp; 74589 |
| &nbsp;&nbsp;&nbsp; 4.20%, 09/18/34 | 75 | &nbsp;&nbsp; 73340 |
| &nbsp;&nbsp;&nbsp; 3.70%, 09/21/42 | 100 | &nbsp;&nbsp; 83613 |
| &nbsp;&nbsp;&nbsp; 4.40%, 05/06/44 | 214 | &nbsp;&nbsp; 193429 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/20/45 | 130 | &nbsp;&nbsp; 110180 |
| &nbsp;&nbsp;&nbsp; 2.75%, 08/14/50 | 190 | &nbsp;&nbsp; 124587 |
| &nbsp;&nbsp;&nbsp; 4.70%, 09/18/54 | 45 | &nbsp;&nbsp; 41074 |
| Pfizer Investment Enterprises Pte. Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 4.45%, 05/19/28 | 340 | &nbsp;&nbsp; 343876 |
| &nbsp;&nbsp;&nbsp; 4.65%, 05/19/30 | 400 | &nbsp;&nbsp; 407501 |
| &nbsp;&nbsp;&nbsp; 4.75%, 05/19/33 | 555 | &nbsp;&nbsp; 560690 |
| &nbsp;&nbsp;&nbsp; 5.11%, 05/19/43 | 350 | &nbsp;&nbsp; 339189 |
| &nbsp;&nbsp;&nbsp; 5.30%, 05/19/53 | 730 | &nbsp;&nbsp; 705462 |
| &nbsp;&nbsp;&nbsp; 5.34%, 05/19/63 | 400 | &nbsp;&nbsp; 379660 |
| Pfizer, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 12/15/26 | 130 | &nbsp;&nbsp; 128745 |
| &nbsp;&nbsp;&nbsp; 3.60%, 09/15/28 | 341 | &nbsp;&nbsp; 339335 |
| &nbsp;&nbsp;&nbsp; 3.45%, 03/15/29 | 240 | &nbsp;&nbsp; 236121 |
| &nbsp;&nbsp;&nbsp; 2.63%, 04/01/30 | 171 | &nbsp;&nbsp; 160363 |
| &nbsp;&nbsp;&nbsp; 1.70%, 05/28/30 | 142 | &nbsp;&nbsp; 127296 |
| &nbsp;&nbsp;&nbsp; 1.75%, 08/18/31 | 171 | &nbsp;&nbsp; 149830 |
| &nbsp;&nbsp;&nbsp; 4.00%, 12/15/36<sup>(b)</sup> | 137 | &nbsp;&nbsp; 127882 |
| &nbsp;&nbsp;&nbsp; 4.10%, 09/15/38 | 171 | &nbsp;&nbsp; 155388 |
| &nbsp;&nbsp;&nbsp; 3.90%, 03/15/39 | 87 | &nbsp;&nbsp; 76835 |
| &nbsp;&nbsp;&nbsp; 7.20%, 03/15/39 | 284 | &nbsp;&nbsp; 341067 |
| &nbsp;&nbsp;&nbsp; 2.55%, 05/28/40 | 86 | &nbsp;&nbsp; 63193 |
| &nbsp;&nbsp;&nbsp; 5.60%, 09/15/40 | 200 | &nbsp;&nbsp; 208403 |
| &nbsp;&nbsp;&nbsp; 4.30%, 06/15/43 | 87 | &nbsp;&nbsp; 76457 |
| &nbsp;&nbsp;&nbsp; 4.40%, 05/15/44 | 87 | &nbsp;&nbsp; 77558 |
| &nbsp;&nbsp;&nbsp; 4.13%, 12/15/46 | 227 | &nbsp;&nbsp; 189795 |
| &nbsp;&nbsp;&nbsp; 4.20%, 09/15/48 | 87 | &nbsp;&nbsp; 73106 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/15/49 | 171 | &nbsp;&nbsp; 138609 |
| &nbsp;&nbsp;&nbsp; 2.70%, 05/28/50 | 240 | &nbsp;&nbsp; 151376 |
| Sanofi SA, 3.63%, 06/19/28 | 141 | &nbsp;&nbsp; 140209 |
| Takeda Pharmaceutical Co. Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 11/26/28 | 200 | &nbsp;&nbsp; 204387 |
| &nbsp;&nbsp;&nbsp; 2.05%, 03/31/30 | 200 | &nbsp;&nbsp; 181634 |
| &nbsp;&nbsp;&nbsp; 5.30%, 07/05/34 | 200 | &nbsp;&nbsp; 205958 |
| &nbsp;&nbsp;&nbsp; 3.03%, 07/09/40 | 200 | &nbsp;&nbsp; 152599 |
| &nbsp;&nbsp;&nbsp; 3.18%, 07/09/50 | 200 | &nbsp;&nbsp; 135371 |
| &nbsp;&nbsp;&nbsp; 3.38%, 07/09/60 | 250 | &nbsp;&nbsp; 163650 |
| Takeda U.S. Financing, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.20%, 07/07/35 | 200 | &nbsp;&nbsp; 203288 |
| &nbsp;&nbsp;&nbsp; 5.90%, 07/07/55 | 200 | &nbsp;&nbsp; 206034 |
| Utah Acquisition Sub, Inc., 5.25%, 06/15/46<sup>(b)</sup> | 87 | &nbsp;&nbsp; 72295 |
| Viatris, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.30%, 06/22/27 | 171 | &nbsp;&nbsp; 164606 |

---

Master Portfolio Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

September 30, 2025

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Pharmaceuticals (continued)** | **Pharmaceuticals (continued)** | **Pharmaceuticals (continued)** |
| Viatris, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 2.70%, 06/22/30 | 200 | &nbsp;&nbsp; $180082 |
| &nbsp;&nbsp;&nbsp; 3.85%, 06/22/40 | 171 | &nbsp;&nbsp; 130402 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/22/50 | 200 | &nbsp;&nbsp; 136445 |
| Wyeth LLC |  |  |
| &nbsp;&nbsp;&nbsp; 6.50%, 02/01/34 | 87 | &nbsp;&nbsp; 98373 |
| &nbsp;&nbsp;&nbsp; 5.95%, 04/01/37 | 87 | &nbsp;&nbsp; 94238 |
| Zoetis, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.15%, 08/17/28 | 50 | &nbsp;&nbsp; 50173 |
| &nbsp;&nbsp;&nbsp; 3.90%, 08/20/28 | 171 | &nbsp;&nbsp; 170654 |
| &nbsp;&nbsp;&nbsp; 2.00%, 05/15/30 | 71 | &nbsp;&nbsp; 64563 |
| &nbsp;&nbsp;&nbsp; 5.00%, 08/17/35 | 150 | &nbsp;&nbsp; 151497 |
| &nbsp;&nbsp;&nbsp; 4.70%, 02/01/43 | 71 | &nbsp;&nbsp; 65530 |
| &nbsp;&nbsp;&nbsp; 3.95%, 09/12/47 | 87 | &nbsp;&nbsp; 69821 |
| &nbsp;&nbsp;&nbsp; 4.45%, 08/20/48 | 87 | &nbsp;&nbsp; 75304 |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/15/50<sup>(b)</sup> | 71 | &nbsp;&nbsp; 47442 |
|  |  | &nbsp;&nbsp; 44865591 |
| **Real Estate Management & Development — 0.0%** | **Real Estate Management & Development — 0.0%** | **Real Estate Management & Development — 0.0%** |
| CBRE Services, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.80%, 06/15/30 | 100 | &nbsp;&nbsp; 101588 |
| &nbsp;&nbsp;&nbsp; 2.50%, 04/01/31 | 107 | &nbsp;&nbsp; 96737 |
| &nbsp;&nbsp;&nbsp; 5.95%, 08/15/34 | 25 | &nbsp;&nbsp; 26666 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/15/35 | 50 | &nbsp;&nbsp; 51500 |
| Jones Lang LaSalle, Inc., 6.88%, 12/01/28 | 25 | &nbsp;&nbsp; 26840 |
|  |  | &nbsp;&nbsp; 303331 |
| **Residential REITs — 0.1%** | **Residential REITs — 0.1%** | **Residential REITs — 0.1%** |
| Essential Properties LP |  |  |
| &nbsp;&nbsp;&nbsp; 2.95%, 07/15/31 | 41 | &nbsp;&nbsp; 36951 |
| &nbsp;&nbsp;&nbsp; 5.40%, 12/01/35 | 25 | &nbsp;&nbsp; 25094 |
| NNN REIT, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.60%, 02/15/31 | 25 | &nbsp;&nbsp; 25093 |
| &nbsp;&nbsp;&nbsp; 5.60%, 10/15/33 | 50 | &nbsp;&nbsp; 52301 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/15/34 | 50 | &nbsp;&nbsp; 51871 |
| &nbsp;&nbsp;&nbsp; 3.10%, 04/15/50<sup>(b)</sup> | 171 | &nbsp;&nbsp; 112057 |
| &nbsp;&nbsp;&nbsp; 3.00%, 04/15/52 | 82 | &nbsp;&nbsp; 52050 |
| Realty Income Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 10/15/26 | 171 | &nbsp;&nbsp; 171080 |
| &nbsp;&nbsp;&nbsp; 3.00%, 01/15/27 | 171 | &nbsp;&nbsp; 168591 |
| &nbsp;&nbsp;&nbsp; 3.95%, 08/15/27 | 87 | &nbsp;&nbsp; 86913 |
| &nbsp;&nbsp;&nbsp; 3.40%, 01/15/28<sup>(b)</sup> | 87 | &nbsp;&nbsp; 85758 |
| &nbsp;&nbsp;&nbsp; 3.65%, 01/15/28 | 50 | &nbsp;&nbsp; 49584 |
| &nbsp;&nbsp;&nbsp; 2.20%, 06/15/28 | 75 | &nbsp;&nbsp; 71480 |
| &nbsp;&nbsp;&nbsp; 4.70%, 12/15/28 | 40 | &nbsp;&nbsp; 40719 |
| &nbsp;&nbsp;&nbsp; 02/01/29<sup>(a)</sup> | 50 | &nbsp;&nbsp; 49752 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/15/29 | 50 | &nbsp;&nbsp; 50949 |
| &nbsp;&nbsp;&nbsp; 3.25%, 06/15/29 | 48 | &nbsp;&nbsp; 46506 |
| &nbsp;&nbsp;&nbsp; 4.00%, 07/15/29<sup>(b)</sup> | 75 | &nbsp;&nbsp; 74526 |
| &nbsp;&nbsp;&nbsp; 3.10%, 12/15/29 | 87 | &nbsp;&nbsp; 83461 |
| &nbsp;&nbsp;&nbsp; 3.40%, 01/15/30 | 87 | &nbsp;&nbsp; 84225 |
| &nbsp;&nbsp;&nbsp; 3.25%, 01/15/31 | 116 | &nbsp;&nbsp; 109806 |
| &nbsp;&nbsp;&nbsp; 5.63%, 10/13/32 | 90 | &nbsp;&nbsp; 95384 |
| &nbsp;&nbsp;&nbsp; 2.85%, 12/15/32 | 100 | &nbsp;&nbsp; 89236 |
| &nbsp;&nbsp;&nbsp; 02/01/33<sup>(a)</sup> | 50 | &nbsp;&nbsp; 49453 |
| &nbsp;&nbsp;&nbsp; 1.80%, 03/15/33 | 72 | &nbsp;&nbsp; 59633 |
| &nbsp;&nbsp;&nbsp; 4.90%, 07/15/33 | 60 | &nbsp;&nbsp; 60808 |
| &nbsp;&nbsp;&nbsp; 5.13%, 02/15/34 | 50 | &nbsp;&nbsp; 51268 |
| &nbsp;&nbsp;&nbsp; 5.13%, 04/15/35 | 100 | &nbsp;&nbsp; 101688 |
| &nbsp;&nbsp;&nbsp; 4.65%, 03/15/47 | 100 | &nbsp;&nbsp; 88996 |
| &nbsp;&nbsp;&nbsp; 5.38%, 09/01/54 | 50 | &nbsp;&nbsp; 48901 |
| Store Capital LLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.63%, 03/15/29 | 75 | &nbsp;&nbsp; 74490 |
| &nbsp;&nbsp;&nbsp; 5.40%, 04/30/30<sup>(d)</sup> | 50 | &nbsp;&nbsp; 50923 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Residential REITs (continued)** | **Residential REITs (continued)** | **Residential REITs (continued)** |
| Store Capital LLC (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 2.70%, 12/01/31 | 87 | &nbsp;&nbsp; $76163 |
| Tanger Properties LP, 3.88%, 07/15/27<sup>(b)</sup> | 171 | &nbsp;&nbsp; 169477 |
|  |  | &nbsp;&nbsp; 2545187 |
| **Retail REITs — 0.1%** | **Retail REITs — 0.1%** | **Retail REITs — 0.1%** |
| Simon Property Group LP |  |  |
| &nbsp;&nbsp;&nbsp; 1.38%, 01/15/27 | 121 | &nbsp;&nbsp; 116998 |
| &nbsp;&nbsp;&nbsp; 3.38%, 06/15/27<sup>(b)</sup> | 130 | &nbsp;&nbsp; 128653 |
| &nbsp;&nbsp;&nbsp; 2.45%, 09/13/29 | 187 | &nbsp;&nbsp; 175555 |
| &nbsp;&nbsp;&nbsp; 2.65%, 07/15/30 | 171 | &nbsp;&nbsp; 159247 |
| &nbsp;&nbsp;&nbsp; 4.38%, 10/01/30 | 45 | &nbsp;&nbsp; 45103 |
| &nbsp;&nbsp;&nbsp; 2.25%, 01/15/32 | 121 | &nbsp;&nbsp; 106325 |
| &nbsp;&nbsp;&nbsp; 2.65%, 02/01/32 | 200 | &nbsp;&nbsp; 179222 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/08/33 | 100 | &nbsp;&nbsp; 105535 |
| &nbsp;&nbsp;&nbsp; 6.25%, 01/15/34 | 200 | &nbsp;&nbsp; 220704 |
| &nbsp;&nbsp;&nbsp; 4.75%, 09/26/34 | 105 | &nbsp;&nbsp; 104361 |
| &nbsp;&nbsp;&nbsp; 5.13%, 10/01/35 | 75 | &nbsp;&nbsp; 75874 |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/15/42 | 74 | &nbsp;&nbsp; 68175 |
| &nbsp;&nbsp;&nbsp; 4.25%, 10/01/44 | 87 | &nbsp;&nbsp; 74322 |
| &nbsp;&nbsp;&nbsp; 4.25%, 11/30/46 | 87 | &nbsp;&nbsp; 73726 |
| &nbsp;&nbsp;&nbsp; 3.25%, 09/13/49<sup>(b)</sup> | 114 | &nbsp;&nbsp; 79955 |
| &nbsp;&nbsp;&nbsp; 5.85%, 03/08/53<sup>(b)</sup> | 100 | &nbsp;&nbsp; 103743 |
| &nbsp;&nbsp;&nbsp; 6.65%, 01/15/54 | 35 | &nbsp;&nbsp; 40168 |
|  |  | &nbsp;&nbsp; 1857666 |
| **Semiconductors & Semiconductor Equipment — 0.6%** | **Semiconductors & Semiconductor Equipment — 0.6%** | **Semiconductors & Semiconductor Equipment — 0.6%** |
| Advanced Micro Devices, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.32%, 03/24/28 | 50 | &nbsp;&nbsp; 50436 |
| &nbsp;&nbsp;&nbsp; 3.92%, 06/01/32 | 75 | &nbsp;&nbsp; 73354 |
| &nbsp;&nbsp;&nbsp; 4.39%, 06/01/52<sup>(b)</sup> | 85 | &nbsp;&nbsp; 73094 |
| Analog Devices, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 12/05/26 | 130 | &nbsp;&nbsp; 129308 |
| &nbsp;&nbsp;&nbsp; 4.25%, 06/15/28 | 75 | &nbsp;&nbsp; 75525 |
| &nbsp;&nbsp;&nbsp; 1.70%, 10/01/28 | 130 | &nbsp;&nbsp; 121746 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/15/30 | 50 | &nbsp;&nbsp; 50637 |
| &nbsp;&nbsp;&nbsp; 2.10%, 10/01/31 | 75 | &nbsp;&nbsp; 66310 |
| &nbsp;&nbsp;&nbsp; 5.05%, 04/01/34 | 50 | &nbsp;&nbsp; 51858 |
| &nbsp;&nbsp;&nbsp; 2.80%, 10/01/41 | 149 | &nbsp;&nbsp; 110291 |
| &nbsp;&nbsp;&nbsp; 2.95%, 10/01/51 | 165 | &nbsp;&nbsp; 108991 |
| &nbsp;&nbsp;&nbsp; 5.30%, 04/01/54 | 50 | &nbsp;&nbsp; 49168 |
| Applied Materials, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.30%, 04/01/27 | 171 | &nbsp;&nbsp; 169707 |
| &nbsp;&nbsp;&nbsp; 4.80%, 06/15/29 | 35 | &nbsp;&nbsp; 35881 |
| &nbsp;&nbsp;&nbsp; 1.75%, 06/01/30 | 72 | &nbsp;&nbsp; 64727 |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/15/31 | 50 | &nbsp;&nbsp; 49506 |
| &nbsp;&nbsp;&nbsp; 5.85%, 06/15/41 | 75 | &nbsp;&nbsp; 80163 |
| &nbsp;&nbsp;&nbsp; 4.35%, 04/01/47 | 130 | &nbsp;&nbsp; 113563 |
| &nbsp;&nbsp;&nbsp; 2.75%, 06/01/50<sup>(b)</sup> | 87 | &nbsp;&nbsp; 56724 |
| Broadcom Corp./Broadcom Cayman Finance Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 01/15/27 | 270 | &nbsp;&nbsp; 269797 |
| &nbsp;&nbsp;&nbsp; 3.50%, 01/15/28 | 87 | &nbsp;&nbsp; 85990 |
| Broadcom, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.05%, 07/12/27 | 150 | &nbsp;&nbsp; 152591 |
| &nbsp;&nbsp;&nbsp; 1.95%, 02/15/28<sup>(d)</sup> | 67 | &nbsp;&nbsp; 63832 |
| &nbsp;&nbsp;&nbsp; 4.15%, 02/15/28 | 85 | &nbsp;&nbsp; 85222 |
| &nbsp;&nbsp;&nbsp; 4.80%, 04/15/28 | 75 | &nbsp;&nbsp; 76380 |
| &nbsp;&nbsp;&nbsp; 4.11%, 09/15/28<sup>(b)</sup> | 150 | &nbsp;&nbsp; 150464 |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/15/29<sup>(d)</sup> | 95 | &nbsp;&nbsp; 94558 |
| &nbsp;&nbsp;&nbsp; 4.75%, 04/15/29 | 150 | &nbsp;&nbsp; 153047 |
| &nbsp;&nbsp;&nbsp; 5.05%, 07/12/29 | 235 | &nbsp;&nbsp; 242070 |
| &nbsp;&nbsp;&nbsp; 4.35%, 02/15/30 | 120 | &nbsp;&nbsp; 120590 |
| &nbsp;&nbsp;&nbsp; 5.05%, 04/15/30 | 75 | &nbsp;&nbsp; 77567 |
| &nbsp;&nbsp;&nbsp; 4.60%, 07/15/30 | 210 | &nbsp;&nbsp; 213175 |

---

------

Schedule of Investments (unaudited)(continued)

September 30, 2025

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Semiconductors & Semiconductor Equipment (continued)** | **Semiconductors & Semiconductor Equipment (continued)** | **Semiconductors & Semiconductor Equipment (continued)** |
| Broadcom, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 4.20%, 10/15/30 | $45 | &nbsp;&nbsp; $44923 |
| &nbsp;&nbsp;&nbsp; 4.15%, 11/15/30 | 200 | &nbsp;&nbsp; 199213 |
| &nbsp;&nbsp;&nbsp; 2.45%, 02/15/31<sup>(d)</sup> | 300 | &nbsp;&nbsp; 272854 |
| &nbsp;&nbsp;&nbsp; 5.15%, 11/15/31 | 115 | &nbsp;&nbsp; 119491 |
| &nbsp;&nbsp;&nbsp; 4.15%, 04/15/32<sup>(d)</sup> | 108 | &nbsp;&nbsp; 105912 |
| &nbsp;&nbsp;&nbsp; 5.20%, 04/15/32 | 75 | &nbsp;&nbsp; 78087 |
| &nbsp;&nbsp;&nbsp; 4.90%, 07/15/32 | 175 | &nbsp;&nbsp; 179023 |
| &nbsp;&nbsp;&nbsp; 4.30%, 11/15/32 | 206 | &nbsp;&nbsp; 203339 |
| &nbsp;&nbsp;&nbsp; 2.60%, 02/15/33<sup>(d)</sup> | 275 | &nbsp;&nbsp; 241414 |
| &nbsp;&nbsp;&nbsp; 3.42%, 04/15/33<sup>(d)</sup> | 202 | &nbsp;&nbsp; 186946 |
| &nbsp;&nbsp;&nbsp; 3.47%, 04/15/34<sup>(d)</sup> | 569 | &nbsp;&nbsp; 519270 |
| &nbsp;&nbsp;&nbsp; 4.80%, 10/15/34 | 210 | &nbsp;&nbsp; 211469 |
| &nbsp;&nbsp;&nbsp; 5.20%, 07/15/35 | 325 | &nbsp;&nbsp; 334945 |
| &nbsp;&nbsp;&nbsp; 3.14%, 11/15/35<sup>(d)</sup> | 357 | &nbsp;&nbsp; 308864 |
| &nbsp;&nbsp;&nbsp; 4.80%, 02/15/36 | 225 | &nbsp;&nbsp; 224314 |
| &nbsp;&nbsp;&nbsp; 3.19%, 11/15/36<sup>(d)</sup> | 350 | &nbsp;&nbsp; 298682 |
| &nbsp;&nbsp;&nbsp; 4.93%, 05/15/37<sup>(d)</sup> | 377 | &nbsp;&nbsp; 375989 |
| &nbsp;&nbsp;&nbsp; 4.90%, 02/15/38 | 160 | &nbsp;&nbsp; 159143 |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/15/41<sup>(d)</sup> | 329 | &nbsp;&nbsp; 270743 |
| &nbsp;&nbsp;&nbsp; 3.75%, 02/15/51<sup>(b)(d)</sup> | 225 | &nbsp;&nbsp; 176086 |
| &nbsp;&nbsp;&nbsp; 4.55%, 02/15/32 | 105 | &nbsp;&nbsp; 105729 |
| Intel Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 03/25/27 | 140 | &nbsp;&nbsp; 139151 |
| &nbsp;&nbsp;&nbsp; 3.15%, 05/11/27 | 200 | &nbsp;&nbsp; 196772 |
| &nbsp;&nbsp;&nbsp; 3.75%, 08/05/27 | 150 | &nbsp;&nbsp; 148846 |
| &nbsp;&nbsp;&nbsp; 4.88%, 02/10/28 | 190 | &nbsp;&nbsp; 192882 |
| &nbsp;&nbsp;&nbsp; 1.60%, 08/12/28 | 63 | &nbsp;&nbsp; 58756 |
| &nbsp;&nbsp;&nbsp; 4.00%, 08/05/29 | 100 | &nbsp;&nbsp; 98943 |
| &nbsp;&nbsp;&nbsp; 2.45%, 11/15/29 | 171 | &nbsp;&nbsp; 158794 |
| &nbsp;&nbsp;&nbsp; 5.13%, 02/10/30 | 110 | &nbsp;&nbsp; 113196 |
| &nbsp;&nbsp;&nbsp; 3.90%, 03/25/30 | 300 | &nbsp;&nbsp; 294279 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/21/31 | 45 | &nbsp;&nbsp; 46181 |
| &nbsp;&nbsp;&nbsp; 2.00%, 08/12/31 | 87 | &nbsp;&nbsp; 76102 |
| &nbsp;&nbsp;&nbsp; 4.15%, 08/05/32 | 200 | &nbsp;&nbsp; 192924 |
| &nbsp;&nbsp;&nbsp; 5.20%, 02/10/33<sup>(b)</sup> | 235 | &nbsp;&nbsp; 240256 |
| &nbsp;&nbsp;&nbsp; 5.15%, 02/21/34<sup>(b)</sup> | 160 | &nbsp;&nbsp; 162222 |
| &nbsp;&nbsp;&nbsp; 4.60%, 03/25/40 | 100 | &nbsp;&nbsp; 90892 |
| &nbsp;&nbsp;&nbsp; 2.80%, 08/12/41 | 63 | &nbsp;&nbsp; 44067 |
| &nbsp;&nbsp;&nbsp; 5.63%, 02/10/43 | 45 | &nbsp;&nbsp; 44129 |
| &nbsp;&nbsp;&nbsp; 4.10%, 05/19/46 | 227 | &nbsp;&nbsp; 178814 |
| &nbsp;&nbsp;&nbsp; 4.10%, 05/11/47 | 87 | &nbsp;&nbsp; 67933 |
| &nbsp;&nbsp;&nbsp; 3.73%, 12/08/47 | 240 | &nbsp;&nbsp; 177268 |
| &nbsp;&nbsp;&nbsp; 3.25%, 11/15/49 | 300 | &nbsp;&nbsp; 199347 |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/25/50 | 200 | &nbsp;&nbsp; 169424 |
| &nbsp;&nbsp;&nbsp; 3.05%, 08/12/51<sup>(b)</sup> | 220 | &nbsp;&nbsp; 139586 |
| &nbsp;&nbsp;&nbsp; 4.90%, 08/05/52 | 300 | &nbsp;&nbsp; 258034 |
| &nbsp;&nbsp;&nbsp; 5.70%, 02/10/53 | 205 | &nbsp;&nbsp; 198250 |
| &nbsp;&nbsp;&nbsp; 5.60%, 02/21/54 | 130 | &nbsp;&nbsp; 124823 |
| &nbsp;&nbsp;&nbsp; 3.10%, 02/15/60<sup>(b)</sup> | 87 | &nbsp;&nbsp; 51555 |
| &nbsp;&nbsp;&nbsp; 4.95%, 03/25/60 | 121 | &nbsp;&nbsp; 102681 |
| &nbsp;&nbsp;&nbsp; 3.20%, 08/12/61 | 63 | &nbsp;&nbsp; 37663 |
| &nbsp;&nbsp;&nbsp; 5.05%, 08/05/62 | 100 | &nbsp;&nbsp; 85909 |
| &nbsp;&nbsp;&nbsp; 5.90%, 02/10/63 | 185 | &nbsp;&nbsp; 180189 |
| KLA Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.10%, 03/15/29 | 87 | &nbsp;&nbsp; 87168 |
| &nbsp;&nbsp;&nbsp; 4.65%, 07/15/32 | 50 | &nbsp;&nbsp; 50739 |
| &nbsp;&nbsp;&nbsp; 4.70%, 02/01/34 | 50 | &nbsp;&nbsp; 50510 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/15/49 | 50 | &nbsp;&nbsp; 47350 |
| &nbsp;&nbsp;&nbsp; 3.30%, 03/01/50 | 184 | &nbsp;&nbsp; 131624 |
| &nbsp;&nbsp;&nbsp; 4.95%, 07/15/52 | 165 | &nbsp;&nbsp; 154325 |
| &nbsp;&nbsp;&nbsp; 5.25%, 07/15/62<sup>(b)</sup> | 75 | &nbsp;&nbsp; 72032 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Semiconductors & Semiconductor Equipment (continued)** | **Semiconductors & Semiconductor Equipment (continued)** | **Semiconductors & Semiconductor Equipment (continued)** |
| Lam Research Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/15/29 | $75 | &nbsp;&nbsp; $74945 |
| &nbsp;&nbsp;&nbsp; 1.90%, 06/15/30 | 141 | &nbsp;&nbsp; 127351 |
| &nbsp;&nbsp;&nbsp; 4.88%, 03/15/49 | 171 | &nbsp;&nbsp; 159672 |
| &nbsp;&nbsp;&nbsp; 2.88%, 06/15/50 | 76 | &nbsp;&nbsp; 50492 |
| Marvell Technology, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.45%, 04/15/28 | 371 | &nbsp;&nbsp; 355375 |
| &nbsp;&nbsp;&nbsp; 4.75%, 07/15/30 | 50 | &nbsp;&nbsp; 50651 |
| &nbsp;&nbsp;&nbsp; 2.95%, 04/15/31 | 82 | &nbsp;&nbsp; 75731 |
| &nbsp;&nbsp;&nbsp; 5.45%, 07/15/35<sup>(b)</sup> | 50 | &nbsp;&nbsp; 51547 |
| Microchip Technology, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/15/28 | 50 | &nbsp;&nbsp; 50734 |
| &nbsp;&nbsp;&nbsp; 5.05%, 03/15/29 | 50 | &nbsp;&nbsp; 51089 |
| &nbsp;&nbsp;&nbsp; 5.05%, 02/15/30 | 150 | &nbsp;&nbsp; 153394 |
| Micron Technology, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.38%, 04/15/28 | 60 | &nbsp;&nbsp; 61878 |
| &nbsp;&nbsp;&nbsp; 5.33%, 02/06/29 | 87 | &nbsp;&nbsp; 89638 |
| &nbsp;&nbsp;&nbsp; 6.75%, 11/01/29 | 150 | &nbsp;&nbsp; 163058 |
| &nbsp;&nbsp;&nbsp; 4.66%, 02/15/30 | 130 | &nbsp;&nbsp; 131195 |
| &nbsp;&nbsp;&nbsp; 5.30%, 01/15/31 | 40 | &nbsp;&nbsp; 41392 |
| &nbsp;&nbsp;&nbsp; 2.70%, 04/15/32 | 120 | &nbsp;&nbsp; 106788 |
| &nbsp;&nbsp;&nbsp; 5.88%, 02/09/33 | 50 | &nbsp;&nbsp; 53106 |
| &nbsp;&nbsp;&nbsp; 5.88%, 09/15/33 | 60 | &nbsp;&nbsp; 63828 |
| &nbsp;&nbsp;&nbsp; 5.80%, 01/15/35 | 25 | &nbsp;&nbsp; 26301 |
| &nbsp;&nbsp;&nbsp; 6.05%, 11/01/35 | 150 | &nbsp;&nbsp; 160266 |
| &nbsp;&nbsp;&nbsp; 3.37%, 11/01/41 | 87 | &nbsp;&nbsp; 67306 |
| &nbsp;&nbsp;&nbsp; 3.48%, 11/01/51 | 87 | &nbsp;&nbsp; 62231 |
| NVIDIA Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.55%, 06/15/28 | 125 | &nbsp;&nbsp; 117967 |
| &nbsp;&nbsp;&nbsp; 2.85%, 04/01/30 | 114 | &nbsp;&nbsp; 108939 |
| &nbsp;&nbsp;&nbsp; 2.00%, 06/15/31 | 121 | &nbsp;&nbsp; 108730 |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/01/40 | 122 | &nbsp;&nbsp; 104485 |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/01/50 | 257 | &nbsp;&nbsp; 197222 |
| &nbsp;&nbsp;&nbsp; 3.70%, 04/01/60 | 52 | &nbsp;&nbsp; 39433 |
| NXP BV/NXP Funding LLC/NXP USA, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.40%, 06/01/27 | 90 | &nbsp;&nbsp; 90209 |
| &nbsp;&nbsp;&nbsp; 4.30%, 08/19/28 | 40 | &nbsp;&nbsp; 40057 |
| &nbsp;&nbsp;&nbsp; 4.30%, 06/18/29 | 171 | &nbsp;&nbsp; 170696 |
| &nbsp;&nbsp;&nbsp; 3.40%, 05/01/30 | 80 | &nbsp;&nbsp; 76800 |
| &nbsp;&nbsp;&nbsp; 2.50%, 05/11/31 | 149 | &nbsp;&nbsp; 133668 |
| &nbsp;&nbsp;&nbsp; 2.65%, 02/15/32 | 67 | &nbsp;&nbsp; 59505 |
| &nbsp;&nbsp;&nbsp; 4.85%, 08/19/32 | 25 | &nbsp;&nbsp; 25030 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/15/33 | 112 | &nbsp;&nbsp; 113260 |
| &nbsp;&nbsp;&nbsp; 5.25%, 08/19/35 | 75 | &nbsp;&nbsp; 75766 |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/11/41 | 87 | &nbsp;&nbsp; 66438 |
| &nbsp;&nbsp;&nbsp; 3.13%, 02/15/42 | 87 | &nbsp;&nbsp; 64278 |
| &nbsp;&nbsp;&nbsp; 3.25%, 11/30/51 | 75 | &nbsp;&nbsp; 50198 |
| Qorvo, Inc., 4.38%, 10/15/29 | 96 | &nbsp;&nbsp; 94102 |
| QUALCOMM, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/20/27<sup>(b)</sup> | 162 | &nbsp;&nbsp; 160606 |
| &nbsp;&nbsp;&nbsp; 1.30%, 05/20/28 | 184 | &nbsp;&nbsp; 172406 |
| &nbsp;&nbsp;&nbsp; 2.15%, 05/20/30 | 105 | &nbsp;&nbsp; 96427 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/20/30 | 50 | &nbsp;&nbsp; 50765 |
| &nbsp;&nbsp;&nbsp; 1.65%, 05/20/32<sup>(b)</sup> | 142 | &nbsp;&nbsp; 120130 |
| &nbsp;&nbsp;&nbsp; 4.25%, 05/20/32<sup>(b)</sup> | 52 | &nbsp;&nbsp; 52016 |
| &nbsp;&nbsp;&nbsp; 4.75%, 05/20/32 | 50 | &nbsp;&nbsp; 50926 |
| &nbsp;&nbsp;&nbsp; 5.40%, 05/20/33 | 100 | &nbsp;&nbsp; 106256 |
| &nbsp;&nbsp;&nbsp; 4.65%, 05/20/35<sup>(b)</sup> | 87 | &nbsp;&nbsp; 87431 |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/20/35<sup>(b)</sup> | 50 | &nbsp;&nbsp; 51047 |
| &nbsp;&nbsp;&nbsp; 4.80%, 05/20/45 | 130 | &nbsp;&nbsp; 121870 |
| &nbsp;&nbsp;&nbsp; 4.30%, 05/20/47 | 182 | &nbsp;&nbsp; 155920 |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/20/50 | 240 | &nbsp;&nbsp; 169664 |

---

Master Portfolio Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

September 30, 2025

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Semiconductors & Semiconductor Equipment (continued)** | **Semiconductors & Semiconductor Equipment (continued)** | **Semiconductors & Semiconductor Equipment (continued)** |
| QUALCOMM, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/20/52 | 133 | &nbsp;&nbsp; $115196 |
| &nbsp;&nbsp;&nbsp; 6.00%, 05/20/53 | 100 | &nbsp;&nbsp; 107494 |
| Skyworks Solutions, Inc., 3.00%, 06/01/31 | 67 | &nbsp;&nbsp; 60633 |
| Texas Instruments, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.60%, 02/08/27 | 25 | &nbsp;&nbsp; 25237 |
| &nbsp;&nbsp;&nbsp; 2.90%, 11/03/27 | 75 | &nbsp;&nbsp; 73691 |
| &nbsp;&nbsp;&nbsp; 4.60%, 02/15/28 | 35 | &nbsp;&nbsp; 35603 |
| &nbsp;&nbsp;&nbsp; 4.60%, 02/08/29 | 25 | &nbsp;&nbsp; 25522 |
| &nbsp;&nbsp;&nbsp; 2.25%, 09/04/29 | 118 | &nbsp;&nbsp; 110510 |
| &nbsp;&nbsp;&nbsp; 1.75%, 05/04/30 | 75 | &nbsp;&nbsp; 67717 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/23/30 | 50 | &nbsp;&nbsp; 50846 |
| &nbsp;&nbsp;&nbsp; 1.90%, 09/15/31 | 98 | &nbsp;&nbsp; 86501 |
| &nbsp;&nbsp;&nbsp; 3.65%, 08/16/32 | 50 | &nbsp;&nbsp; 48051 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/14/33<sup>(b)</sup> | 30 | &nbsp;&nbsp; 30898 |
| &nbsp;&nbsp;&nbsp; 4.85%, 02/08/34 | 25 | &nbsp;&nbsp; 25654 |
| &nbsp;&nbsp;&nbsp; 5.10%, 05/23/35 | 50 | &nbsp;&nbsp; 51558 |
| &nbsp;&nbsp;&nbsp; 3.88%, 03/15/39 | 171 | &nbsp;&nbsp; 152626 |
| &nbsp;&nbsp;&nbsp; 4.15%, 05/15/48 | 171 | &nbsp;&nbsp; 143210 |
| &nbsp;&nbsp;&nbsp; 4.10%, 08/16/52 | 25 | &nbsp;&nbsp; 20319 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/14/53 | 30 | &nbsp;&nbsp; 28229 |
| &nbsp;&nbsp;&nbsp; 5.15%, 02/08/54<sup>(b)</sup> | 175 | &nbsp;&nbsp; 168745 |
| &nbsp;&nbsp;&nbsp; 5.05%, 05/18/63 | 170 | &nbsp;&nbsp; 157983 |
| TSMC Arizona Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.75%, 10/25/26 | 200 | &nbsp;&nbsp; 195154 |
| &nbsp;&nbsp;&nbsp; 2.50%, 10/25/31 | 390 | &nbsp;&nbsp; 353723 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/22/52<sup>(b)</sup> | 200 | &nbsp;&nbsp; 191080 |
| Xilinx, Inc., 2.38%, 06/01/30 | 240 | &nbsp;&nbsp; 221976 |
|  |  | &nbsp;&nbsp; 20704695 |
| **Software — 0.5%** | **Software — 0.5%** | **Software — 0.5%** |
| AppLovin Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.13%, 12/01/29 | 100 | &nbsp;&nbsp; 102301 |
| &nbsp;&nbsp;&nbsp; 5.38%, 12/01/31 | 35 | &nbsp;&nbsp; 36207 |
| &nbsp;&nbsp;&nbsp; 5.50%, 12/01/34 | 70 | &nbsp;&nbsp; 72257 |
| &nbsp;&nbsp;&nbsp; 5.95%, 12/01/54 | 100 | &nbsp;&nbsp; 101306 |
| Atlassian Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/15/29 | 25 | &nbsp;&nbsp; 25701 |
| &nbsp;&nbsp;&nbsp; 5.50%, 05/15/34 | 25 | &nbsp;&nbsp; 25755 |
| Autodesk, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/15/27 | 50 | &nbsp;&nbsp; 49573 |
| &nbsp;&nbsp;&nbsp; 2.85%, 01/15/30 | 74 | &nbsp;&nbsp; 69864 |
| &nbsp;&nbsp;&nbsp; 2.40%, 12/15/31 | 133 | &nbsp;&nbsp; 117836 |
| &nbsp;&nbsp;&nbsp; 5.30%, 06/15/35 | 50 | &nbsp;&nbsp; 51383 |
| Cadence Design Systems, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.20%, 09/10/27 | 35 | &nbsp;&nbsp; 35146 |
| &nbsp;&nbsp;&nbsp; 4.30%, 09/10/29 | 50 | &nbsp;&nbsp; 50315 |
| &nbsp;&nbsp;&nbsp; 4.70%, 09/10/34 | 100 | &nbsp;&nbsp; 99838 |
| Concentrix Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 6.60%, 08/02/28<sup>(b)</sup> | 50 | &nbsp;&nbsp; 52335 |
| &nbsp;&nbsp;&nbsp; 6.85%, 08/02/33 | 50 | &nbsp;&nbsp; 51891 |
| Electronic Arts, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.85%, 02/15/31 | 72 | &nbsp;&nbsp; 68365 |
| &nbsp;&nbsp;&nbsp; 2.95%, 02/15/51 | 69 | &nbsp;&nbsp; 59839 |
| Intuit, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.35%, 07/15/27 | 142 | &nbsp;&nbsp; 135834 |
| &nbsp;&nbsp;&nbsp; 5.13%, 09/15/28 | 75 | &nbsp;&nbsp; 77432 |
| &nbsp;&nbsp;&nbsp; 1.65%, 07/15/30<sup>(b)</sup> | 169 | &nbsp;&nbsp; 150897 |
| &nbsp;&nbsp;&nbsp; 5.20%, 09/15/33 | 75 | &nbsp;&nbsp; 78408 |
| &nbsp;&nbsp;&nbsp; 5.50%, 09/15/53<sup>(b)</sup> | 175 | &nbsp;&nbsp; 176276 |
| Microsoft Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.30%, 02/06/27 | 766 | &nbsp;&nbsp; 761459 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Software (continued)** | **Software (continued)** | **Software (continued)** |
| Microsoft Corp. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 3.40%, 06/15/27 | $171 | &nbsp;&nbsp; $170308 |
| &nbsp;&nbsp;&nbsp; 1.35%, 09/15/30 | 69 | &nbsp;&nbsp; 61140 |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/12/35<sup>(b)</sup> | 200 | &nbsp;&nbsp; 189028 |
| &nbsp;&nbsp;&nbsp; 3.45%, 08/08/36 | 254 | &nbsp;&nbsp; 231855 |
| &nbsp;&nbsp;&nbsp; 4.10%, 02/06/37 | 100 | &nbsp;&nbsp; 97187 |
| &nbsp;&nbsp;&nbsp; 3.70%, 08/08/46 | 171 | &nbsp;&nbsp; 140921 |
| &nbsp;&nbsp;&nbsp; 2.53%, 06/01/50 | 700 | &nbsp;&nbsp; 443150 |
| &nbsp;&nbsp;&nbsp; 2.50%, 09/15/50 | 140 | &nbsp;&nbsp; 87754 |
| &nbsp;&nbsp;&nbsp; 2.92%, 03/17/52 | 750 | &nbsp;&nbsp; 508670 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/06/57 | 341 | &nbsp;&nbsp; 312774 |
| &nbsp;&nbsp;&nbsp; 2.68%, 06/01/60 | 692 | &nbsp;&nbsp; 413869 |
| &nbsp;&nbsp;&nbsp; 3.04%, 03/17/62 | 292 | &nbsp;&nbsp; 190005 |
| MSCI, Inc., 5.25%, 09/01/35 | 125 | &nbsp;&nbsp; 126035 |
| Oracle Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.80%, 04/01/27 | 257 | &nbsp;&nbsp; 251971 |
| &nbsp;&nbsp;&nbsp; 3.25%, 11/15/27 | 205 | &nbsp;&nbsp; 201431 |
| &nbsp;&nbsp;&nbsp; 2.30%, 03/25/28 | 262 | &nbsp;&nbsp; 250494 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/06/28 | 65 | &nbsp;&nbsp; 65479 |
| &nbsp;&nbsp;&nbsp; 4.80%, 08/03/28 | 187 | &nbsp;&nbsp; 190147 |
| &nbsp;&nbsp;&nbsp; 4.20%, 09/27/29 | 200 | &nbsp;&nbsp; 199581 |
| &nbsp;&nbsp;&nbsp; 6.15%, 11/09/29 | 70 | &nbsp;&nbsp; 74647 |
| &nbsp;&nbsp;&nbsp; 2.95%, 04/01/30 | 500 | &nbsp;&nbsp; 471118 |
| &nbsp;&nbsp;&nbsp; 4.65%, 05/06/30 | 65 | &nbsp;&nbsp; 65912 |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/15/30 | 163 | &nbsp;&nbsp; 155309 |
| &nbsp;&nbsp;&nbsp; 2.88%, 03/25/31 | 342 | &nbsp;&nbsp; 314037 |
| &nbsp;&nbsp;&nbsp; 5.25%, 02/03/32 | 130 | &nbsp;&nbsp; 134023 |
| &nbsp;&nbsp;&nbsp; 6.25%, 11/09/32 | 200 | &nbsp;&nbsp; 217339 |
| &nbsp;&nbsp;&nbsp; 4.90%, 02/06/33 | 100 | &nbsp;&nbsp; 100905 |
| &nbsp;&nbsp;&nbsp; 4.30%, 07/08/34 | 384 | &nbsp;&nbsp; 367393 |
| &nbsp;&nbsp;&nbsp; 4.70%, 09/27/34 | 325 | &nbsp;&nbsp; 317389 |
| &nbsp;&nbsp;&nbsp; 3.90%, 05/15/35 | 137 | &nbsp;&nbsp; 124861 |
| &nbsp;&nbsp;&nbsp; 5.50%, 08/03/35<sup>(b)</sup> | 225 | &nbsp;&nbsp; 231459 |
| &nbsp;&nbsp;&nbsp; 3.85%, 07/15/36 | 130 | &nbsp;&nbsp; 115761 |
| &nbsp;&nbsp;&nbsp; 3.80%, 11/15/37 | 130 | &nbsp;&nbsp; 112389 |
| &nbsp;&nbsp;&nbsp; 6.50%, 04/15/38 | 200 | &nbsp;&nbsp; 219317 |
| &nbsp;&nbsp;&nbsp; 6.13%, 07/08/39 | 87 | &nbsp;&nbsp; 92035 |
| &nbsp;&nbsp;&nbsp; 3.60%, 04/01/40 | 316 | &nbsp;&nbsp; 253793 |
| &nbsp;&nbsp;&nbsp; 5.38%, 07/15/40 | 271 | &nbsp;&nbsp; 265870 |
| &nbsp;&nbsp;&nbsp; 3.65%, 03/25/41 | 285 | &nbsp;&nbsp; 228255 |
| &nbsp;&nbsp;&nbsp; 4.50%, 07/08/44 | 87 | &nbsp;&nbsp; 74287 |
| &nbsp;&nbsp;&nbsp; 4.13%, 05/15/45 | 200 | &nbsp;&nbsp; 160714 |
| &nbsp;&nbsp;&nbsp; 4.00%, 07/15/46 | 384 | &nbsp;&nbsp; 299126 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/15/47<sup>(b)</sup> | 257 | &nbsp;&nbsp; 199174 |
| &nbsp;&nbsp;&nbsp; 3.60%, 04/01/50 | 500 | &nbsp;&nbsp; 351980 |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/25/51 | 346 | &nbsp;&nbsp; 257254 |
| &nbsp;&nbsp;&nbsp; 6.90%, 11/09/52 | 250 | &nbsp;&nbsp; 278163 |
| &nbsp;&nbsp;&nbsp; 5.55%, 02/06/53 | 290 | &nbsp;&nbsp; 274405 |
| &nbsp;&nbsp;&nbsp; 5.38%, 09/27/54 | 200 | &nbsp;&nbsp; 183724 |
| &nbsp;&nbsp;&nbsp; 4.38%, 05/15/55 | 164 | &nbsp;&nbsp; 128763 |
| &nbsp;&nbsp;&nbsp; 6.00%, 08/03/55<sup>(b)</sup> | 225 | &nbsp;&nbsp; 225879 |
| &nbsp;&nbsp;&nbsp; 3.85%, 04/01/60 | 359 | &nbsp;&nbsp; 246873 |
| &nbsp;&nbsp;&nbsp; 4.10%, 03/25/61 | 200 | &nbsp;&nbsp; 144002 |
| &nbsp;&nbsp;&nbsp; 5.50%, 09/27/64 | 175 | &nbsp;&nbsp; 160271 |
| &nbsp;&nbsp;&nbsp; 6.13%, 08/03/65 | 150 | &nbsp;&nbsp; 150580 |
| Roper Technologies, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.80%, 12/15/26 | 87 | &nbsp;&nbsp; 86680 |
| &nbsp;&nbsp;&nbsp; 1.40%, 09/15/27 | 65 | &nbsp;&nbsp; 61791 |
| &nbsp;&nbsp;&nbsp; 4.20%, 09/15/28 | 100 | &nbsp;&nbsp; 100222 |
| &nbsp;&nbsp;&nbsp; 4.25%, 09/15/28 | 30 | &nbsp;&nbsp; 30140 |
| &nbsp;&nbsp;&nbsp; 2.95%, 09/15/29 | 76 | &nbsp;&nbsp; 72430 |
| &nbsp;&nbsp;&nbsp; 4.50%, 10/15/29 | 25 | &nbsp;&nbsp; 25238 |

---

------

Schedule of Investments (unaudited)(continued)

September 30, 2025

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Software (continued)** | **Software (continued)** | **Software (continued)** |
| Roper Technologies, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 2.00%, 06/30/30 | 67 | &nbsp;&nbsp; $60187 |
| &nbsp;&nbsp;&nbsp; 4.45%, 09/15/30 | 50 | &nbsp;&nbsp; 50203 |
| &nbsp;&nbsp;&nbsp; 1.75%, 02/15/31 | 86 | &nbsp;&nbsp; 74950 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/15/32 | 50 | &nbsp;&nbsp; 50559 |
| &nbsp;&nbsp;&nbsp; 4.90%, 10/15/34 | 100 | &nbsp;&nbsp; 100114 |
| &nbsp;&nbsp;&nbsp; 5.10%, 09/15/35 | 155 | &nbsp;&nbsp; 156251 |
| Salesforce, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.70%, 04/11/28 | 341 | &nbsp;&nbsp; 339925 |
| &nbsp;&nbsp;&nbsp; 1.50%, 07/15/28<sup>(b)</sup> | 60 | &nbsp;&nbsp; 56378 |
| &nbsp;&nbsp;&nbsp; 1.95%, 07/15/31 | 156 | &nbsp;&nbsp; 138428 |
| &nbsp;&nbsp;&nbsp; 2.70%, 07/15/41 | 156 | &nbsp;&nbsp; 114731 |
| &nbsp;&nbsp;&nbsp; 2.90%, 07/15/51 | 237 | &nbsp;&nbsp; 155507 |
| &nbsp;&nbsp;&nbsp; 3.05%, 07/15/61 | 150 | &nbsp;&nbsp; 94545 |
| ServiceNow, Inc., 1.40%, 09/01/30 | 140 | &nbsp;&nbsp; 122597 |
| Synopsys, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.55%, 04/01/27 | 150 | &nbsp;&nbsp; 150882 |
| &nbsp;&nbsp;&nbsp; 4.65%, 04/01/28 | 75 | &nbsp;&nbsp; 75839 |
| &nbsp;&nbsp;&nbsp; 4.85%, 04/01/30 | 270 | &nbsp;&nbsp; 275014 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/01/32 | 150 | &nbsp;&nbsp; 153285 |
| &nbsp;&nbsp;&nbsp; 5.15%, 04/01/35 | 300 | &nbsp;&nbsp; 305176 |
| &nbsp;&nbsp;&nbsp; 5.70%, 04/01/55 | 250 | &nbsp;&nbsp; 252308 |
| Take-Two Interactive Software, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.70%, 04/14/27 | 65 | &nbsp;&nbsp; 64482 |
| &nbsp;&nbsp;&nbsp; 4.95%, 03/28/28 | 140 | &nbsp;&nbsp; 142524 |
| &nbsp;&nbsp;&nbsp; 5.40%, 06/12/29 | 25 | &nbsp;&nbsp; 25884 |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/14/32 | 76 | &nbsp;&nbsp; 73131 |
| &nbsp;&nbsp;&nbsp; 5.60%, 06/12/34 | 25 | &nbsp;&nbsp; 26106 |
| VMware LLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.90%, 08/21/27 | 250 | &nbsp;&nbsp; 249076 |
| &nbsp;&nbsp;&nbsp; 1.80%, 08/15/28 | 75 | &nbsp;&nbsp; 70369 |
| &nbsp;&nbsp;&nbsp; 4.70%, 05/15/30 | 141 | &nbsp;&nbsp; 142743 |
| &nbsp;&nbsp;&nbsp; 2.20%, 08/15/31 | 200 | &nbsp;&nbsp; 176405 |
| Workday, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/01/27 | 81 | &nbsp;&nbsp; 80282 |
| &nbsp;&nbsp;&nbsp; 3.70%, 04/01/29 | 61 | &nbsp;&nbsp; 60091 |
| &nbsp;&nbsp;&nbsp; 3.80%, 04/01/32 | 139 | &nbsp;&nbsp; 132727 |
|  |  | &nbsp;&nbsp; 17926224 |
| **Specialty Retail — 0.1%** | **Specialty Retail — 0.1%** | **Specialty Retail — 0.1%** |
| AutoZone, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 06/01/27 | 75 | &nbsp;&nbsp; 74555 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/01/28 | 145 | &nbsp;&nbsp; 146278 |
| &nbsp;&nbsp;&nbsp; 6.25%, 11/01/28 | 25 | &nbsp;&nbsp; 26509 |
| &nbsp;&nbsp;&nbsp; 3.75%, 04/18/29 | 171 | &nbsp;&nbsp; 168295 |
| &nbsp;&nbsp;&nbsp; 5.10%, 07/15/29 | 50 | &nbsp;&nbsp; 51421 |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/15/30<sup>(b)</sup> | 100 | &nbsp;&nbsp; 98713 |
| &nbsp;&nbsp;&nbsp; 5.13%, 06/15/30 | 25 | &nbsp;&nbsp; 25801 |
| &nbsp;&nbsp;&nbsp; 4.75%, 08/01/32 | 100 | &nbsp;&nbsp; 100839 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/01/33 | 150 | &nbsp;&nbsp; 150229 |
| &nbsp;&nbsp;&nbsp; 5.20%, 08/01/33 | 25 | &nbsp;&nbsp; 25672 |
| &nbsp;&nbsp;&nbsp; 6.55%, 11/01/33 | 25 | &nbsp;&nbsp; 27908 |
| &nbsp;&nbsp;&nbsp; 5.40%, 07/15/34<sup>(b)</sup> | 50 | &nbsp;&nbsp; 51856 |
| Dick's Sporting Goods, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.15%, 01/15/32<sup>(b)</sup> | 100 | &nbsp;&nbsp; 91609 |
| &nbsp;&nbsp;&nbsp; 4.10%, 01/15/52 | 70 | &nbsp;&nbsp; 52116 |
| Genuine Parts Co. |  |  |
| &nbsp;&nbsp;&nbsp; 6.50%, 11/01/28 | 25 | &nbsp;&nbsp; 26545 |
| &nbsp;&nbsp;&nbsp; 4.95%, 08/15/29 | 75 | &nbsp;&nbsp; 76323 |
| &nbsp;&nbsp;&nbsp; 1.88%, 11/01/30 | 50 | &nbsp;&nbsp; 43985 |
| &nbsp;&nbsp;&nbsp; 2.75%, 02/01/32 | 75 | &nbsp;&nbsp; 66494 |
| &nbsp;&nbsp;&nbsp; 6.88%, 11/01/33<sup>(b)</sup> | 25 | &nbsp;&nbsp; 27989 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Specialty Retail (continued)** | **Specialty Retail (continued)** | **Specialty Retail (continued)** |
| O'Reilly Automotive, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.75%, 11/20/26 | 35 | &nbsp;&nbsp; $35603 |
| &nbsp;&nbsp;&nbsp; 3.60%, 09/01/27 | 100 | &nbsp;&nbsp; 99109 |
| &nbsp;&nbsp;&nbsp; 4.35%, 06/01/28 | 171 | &nbsp;&nbsp; 172066 |
| &nbsp;&nbsp;&nbsp; 3.90%, 06/01/29 | 171 | &nbsp;&nbsp; 169125 |
| &nbsp;&nbsp;&nbsp; 1.75%, 03/15/31 | 78 | &nbsp;&nbsp; 67987 |
| &nbsp;&nbsp;&nbsp; 4.70%, 06/15/32 | 100 | &nbsp;&nbsp; 100845 |
| &nbsp;&nbsp;&nbsp; 5.00%, 08/19/34 | 50 | &nbsp;&nbsp; 50453 |
| Ross Stores, Inc., 1.88%, 04/15/31 | 71 | &nbsp;&nbsp; 61956 |
| TJX Cos., Inc., 4.50%, 04/15/50 | 87 | &nbsp;&nbsp; 76667 |
| Tractor Supply Co. |  |  |
| &nbsp;&nbsp;&nbsp; 1.75%, 11/01/30 | 69 | &nbsp;&nbsp; 60662 |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/15/33<sup>(b)</sup> | 20 | &nbsp;&nbsp; 20622 |
|  |  | &nbsp;&nbsp; 2248232 |
| **Technology Hardware, Storage & Peripherals — 0.4%** | **Technology Hardware, Storage & Peripherals — 0.4%** | **Technology Hardware, Storage & Peripherals — 0.4%** |
| Adobe, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.15%, 02/01/27 | 219 | &nbsp;&nbsp; 214353 |
| &nbsp;&nbsp;&nbsp; 4.85%, 04/04/27 | 35 | &nbsp;&nbsp; 35514 |
| &nbsp;&nbsp;&nbsp; 4.80%, 04/04/29 | 50 | &nbsp;&nbsp; 51348 |
| &nbsp;&nbsp;&nbsp; 4.95%, 01/17/30 | 100 | &nbsp;&nbsp; 103633 |
| &nbsp;&nbsp;&nbsp; 2.30%, 02/01/30 | 206 | &nbsp;&nbsp; 191726 |
| &nbsp;&nbsp;&nbsp; 4.95%, 04/04/34 | 50 | &nbsp;&nbsp; 51701 |
| Apple, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.35%, 02/09/27 | 341 | &nbsp;&nbsp; 339067 |
| &nbsp;&nbsp;&nbsp; 3.20%, 05/11/27<sup>(b)</sup> | 257 | &nbsp;&nbsp; 254876 |
| &nbsp;&nbsp;&nbsp; 2.90%, 09/12/27 | 171 | &nbsp;&nbsp; 168397 |
| &nbsp;&nbsp;&nbsp; 3.00%, 11/13/27 | 171 | &nbsp;&nbsp; 168748 |
| &nbsp;&nbsp;&nbsp; 1.20%, 02/08/28 | 450 | &nbsp;&nbsp; 424247 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/10/28 | 1080 | &nbsp;&nbsp; 1086249 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/12/28 | 100 | &nbsp;&nbsp; 100675 |
| &nbsp;&nbsp;&nbsp; 1.40%, 08/05/28 | 470 | &nbsp;&nbsp; 440622 |
| &nbsp;&nbsp;&nbsp; 3.25%, 08/08/29 | 200 | &nbsp;&nbsp; 195782 |
| &nbsp;&nbsp;&nbsp; 2.20%, 09/11/29<sup>(b)</sup> | 212 | &nbsp;&nbsp; 198895 |
| &nbsp;&nbsp;&nbsp; 4.15%, 05/10/30 | 80 | &nbsp;&nbsp; 80860 |
| &nbsp;&nbsp;&nbsp; 1.65%, 05/11/30 | 240 | &nbsp;&nbsp; 216904 |
| &nbsp;&nbsp;&nbsp; 4.20%, 05/12/30 | 100 | &nbsp;&nbsp; 101078 |
| &nbsp;&nbsp;&nbsp; 1.65%, 02/08/31 | 427 | &nbsp;&nbsp; 378336 |
| &nbsp;&nbsp;&nbsp; 1.70%, 08/05/31 | 70 | &nbsp;&nbsp; 61606 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/12/32<sup>(b)</sup> | 100 | &nbsp;&nbsp; 102053 |
| &nbsp;&nbsp;&nbsp; 3.35%, 08/08/32 | 200 | &nbsp;&nbsp; 191207 |
| &nbsp;&nbsp;&nbsp; 4.30%, 05/10/33 | 580 | &nbsp;&nbsp; 587616 |
| &nbsp;&nbsp;&nbsp; 4.75%, 05/12/35 | 100 | &nbsp;&nbsp; 102504 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/23/36<sup>(b)</sup> | 87 | &nbsp;&nbsp; 88052 |
| &nbsp;&nbsp;&nbsp; 2.38%, 02/08/41 | 100 | &nbsp;&nbsp; 71888 |
| &nbsp;&nbsp;&nbsp; 3.85%, 05/04/43 | 300 | &nbsp;&nbsp; 256003 |
| &nbsp;&nbsp;&nbsp; 4.45%, 05/06/44 | 87 | &nbsp;&nbsp; 81644 |
| &nbsp;&nbsp;&nbsp; 3.45%, 02/09/45 | 231 | &nbsp;&nbsp; 183387 |
| &nbsp;&nbsp;&nbsp; 4.38%, 05/13/45 | 237 | &nbsp;&nbsp; 214390 |
| &nbsp;&nbsp;&nbsp; 4.65%, 02/23/46 | 438 | &nbsp;&nbsp; 409582 |
| &nbsp;&nbsp;&nbsp; 3.85%, 08/04/46 | 130 | &nbsp;&nbsp; 107581 |
| &nbsp;&nbsp;&nbsp; 4.25%, 02/09/47 | 87 | &nbsp;&nbsp; 76096 |
| &nbsp;&nbsp;&nbsp; 3.75%, 09/12/47 | 300 | &nbsp;&nbsp; 241243 |
| &nbsp;&nbsp;&nbsp; 3.75%, 11/13/47 | 214 | &nbsp;&nbsp; 172839 |
| &nbsp;&nbsp;&nbsp; 2.95%, 09/11/49 | 214 | &nbsp;&nbsp; 146490 |
| &nbsp;&nbsp;&nbsp; 2.65%, 05/11/50 | 206 | &nbsp;&nbsp; 131989 |
| &nbsp;&nbsp;&nbsp; 2.40%, 08/20/50 | 177 | &nbsp;&nbsp; 107625 |
| &nbsp;&nbsp;&nbsp; 2.65%, 02/08/51 | 414 | &nbsp;&nbsp; 264131 |
| &nbsp;&nbsp;&nbsp; 2.70%, 08/05/51 | 200 | &nbsp;&nbsp; 127644 |
| &nbsp;&nbsp;&nbsp; 3.95%, 08/08/52 | 150 | &nbsp;&nbsp; 121816 |
| &nbsp;&nbsp;&nbsp; 4.85%, 05/10/53<sup>(b)</sup> | 80 | &nbsp;&nbsp; 77795 |
| &nbsp;&nbsp;&nbsp; 2.55%, 08/20/60 | 171 | &nbsp;&nbsp; 100211 |

---

Master Portfolio Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

September 30, 2025

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Technology Hardware, Storage & Peripherals (continued)** | **Technology Hardware, Storage & Peripherals (continued)** | **Technology Hardware, Storage & Peripherals (continued)** |
| Apple, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 2.80%, 02/08/61 | $127 | &nbsp;&nbsp; $76589 |
| &nbsp;&nbsp;&nbsp; 2.85%, 08/05/61 | 170 | &nbsp;&nbsp; 103407 |
| &nbsp;&nbsp;&nbsp; 4.10%, 08/08/62 | 150 | &nbsp;&nbsp; 121313 |
| Dell International LLC/EMC Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.90%, 10/01/26 | 171 | &nbsp;&nbsp; 171951 |
| &nbsp;&nbsp;&nbsp; 5.25%, 02/01/28 | 200 | &nbsp;&nbsp; 204377 |
| &nbsp;&nbsp;&nbsp; 4.75%, 04/01/28 | 30 | &nbsp;&nbsp; 30440 |
| &nbsp;&nbsp;&nbsp; 02/15/29<sup>(a)</sup> | 100 | &nbsp;&nbsp; 99761 |
| &nbsp;&nbsp;&nbsp; 5.30%, 10/01/29 | 214 | &nbsp;&nbsp; 220977 |
| &nbsp;&nbsp;&nbsp; 4.35%, 02/01/30 | 150 | &nbsp;&nbsp; 149519 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/01/30 | 40 | &nbsp;&nbsp; 40972 |
| &nbsp;&nbsp;&nbsp; 6.20%, 07/15/30 | 120 | &nbsp;&nbsp; 128720 |
| &nbsp;&nbsp;&nbsp; 02/15/31<sup>(a)</sup> | 100 | &nbsp;&nbsp; 99769 |
| &nbsp;&nbsp;&nbsp; 5.30%, 04/01/32 | 275 | &nbsp;&nbsp; 283900 |
| &nbsp;&nbsp;&nbsp; 10/06/32<sup>(a)</sup> | 100 | &nbsp;&nbsp; 99553 |
| &nbsp;&nbsp;&nbsp; 5.75%, 02/01/33<sup>(b)</sup> | 60 | &nbsp;&nbsp; 63463 |
| &nbsp;&nbsp;&nbsp; 5.40%, 04/15/34 | 50 | &nbsp;&nbsp; 51626 |
| &nbsp;&nbsp;&nbsp; 4.85%, 02/01/35 | 75 | &nbsp;&nbsp; 73805 |
| &nbsp;&nbsp;&nbsp; 5.50%, 04/01/35 | 175 | &nbsp;&nbsp; 180766 |
| &nbsp;&nbsp;&nbsp; 02/15/36<sup>(a)</sup> | 100 | &nbsp;&nbsp; 99442 |
| &nbsp;&nbsp;&nbsp; 8.10%, 07/15/36<sup>(b)</sup> | 69 | &nbsp;&nbsp; 84081 |
| &nbsp;&nbsp;&nbsp; 3.38%, 12/15/41 | 171 | &nbsp;&nbsp; 131124 |
| &nbsp;&nbsp;&nbsp; 8.35%, 07/15/46<sup>(b)</sup> | 76 | &nbsp;&nbsp; 98774 |
| &nbsp;&nbsp;&nbsp; 3.45%, 12/15/51 | 102 | &nbsp;&nbsp; 71673 |
| Dell, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 7.10%, 04/15/28<sup>(b)</sup> | 71 | &nbsp;&nbsp; 75861 |
| &nbsp;&nbsp;&nbsp; 6.50%, 04/15/38 | 71 | &nbsp;&nbsp; 77038 |
| Hewlett Packard Enterprise Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.05%, 09/15/27 | 100 | &nbsp;&nbsp; 99814 |
| &nbsp;&nbsp;&nbsp; 4.40%, 09/25/27 | 150 | &nbsp;&nbsp; 150667 |
| &nbsp;&nbsp;&nbsp; 5.25%, 07/01/28<sup>(b)</sup> | 220 | &nbsp;&nbsp; 226038 |
| &nbsp;&nbsp;&nbsp; 4.15%, 09/15/28 | 100 | &nbsp;&nbsp; 99887 |
| &nbsp;&nbsp;&nbsp; 4.55%, 10/15/29 | 225 | &nbsp;&nbsp; 226218 |
| &nbsp;&nbsp;&nbsp; 4.40%, 10/15/30 | 100 | &nbsp;&nbsp; 99393 |
| &nbsp;&nbsp;&nbsp; 4.85%, 10/15/31 | 125 | &nbsp;&nbsp; 126305 |
| &nbsp;&nbsp;&nbsp; 5.00%, 10/15/34 | 250 | &nbsp;&nbsp; 248056 |
| &nbsp;&nbsp;&nbsp; 6.20%, 10/15/35 | 87 | &nbsp;&nbsp; 94094 |
| &nbsp;&nbsp;&nbsp; 6.35%, 10/15/45 | 130 | &nbsp;&nbsp; 136931 |
| &nbsp;&nbsp;&nbsp; 5.60%, 10/15/54 | 200 | &nbsp;&nbsp; 191273 |
| HP, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 06/17/27 | 100 | &nbsp;&nbsp; 98090 |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/15/28 | 50 | &nbsp;&nbsp; 50671 |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/15/29 | 115 | &nbsp;&nbsp; 113814 |
| &nbsp;&nbsp;&nbsp; 5.40%, 04/25/30 | 25 | &nbsp;&nbsp; 25946 |
| &nbsp;&nbsp;&nbsp; 3.40%, 06/17/30 | 50 | &nbsp;&nbsp; 47718 |
| &nbsp;&nbsp;&nbsp; 2.65%, 06/17/31 | 171 | &nbsp;&nbsp; 154252 |
| &nbsp;&nbsp;&nbsp; 4.20%, 04/15/32 | 100 | &nbsp;&nbsp; 96980 |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/15/33<sup>(b)</sup> | 150 | &nbsp;&nbsp; 155384 |
| &nbsp;&nbsp;&nbsp; 6.10%, 04/25/35<sup>(b)</sup> | 25 | &nbsp;&nbsp; 26536 |
| &nbsp;&nbsp;&nbsp; 6.00%, 09/15/41<sup>(b)</sup> | 112 | &nbsp;&nbsp; 115782 |
| NetApp, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.38%, 06/22/27 | 200 | &nbsp;&nbsp; 193954 |
| &nbsp;&nbsp;&nbsp; 2.70%, 06/22/30 | 50 | &nbsp;&nbsp; 46289 |
| &nbsp;&nbsp;&nbsp; 5.70%, 03/17/35 | 80 | &nbsp;&nbsp; 83627 |
| Teledyne FLIR LLC, 2.50%, 08/01/30 | 50 | &nbsp;&nbsp; 45748 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Technology Hardware, Storage & Peripherals (continued)** | **Technology Hardware, Storage & Peripherals (continued)** | **Technology Hardware, Storage & Peripherals (continued)** |
| Western Digital Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.85%, 02/01/29 | 74 | &nbsp;&nbsp; $69571 |
| &nbsp;&nbsp;&nbsp; 3.10%, 02/01/32 | 80 | &nbsp;&nbsp; 72355 |
|  |  | &nbsp;&nbsp; 14762697 |
| **Textiles, Apparel & Luxury Goods — 0.0%** | **Textiles, Apparel & Luxury Goods — 0.0%** | **Textiles, Apparel & Luxury Goods — 0.0%** |
| NIKE, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.75%, 03/27/27<sup>(b)</sup> | 341 | &nbsp;&nbsp; 335694 |
| &nbsp;&nbsp;&nbsp; 2.85%, 03/27/30 | 171 | &nbsp;&nbsp; 162418 |
| &nbsp;&nbsp;&nbsp; 3.25%, 03/27/40 | 171 | &nbsp;&nbsp; 138558 |
| &nbsp;&nbsp;&nbsp; 3.88%, 11/01/45 | 87 | &nbsp;&nbsp; 70850 |
| &nbsp;&nbsp;&nbsp; 3.38%, 11/01/46 | 257 | &nbsp;&nbsp; 192849 |
| PVH Corp., 5.50%, 06/13/30 | 25 | &nbsp;&nbsp; 25466 |
| Ralph Lauren Corp., 2.95%, 06/15/30 | 150 | &nbsp;&nbsp; 141656 |
| Tapestry, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.05%, 03/15/32 | 50 | &nbsp;&nbsp; 45407 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/11/35 | 100 | &nbsp;&nbsp; 102149 |
|  |  | &nbsp;&nbsp; 1215047 |
| **Tobacco — 0.3%** | **Tobacco — 0.3%** | **Tobacco — 0.3%** |
| Altria Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.20%, 11/01/28 | 25 | &nbsp;&nbsp; 26402 |
| &nbsp;&nbsp;&nbsp; 4.80%, 02/14/29 | 245 | &nbsp;&nbsp; 248797 |
| &nbsp;&nbsp;&nbsp; 3.40%, 05/06/30 | 126 | &nbsp;&nbsp; 120903 |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/06/30 | 50 | &nbsp;&nbsp; 50194 |
| &nbsp;&nbsp;&nbsp; 2.45%, 02/04/32 | 208 | &nbsp;&nbsp; 183096 |
| &nbsp;&nbsp;&nbsp; 5.63%, 02/06/35 | 70 | &nbsp;&nbsp; 72670 |
| &nbsp;&nbsp;&nbsp; 5.25%, 08/06/35 | 25 | &nbsp;&nbsp; 25275 |
| &nbsp;&nbsp;&nbsp; 5.80%, 02/14/39 | 257 | &nbsp;&nbsp; 266533 |
| &nbsp;&nbsp;&nbsp; 3.40%, 02/04/41 | 171 | &nbsp;&nbsp; 132543 |
| &nbsp;&nbsp;&nbsp; 4.25%, 08/09/42 | 100 | &nbsp;&nbsp; 84140 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/02/43 | 71 | &nbsp;&nbsp; 61230 |
| &nbsp;&nbsp;&nbsp; 5.38%, 01/31/44<sup>(b)</sup> | 226 | &nbsp;&nbsp; 222269 |
| &nbsp;&nbsp;&nbsp; 3.88%, 09/16/46 | 100 | &nbsp;&nbsp; 76652 |
| &nbsp;&nbsp;&nbsp; 5.95%, 02/14/49<sup>(b)</sup> | 300 | &nbsp;&nbsp; 306593 |
| &nbsp;&nbsp;&nbsp; 4.45%, 05/06/50 | 114 | &nbsp;&nbsp; 92421 |
| &nbsp;&nbsp;&nbsp; 3.70%, 02/04/51 | 155 | &nbsp;&nbsp; 111691 |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/04/61<sup>(b)</sup> | 121 | &nbsp;&nbsp; 89304 |
| BAT Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.70%, 04/02/27 | 87 | &nbsp;&nbsp; 87576 |
| &nbsp;&nbsp;&nbsp; 3.56%, 08/15/27 | 333 | &nbsp;&nbsp; 329594 |
| &nbsp;&nbsp;&nbsp; 2.26%, 03/25/28 | 204 | &nbsp;&nbsp; 194944 |
| &nbsp;&nbsp;&nbsp; 3.46%, 09/06/29 | 87 | &nbsp;&nbsp; 84278 |
| &nbsp;&nbsp;&nbsp; 4.91%, 04/02/30 | 104 | &nbsp;&nbsp; 106018 |
| &nbsp;&nbsp;&nbsp; 6.34%, 08/02/30 | 100 | &nbsp;&nbsp; 107952 |
| &nbsp;&nbsp;&nbsp; 5.83%, 02/20/31 | 25 | &nbsp;&nbsp; 26441 |
| &nbsp;&nbsp;&nbsp; 2.73%, 03/25/31 | 200 | &nbsp;&nbsp; 182730 |
| &nbsp;&nbsp;&nbsp; 4.74%, 03/16/32 | 146 | &nbsp;&nbsp; 146782 |
| &nbsp;&nbsp;&nbsp; 5.35%, 08/15/32 | 75 | &nbsp;&nbsp; 77545 |
| &nbsp;&nbsp;&nbsp; 7.75%, 10/19/32 | 40 | &nbsp;&nbsp; 46745 |
| &nbsp;&nbsp;&nbsp; 4.63%, 03/22/33 | 60 | &nbsp;&nbsp; 59374 |
| &nbsp;&nbsp;&nbsp; 6.42%, 08/02/33 | 90 | &nbsp;&nbsp; 98805 |
| &nbsp;&nbsp;&nbsp; 6.00%, 02/20/34 | 200 | &nbsp;&nbsp; 213645 |
| &nbsp;&nbsp;&nbsp; 5.63%, 08/15/35 | 75 | &nbsp;&nbsp; 77925 |
| &nbsp;&nbsp;&nbsp; 4.39%, 08/15/37 | 384 | &nbsp;&nbsp; 352134 |
| &nbsp;&nbsp;&nbsp; 3.73%, 09/25/40 | 50 | &nbsp;&nbsp; 40329 |
| &nbsp;&nbsp;&nbsp; 7.08%, 08/02/43 | 50 | &nbsp;&nbsp; 56584 |
| &nbsp;&nbsp;&nbsp; 4.54%, 08/15/47 | 254 | &nbsp;&nbsp; 212989 |
| &nbsp;&nbsp;&nbsp; 4.76%, 09/06/49 | 100 | &nbsp;&nbsp; 85103 |
| &nbsp;&nbsp;&nbsp; 5.28%, 04/02/50 | 87 | &nbsp;&nbsp; 79401 |

---

------

Schedule of Investments (unaudited)(continued)

September 30, 2025

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Tobacco (continued)** | **Tobacco (continued)** | **Tobacco (continued)** |
| BAT Capital Corp. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 5.65%, 03/16/52 | 96 | &nbsp;&nbsp; $91844 |
| &nbsp;&nbsp;&nbsp; 7.08%, 08/02/53 | 125 | &nbsp;&nbsp; 143275 |
| &nbsp;&nbsp;&nbsp; 6.25%, 08/15/55<sup>(b)</sup> | 75 | &nbsp;&nbsp; 78422 |
| BAT International Finance PLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.45%, 03/16/28 | 96 | &nbsp;&nbsp; 96579 |
| &nbsp;&nbsp;&nbsp; 5.93%, 02/02/29 | 200 | &nbsp;&nbsp; 210037 |
| Philip Morris International, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/12/27 | 75 | &nbsp;&nbsp; 75693 |
| &nbsp;&nbsp;&nbsp; 3.13%, 08/17/27<sup>(b)</sup> | 171 | &nbsp;&nbsp; 168407 |
| &nbsp;&nbsp;&nbsp; 4.38%, 11/01/27 | 75 | &nbsp;&nbsp; 75555 |
| &nbsp;&nbsp;&nbsp; 5.13%, 11/17/27 | 200 | &nbsp;&nbsp; 204337 |
| &nbsp;&nbsp;&nbsp; 4.88%, 02/15/28 | 175 | &nbsp;&nbsp; 178148 |
| &nbsp;&nbsp;&nbsp; 3.13%, 03/02/28 | 100 | &nbsp;&nbsp; 97904 |
| &nbsp;&nbsp;&nbsp; 4.13%, 04/28/28 | 65 | &nbsp;&nbsp; 65116 |
| &nbsp;&nbsp;&nbsp; 5.25%, 09/07/28 | 25 | &nbsp;&nbsp; 25809 |
| &nbsp;&nbsp;&nbsp; 4.88%, 02/13/29 | 75 | &nbsp;&nbsp; 76610 |
| &nbsp;&nbsp;&nbsp; 4.63%, 11/01/29 | 75 | &nbsp;&nbsp; 76111 |
| &nbsp;&nbsp;&nbsp; 5.63%, 11/17/29 | 155 | &nbsp;&nbsp; 163094 |
| &nbsp;&nbsp;&nbsp; 5.13%, 02/15/30 | 200 | &nbsp;&nbsp; 206687 |
| &nbsp;&nbsp;&nbsp; 4.38%, 04/30/30 | 50 | &nbsp;&nbsp; 50222 |
| &nbsp;&nbsp;&nbsp; 2.10%, 05/01/30 | 100 | &nbsp;&nbsp; 91130 |
| &nbsp;&nbsp;&nbsp; 5.50%, 09/07/30 | 25 | &nbsp;&nbsp; 26286 |
| &nbsp;&nbsp;&nbsp; 1.75%, 11/01/30 | 91 | &nbsp;&nbsp; 80522 |
| &nbsp;&nbsp;&nbsp; 5.13%, 02/13/31 | 75 | &nbsp;&nbsp; 77617 |
| &nbsp;&nbsp;&nbsp; 4.75%, 11/01/31 | 75 | &nbsp;&nbsp; 76286 |
| &nbsp;&nbsp;&nbsp; 5.75%, 11/17/32 | 170 | &nbsp;&nbsp; 181126 |
| &nbsp;&nbsp;&nbsp; 5.38%, 02/15/33 | 300 | &nbsp;&nbsp; 313295 |
| &nbsp;&nbsp;&nbsp; 5.63%, 09/07/33 | 25 | &nbsp;&nbsp; 26515 |
| &nbsp;&nbsp;&nbsp; 5.25%, 02/13/34 | 275 | &nbsp;&nbsp; 283962 |
| &nbsp;&nbsp;&nbsp; 4.90%, 11/01/34<sup>(b)</sup> | 75 | &nbsp;&nbsp; 75590 |
| &nbsp;&nbsp;&nbsp; 4.88%, 04/30/35<sup>(b)</sup> | 40 | &nbsp;&nbsp; 40023 |
| &nbsp;&nbsp;&nbsp; 6.38%, 05/16/38 | 220 | &nbsp;&nbsp; 246900 |
| &nbsp;&nbsp;&nbsp; 4.38%, 11/15/41 | 150 | &nbsp;&nbsp; 134352 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/20/42 | 150 | &nbsp;&nbsp; 135371 |
| &nbsp;&nbsp;&nbsp; 3.88%, 08/21/42 | 62 | &nbsp;&nbsp; 51472 |
| &nbsp;&nbsp;&nbsp; 4.13%, 03/04/43<sup>(b)</sup> | 79 | &nbsp;&nbsp; 67528 |
| &nbsp;&nbsp;&nbsp; 4.88%, 11/15/43 | 137 | &nbsp;&nbsp; 127651 |
| &nbsp;&nbsp;&nbsp; 4.25%, 11/10/44 | 65 | &nbsp;&nbsp; 55990 |
| Reynolds American, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.70%, 08/15/35 | 82 | &nbsp;&nbsp; 85358 |
| &nbsp;&nbsp;&nbsp; 6.15%, 09/15/43 | 53 | &nbsp;&nbsp; 54403 |
| &nbsp;&nbsp;&nbsp; 5.85%, 08/15/45 | 300 | &nbsp;&nbsp; 297292 |
|  |  | &nbsp;&nbsp; 9450126 |
| **Transportation Infrastructure — 0.1%** | **Transportation Infrastructure — 0.1%** | **Transportation Infrastructure — 0.1%** |
| FedEx Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.10%, 08/05/29 | 100 | &nbsp;&nbsp; 95821 |
| &nbsp;&nbsp;&nbsp; 4.25%, 05/15/30<sup>(b)</sup> | 141 | &nbsp;&nbsp; 141026 |
| &nbsp;&nbsp;&nbsp; 2.40%, 05/15/31 | 109 | &nbsp;&nbsp; 98031 |
| &nbsp;&nbsp;&nbsp; 4.90%, 01/15/34 | 100 | &nbsp;&nbsp; 98720 |
| &nbsp;&nbsp;&nbsp; 3.90%, 02/01/35<sup>(b)</sup> | 67 | &nbsp;&nbsp; 61048 |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/15/41 | 147 | &nbsp;&nbsp; 109927 |
| &nbsp;&nbsp;&nbsp; 3.88%, 08/01/42 | 50 | &nbsp;&nbsp; 39340 |
| &nbsp;&nbsp;&nbsp; 4.75%, 11/15/45<sup>(b)</sup> | 114 | &nbsp;&nbsp; 98504 |
| &nbsp;&nbsp;&nbsp; 4.55%, 04/01/46 | 130 | &nbsp;&nbsp; 104906 |
| &nbsp;&nbsp;&nbsp; 4.40%, 01/15/47 | 87 | &nbsp;&nbsp; 70504 |
| &nbsp;&nbsp;&nbsp; 4.05%, 02/15/48 | 87 | &nbsp;&nbsp; 66032 |
| &nbsp;&nbsp;&nbsp; 4.95%, 10/17/48<sup>(b)</sup> | 51 | &nbsp;&nbsp; 44144 |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/15/50<sup>(b)</sup> | 100 | &nbsp;&nbsp; 91624 |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/15/50<sup>(b)(d)</sup> | 75 | &nbsp;&nbsp; 68718 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Transportation Infrastructure (continued)** | **Transportation Infrastructure (continued)** | **Transportation Infrastructure (continued)** |
| Ryder System, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.85%, 03/01/27 | 57 | &nbsp;&nbsp; $55995 |
| &nbsp;&nbsp;&nbsp; 5.30%, 03/15/27 | 40 | &nbsp;&nbsp; 40620 |
| &nbsp;&nbsp;&nbsp; 4.30%, 06/15/27 | 60 | &nbsp;&nbsp; 60140 |
| &nbsp;&nbsp;&nbsp; 5.65%, 03/01/28 | 50 | &nbsp;&nbsp; 51776 |
| &nbsp;&nbsp;&nbsp; 5.25%, 06/01/28 | 40 | &nbsp;&nbsp; 41087 |
| &nbsp;&nbsp;&nbsp; 6.30%, 12/01/28 | 50 | &nbsp;&nbsp; 53152 |
| &nbsp;&nbsp;&nbsp; 5.38%, 03/15/29 | 50 | &nbsp;&nbsp; 51791 |
| &nbsp;&nbsp;&nbsp; 4.90%, 12/01/29 | 100 | &nbsp;&nbsp; 102222 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/15/30 | 50 | &nbsp;&nbsp; 51244 |
| &nbsp;&nbsp;&nbsp; 4.85%, 06/15/30<sup>(b)</sup> | 50 | &nbsp;&nbsp; 51017 |
| &nbsp;&nbsp;&nbsp; 6.60%, 12/01/33<sup>(b)</sup> | 45 | &nbsp;&nbsp; 50399 |
| United Parcel Service, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.40%, 11/15/26 | 141 | &nbsp;&nbsp; 138639 |
| &nbsp;&nbsp;&nbsp; 3.05%, 11/15/27 | 87 | &nbsp;&nbsp; 85562 |
| &nbsp;&nbsp;&nbsp; 3.40%, 03/15/29 | 100 | &nbsp;&nbsp; 98220 |
| &nbsp;&nbsp;&nbsp; 4.45%, 04/01/30 | 100 | &nbsp;&nbsp; 101693 |
| &nbsp;&nbsp;&nbsp; 4.65%, 10/15/30 | 50 | &nbsp;&nbsp; 51054 |
| &nbsp;&nbsp;&nbsp; 4.88%, 03/03/33<sup>(b)</sup> | 60 | &nbsp;&nbsp; 61720 |
| &nbsp;&nbsp;&nbsp; 5.15%, 05/22/34<sup>(b)</sup> | 75 | &nbsp;&nbsp; 77898 |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/14/35<sup>(b)</sup> | 145 | &nbsp;&nbsp; 150038 |
| &nbsp;&nbsp;&nbsp; 6.20%, 01/15/38 | 174 | &nbsp;&nbsp; 191928 |
| &nbsp;&nbsp;&nbsp; 5.20%, 04/01/40<sup>(b)</sup> | 171 | &nbsp;&nbsp; 170944 |
| &nbsp;&nbsp;&nbsp; 4.88%, 11/15/40 | 50 | &nbsp;&nbsp; 48208 |
| &nbsp;&nbsp;&nbsp; 3.63%, 10/01/42 | 87 | &nbsp;&nbsp; 69737 |
| &nbsp;&nbsp;&nbsp; 3.40%, 11/15/46 | 78 | &nbsp;&nbsp; 58017 |
| &nbsp;&nbsp;&nbsp; 3.75%, 11/15/47 | 137 | &nbsp;&nbsp; 106806 |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/15/49 | 100 | &nbsp;&nbsp; 82663 |
| &nbsp;&nbsp;&nbsp; 3.40%, 09/01/49<sup>(b)</sup> | 75 | &nbsp;&nbsp; 53704 |
| &nbsp;&nbsp;&nbsp; 5.30%, 04/01/50<sup>(b)</sup> | 171 | &nbsp;&nbsp; 165678 |
| &nbsp;&nbsp;&nbsp; 5.05%, 03/03/53<sup>(b)</sup> | 110 | &nbsp;&nbsp; 101610 |
| &nbsp;&nbsp;&nbsp; 5.50%, 05/22/54 | 125 | &nbsp;&nbsp; 123857 |
| &nbsp;&nbsp;&nbsp; 5.95%, 05/14/55 | 130 | &nbsp;&nbsp; 135765 |
| &nbsp;&nbsp;&nbsp; 5.60%, 05/22/64 | 75 | &nbsp;&nbsp; 73920 |
| &nbsp;&nbsp;&nbsp; 6.05%, 05/14/65 | 75 | &nbsp;&nbsp; 78510 |
|  |  | &nbsp;&nbsp; 4023959 |
| **Water Utilities — 0.1%** | **Water Utilities — 0.1%** | **Water Utilities — 0.1%** |
| American Water Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.95%, 09/01/27 | 87 | &nbsp;&nbsp; 85336 |
| &nbsp;&nbsp;&nbsp; 3.75%, 09/01/28 | 257 | &nbsp;&nbsp; 255682 |
| &nbsp;&nbsp;&nbsp; 3.45%, 06/01/29 | 87 | &nbsp;&nbsp; 85043 |
| &nbsp;&nbsp;&nbsp; 2.80%, 05/01/30 | 100 | &nbsp;&nbsp; 94193 |
| &nbsp;&nbsp;&nbsp; 2.30%, 06/01/31 | 155 | &nbsp;&nbsp; 139027 |
| &nbsp;&nbsp;&nbsp; 4.45%, 06/01/32<sup>(b)</sup> | 90 | &nbsp;&nbsp; 89818 |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/01/34 | 50 | &nbsp;&nbsp; 51532 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/01/35 | 100 | &nbsp;&nbsp; 102565 |
| &nbsp;&nbsp;&nbsp; 4.30%, 09/01/45 | 87 | &nbsp;&nbsp; 75516 |
| &nbsp;&nbsp;&nbsp; 3.75%, 09/01/47 | 87 | &nbsp;&nbsp; 67628 |
| &nbsp;&nbsp;&nbsp; 4.20%, 09/01/48 | 80 | &nbsp;&nbsp; 66073 |
| &nbsp;&nbsp;&nbsp; 4.15%, 06/01/49 | 87 | &nbsp;&nbsp; 71019 |
| &nbsp;&nbsp;&nbsp; 3.45%, 05/01/50<sup>(b)</sup> | 50 | &nbsp;&nbsp; 36301 |
| &nbsp;&nbsp;&nbsp; 3.25%, 06/01/51 | 155 | &nbsp;&nbsp; 107114 |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/01/54 | 50 | &nbsp;&nbsp; 49373 |
| &nbsp;&nbsp;&nbsp; 5.70%, 09/01/55 | 110 | &nbsp;&nbsp; 111722 |
| Essential Utilities, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.80%, 08/15/27 | 250 | &nbsp;&nbsp; 252818 |
| &nbsp;&nbsp;&nbsp; 2.40%, 05/01/31 | 171 | &nbsp;&nbsp; 152711 |
| &nbsp;&nbsp;&nbsp; 5.38%, 01/15/34<sup>(b)</sup> | 25 | &nbsp;&nbsp; 25592 |
| &nbsp;&nbsp;&nbsp; 5.25%, 08/15/35<sup>(b)</sup> | 25 | &nbsp;&nbsp; 25122 |

---

Master Portfolio Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

September 30, 2025

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Water Utilities (continued)** | **Water Utilities (continued)** | **Water Utilities (continued)** |
| Essential Utilities, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 3.35%, 04/15/50 | 171 | &nbsp;&nbsp; $116520 |
| &nbsp;&nbsp;&nbsp; 5.30%, 05/01/52 | 61 | &nbsp;&nbsp; 56759 |
|  |  | &nbsp;&nbsp; 2117464 |
| **Wireless Telecommunication Services — 0.3%** | **Wireless Telecommunication Services — 0.3%** | **Wireless Telecommunication Services — 0.3%** |
| America Movil SAB de C.V. |  |  |
| &nbsp;&nbsp;&nbsp; 3.63%, 04/22/29 | 244 | &nbsp;&nbsp; 237819 |
| &nbsp;&nbsp;&nbsp; 6.38%, 03/01/35<sup>(b)</sup> | 100 | &nbsp;&nbsp; 110693 |
| &nbsp;&nbsp;&nbsp; 6.13%, 03/30/40 | 300 | &nbsp;&nbsp; 321459 |
| &nbsp;&nbsp;&nbsp; 4.38%, 07/16/42 | 229 | &nbsp;&nbsp; 199638 |
| America Movil SAB de CV, 4.70%, 07/21/32 | 200 | &nbsp;&nbsp; 200300 |
| Orange SA |  |  |
| &nbsp;&nbsp;&nbsp; 9.00%, 03/01/31 | 437 | &nbsp;&nbsp; 530937 |
| &nbsp;&nbsp;&nbsp; 5.38%, 01/13/42 | 100 | &nbsp;&nbsp; 99779 |
| Rogers Communications, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.90%, 11/15/26 | 171 | &nbsp;&nbsp; 168351 |
| &nbsp;&nbsp;&nbsp; 3.20%, 03/15/27 | 73 | &nbsp;&nbsp; 71959 |
| &nbsp;&nbsp;&nbsp; 3.80%, 03/15/32 | 133 | &nbsp;&nbsp; 125637 |
| &nbsp;&nbsp;&nbsp; 5.30%, 02/15/34 | 500 | &nbsp;&nbsp; 507243 |
| &nbsp;&nbsp;&nbsp; 7.50%, 08/15/38 | 100 | &nbsp;&nbsp; 116694 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/15/42 | 59 | &nbsp;&nbsp; 51365 |
| &nbsp;&nbsp;&nbsp; 5.45%, 10/01/43 | 75 | &nbsp;&nbsp; 71934 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/15/44 | 87 | &nbsp;&nbsp; 79595 |
| &nbsp;&nbsp;&nbsp; 4.30%, 02/15/48 | 114 | &nbsp;&nbsp; 93020 |
| &nbsp;&nbsp;&nbsp; 3.70%, 11/15/49<sup>(b)</sup> | 35 | &nbsp;&nbsp; 26110 |
| &nbsp;&nbsp;&nbsp; 4.55%, 03/15/52 | 240 | &nbsp;&nbsp; 198943 |
| T-Mobile USA, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 04/15/27 | 500 | &nbsp;&nbsp; 497027 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/01/28 | 125 | &nbsp;&nbsp; 125188 |
| &nbsp;&nbsp;&nbsp; 2.05%, 02/15/28 | 162 | &nbsp;&nbsp; 154453 |
| &nbsp;&nbsp;&nbsp; 4.95%, 03/15/28 | 85 | &nbsp;&nbsp; 86631 |
| &nbsp;&nbsp;&nbsp; 4.80%, 07/15/28 | 80 | &nbsp;&nbsp; 81457 |
| &nbsp;&nbsp;&nbsp; 4.85%, 01/15/29 | 65 | &nbsp;&nbsp; 66305 |
| &nbsp;&nbsp;&nbsp; 2.63%, 02/15/29 | 100 | &nbsp;&nbsp; 94907 |
| &nbsp;&nbsp;&nbsp; 2.40%, 03/15/29 | 75 | &nbsp;&nbsp; 70588 |
| &nbsp;&nbsp;&nbsp; 3.38%, 04/15/29 | 225 | &nbsp;&nbsp; 218459 |
| &nbsp;&nbsp;&nbsp; 4.20%, 10/01/29<sup>(b)</sup> | 75 | &nbsp;&nbsp; 74897 |
| &nbsp;&nbsp;&nbsp; 3.88%, 04/15/30 | 800 | &nbsp;&nbsp; 784471 |
| &nbsp;&nbsp;&nbsp; 2.55%, 02/15/31 | 259 | &nbsp;&nbsp; 235333 |
| &nbsp;&nbsp;&nbsp; 2.88%, 02/15/31 | 100 | &nbsp;&nbsp; 92197 |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/15/31 | 325 | &nbsp;&nbsp; 309152 |
| &nbsp;&nbsp;&nbsp; 2.25%, 11/15/31 | 59 | &nbsp;&nbsp; 51904 |
| &nbsp;&nbsp;&nbsp; 2.70%, 03/15/32 | 130 | &nbsp;&nbsp; 116534 |
| &nbsp;&nbsp;&nbsp; 5.13%, 05/15/32 | 210 | &nbsp;&nbsp; 216123 |
| &nbsp;&nbsp;&nbsp; 5.20%, 01/15/33 | 200 | &nbsp;&nbsp; 206372 |
| &nbsp;&nbsp;&nbsp; 5.05%, 07/15/33 | 275 | &nbsp;&nbsp; 280902 |
| &nbsp;&nbsp;&nbsp; 5.75%, 01/15/34 | 315 | &nbsp;&nbsp; 333780 |
| &nbsp;&nbsp;&nbsp; 5.15%, 04/15/34 | 35 | &nbsp;&nbsp; 35804 |
| &nbsp;&nbsp;&nbsp; 4.70%, 01/15/35 | 100 | &nbsp;&nbsp; 98210 |
| &nbsp;&nbsp;&nbsp; 5.30%, 05/15/35<sup>(b)</sup> | 200 | &nbsp;&nbsp; 204836 |
| &nbsp;&nbsp;&nbsp; 4.38%, 04/15/40<sup>(b)</sup> | 214 | &nbsp;&nbsp; 193229 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/15/41 | 241 | &nbsp;&nbsp; 181093 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/15/50 | 295 | &nbsp;&nbsp; 248159 |
| &nbsp;&nbsp;&nbsp; 3.30%, 02/15/51 | 300 | &nbsp;&nbsp; 204475 |
| &nbsp;&nbsp;&nbsp; 3.40%, 10/15/52 | 341 | &nbsp;&nbsp; 233653 |
| &nbsp;&nbsp;&nbsp; 5.65%, 01/15/53 | 200 | &nbsp;&nbsp; 197609 |
| &nbsp;&nbsp;&nbsp; 5.75%, 01/15/54 | 230 | &nbsp;&nbsp; 229996 |
| &nbsp;&nbsp;&nbsp; 6.00%, 06/15/54 | 100 | &nbsp;&nbsp; 103537 |
| &nbsp;&nbsp;&nbsp; 5.25%, 06/15/55 | 200 | &nbsp;&nbsp; 186177 |
| &nbsp;&nbsp;&nbsp; 5.88%, 11/15/55<sup>(b)</sup> | 200 | &nbsp;&nbsp; 204293 |
| &nbsp;&nbsp;&nbsp; 3.60%, 11/15/60 | 174 | &nbsp;&nbsp; 118199 |
| &nbsp;&nbsp;&nbsp; 5.80%, 09/15/62<sup>(b)</sup> | 100 | &nbsp;&nbsp; 100585 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Wireless Telecommunication Services (continued)** | **Wireless Telecommunication Services (continued)** | **Wireless Telecommunication Services (continued)** |
| Vodafone Group PLC |  |  |
| &nbsp;&nbsp;&nbsp; 7.88%, 02/15/30 | 74 | &nbsp;&nbsp; $84502 |
| &nbsp;&nbsp;&nbsp; 6.15%, 02/27/37 | 31 | &nbsp;&nbsp; 33779 |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/30/38 | 100 | &nbsp;&nbsp; 98555 |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/30/48 | 150 | &nbsp;&nbsp; 141451 |
| &nbsp;&nbsp;&nbsp; 4.88%, 06/19/49 | 150 | &nbsp;&nbsp; 133096 |
| &nbsp;&nbsp;&nbsp; 4.25%, 09/17/50 | 102 | &nbsp;&nbsp; 81137 |
| &nbsp;&nbsp;&nbsp; 5.63%, 02/10/53<sup>(b)</sup> | 150 | &nbsp;&nbsp; 146001 |
| &nbsp;&nbsp;&nbsp; 5.75%, 06/28/54 | 200 | &nbsp;&nbsp; 196904 |
| &nbsp;&nbsp;&nbsp; 5.75%, 02/10/63 | 150 | &nbsp;&nbsp; 146091 |
| &nbsp;&nbsp;&nbsp; 5.88%, 06/28/64 | 125 | &nbsp;&nbsp; 124423 |
|  |  | &nbsp;&nbsp; 11033950 |
| **Total Corporate Bonds — 24.6%** <br>**(Cost: $907,134,884)** | **Total Corporate Bonds — 24.6%** <br>**(Cost: $907,134,884)** | &nbsp;&nbsp; 867177591 |
| **Foreign Agency Obligations** | **Foreign Agency Obligations** | **Foreign Agency Obligations** |
| **Canada — 0.4%** | **Canada — 0.4%** |  |
| Canada Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 04/26/28<sup>(b)</sup> | 300 | &nbsp;&nbsp; 300715 |
| &nbsp;&nbsp;&nbsp; 4.63%, 04/30/29 | 400 | &nbsp;&nbsp; 412454 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/18/30 | 530 | &nbsp;&nbsp; 535392 |
| Export Development Canada |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/25/27 | 300 | &nbsp;&nbsp; 296246 |
| &nbsp;&nbsp;&nbsp; 3.75%, 09/07/27 | 300 | &nbsp;&nbsp; 300428 |
| &nbsp;&nbsp;&nbsp; 4.13%, 02/13/29 | 750 | &nbsp;&nbsp; 759926 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/20/30 | 120 | &nbsp;&nbsp; 121096 |
| &nbsp;&nbsp;&nbsp; 4.75%, 06/05/34 | 250 | &nbsp;&nbsp; 261413 |
| Province of Alberta Canada |  |  |
| &nbsp;&nbsp;&nbsp; 3.30%, 03/15/28 | 341 | &nbsp;&nbsp; 337071 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/26/29 | 200 | &nbsp;&nbsp; 204558 |
| &nbsp;&nbsp;&nbsp; 1.30%, 07/22/30 | 341 | &nbsp;&nbsp; 302475 |
| Province of British Columbia |  |  |
| &nbsp;&nbsp;&nbsp; 4.70%, 01/24/28 | 400 | &nbsp;&nbsp; 408134 |
| &nbsp;&nbsp;&nbsp; 4.80%, 11/15/28 | 250 | &nbsp;&nbsp; 257416 |
| &nbsp;&nbsp;&nbsp; 3.90%, 08/27/30 | 350 | &nbsp;&nbsp; 349892 |
| &nbsp;&nbsp;&nbsp; 1.30%, 01/29/31 | 200 | &nbsp;&nbsp; 174654 |
| Province of British Columbia Canada |  |  |
| &nbsp;&nbsp;&nbsp; 4.90%, 04/24/29 | 300 | &nbsp;&nbsp; 310824 |
| &nbsp;&nbsp;&nbsp; 4.20%, 07/06/33<sup>(b)</sup> | 400 | &nbsp;&nbsp; 397216 |
| &nbsp;&nbsp;&nbsp; 4.75%, 06/12/34 | 200 | &nbsp;&nbsp; 204982 |
| &nbsp;&nbsp;&nbsp; 4.80%, 06/11/35 | 270 | &nbsp;&nbsp; 276150 |
| Province of Manitoba Canada |  |  |
| &nbsp;&nbsp;&nbsp; 4.90%, 05/31/34 | 100 | &nbsp;&nbsp; 103267 |
| &nbsp;&nbsp;&nbsp; Series HB, 1.50%, 10/25/28 | 341 | &nbsp;&nbsp; 318411 |
| &nbsp;&nbsp;&nbsp; Province of New Brunswick Canada, 3.63%, <br> 02/24/28<br>| 171 | &nbsp;&nbsp; 169880 |
| Province of Ontario, 3.90%, 09/04/30 | 400 | &nbsp;&nbsp; 399970 |
| Province of Ontario Canada |  |  |
| &nbsp;&nbsp;&nbsp; 3.10%, 05/19/27<sup>(b)</sup> | 400 | &nbsp;&nbsp; 395880 |
| &nbsp;&nbsp;&nbsp; 1.05%, 05/21/27 | 171 | &nbsp;&nbsp; 163704 |
| &nbsp;&nbsp;&nbsp; 4.20%, 01/18/29 | 500 | &nbsp;&nbsp; 506390 |
| &nbsp;&nbsp;&nbsp; 3.70%, 09/17/29<sup>(b)</sup> | 200 | &nbsp;&nbsp; 199077 |
| &nbsp;&nbsp;&nbsp; 2.00%, 10/02/29 | 171 | &nbsp;&nbsp; 159441 |
| &nbsp;&nbsp;&nbsp; 4.70%, 01/15/30 | 35 | &nbsp;&nbsp; 36154 |
| &nbsp;&nbsp;&nbsp; 1.13%, 10/07/30 | 341 | &nbsp;&nbsp; 298017 |
| &nbsp;&nbsp;&nbsp; 1.60%, 02/25/31 | 341 | &nbsp;&nbsp; 302217 |
| &nbsp;&nbsp;&nbsp; 5.05%, 04/24/34 | 200 | &nbsp;&nbsp; 209803 |
| &nbsp;&nbsp;&nbsp; 4.85%, 06/11/35 | 375 | &nbsp;&nbsp; 385989 |
| Province of Quebec, 4.63%, 08/28/35 | 250 | &nbsp;&nbsp; 252584 |
| Province of Quebec Canada |  |  |
| &nbsp;&nbsp;&nbsp; 2.75%, 04/12/27 | 341 | &nbsp;&nbsp; 335809 |

---

------

Schedule of Investments (unaudited)(continued)

September 30, 2025

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Canada (continued)** | **Canada (continued)** |  |
| Province of Quebec Canada (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 3.63%, 04/13/28 | 500 | &nbsp;&nbsp; $498315 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/03/29 | 400 | &nbsp;&nbsp; 409157 |
| &nbsp;&nbsp;&nbsp; 1.35%, 05/28/30 | 341 | &nbsp;&nbsp; 304377 |
| &nbsp;&nbsp;&nbsp; Series PD, 7.50%, 09/15/29 | 500 | &nbsp;&nbsp; 566020 |
| Province of Saskatchewan, 4.65%, 01/28/30 | 250 | &nbsp;&nbsp; 257286 |
|  |  | &nbsp;&nbsp; 12482790 |
| **Chile — 0.1%** | **Chile — 0.1%** |  |
| Chile Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 2.75%, 01/31/27 | 300 | &nbsp;&nbsp; 294600 |
| &nbsp;&nbsp;&nbsp; 4.85%, 01/22/29 | 200 | &nbsp;&nbsp; 204400 |
| &nbsp;&nbsp;&nbsp; 2.45%, 01/31/31 | 417 | &nbsp;&nbsp; 377802 |
| &nbsp;&nbsp;&nbsp; 2.55%, 07/27/33 | 390 | &nbsp;&nbsp; 335205 |
| &nbsp;&nbsp;&nbsp; 3.50%, 01/31/34 | 200 | &nbsp;&nbsp; 183400 |
| &nbsp;&nbsp;&nbsp; 4.95%, 01/05/36 | 200 | &nbsp;&nbsp; 201140 |
| &nbsp;&nbsp;&nbsp; 5.65%, 01/13/37 | 200 | &nbsp;&nbsp; 210400 |
| &nbsp;&nbsp;&nbsp; 3.10%, 05/07/41 | 200 | &nbsp;&nbsp; 152500 |
| &nbsp;&nbsp;&nbsp; 4.34%, 03/07/42 | 200 | &nbsp;&nbsp; 177000 |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/31/52 | 290 | &nbsp;&nbsp; 228593 |
| &nbsp;&nbsp;&nbsp; 5.33%, 01/05/54<sup>(b)</sup> | 287 | &nbsp;&nbsp; 278995 |
| &nbsp;&nbsp;&nbsp; 3.10%, 01/22/61 | 318 | &nbsp;&nbsp; 197217 |
| &nbsp;&nbsp;&nbsp; 3.25%, 09/21/71 | 200 | &nbsp;&nbsp; 125000 |
|  |  | &nbsp;&nbsp; 2966252 |
| **Hungary — 0.0%** | **Hungary — 0.0%** |  |
| &nbsp;&nbsp;&nbsp; Hungary Government International Bonds, <br> Series 30Y, 7.63%, 03/29/41<br>| 234 | &nbsp;&nbsp; 277407 |
| **Indonesia — 0.1%** | **Indonesia — 0.1%** |  |
| Indonesia Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 4.15%, 09/20/27 | 200 | &nbsp;&nbsp; 200486 |
| &nbsp;&nbsp;&nbsp; 4.10%, 04/24/28 | 522 | &nbsp;&nbsp; 522326 |
| &nbsp;&nbsp;&nbsp; 4.40%, 03/10/29 | 200 | &nbsp;&nbsp; 201600 |
| &nbsp;&nbsp;&nbsp; 2.85%, 02/14/30 | 490 | &nbsp;&nbsp; 463050 |
| &nbsp;&nbsp;&nbsp; 2.15%, 07/28/31 | 400 | &nbsp;&nbsp; 352500 |
| &nbsp;&nbsp;&nbsp; 4.65%, 09/20/32 | 200 | &nbsp;&nbsp; 200750 |
| &nbsp;&nbsp;&nbsp; 4.75%, 09/10/34 | 200 | &nbsp;&nbsp; 199600 |
| &nbsp;&nbsp;&nbsp; 5.60%, 01/15/35<sup>(b)</sup> | 200 | &nbsp;&nbsp; 211850 |
| &nbsp;&nbsp;&nbsp; 4.35%, 01/11/48 | 284 | &nbsp;&nbsp; 245376 |
| &nbsp;&nbsp;&nbsp; 5.35%, 02/11/49 | 200 | &nbsp;&nbsp; 199437 |
| &nbsp;&nbsp;&nbsp; 4.20%, 10/15/50<sup>(b)</sup> | 322 | &nbsp;&nbsp; 265972 |
| &nbsp;&nbsp;&nbsp; 3.05%, 03/12/51 | 211 | &nbsp;&nbsp; 141581 |
| &nbsp;&nbsp;&nbsp; 4.30%, 03/31/52 | 300 | &nbsp;&nbsp; 248157 |
| &nbsp;&nbsp;&nbsp; 5.10%, 02/10/54<sup>(b)</sup> | 200 | &nbsp;&nbsp; 191274 |
| &nbsp;&nbsp;&nbsp; 3.20%, 09/23/61 | 222 | &nbsp;&nbsp; 142016 |
|  |  | &nbsp;&nbsp; 3785975 |
| **Israel — 0.1%** | **Israel — 0.1%** |  |
| Israel Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; Series 10Y, 3.25%, 01/17/28 | 318 | &nbsp;&nbsp; 310447 |
| &nbsp;&nbsp;&nbsp; Series 10Y, 2.75%, 07/03/30 | 200 | &nbsp;&nbsp; 184437 |
| &nbsp;&nbsp;&nbsp; Series 10Y, 4.50%, 01/17/33 | 200 | &nbsp;&nbsp; 194600 |
| &nbsp;&nbsp;&nbsp; Series 10Y, 5.50%, 03/12/34<sup>(b)</sup> | 400 | &nbsp;&nbsp; 410750 |
| &nbsp;&nbsp;&nbsp; Series 10Y, 5.63%, 02/19/35<sup>(b)</sup> | 200 | &nbsp;&nbsp; 206687 |
| &nbsp;&nbsp;&nbsp; Series 30Y, 4.50%, 01/30/43 | 415 | &nbsp;&nbsp; 360791 |
| &nbsp;&nbsp;&nbsp; Series 30Y, 4.13%, 01/17/48 | 322 | &nbsp;&nbsp; 249852 |
| &nbsp;&nbsp;&nbsp; Series 30Y, 5.75%, 03/12/54 | 200 | &nbsp;&nbsp; 189308 |
| State of Israel |  |  |
| &nbsp;&nbsp;&nbsp; Series 10Y, 2.50%, 01/15/30 | 490 | &nbsp;&nbsp; 451719 |
| &nbsp;&nbsp;&nbsp; Series 30Y, 3.38%, 01/15/50 | 200 | &nbsp;&nbsp; 133063 |
|  |  | &nbsp;&nbsp; 2691654 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Italy — 0.0%** | **Italy — 0.0%** |  |
| Republic of Italy Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; Series 10Y, 2.88%, 10/17/29 | $200 | &nbsp;&nbsp; $191152 |
| &nbsp;&nbsp;&nbsp; Series 10Y, 4.00%, 10/17/49 | 417 | &nbsp;&nbsp; 313646 |
| &nbsp;&nbsp;&nbsp; Series 30Y, 5.38%, 06/15/33 | 130 | &nbsp;&nbsp; 137059 |
| &nbsp;&nbsp;&nbsp; Series 30Y, 3.88%, 05/06/51 | 200 | &nbsp;&nbsp; 144889 |
|  |  | &nbsp;&nbsp; 786746 |
| **Japan — 0.1%** | **Japan — 0.1%** |  |
| Japan Bank for International Cooperation |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 11/04/26 | 500 | &nbsp;&nbsp; 491239 |
| &nbsp;&nbsp;&nbsp; 2.75%, 11/16/27<sup>(b)</sup> | 500 | &nbsp;&nbsp; 489227 |
| &nbsp;&nbsp;&nbsp; 3.88%, 07/03/28 | 200 | &nbsp;&nbsp; 200314 |
| &nbsp;&nbsp;&nbsp; 4.63%, 07/19/28 | 300 | &nbsp;&nbsp; 306434 |
| &nbsp;&nbsp;&nbsp; 3.25%, 07/20/28<sup>(b)</sup> | 690 | &nbsp;&nbsp; 679085 |
| &nbsp;&nbsp;&nbsp; 2.13%, 02/16/29 | 200 | &nbsp;&nbsp; 188923 |
| &nbsp;&nbsp;&nbsp; 2.00%, 10/17/29 | 200 | &nbsp;&nbsp; 185887 |
| &nbsp;&nbsp;&nbsp; 4.38%, 01/24/31 | 200 | &nbsp;&nbsp; 203764 |
| &nbsp;&nbsp;&nbsp; 1.88%, 04/15/31 | 514 | &nbsp;&nbsp; 460149 |
| Japan International Cooperation Agency |  |  |
| &nbsp;&nbsp;&nbsp; 2.13%, 10/20/26 | 500 | &nbsp;&nbsp; 490835 |
| &nbsp;&nbsp;&nbsp; 2.75%, 04/27/27 | 300 | &nbsp;&nbsp; 294577 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/23/28 | 300 | &nbsp;&nbsp; 300825 |
| &nbsp;&nbsp;&nbsp; 4.75%, 05/21/29 | 200 | &nbsp;&nbsp; 205611 |
|  |  | &nbsp;&nbsp; 4496870 |
| **Mexico — 0.3%** | **Mexico — 0.3%** |  |
| Mexico Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 4.15%, 03/28/27 | 500 | &nbsp;&nbsp; 499250 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/22/29 | 300 | &nbsp;&nbsp; 301200 |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/07/29 | 200 | &nbsp;&nbsp; 203800 |
| &nbsp;&nbsp;&nbsp; 3.25%, 04/16/30 | 500 | &nbsp;&nbsp; 472000 |
| &nbsp;&nbsp;&nbsp; 6.00%, 05/13/30 | 200 | &nbsp;&nbsp; 210500 |
| &nbsp;&nbsp;&nbsp; 2.66%, 05/24/31 | 200 | &nbsp;&nbsp; 178562 |
| &nbsp;&nbsp;&nbsp; 4.75%, 04/27/32 | 211 | &nbsp;&nbsp; 206700 |
| &nbsp;&nbsp;&nbsp; 5.85%, 07/02/32 | 400 | &nbsp;&nbsp; 414400 |
| &nbsp;&nbsp;&nbsp; 5.38%, 03/22/33 | 500 | &nbsp;&nbsp; 499500 |
| &nbsp;&nbsp;&nbsp; 4.88%, 05/19/33 | 200 | &nbsp;&nbsp; 193800 |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/12/34 | 450 | &nbsp;&nbsp; 390937 |
| &nbsp;&nbsp;&nbsp; 6.75%, 09/27/34 | 213 | &nbsp;&nbsp; 232756 |
| &nbsp;&nbsp;&nbsp; 6.35%, 02/09/35 | 200 | &nbsp;&nbsp; 211500 |
| &nbsp;&nbsp;&nbsp; 5.63%, 09/22/35 | 400 | &nbsp;&nbsp; 398000 |
| &nbsp;&nbsp;&nbsp; 6.00%, 05/07/36 | 500 | &nbsp;&nbsp; 512750 |
| &nbsp;&nbsp;&nbsp; 6.88%, 05/13/37 | 400 | &nbsp;&nbsp; 431800 |
| &nbsp;&nbsp;&nbsp; 6.63%, 01/29/38 | 400 | &nbsp;&nbsp; 420500 |
| &nbsp;&nbsp;&nbsp; 6.05%, 01/11/40<sup>(b)</sup> | 394 | &nbsp;&nbsp; 397203 |
| &nbsp;&nbsp;&nbsp; 4.28%, 08/14/41 | 518 | &nbsp;&nbsp; 421134 |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/08/44 | 378 | &nbsp;&nbsp; 315347 |
| &nbsp;&nbsp;&nbsp; 5.55%, 01/21/45 | 260 | &nbsp;&nbsp; 242710 |
| &nbsp;&nbsp;&nbsp; 4.60%, 01/23/46 | 318 | &nbsp;&nbsp; 255672 |
| &nbsp;&nbsp;&nbsp; 4.60%, 02/10/48<sup>(b)</sup> | 390 | &nbsp;&nbsp; 308100 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/31/50<sup>(b)</sup> | 273 | &nbsp;&nbsp; 210824 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/27/51 | 390 | &nbsp;&nbsp; 320288 |
| &nbsp;&nbsp;&nbsp; 4.40%, 02/12/52 | 200 | &nbsp;&nbsp; 149400 |
| &nbsp;&nbsp;&nbsp; 6.34%, 05/04/53 | 400 | &nbsp;&nbsp; 389044 |
| &nbsp;&nbsp;&nbsp; 6.40%, 05/07/54 | 250 | &nbsp;&nbsp; 244500 |
| &nbsp;&nbsp;&nbsp; 7.38%, 05/13/55 | 200 | &nbsp;&nbsp; 220100 |
| &nbsp;&nbsp;&nbsp; 3.77%, 05/24/61 | 400 | &nbsp;&nbsp; 253200 |
| &nbsp;&nbsp;&nbsp; 5.75%, 12/31/99 | 168 | &nbsp;&nbsp; 143976 |
|  |  | &nbsp;&nbsp; 9649453 |
| **Panama — 0.1%** | **Panama — 0.1%** |  |
| Panama Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 3.16%, 01/23/30 | 200 | &nbsp;&nbsp; 186200 |
| &nbsp;&nbsp;&nbsp; 2.25%, 09/29/32 | 690 | &nbsp;&nbsp; 559452 |

---

Master Portfolio Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

September 30, 2025

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Panama (continued)** | **Panama (continued)** |  |
| Panama Government International Bonds (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 6.40%, 02/14/35 | 400 | &nbsp;&nbsp; $414600 |
| &nbsp;&nbsp;&nbsp; 6.70%, 01/26/36 | 462 | &nbsp;&nbsp; 488708 |
| &nbsp;&nbsp;&nbsp; 6.88%, 01/31/36<sup>(b)</sup> | 200 | &nbsp;&nbsp; 213200 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/16/50 | 232 | &nbsp;&nbsp; 175018 |
| &nbsp;&nbsp;&nbsp; 4.30%, 04/29/53 | 200 | &nbsp;&nbsp; 146875 |
| &nbsp;&nbsp;&nbsp; 6.85%, 03/28/54<sup>(b)</sup> | 200 | &nbsp;&nbsp; 203175 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/01/56 | 392 | &nbsp;&nbsp; 287728 |
| &nbsp;&nbsp;&nbsp; 3.87%, 07/23/60 | 397 | &nbsp;&nbsp; 257256 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/19/63 | 200 | &nbsp;&nbsp; 145800 |
|  |  | &nbsp;&nbsp; 3078012 |
| **Peru — 0.1%** | **Peru — 0.1%** |  |
| &nbsp;&nbsp;&nbsp; Peru Government International Bonds, 5.38%, <br> 02/08/35<br>| 150 | &nbsp;&nbsp; 153090 |
| Peruvian Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 08/25/27<sup>(b)</sup> | 260 | &nbsp;&nbsp; 262127 |
| &nbsp;&nbsp;&nbsp; 2.84%, 06/20/30 | 65 | &nbsp;&nbsp; 61100 |
| &nbsp;&nbsp;&nbsp; 2.78%, 01/23/31 | 341 | &nbsp;&nbsp; 314487 |
| &nbsp;&nbsp;&nbsp; 1.86%, 12/01/32<sup>(b)</sup> | 130 | &nbsp;&nbsp; 107315 |
| &nbsp;&nbsp;&nbsp; 8.75%, 11/21/33 | 77 | &nbsp;&nbsp; 96750 |
| &nbsp;&nbsp;&nbsp; 3.00%, 01/15/34 | 388 | &nbsp;&nbsp; 336590 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/30/36 | 419 | &nbsp;&nbsp; 427799 |
| &nbsp;&nbsp;&nbsp; 6.55%, 03/14/37 | 287 | &nbsp;&nbsp; 318857 |
| &nbsp;&nbsp;&nbsp; 3.30%, 03/11/41 | 141 | &nbsp;&nbsp; 109557 |
| &nbsp;&nbsp;&nbsp; 5.63%, 11/18/50 | 240 | &nbsp;&nbsp; 236340 |
| &nbsp;&nbsp;&nbsp; 3.55%, 03/10/51 | 100 | &nbsp;&nbsp; 71425 |
| &nbsp;&nbsp;&nbsp; 5.88%, 08/08/54 | 200 | &nbsp;&nbsp; 200600 |
| &nbsp;&nbsp;&nbsp; 6.20%, 06/30/55 | 250 | &nbsp;&nbsp; 260630 |
| &nbsp;&nbsp;&nbsp; 2.78%, 12/01/60<sup>(b)</sup> | 214 | &nbsp;&nbsp; 120054 |
| &nbsp;&nbsp;&nbsp; 3.60%, 01/15/72 | 75 | &nbsp;&nbsp; 47738 |
| &nbsp;&nbsp;&nbsp; 3.23%, 07/28/2121 | 87 | &nbsp;&nbsp; 48698 |
|  |  | &nbsp;&nbsp; 3173157 |
| **Philippines — 0.1%** | **Philippines — 0.1%** |  |
| Philippines Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/01/28 | 300 | &nbsp;&nbsp; 293100 |
| &nbsp;&nbsp;&nbsp; 7.75%, 01/14/31 | 257 | &nbsp;&nbsp; 299405 |
| &nbsp;&nbsp;&nbsp; 6.38%, 01/15/32 | 200 | &nbsp;&nbsp; 222020 |
| &nbsp;&nbsp;&nbsp; 5.00%, 07/17/33 | 500 | &nbsp;&nbsp; 515750 |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/14/34 | 200 | &nbsp;&nbsp; 209600 |
| &nbsp;&nbsp;&nbsp; 6.38%, 10/23/34<sup>(b)</sup> | 250 | &nbsp;&nbsp; 281375 |
| &nbsp;&nbsp;&nbsp; 5.50%, 02/04/35 | 200 | &nbsp;&nbsp; 212750 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/13/37<sup>(b)</sup> | 522 | &nbsp;&nbsp; 530352 |
| &nbsp;&nbsp;&nbsp; 3.95%, 01/20/40 | 250 | &nbsp;&nbsp; 224500 |
| &nbsp;&nbsp;&nbsp; 3.70%, 03/01/41 | 200 | &nbsp;&nbsp; 170200 |
| &nbsp;&nbsp;&nbsp; 3.70%, 02/02/42 | 397 | &nbsp;&nbsp; 332686 |
| &nbsp;&nbsp;&nbsp; 2.95%, 05/05/45 | 200 | &nbsp;&nbsp; 143200 |
| &nbsp;&nbsp;&nbsp; 5.95%, 10/13/47 | 400 | &nbsp;&nbsp; 429875 |
| &nbsp;&nbsp;&nbsp; 5.90%, 02/04/50 | 200 | &nbsp;&nbsp; 213305 |
|  |  | &nbsp;&nbsp; 4078118 |
| **Poland — 0.1%** | **Poland — 0.1%** |  |
| Republic of Poland Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 11/16/27 | 300 | &nbsp;&nbsp; 309855 |
| &nbsp;&nbsp;&nbsp; 4.63%, 03/18/29 | 100 | &nbsp;&nbsp; 101835 |
| &nbsp;&nbsp;&nbsp; 4.88%, 02/12/30 | 400 | &nbsp;&nbsp; 411740 |
| &nbsp;&nbsp;&nbsp; 5.75%, 11/16/32 | 300 | &nbsp;&nbsp; 320534 |
| &nbsp;&nbsp;&nbsp; 4.88%, 10/04/33 | 300 | &nbsp;&nbsp; 303181 |
| &nbsp;&nbsp;&nbsp; 5.13%, 09/18/34 | 379 | &nbsp;&nbsp; 387376 |
| &nbsp;&nbsp;&nbsp; 5.38%, 02/12/35 | 400 | &nbsp;&nbsp; 414483 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Poland (continued)** | **Poland (continued)** |  |
| &nbsp;&nbsp;&nbsp; Republic of Poland Government International <br> Bonds (continued)<br>|  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 04/04/53 | 200 | &nbsp;&nbsp; $193114 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/18/54 | 476 | &nbsp;&nbsp; 459959 |
|  |  | &nbsp;&nbsp; 2902077 |
| **South Korea — 0.1%** | **South Korea — 0.1%** |  |
| Export-Import Bank of Korea |  |  |
| &nbsp;&nbsp;&nbsp; 1.13%, 12/29/26 | 200 | &nbsp;&nbsp; 192872 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/11/28 | 300 | &nbsp;&nbsp; 307500 |
| &nbsp;&nbsp;&nbsp; 4.88%, 01/14/30 | 200 | &nbsp;&nbsp; 206704 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/15/32 | 200 | &nbsp;&nbsp; 203022 |
| &nbsp;&nbsp;&nbsp; 5.13%, 01/11/33 | 500 | &nbsp;&nbsp; 522000 |
| &nbsp;&nbsp;&nbsp; 5.13%, 09/18/33 | 200 | &nbsp;&nbsp; 209900 |
| Korea Development Bank |  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 02/15/28 | 500 | &nbsp;&nbsp; 505075 |
| &nbsp;&nbsp;&nbsp; 4.88%, 02/03/30 | 200 | &nbsp;&nbsp; 207002 |
| &nbsp;&nbsp;&nbsp; 3.75%, 09/16/30 | 200 | &nbsp;&nbsp; 198158 |
| &nbsp;&nbsp;&nbsp; 2.00%, 10/25/31<sup>(b)</sup> | 500 | &nbsp;&nbsp; 445225 |
| &nbsp;&nbsp;&nbsp; 5.63%, 10/23/33 | 200 | &nbsp;&nbsp; 216320 |
| Korea International Bonds<sup>(b)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 06/10/44 | 250 | &nbsp;&nbsp; 225537 |
| &nbsp;&nbsp;&nbsp; 3.88%, 09/20/48 | 200 | &nbsp;&nbsp; 170154 |
|  |  | &nbsp;&nbsp; 3609469 |
| **Supranational — 0.9%** | **Supranational — 0.9%** |  |
| African Development Bank |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 02/25/27 | 1000 | &nbsp;&nbsp; 1004601 |
| &nbsp;&nbsp;&nbsp; 4.38%, 11/03/27 | 500 | &nbsp;&nbsp; 506810 |
| &nbsp;&nbsp;&nbsp; 3.88%, 06/12/28 | 250 | &nbsp;&nbsp; 251260 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/18/29 | 300 | &nbsp;&nbsp; 297276 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/18/30 | 225 | &nbsp;&nbsp; 227081 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/12/35 | 200 | &nbsp;&nbsp; 204448 |
| Asian Development Bank |  |  |
| &nbsp;&nbsp;&nbsp; 2.63%, 01/12/27 | 171 | &nbsp;&nbsp; 168527 |
| &nbsp;&nbsp;&nbsp; 3.13%, 08/20/27 | 500 | &nbsp;&nbsp; 494956 |
| &nbsp;&nbsp;&nbsp; 2.50%, 11/02/27<sup>(b)</sup> | 341 | &nbsp;&nbsp; 332960 |
| &nbsp;&nbsp;&nbsp; 4.38%, 01/14/28 | 600 | &nbsp;&nbsp; 609195 |
| &nbsp;&nbsp;&nbsp; 2.75%, 01/19/28 | 130 | &nbsp;&nbsp; 127361 |
| &nbsp;&nbsp;&nbsp; 1.25%, 06/09/28 | 200 | &nbsp;&nbsp; 187649 |
| &nbsp;&nbsp;&nbsp; 5.82%, 06/16/28 | 681 | &nbsp;&nbsp; 715066 |
| &nbsp;&nbsp;&nbsp; 1.75%, 09/19/29 | 341 | &nbsp;&nbsp; 316240 |
| &nbsp;&nbsp;&nbsp; 1.88%, 01/24/30 | 500 | &nbsp;&nbsp; 462787 |
| &nbsp;&nbsp;&nbsp; 4.13%, 05/30/30 | 440 | &nbsp;&nbsp; 446485 |
| &nbsp;&nbsp;&nbsp; 3.75%, 08/28/30 | 165 | &nbsp;&nbsp; 164713 |
| &nbsp;&nbsp;&nbsp; 1.50%, 03/04/31 | 500 | &nbsp;&nbsp; 442771 |
| &nbsp;&nbsp;&nbsp; 3.88%, 09/28/32 | 125 | &nbsp;&nbsp; 124124 |
| &nbsp;&nbsp;&nbsp; 4.38%, 03/22/35 | 250 | &nbsp;&nbsp; 253885 |
| Asian Infrastructure Investment Bank |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/18/28 | 500 | &nbsp;&nbsp; 503255 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/16/30 | 70 | &nbsp;&nbsp; 72047 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/21/35 | 200 | &nbsp;&nbsp; 205708 |
| Corp. Andina de Fomento |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 02/08/27 | 300 | &nbsp;&nbsp; 292757 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/22/30 | 250 | &nbsp;&nbsp; 258852 |
| Council of Europe Development Bank |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 01/24/29 | 500 | &nbsp;&nbsp; 506349 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/15/30 | 50 | &nbsp;&nbsp; 51430 |
| Council Of Europe Development Bank |  |  |
| &nbsp;&nbsp;&nbsp; 4.63%, 06/11/27 | 100 | &nbsp;&nbsp; 101358 |
| &nbsp;&nbsp;&nbsp; 3.63%, 05/08/28 | 200 | &nbsp;&nbsp; 199687 |
| European Bank for Reconstruction & Development |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 01/25/29 | 400 | &nbsp;&nbsp; 405265 |

---

------

Schedule of Investments (unaudited)(continued)

September 30, 2025

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Supranational (continued)** | **Supranational (continued)** |  |
| &nbsp;&nbsp;&nbsp; European Bank for Reconstruction & <br> Development (continued)<br>|  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/13/34 | $150 | &nbsp;&nbsp; $151286 |
| European Investment Bank |  |  |
| &nbsp;&nbsp;&nbsp; 0.75%, 10/26/26 | 247 | &nbsp;&nbsp; 239074 |
| &nbsp;&nbsp;&nbsp; 1.38%, 03/15/27 | 600 | &nbsp;&nbsp; 580113 |
| &nbsp;&nbsp;&nbsp; 4.38%, 03/19/27 | 1000 | &nbsp;&nbsp; 1009069 |
| &nbsp;&nbsp;&nbsp; 3.25%, 11/15/27 | 500 | &nbsp;&nbsp; 495900 |
| &nbsp;&nbsp;&nbsp; 3.88%, 06/15/28 | 500 | &nbsp;&nbsp; 502769 |
| &nbsp;&nbsp;&nbsp; 1.75%, 03/15/29<sup>(b)</sup> | 300 | &nbsp;&nbsp; 281206 |
| &nbsp;&nbsp;&nbsp; 4.75%, 06/15/29 | 500 | &nbsp;&nbsp; 517957 |
| &nbsp;&nbsp;&nbsp; 1.63%, 10/09/29 | 130 | &nbsp;&nbsp; 119962 |
| &nbsp;&nbsp;&nbsp; 3.75%, 11/15/29 | 300 | &nbsp;&nbsp; 300316 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/14/30 | 555 | &nbsp;&nbsp; 571966 |
| &nbsp;&nbsp;&nbsp; 0.88%, 05/17/30 | 500 | &nbsp;&nbsp; 439182 |
| &nbsp;&nbsp;&nbsp; 3.88%, 10/15/30 | 160 | &nbsp;&nbsp; 160626 |
| &nbsp;&nbsp;&nbsp; 1.25%, 02/14/31 | 500 | &nbsp;&nbsp; 438005 |
| &nbsp;&nbsp;&nbsp; 4.38%, 10/10/31 | 400 | &nbsp;&nbsp; 410651 |
| &nbsp;&nbsp;&nbsp; 4.25%, 08/16/32<sup>(b)</sup> | 670 | &nbsp;&nbsp; 680925 |
| &nbsp;&nbsp;&nbsp; 4.13%, 02/13/34 | 400 | &nbsp;&nbsp; 401350 |
| &nbsp;&nbsp;&nbsp; 4.63%, 02/12/35 | 340 | &nbsp;&nbsp; 352224 |
| Inter-American Development Bank |  |  |
| &nbsp;&nbsp;&nbsp; 2.38%, 07/07/27<sup>(b)</sup> | 171 | &nbsp;&nbsp; 167156 |
| &nbsp;&nbsp;&nbsp; 1.13%, 07/20/28<sup>(b)</sup> | 511 | &nbsp;&nbsp; 476681 |
| &nbsp;&nbsp;&nbsp; 3.13%, 09/18/28 | 300 | &nbsp;&nbsp; 295362 |
| &nbsp;&nbsp;&nbsp; 2.25%, 06/18/29<sup>(b)</sup> | 500 | &nbsp;&nbsp; 474732 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/15/30 | 500 | &nbsp;&nbsp; 514821 |
| &nbsp;&nbsp;&nbsp; 3.75%, 06/14/30 | 50 | &nbsp;&nbsp; 49938 |
| &nbsp;&nbsp;&nbsp; 1.13%, 01/13/31 | 427 | &nbsp;&nbsp; 372080 |
| &nbsp;&nbsp;&nbsp; 3.63%, 09/17/31 | 250 | &nbsp;&nbsp; 246221 |
| &nbsp;&nbsp;&nbsp; 4.38%, 07/17/34 | 300 | &nbsp;&nbsp; 305395 |
| &nbsp;&nbsp;&nbsp; 4.38%, 07/16/35 | 400 | &nbsp;&nbsp; 404984 |
| &nbsp;&nbsp;&nbsp; 3.20%, 08/07/42 | 130 | &nbsp;&nbsp; 106441 |
| &nbsp;&nbsp;&nbsp; 4.38%, 01/24/44 | 75 | &nbsp;&nbsp; 70746 |
| Inter-American Investment Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 02/14/29 | 125 | &nbsp;&nbsp; 126639 |
| &nbsp;&nbsp;&nbsp; 4.25%, 04/01/30 | 100 | &nbsp;&nbsp; 101493 |
| International Bank for Reconstruction & Development |  |  |
| &nbsp;&nbsp;&nbsp; 1.88%, 10/27/26 | 130 | &nbsp;&nbsp; 127313 |
| &nbsp;&nbsp;&nbsp; 3.13%, 06/15/27 | 400 | &nbsp;&nbsp; 396205 |
| &nbsp;&nbsp;&nbsp; 2.50%, 11/22/27<sup>(b)</sup> | 341 | &nbsp;&nbsp; 332840 |
| &nbsp;&nbsp;&nbsp; 0.75%, 11/24/27 | 500 | &nbsp;&nbsp; 470051 |
| &nbsp;&nbsp;&nbsp; 1.38%, 04/20/28 | 500 | &nbsp;&nbsp; 472312 |
| &nbsp;&nbsp;&nbsp; 3.63%, 05/05/28 | 500 | &nbsp;&nbsp; 499570 |
| &nbsp;&nbsp;&nbsp; 1.13%, 09/13/28 | 1350 | &nbsp;&nbsp; 1254433 |
| &nbsp;&nbsp;&nbsp; 3.63%, 09/21/29 | 300 | &nbsp;&nbsp; 298783 |
| &nbsp;&nbsp;&nbsp; 3.88%, 10/16/29<sup>(b)</sup> | 500 | &nbsp;&nbsp; 502631 |
| &nbsp;&nbsp;&nbsp; 1.75%, 10/23/29<sup>(b)</sup> | 500 | &nbsp;&nbsp; 462868 |
| &nbsp;&nbsp;&nbsp; 4.13%, 03/20/30 | 735 | &nbsp;&nbsp; 745883 |
| &nbsp;&nbsp;&nbsp; 0.75%, 08/26/30 | 800 | &nbsp;&nbsp; 691962 |
| &nbsp;&nbsp;&nbsp; 1.25%, 02/10/31 | 500 | &nbsp;&nbsp; 437538 |
| &nbsp;&nbsp;&nbsp; 1.63%, 11/03/31<sup>(b)</sup> | 750 | &nbsp;&nbsp; 657126 |
| &nbsp;&nbsp;&nbsp; 4.63%, 01/15/32 | 80 | &nbsp;&nbsp; 83034 |
| &nbsp;&nbsp;&nbsp; 2.50%, 03/29/32<sup>(b)</sup> | 700 | &nbsp;&nbsp; 642154 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/06/32 | 1040 | &nbsp;&nbsp; 1041933 |
| &nbsp;&nbsp;&nbsp; 3.88%, 08/28/34 | 350 | &nbsp;&nbsp; 343376 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/15/35 | 87 | &nbsp;&nbsp; 90736 |
| &nbsp;&nbsp;&nbsp; 4.38%, 08/27/35 | 550 | &nbsp;&nbsp; 557286 |
| International Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 0.75%, 10/08/26 | 341 | &nbsp;&nbsp; 330496 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/21/28 | 250 | &nbsp;&nbsp; 254490 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Supranational (continued)** | **Supranational (continued)** |  |
| International Finance Corp. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 07/02/30 | 250 | &nbsp;&nbsp; $251123 |
| &nbsp;&nbsp;&nbsp; 0.75%, 08/27/30 | 341 | &nbsp;&nbsp; 294825 |
| Nordic Investment Bank, 4.38%, 03/14/28 | 500 | &nbsp;&nbsp; 507862 |
|  |  | &nbsp;&nbsp; 33047003 |
| **Sweden — 0.0%** | **Sweden — 0.0%** |  |
| Svensk Exportkredit AB |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 03/22/27 | 500 | &nbsp;&nbsp; 488943 |
| &nbsp;&nbsp;&nbsp; 4.13%, 06/14/28 | 500 | &nbsp;&nbsp; 504817 |
| &nbsp;&nbsp;&nbsp; 4.88%, 10/04/30 | 200 | &nbsp;&nbsp; 209006 |
|  |  | &nbsp;&nbsp; 1202766 |
| **Uruguay — 0.1%** | **Uruguay — 0.1%** |  |
| Oriental Republic of Uruguay, 5.25%, 09/10/60 | 150 | &nbsp;&nbsp; 140959 |
| Uruguay Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 10/27/27<sup>(b)</sup> | 171 | &nbsp;&nbsp; 172231 |
| &nbsp;&nbsp;&nbsp; 4.38%, 01/23/31 | 427 | &nbsp;&nbsp; 432338 |
| &nbsp;&nbsp;&nbsp; 5.75%, 10/28/34 | 150 | &nbsp;&nbsp; 160875 |
| &nbsp;&nbsp;&nbsp; 7.63%, 03/21/36 | 300 | &nbsp;&nbsp; 364950 |
| &nbsp;&nbsp;&nbsp; 5.44%, 02/14/37 | 25 | &nbsp;&nbsp; 26200 |
| &nbsp;&nbsp;&nbsp; 4.13%, 11/20/45<sup>(b)</sup> | 100 | &nbsp;&nbsp; 88100 |
| &nbsp;&nbsp;&nbsp; 5.10%, 06/18/50 | 484 | &nbsp;&nbsp; 458590 |
| &nbsp;&nbsp;&nbsp; 4.98%, 04/20/55 | 300 | &nbsp;&nbsp; 273900 |
|  |  | &nbsp;&nbsp; 2118143 |
| **Total Foreign Agency Obligations — 2.6%** <br>**(Cost: $92,898,724)** | **Total Foreign Agency Obligations — 2.6%** <br>**(Cost: $92,898,724)** | &nbsp;&nbsp; 90345892 |
| **Municipal Bonds** | **Municipal Bonds** | **Municipal Bonds** |
| **Arizona — 0.0%** | **Arizona — 0.0%** |  |
| &nbsp;&nbsp;&nbsp; Salt River Project Agricultural Improvement & Power <br> District, RB, BAB, 4.84%, 01/01/41<br>| 85 | &nbsp;&nbsp; 83362 |
| **California — 0.2%** | **California — 0.2%** |  |
| &nbsp;&nbsp;&nbsp; Bay Area Toll Authority, RB, BAB, Series S-1, 7.04%, <br> 04/01/50<br>| 270 | &nbsp;&nbsp; 310832 |
| &nbsp;&nbsp;&nbsp; Bay Area Toll Authority, Refunding RB, Series F-3, <br> 3.13%, 04/01/55<br>| 95 | &nbsp;&nbsp; 63310 |
| &nbsp;&nbsp;&nbsp; California Health Facilities Financing Authority, RB, <br> M/F Housing<sup>(b)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; Sustainability Bonds, 4.19%, 06/01/37 | 65 | &nbsp;&nbsp; 61233 |
| &nbsp;&nbsp;&nbsp; Sustainability Bonds, 4.35%, 06/01/41 | 85 | &nbsp;&nbsp; 78153 |
| California State University, RB |  |  |
| &nbsp;&nbsp;&nbsp; Series B, 5.18%, 11/01/53 | 50 | &nbsp;&nbsp; 47398 |
| &nbsp;&nbsp;&nbsp; Series E, 2.90%, 11/01/51 | 75 | &nbsp;&nbsp; 53165 |
| &nbsp;&nbsp;&nbsp; California State University, Refunding RB, Series B, <br> 2.98%, 11/01/51<br>| 180 | &nbsp;&nbsp; 123664 |
| &nbsp;&nbsp;&nbsp; City of Los Angeles Department of Airports Customer <br> Facility Charge Revenue, Refunding ARB, Class A, <br> Sustainability Bonds, (AGM), 4.24%, 05/15/48<sup>(b)</sup><br>| 60 | &nbsp;&nbsp; 51991 |
| &nbsp;&nbsp;&nbsp; City of San Francisco California Public Utilities <br> Commission Water Revenue, RB, BAB, 6.95%, <br> 11/01/50<br>| 75 | &nbsp;&nbsp; 83756 |
| &nbsp;&nbsp;&nbsp; East Bay Municipal Utility District Water System <br> Revenue, RB, BAB, 5.87%, 06/01/40<br>| 75 | &nbsp;&nbsp; 79968 |
| &nbsp;&nbsp;&nbsp; Foothill-Eastern Transportation Corridor Agency, <br> Refunding RB<br>|  |  |
| &nbsp;&nbsp;&nbsp; Series A, 4.09%, 01/15/49 | 80 | &nbsp;&nbsp; 63169 |
| &nbsp;&nbsp;&nbsp; Series A, (AGM), 3.92%, 01/15/53 | 65 | &nbsp;&nbsp; 49954 |
| &nbsp;&nbsp;&nbsp; Golden State Tobacco Securitization Corp., Refunding <br> RB<br>|  |  |
| &nbsp;&nbsp;&nbsp; Class B, (SAP), 2.75%, 06/01/34<sup>(b)</sup> | 60 | &nbsp;&nbsp; 53529 |

---

Master Portfolio Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

September 30, 2025

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **California (continued)** | **California (continued)** |  |
| &nbsp;&nbsp;&nbsp; Golden State Tobacco Securitization Corp., Refunding <br> RB (continued)<br>|  |  |
| &nbsp;&nbsp;&nbsp; Class B, (SAP), 3.29%, 06/01/42 | 150 | &nbsp;&nbsp; $117378 |
| &nbsp;&nbsp;&nbsp; Class B, (SAP), 3.00%, 06/01/46 | 30 | &nbsp;&nbsp; 26836 |
| &nbsp;&nbsp;&nbsp; Series A-1, 3.71%, 06/01/41 | 80 | &nbsp;&nbsp; 62572 |
| &nbsp;&nbsp;&nbsp; Los Angeles Community College District, GO, BAB, <br> 6.75%, 08/01/49<br>| 100 | &nbsp;&nbsp; 112483 |
| &nbsp;&nbsp;&nbsp; Los Angeles County Public Works Financing <br> Authority, Refunding RB, BAB, 7.62%, 08/01/40<br>| 75 | &nbsp;&nbsp; 87878 |
| &nbsp;&nbsp;&nbsp; Los Angeles Department of Water & Power, RB, BAB, <br> 6.57%, 07/01/45<br>| 125 | &nbsp;&nbsp; 133048 |
| &nbsp;&nbsp;&nbsp; Regents of the University of California Medical Center <br> Pooled Revenue, RB<br>|  |  |
| &nbsp;&nbsp;&nbsp; Series N, 3.71%, 05/15/2120 | 100 | &nbsp;&nbsp; 63984 |
| &nbsp;&nbsp;&nbsp; Series Q, 4.13%, 05/15/32 | 70 | &nbsp;&nbsp; 69012 |
| &nbsp;&nbsp;&nbsp; Series Q, 4.56%, 05/15/53 | 85 | &nbsp;&nbsp; 73180 |
| &nbsp;&nbsp;&nbsp; Regents of the University of California Medical Center <br> Pooled Revenue, RB, BAB, Series H, 6.55%, <br> 05/15/48<br>| 465 | &nbsp;&nbsp; 501237 |
| &nbsp;&nbsp;&nbsp; San Diego County Regional Transportation <br> Commission, RB, BAB, 5.91%, 04/01/48<br>| 70 | &nbsp;&nbsp; 71689 |
| &nbsp;&nbsp;&nbsp; San Diego County Water Authority, RB, BAB, <br> Series B, 6.14%, 05/01/49<br>| 85 | &nbsp;&nbsp; 88311 |
| &nbsp;&nbsp;&nbsp; San Joaquin Hills Transportation Corridor Agency, <br> Refunding RB, Series B, (AGM), 3.49%, 01/15/50<br>| 75 | &nbsp;&nbsp; 57203 |
| State of California, GO, BAB |  |  |
| &nbsp;&nbsp;&nbsp; 7.55%, 04/01/39 | 250 | &nbsp;&nbsp; 302186 |
| &nbsp;&nbsp;&nbsp; 7.30%, 10/01/39 | 460 | &nbsp;&nbsp; 537570 |
| &nbsp;&nbsp;&nbsp; 7.35%, 11/01/39 | 280 | &nbsp;&nbsp; 328770 |
| &nbsp;&nbsp;&nbsp; 7.60%, 11/01/40 | 325 | &nbsp;&nbsp; 398033 |
| State of California, Refunding GO |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/01/28 | 270 | &nbsp;&nbsp; 267634 |
| &nbsp;&nbsp;&nbsp; 4.60%, 04/01/28<sup>(f)</sup> | 65 | &nbsp;&nbsp; 66232 |
| &nbsp;&nbsp;&nbsp; 2.50%, 10/01/29<sup>(b)</sup> | 220 | &nbsp;&nbsp; 208424 |
| &nbsp;&nbsp;&nbsp; 5.75%, 10/01/31<sup>(b)</sup> | 250 | &nbsp;&nbsp; 271199 |
| &nbsp;&nbsp;&nbsp; 5.10%, 09/01/35 | 350 | &nbsp;&nbsp; 363957 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/01/43 | 55 | &nbsp;&nbsp; 54218 |
| University of California, RB |  |  |
| &nbsp;&nbsp;&nbsp; Series AD, 4.86%, 05/15/2112 | 75 | &nbsp;&nbsp; 63991 |
| &nbsp;&nbsp;&nbsp; Series AQ, 4.77%, 05/15/2115 | 72 | &nbsp;&nbsp; 59954 |
| &nbsp;&nbsp;&nbsp; Series BD, 3.35%, 07/01/29<sup>(b)</sup> | 110 | &nbsp;&nbsp; 107843 |
|  |  | &nbsp;&nbsp; 5614944 |
| **Colorado — 0.0%** | **Colorado — 0.0%** |  |
| &nbsp;&nbsp;&nbsp; Regional Transportation District Sales Tax Revenue, <br> RB, BAB, Series B, 5.84%, 11/01/50<br>| 75 | &nbsp;&nbsp; 76708 |
| **Connecticut — 0.0%** | **Connecticut — 0.0%** |  |
| State of Connecticut, GO, Series A, 5.85%, 03/15/32 | 410 | &nbsp;&nbsp; 440818 |
| **District of Columbia — 0.0%** | **District of Columbia — 0.0%** |  |
| &nbsp;&nbsp;&nbsp; District of Columbia Water & Sewer Authority, RB, <br> Series A, Senior Lien, Sustainability Bonds, 4.81%, <br> 10/01/2114<sup>(b)</sup><br>| 70 | &nbsp;&nbsp; 61276 |
| &nbsp;&nbsp;&nbsp; Metropolitan Washington Airports Authority Dulles Toll <br> Road Revenue, RB, BAB, 7.46%, 10/01/46<br>| 75 | &nbsp;&nbsp; 90290 |
|  |  | &nbsp;&nbsp; 151566 |
| **Florida — 0.0%** | **Florida — 0.0%** |  |
| &nbsp;&nbsp;&nbsp; County of Miami-Dade Florida Aviation Revenue, <br> Refunding RB, Series C, 4.28%, 10/01/41<br>| 125 | &nbsp;&nbsp; 114781 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Florida (continued)** | **Florida (continued)** |  |
| &nbsp;&nbsp;&nbsp; County of Miami-Dade Florida Transit System, <br> Refunding RB, Series B, 2.60%, 07/01/42<br>| 60 | &nbsp;&nbsp; $46262 |
| State Board of Administration Finance Corp., RB |  |  |
| &nbsp;&nbsp;&nbsp; Series A, 2.15%, 07/01/30 | 165 | &nbsp;&nbsp; 150436 |
| &nbsp;&nbsp;&nbsp; Series A, 5.53%, 07/01/34 | 100 | &nbsp;&nbsp; 104162 |
|  |  | &nbsp;&nbsp; 415641 |
| **Georgia — 0.0%** | **Georgia — 0.0%** |  |
| &nbsp;&nbsp;&nbsp; City of Atlanta Georgia Water & Wastewater Revenue, <br> Refunding RB, 2.26%, 11/01/35<br>| 80 | &nbsp;&nbsp; 67632 |
| &nbsp;&nbsp;&nbsp; Municipal Electric Authority of Georgia, Refunding RB, <br> BAB, 6.66%, 04/01/57<br>| 115 | &nbsp;&nbsp; 125081 |
|  |  | &nbsp;&nbsp; 192713 |
| **Idaho — 0.0%** | **Idaho — 0.0%** |  |
| &nbsp;&nbsp;&nbsp; Idaho Energy Resources Authority, RB, 2.86%, <br> 09/01/46<br>| 85 | &nbsp;&nbsp; 59642 |
| **Illinois — 0.1%** | **Illinois — 0.1%** |  |
| Chicago O'Hare International Airport, ARB<sup>(b)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; Series C, Senior Lien, 4.47%, 01/01/49 | 65 | &nbsp;&nbsp; 57022 |
| &nbsp;&nbsp;&nbsp; Series C, Senior Lien, 4.57%, 01/01/54 | 65 | &nbsp;&nbsp; 56735 |
| &nbsp;&nbsp;&nbsp; Chicago Transit Authority Sales & Transfer Tax <br> Receipts Revenue, RB, Series A, 6.90%, 12/01/40<br>| 165 | &nbsp;&nbsp; 183271 |
| &nbsp;&nbsp;&nbsp; Illinois State Toll Highway Authority, RB, BAB, <br> Series A, 6.18%, 01/01/34<br>| 87 | &nbsp;&nbsp; 92936 |
| &nbsp;&nbsp;&nbsp; Metropolitan Water Reclamation District of Greater <br> Chicago, GOL, BAB, 5.72%, 12/01/38<br>| 70 | &nbsp;&nbsp; 73083 |
| &nbsp;&nbsp;&nbsp; Sales Tax Securitization Corp., Refunding RB, <br> Series B, 2nd Lien, 3.24%, 01/01/42<br>| 230 | &nbsp;&nbsp; 188336 |
| State of Illinois, GO, 5.10%, 06/01/33<sup>(b)</sup> | 868 | &nbsp;&nbsp; 878730 |
| State of Illinois, GO, BAB, 7.35%, 07/01/35 | 57 | &nbsp;&nbsp; 62296 |
|  |  | &nbsp;&nbsp; 1592409 |
| **Indiana — 0.0%** | **Indiana — 0.0%** |  |
| &nbsp;&nbsp;&nbsp; Indiana Finance Authority, Refunding RB, <br> Sustainability Bonds, 3.05%, 01/01/51<br>| 75 | &nbsp;&nbsp; 54768 |
| **Kansas — 0.0%** | **Kansas — 0.0%** |  |
| &nbsp;&nbsp;&nbsp; Kansas Development Finance Authority, RB, <br> Series K, (BAM), 2.77%, 05/01/51<br>| 55 | &nbsp;&nbsp; 38684 |
| **Louisiana — 0.0%** | **Louisiana — 0.0%** |  |
| &nbsp;&nbsp;&nbsp; Louisiana Local Government Environmental Facilities <br> & Community Development Authority, RB<br>|  |  |
| &nbsp;&nbsp;&nbsp; Class A-2, 4.15%, 02/01/33 | 100 | &nbsp;&nbsp; 99489 |
| &nbsp;&nbsp;&nbsp; Series A-3, 5.20%, 12/01/39 | 125 | &nbsp;&nbsp; 128289 |
| &nbsp;&nbsp;&nbsp; Series A-4, 4.48%, 08/01/39 | 110 | &nbsp;&nbsp; 106279 |
|  |  | &nbsp;&nbsp; 334057 |
| **Massachusetts — 0.0%** | **Massachusetts — 0.0%** |  |
| &nbsp;&nbsp;&nbsp; Commonwealth of Massachusetts, GOL, Series H, <br> 2.90%, 09/01/49<br>| 80 | &nbsp;&nbsp; 54458 |
| &nbsp;&nbsp;&nbsp; Commonwealth of Massachusetts, GOL, BAB, 5.46%, <br> 12/01/39<br>| 180 | &nbsp;&nbsp; 184372 |
| &nbsp;&nbsp;&nbsp; Massachusetts School Building Authority, RB, BAB, <br> 5.72%, 08/15/39<br>| 115 | &nbsp;&nbsp; 120429 |
|  |  | &nbsp;&nbsp; 359259 |
| **Michigan — 0.0%** | **Michigan — 0.0%** |  |
| Michigan Finance Authority, Refunding RB |  |  |
| &nbsp;&nbsp;&nbsp; 3.08%, 12/01/34 | 60 | &nbsp;&nbsp; 54639 |
| &nbsp;&nbsp;&nbsp; 3.38%, 12/01/40 | 70 | &nbsp;&nbsp; 59126 |

---

------

Schedule of Investments (unaudited)(continued)

September 30, 2025

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Michigan (continued)** | **Michigan (continued)** |  |
| &nbsp;&nbsp;&nbsp; Michigan State University, RB, Series A, 4.17%, <br> 08/15/2122<br>| 82 | &nbsp;&nbsp; $60871 |
| Michigan Strategic Fund, RB, 3.23%, 09/01/47 | 85 | &nbsp;&nbsp; 64463 |
| University of Michigan, RB |  |  |
| &nbsp;&nbsp;&nbsp; Series A, 3.50%, 04/01/52 | 60 | &nbsp;&nbsp; 45161 |
| &nbsp;&nbsp;&nbsp; Series A, 4.45%, 04/01/2122 | 74 | &nbsp;&nbsp; 59590 |
| &nbsp;&nbsp;&nbsp; Series B, Sustainability Bonds, 3.50%, 04/01/52 | 95 | &nbsp;&nbsp; 71283 |
|  |  | &nbsp;&nbsp; 415133 |
| **Minnesota — 0.0%** | **Minnesota — 0.0%** |  |
| University of Minnesota, RB, 4.05%, 04/01/52 | 64 | &nbsp;&nbsp; 52233 |
| **Missouri — 0.0%** | **Missouri — 0.0%** |  |
| &nbsp;&nbsp;&nbsp; Health & Educational Facilities Authority of the State <br> of Missouri, RB, Series A, 3.65%, 08/15/57<br>| 90 | &nbsp;&nbsp; 67220 |
| **Nevada — 0.0%** | **Nevada — 0.0%** |  |
| &nbsp;&nbsp;&nbsp; County of Clark Department of Aviation, ARB, BAB, <br> Series C, 6.82%, 07/01/45<br>| 95 | &nbsp;&nbsp; 106495 |
| **New Jersey — 0.0%** | **New Jersey — 0.0%** |  |
| &nbsp;&nbsp;&nbsp; New Jersey Economic Development Authority, RB, <br> Series A, (NPFGC), 7.43%, 02/15/29<br>| 249 | &nbsp;&nbsp; 261749 |
| &nbsp;&nbsp;&nbsp; New Jersey Transportation Trust Fund Authority, RB, <br> BAB, Series B, 6.56%, 12/15/40<br>| 375 | &nbsp;&nbsp; 415868 |
| &nbsp;&nbsp;&nbsp; New Jersey Turnpike Authority, RB, BAB, Series F, <br> 7.41%, 01/01/40<br>| 155 | &nbsp;&nbsp; 186914 |
| &nbsp;&nbsp;&nbsp; Rutgers The State University of New Jersey, RB, <br> Series P, 3.92%, 05/01/2119<br>| 74 | &nbsp;&nbsp; 50431 |
| &nbsp;&nbsp;&nbsp; Rutgers The State University of New Jersey, <br> Refunding RB, Series R, 3.27%, 05/01/43<br>| 80 | &nbsp;&nbsp; 65490 |
|  |  | &nbsp;&nbsp; 980452 |
| **New York — 0.1%** | **New York — 0.1%** |  |
| City of New York, GO |  |  |
| &nbsp;&nbsp;&nbsp; Series C-2, 4.61%, 09/01/37 | 100 | &nbsp;&nbsp; 98565 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series B-1, Sustainability Bonds, 5.83%, <br> 10/01/53<sup>(b)</sup><br>| 250 | &nbsp;&nbsp; 262276 |
| &nbsp;&nbsp;&nbsp; Series D-1, Sustainability Bonds, 5.11%, 10/01/54 | 60 | &nbsp;&nbsp; 57224 |
| &nbsp;&nbsp;&nbsp; City of New York, GO, BAB, Series F-1, 6.27%, <br> 12/01/37<br>| 85 | &nbsp;&nbsp; 91756 |
| &nbsp;&nbsp;&nbsp; Metropolitan Transportation Authority Dedicated Tax <br> Fund, RB, BAB, 7.34%, 11/15/39<br>| 90 | &nbsp;&nbsp; 107349 |
| Metropolitan Transportation Authority, RB, BAB |  |  |
| &nbsp;&nbsp;&nbsp; 6.67%, 11/15/39 | 100 | &nbsp;&nbsp; 109420 |
| &nbsp;&nbsp;&nbsp; 6.81%, 11/15/40 | 50 | &nbsp;&nbsp; 54914 |
| &nbsp;&nbsp;&nbsp; New York City Municipal Water Finance Authority, <br> Refunding RB, BAB<br>|  |  |
| &nbsp;&nbsp;&nbsp; 5.72%, 06/15/42 | 85 | &nbsp;&nbsp; 86860 |
| &nbsp;&nbsp;&nbsp; 6.01%, 06/15/42 | 110 | &nbsp;&nbsp; 115991 |
| &nbsp;&nbsp;&nbsp; 5.44%, 06/15/43 | 75 | &nbsp;&nbsp; 74760 |
| New York State Dormitory Authority, RB |  |  |
| &nbsp;&nbsp;&nbsp; Series B, 5.23%, 07/01/35 | 100 | &nbsp;&nbsp; 103978 |
| &nbsp;&nbsp;&nbsp; Series B, 5.83%, 07/01/55 | 50 | &nbsp;&nbsp; 53174 |
| Port Authority of New York & New Jersey, ARB |  |  |
| &nbsp;&nbsp;&nbsp; Series 192, 4.81%, 10/15/65 | 80 | &nbsp;&nbsp; 71629 |
| &nbsp;&nbsp;&nbsp; Series 225, 3.18%, 07/15/60<sup>(b)</sup> | 70 | &nbsp;&nbsp; 45741 |
| Port Authority of New York & New Jersey, RB |  |  |
| &nbsp;&nbsp;&nbsp; Series 159, 6.04%, 12/01/29 | 75 | &nbsp;&nbsp; 81075 |
| &nbsp;&nbsp;&nbsp; Series 168, 4.93%, 10/01/51 | 220 | &nbsp;&nbsp; 204291 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **New York (continued)** | **New York (continued)** |  |
| &nbsp;&nbsp;&nbsp; Port Authority of New York & New Jersey, <br> RB (continued)<br>|  |  |
| &nbsp;&nbsp;&nbsp; Series 182, 5.31%, 08/01/46 | 75 | &nbsp;&nbsp; $74391 |
| &nbsp;&nbsp;&nbsp; Port Authority of New York & New Jersey, Refunding <br> ARB, Series 239, 5.07%, 07/15/53<br>| 50 | &nbsp;&nbsp; 47448 |
| &nbsp;&nbsp;&nbsp; Port Authority of New York & New Jersey, Refunding <br> RB, Series 174, 4.46%, 10/01/62<br>| 300 | &nbsp;&nbsp; 255151 |
|  |  | &nbsp;&nbsp; 1995993 |
| **North Carolina — 0.0%** | **North Carolina — 0.0%** |  |
| &nbsp;&nbsp;&nbsp; Charlotte-Mecklenburg Hospital Authority, RB, <br> Series S, 3.20%, 01/15/51<sup>(b)</sup><br>| 75 | &nbsp;&nbsp; 51975 |
| **Ohio — 0.0%** | **Ohio — 0.0%** |  |
| &nbsp;&nbsp;&nbsp; American Municipal Power, Inc., RB, Series B, 8.08%, <br> 02/15/50<br>| 100 | &nbsp;&nbsp; 128308 |
| &nbsp;&nbsp;&nbsp; JobsOhio Beverage System, Refunding RB, Series A, <br> 2.83%, 01/01/38<br>| 100 | &nbsp;&nbsp; 85156 |
| &nbsp;&nbsp;&nbsp; Ohio State University, RB, BAB, Series C, 4.91%, <br> 06/01/40<br>| 145 | &nbsp;&nbsp; 143570 |
| &nbsp;&nbsp;&nbsp; Ohio Turnpike & Infrastructure Commission, <br> Refunding RB, Series A, Junior Lien, 3.22%, <br> 02/15/48<br>| 95 | &nbsp;&nbsp; 69818 |
|  |  | &nbsp;&nbsp; 426852 |
| **Oregon — 0.0%** | **Oregon — 0.0%** |  |
| &nbsp;&nbsp;&nbsp; Oregon School Boards Association, GOL, Series B, <br> (NATL), 5.55%, 06/30/28<br>|  | &nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp; Oregon State University, RB, (BAM), 3.42%, <br> 03/01/60<br>| 62 | &nbsp;&nbsp; 43563 |
| State of Oregon, GO, 5.89%, 06/01/27 | 77 | &nbsp;&nbsp; 78954 |
|  |  | &nbsp;&nbsp; 122517 |
| **Pennsylvania — 0.0%** | **Pennsylvania — 0.0%** |  |
| &nbsp;&nbsp;&nbsp; Commonwealth Financing Authority, RB, Series A, <br> 2.99%, 06/01/42<sup>(b)</sup><br>| 225 | &nbsp;&nbsp; 171634 |
| &nbsp;&nbsp;&nbsp; Pennsylvania Economic Development Financing <br> Authority, RB, 5.69%, 06/01/54<br>| 50 | &nbsp;&nbsp; 50489 |
| &nbsp;&nbsp;&nbsp; Pennsylvania State University, Refunding RB, <br> Series D, 2.79%, 09/01/43<br>| 100 | &nbsp;&nbsp; 76964 |
| &nbsp;&nbsp;&nbsp; University of Pittsburgh-of the Commonwealth System <br> of Higher Education, RB, 3.56%, 09/15/2119<sup>(b)</sup><br>| 62 | &nbsp;&nbsp; 39954 |
|  |  | &nbsp;&nbsp; 339041 |
| **South Carolina — 0.0%** | **South Carolina — 0.0%** |  |
| &nbsp;&nbsp;&nbsp; South Carolina Public Service Authority, RB, BAB, <br> Series C, 6.45%, 01/01/50<br>| 74 | &nbsp;&nbsp; 80835 |
| **Texas — 0.0%** | **Texas — 0.0%** |  |
| &nbsp;&nbsp;&nbsp; City of San Antonio Texas Electric & Gas Systems <br> Revenue, RB, 4.43%, 02/01/42<br>| 65 | &nbsp;&nbsp; 62881 |
| &nbsp;&nbsp;&nbsp; City of San Antonio Texas Electric & Gas Systems <br> Revenue, RB, BAB, Junior Lien, 5.81%, 02/01/41<br>| 95 | &nbsp;&nbsp; 97043 |
| &nbsp;&nbsp;&nbsp; Dallas Area Rapid Transit, Refunding RB, Series A, <br> Senior Lien, 2.61%, 12/01/48<br>| 70 | &nbsp;&nbsp; 47968 |
| Dallas Fort Worth International Airport, Refunding RB |  |  |
| &nbsp;&nbsp;&nbsp; 2.84%, 11/01/46 | 65 | &nbsp;&nbsp; 47330 |
| &nbsp;&nbsp;&nbsp; Series A, 2.99%, 11/01/38<sup>(b)</sup> | 75 | &nbsp;&nbsp; 64520 |
| &nbsp;&nbsp;&nbsp; Series C, 2.92%, 11/01/50 | 160 | &nbsp;&nbsp; 112712 |
| &nbsp;&nbsp;&nbsp; Grand Parkway Transportation Corp., Refunding RB, <br> Subordinate, 3.24%, 10/01/52<sup>(b)</sup><br>| 200 | &nbsp;&nbsp; 139821 |

---

Master Portfolio Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

September 30, 2025

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Texas (continued)** | **Texas (continued)** |  |
| &nbsp;&nbsp;&nbsp; North Texas Tollway Authority, RB, BAB, Series B, <br> 6.72%, 01/01/49<br>| 96 | &nbsp;&nbsp; $107178 |
| State of Texas, GO, BAB, 5.52%, 04/01/39 | 110 | &nbsp;&nbsp; 113996 |
| &nbsp;&nbsp;&nbsp; Texas Department of Transportation State Highway <br> Fund, RB, Series B, 5.18%, 04/01/30<br>| 110 | &nbsp;&nbsp; 112288 |
| Texas Natural Gas Securitization Finance Corp., RB<sup>(b)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; Series 2023-1, Class A1, 5.10%, 04/01/35 | 154 | &nbsp;&nbsp; 159312 |
| &nbsp;&nbsp;&nbsp; Series 2023-1, Class A2, 5.17%, 04/01/41 | 170 | &nbsp;&nbsp; 173632 |
| &nbsp;&nbsp;&nbsp; Texas Private Activity Bond Surface Transportation <br> Corp., RB, Series B, 3.92%, 12/31/49<br>| 80 | &nbsp;&nbsp; 63398 |
| &nbsp;&nbsp;&nbsp; Texas Transportation Commission, Refunding GO, <br> 2.47%, 10/01/44<br>| 185 | &nbsp;&nbsp; 130388 |
|  |  | &nbsp;&nbsp; 1432467 |
| **Virginia — 0.0%** | **Virginia — 0.0%** |  |
| &nbsp;&nbsp;&nbsp; University of Virginia, RB, Series C, 4.18%, <br> 09/01/2117<br>| 60 | &nbsp;&nbsp; 45681 |
| University of Virginia, Refunding RB |  |  |
| &nbsp;&nbsp;&nbsp; 2.26%, 09/01/50 | 120 | &nbsp;&nbsp; 70579 |
| &nbsp;&nbsp;&nbsp; Series U, 2.58%, 11/01/51 | 85 | &nbsp;&nbsp; 53128 |
|  |  | &nbsp;&nbsp; 169388 |
| **Wisconsin — 0.0%** | **Wisconsin — 0.0%** |  |
| &nbsp;&nbsp;&nbsp; State of Wisconsin, Refunding RB, Series A, 3.95%, <br> 05/01/36<br>| 110 | &nbsp;&nbsp; 103730 |
| **Total Municipal Bonds — 0.4%** <br>**(Cost: $17,913,874)** | **Total Municipal Bonds — 0.4%** <br>**(Cost: $17,913,874)** | &nbsp;&nbsp; 15758902 |
| **Non-Agency Mortgage-Backed Securities** | **Non-Agency Mortgage-Backed Securities** | **Non-Agency Mortgage-Backed Securities** |
| **Commercial Mortgage-Backed Securities — 0.7%** | **Commercial Mortgage-Backed Securities — 0.7%** | **Commercial Mortgage-Backed Securities — 0.7%** |
| Bank |  |  |
| &nbsp;&nbsp;&nbsp; Series 2018-BN12, Class AS, 4.47%, 05/15/61<sup>(c)</sup> | 239 | &nbsp;&nbsp; 234812 |
| &nbsp;&nbsp;&nbsp; Series 2019-BN18, Class A4, 3.58%, 05/15/62 | 341 | &nbsp;&nbsp; 326556 |
| &nbsp;&nbsp;&nbsp; Series 2019-BN21, Class A5, 2.85%, 10/17/52 | 936 | &nbsp;&nbsp; 879477 |
| &nbsp;&nbsp;&nbsp; Series 2020-BN25, Class C, 3.46%, 01/15/63<sup>(c)</sup> | 200 | &nbsp;&nbsp; 175388 |
| &nbsp;&nbsp;&nbsp; Series 2020-BN27, Class A5, 2.14%, 04/15/63 | 925 | &nbsp;&nbsp; 820568 |
| &nbsp;&nbsp;&nbsp; Series 2023-5YR4, Class A3, 6.50%, 12/15/56 | 433 | &nbsp;&nbsp; 456542 |
| &nbsp;&nbsp;&nbsp; Series 2024-5YR11, Class A3, 5.89%, 11/15/57 | 500 | &nbsp;&nbsp; 525888 |
| &nbsp;&nbsp;&nbsp; Series 2024-5YR7, Class A3, 5.77%, 06/15/57 | 950 | &nbsp;&nbsp; 991487 |
| &nbsp;&nbsp;&nbsp; Bank of America Merrill Lynch Commercial Mortgage <br> Trust, Series 2017-BNK3, Class B, 3.88%, <br> 02/15/50<sup>(c)</sup><br>| 250 | &nbsp;&nbsp; 244310 |
| BBCMS Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2017-C1, Class A4, 3.67%, 02/15/50 | 392 | &nbsp;&nbsp; 386670 |
| &nbsp;&nbsp;&nbsp; Series 2021-C12, Class A5, 2.69%, 11/15/54 | 400 | &nbsp;&nbsp; 356841 |
| &nbsp;&nbsp;&nbsp; Series 2022-C17, Class A5, 4.44%, 09/15/55 | 500 | &nbsp;&nbsp; 492608 |
| &nbsp;&nbsp;&nbsp; Series 2022-C18, Class AS, 6.35%, 12/15/55<sup>(c)</sup> | 250 | &nbsp;&nbsp; 269058 |
| &nbsp;&nbsp;&nbsp; Series 2024-C28, Class A4, 5.12%, 09/15/57 | 1000 | &nbsp;&nbsp; 1024881 |
| &nbsp;&nbsp;&nbsp; BBCMS Trust, Series 2021-C10, Class A5, 2.49%, <br> 07/15/54<br>| 1572 | &nbsp;&nbsp; 1424642 |
| Benchmark Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2018-B5, Class A4, 4.21%, 07/15/51 | 511 | &nbsp;&nbsp; 508147 |
| &nbsp;&nbsp;&nbsp; Series 2019-B10, Class A4, 3.72%, 03/15/62 | 546 | &nbsp;&nbsp; 531891 |
| &nbsp;&nbsp;&nbsp; Series 2019-B11, Class A4, 3.28%, 05/15/52 | 681 | &nbsp;&nbsp; 656289 |
| &nbsp;&nbsp;&nbsp; Series 2019-B9, Class A5, 4.02%, 03/15/52 | 511 | &nbsp;&nbsp; 501160 |
| &nbsp;&nbsp;&nbsp; Series 2020-B19, Class B, 2.35%, 09/15/53 | 193 | &nbsp;&nbsp; 149313 |
| &nbsp;&nbsp;&nbsp; Series 2020-B21, Class A4, 1.70%, 12/17/53 | 612 | &nbsp;&nbsp; 540015 |
| &nbsp;&nbsp;&nbsp; Series 2020-B21, Class A5, 1.98%, 12/17/53 | 410 | &nbsp;&nbsp; 360716 |
| &nbsp;&nbsp;&nbsp; Series 2021-B29, Class A4, 2.14%, 09/15/54 | 500 | &nbsp;&nbsp; 439824 |
| &nbsp;&nbsp;&nbsp; Series 2021-B29, Class A5, 2.39%, 09/15/54 | 567 | &nbsp;&nbsp; 502093 |
| &nbsp;&nbsp;&nbsp; Series 2021-B30, Class B, 2.64%, 11/15/54<sup>(c)</sup> | 250 | &nbsp;&nbsp; 205943 |
| &nbsp;&nbsp;&nbsp; Series 2024-V5, Class B, 6.06%, 01/10/57<sup>(c)</sup> | 200 | &nbsp;&nbsp; 203802 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Commercial Mortgage-Backed Securities (continued)** | **Commercial Mortgage-Backed Securities (continued)** | **Commercial Mortgage-Backed Securities (continued)** |
| Benchmark Mortgage Trust (continued) |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-V14, Class A3, 5.18%, 04/15/57 | 650 | &nbsp;&nbsp; $668127 |
| &nbsp;&nbsp;&nbsp; Series 2025-V14, Class AM, 6.09%, 04/15/57<sup>(c)</sup> | 250 | &nbsp;&nbsp; 261550 |
| &nbsp;&nbsp;&nbsp; Series 2025-V15, Class A3, 5.80%, 06/15/58 | 500 | &nbsp;&nbsp; 527266 |
| BMO Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2023-C7, Class AS, 6.67%, 12/15/56<sup>(c)</sup> | 500 | &nbsp;&nbsp; 551399 |
| &nbsp;&nbsp;&nbsp; Series 2024-5C6, Class C, 5.88%, 09/15/57<sup>(c)</sup> | 125 | &nbsp;&nbsp; 125281 |
| &nbsp;&nbsp;&nbsp; Series 2024-5C8, Class A3, 5.63%, 12/15/57<sup>(c)</sup> | 100 | &nbsp;&nbsp; 104214 |
| &nbsp;&nbsp;&nbsp; Series 2024-5C8, Class C, 5.74%, 12/15/57<sup>(c)</sup> | 200 | &nbsp;&nbsp; 199281 |
| &nbsp;&nbsp;&nbsp; Series 2024-C9, Class C, 6.60%, 07/15/57<sup>(c)</sup> | 200 | &nbsp;&nbsp; 205904 |
| &nbsp;&nbsp;&nbsp; Series 2025-C11, Class A5, 5.69%, 02/15/58 | 500 | &nbsp;&nbsp; 530257 |
| Citigroup Commercial Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2017-P7, Class A4, 3.71%, 04/14/50 | 384 | &nbsp;&nbsp; 378926 |
| &nbsp;&nbsp;&nbsp; Series 2019-C7, Class C, 4.05%, 12/15/72<sup>(c)</sup> | 200 | &nbsp;&nbsp; 181815 |
| CSAIL Commercial Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2016-C7, Class A5, 3.50%, 11/15/49 | 816 | &nbsp;&nbsp; 808065 |
| &nbsp;&nbsp;&nbsp; Series 2018-CX11, Class A5, 4.03%, 04/15/51<sup>(c)</sup> | 681 | &nbsp;&nbsp; 675719 |
| &nbsp;&nbsp;&nbsp; Series 2018-CX11, Class B, 4.45%, 04/15/51<sup>(c)</sup> | 250 | &nbsp;&nbsp; 243822 |
| &nbsp;&nbsp;&nbsp; Series 2020-C19, Class A3, 2.56%, 03/15/53 | 500 | &nbsp;&nbsp; 453679 |
| &nbsp;&nbsp;&nbsp; DBJPM Mortgage Trust, Series 2016-C3, Class A5, <br> 2.89%, 08/10/49<br>| 1275 | &nbsp;&nbsp; 1259661 |
| &nbsp;&nbsp;&nbsp; GS Mortgage Securities Trust, Series 2018-GS10, <br> Class A5, 4.16%, 07/10/51<sup>(c)</sup><br>| 511 | &nbsp;&nbsp; 502797 |
| &nbsp;&nbsp;&nbsp; JPMCC Commercial Mortgage Securities Trust, <br> Series 2017-JP7, Class A5, 3.45%, 09/15/50<br>| 597 | &nbsp;&nbsp; 586018 |
| &nbsp;&nbsp;&nbsp; JPMDB Commercial Mortgage Securities Trust, <br> Series 2017-C7, Class A5, 3.41%, 10/15/50<br>| 1021 | &nbsp;&nbsp; 998403 |
| Morgan Stanley Capital I Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2018-H3, Class A4, 3.91%, 07/15/51 | 384 | &nbsp;&nbsp; 379169 |
| &nbsp;&nbsp;&nbsp; Series 2019-L3, Class AS, 3.49%, 11/15/52 | 132 | &nbsp;&nbsp; 124250 |
| &nbsp;&nbsp;&nbsp; Series 2020-L4, Class AS, 2.88%, 02/15/53 | 500 | &nbsp;&nbsp; 457167 |
| Wells Fargo Commercial Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2018-C43, Class AS, 4.15%, 03/15/51<sup>(c)</sup> | 100 | &nbsp;&nbsp; 98329 |
| &nbsp;&nbsp;&nbsp; Series 2019-C49, Class A5, 4.02%, 03/15/52 | 655 | &nbsp;&nbsp; 647641 |
| &nbsp;&nbsp;&nbsp; Series 2020-C56, Class A5, 2.45%, 06/15/53 | 530 | &nbsp;&nbsp; 488250 |
| &nbsp;&nbsp;&nbsp; Series 2020-C58, Class A4, 2.09%, 07/15/53 | 481 | &nbsp;&nbsp; 428452 |
| **Total Non-Agency Mortgage-Backed Securities — 0.7%** <br>**(Cost: $25,967,067)** | **Total Non-Agency Mortgage-Backed Securities — 0.7%** <br>**(Cost: $25,967,067)** | &nbsp;&nbsp; 25094363 |
| **Preferred Securities** | **Preferred Securities** | **Preferred Securities** |
| **Capital Trusts — 0.1%** | **Capital Trusts — 0.1%** | **Capital Trusts — 0.1%** |
| **Banks — 0.0%** | **Banks — 0.0%** |  |
| Goldman Sachs Capital I, 6.35%, 02/15/34 | 87 | &nbsp;&nbsp; 92951 |
| **Electric Utilities**<sup>(c)</sup> **— 0.1%** | **Electric Utilities**<sup>(c)</sup> **— 0.1%** |  |
| American Electric Power Co., Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.95%, 12/15/54<sup>(b)</sup> | 50 | &nbsp;&nbsp; 54113 |
| &nbsp;&nbsp;&nbsp; 3.88%, 02/15/62 | 71 | &nbsp;&nbsp; 68688 |
| CenterPoint Energy, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.70%, 05/15/55 | 30 | &nbsp;&nbsp; 30981 |
| &nbsp;&nbsp;&nbsp; 5.95%, 04/01/56 | 25 | &nbsp;&nbsp; 25000 |
| &nbsp;&nbsp;&nbsp; Series B, 6.85%, 02/15/55<sup>(b)</sup> | 75 | &nbsp;&nbsp; 79553 |
| CMS Energy Corp., 6.50%, 06/01/55 | 40 | &nbsp;&nbsp; 41414 |
| Dominion Energy, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.63%, 05/15/55 | 125 | &nbsp;&nbsp; 129366 |
| &nbsp;&nbsp;&nbsp; 6.00%, 02/15/56 | 140 | &nbsp;&nbsp; 141001 |
| &nbsp;&nbsp;&nbsp; 6.20%, 02/15/56 | 25 | &nbsp;&nbsp; 25164 |
| &nbsp;&nbsp;&nbsp; Series B, 7.00%, 06/01/54<sup>(b)</sup> | 100 | &nbsp;&nbsp; 108429 |
| Duke Energy Corp., 6.45%, 09/01/54 | 100 | &nbsp;&nbsp; 105628 |
| &nbsp;&nbsp;&nbsp; NextEra Energy Capital Holdings, Inc., 6.38%, <br> 08/15/55<br>| 150 | &nbsp;&nbsp; 155754 |

---

------

Schedule of Investments (unaudited)(continued)

September 30, 2025

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Electric Utilities (continued)** | **Electric Utilities (continued)** |  |
| Sempra |  |  |
| &nbsp;&nbsp;&nbsp; 6.88%, 10/01/54 | 120 | &nbsp;&nbsp; $124340 |
| &nbsp;&nbsp;&nbsp; 6.38%, 04/01/56 | 100 | &nbsp;&nbsp; 102625 |
| Sierra Pacific Power Co., 6.20%, 12/15/55 | 25 | &nbsp;&nbsp; 25022 |
| Southern Co., Series 2025, 6.38%, 03/15/55 | 50 | &nbsp;&nbsp; 53280 |
|  |  | &nbsp;&nbsp; 1270358 |
| **Financial Services**<sup>(c)</sup> **— 0.0%** | **Financial Services**<sup>(c)</sup> **— 0.0%** |  |
| Apollo Global Management, Inc., 6.00%, 12/15/54<sup>(b)</sup> | 30 | &nbsp;&nbsp; 29802 |
| Corebridge Financial, Inc., 6.38%, 09/15/54 | 75 | &nbsp;&nbsp; 76980 |
|  |  | &nbsp;&nbsp; 106782 |
| **Insurance — 0.0%** | **Insurance — 0.0%** |  |
| Athene Holding Ltd., 6.88%, 06/28/55<sup>(c)</sup> | 50 | &nbsp;&nbsp; 51214 |
| MetLife, Inc., 6.40%, 12/15/66 | 104 | &nbsp;&nbsp; 109441 |
| Prudential Financial, Inc., 6.50%, 03/15/54<sup>(c)</sup> | 100 | &nbsp;&nbsp; 107010 |
|  |  | &nbsp;&nbsp; 267665 |
| **Oil, Gas & Consumable Fuels**<sup>(c)</sup> **— 0.0%** | **Oil, Gas & Consumable Fuels**<sup>(c)</sup> **— 0.0%** |  |
| Phillips 66 Co. |  |  |
| &nbsp;&nbsp;&nbsp; Series A, 5.88%, 03/15/56 | 50 | &nbsp;&nbsp; 49606 |
| &nbsp;&nbsp;&nbsp; Series B, 6.20%, 03/15/56 | 50 | &nbsp;&nbsp; 50134 |
|  |  | &nbsp;&nbsp; 99740 |
|  |  | &nbsp;&nbsp; 1837496 |
| **Total Preferred Securities — 0.1%** <br>**(Cost: $1,816,717)** | **Total Preferred Securities — 0.1%** <br>**(Cost: $1,816,717)** | &nbsp;&nbsp; 1837496 |
| **U.S. Government Sponsored Agency Securities** | **U.S. Government Sponsored Agency Securities** | **U.S. Government Sponsored Agency Securities** |
| **Agency Obligations — 0.3%** | **Agency Obligations — 0.3%** |  |
| Fannie Mae |  |  |
| &nbsp;&nbsp;&nbsp; 6.25%, 05/15/29 | 909 | &nbsp;&nbsp; 988217 |
| &nbsp;&nbsp;&nbsp; 7.13%, 01/15/30 | 1698 | &nbsp;&nbsp; 1931009 |
| &nbsp;&nbsp;&nbsp; 7.25%, 05/15/30 | 3487 | &nbsp;&nbsp; 4003260 |
| &nbsp;&nbsp;&nbsp; 0.88%, 08/05/30 | 1191 | &nbsp;&nbsp; 1041150 |
| &nbsp;&nbsp;&nbsp; 6.63%, 11/15/30 | 53 | &nbsp;&nbsp; 59904 |
| Federal Home Loan Banks, 5.50%, 07/15/36 | 370 | &nbsp;&nbsp; 405027 |
| Federal Home Loan Mortgage Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 6.75%, 03/15/31 | 477 | &nbsp;&nbsp; 545221 |
| &nbsp;&nbsp;&nbsp; 6.25%, 07/15/32 | 562 | &nbsp;&nbsp; 637947 |
| Tennessee Valley Authority |  |  |
| &nbsp;&nbsp;&nbsp; 1.50%, 09/15/31<sup>(b)</sup> | 70 | &nbsp;&nbsp; 60889 |
| &nbsp;&nbsp;&nbsp; 5.88%, 04/01/36 | 359 | &nbsp;&nbsp; 401689 |
| &nbsp;&nbsp;&nbsp; 3.50%, 12/15/42 | 74 | &nbsp;&nbsp; 61995 |
| &nbsp;&nbsp;&nbsp; 5.25%, 02/01/55 | 50 | &nbsp;&nbsp; 49840 |
|  |  | &nbsp;&nbsp; 10186148 |
| **Commercial Mortgage-Backed Securities — 0.7%** | **Commercial Mortgage-Backed Securities — 0.7%** |  |
| Fannie Mae-Aces |  |  |
| &nbsp;&nbsp;&nbsp; Series 2017-M15, Class A2, 3.06%, 09/25/27<sup>(c)</sup> | 544 | &nbsp;&nbsp; 535355 |
| &nbsp;&nbsp;&nbsp; Series 2018-M12, Class A2, 3.75%, 08/25/30<sup>(c)</sup> | 511 | &nbsp;&nbsp; 500838 |
| &nbsp;&nbsp;&nbsp; Series 2019-M22, Class A2, 2.52%, 08/25/29 | 744 | &nbsp;&nbsp; 703535 |
| &nbsp;&nbsp;&nbsp; Series 2019-M9, Class A2, 2.94%, 06/25/29 | 628 | &nbsp;&nbsp; 608202 |
| &nbsp;&nbsp;&nbsp; Series 2020-M46, Class A2, 1.32%, 05/25/30 | 910 | &nbsp;&nbsp; 816467 |
| &nbsp;&nbsp;&nbsp; Series 2021-M13, Class A2, 1.65%, 04/25/31<sup>(c)</sup> | 724 | &nbsp;&nbsp; 633877 |
| &nbsp;&nbsp;&nbsp; Series 2021-M17, Class A2, 1.71%, 07/25/31<sup>(c)</sup> | 511 | &nbsp;&nbsp; 446936 |
| &nbsp;&nbsp;&nbsp; Series 2021-M2S, Class A2, 1.87%, 10/25/31<sup>(c)</sup> | 1470 | &nbsp;&nbsp; 1287717 |
| &nbsp;&nbsp;&nbsp; Freddie Mac Multifamily Structured Pass Through <br> Certificates<br>|  |  |
| &nbsp;&nbsp;&nbsp; Series K063, Class A2, 3.43%, 01/25/27<sup>(c)</sup> | 850 | &nbsp;&nbsp; 844589 |
| &nbsp;&nbsp;&nbsp; Series K066, Class A2, 3.12%, 06/25/27 | 597 | &nbsp;&nbsp; 589201 |
| &nbsp;&nbsp;&nbsp; Series K076, Class A2, 3.90%, 04/25/28 | 341 | &nbsp;&nbsp; 340953 |
| &nbsp;&nbsp;&nbsp; Series K088, Class A2, 3.69%, 01/25/29 | 87 | &nbsp;&nbsp; 86384 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Commercial Mortgage-Backed Securities (continued)** | **Commercial Mortgage-Backed Securities (continued)** |  |
| &nbsp;&nbsp;&nbsp; Freddie Mac Multifamily Structured Pass Through <br> Certificates (continued)<br>|  |  |
| &nbsp;&nbsp;&nbsp; Series K100, Class A2, 2.67%, 09/25/29 | 1698 | &nbsp;&nbsp; $1617612 |
| &nbsp;&nbsp;&nbsp; Series K101, Class A2, 2.52%, 10/25/29 | 960 | &nbsp;&nbsp; 908654 |
| &nbsp;&nbsp;&nbsp; Series K110, Class A2, 1.48%, 04/25/30 | 450 | &nbsp;&nbsp; 404466 |
| &nbsp;&nbsp;&nbsp; Series K111, Class A2, 1.35%, 05/25/30 | 171 | &nbsp;&nbsp; 152205 |
| &nbsp;&nbsp;&nbsp; Series K123, Class A2, 1.62%, 12/25/30 | 1698 | &nbsp;&nbsp; 1504975 |
| &nbsp;&nbsp;&nbsp; Series K126, Class A2, 2.07%, 01/25/31 | 1856 | &nbsp;&nbsp; 1679860 |
| &nbsp;&nbsp;&nbsp; Series K130, Class A2, 1.72%, 06/25/31 | 500 | &nbsp;&nbsp; 440002 |
| &nbsp;&nbsp;&nbsp; Series K-1521, Class A2, 2.18%, 08/25/36 | 813 | &nbsp;&nbsp; 646170 |
| &nbsp;&nbsp;&nbsp; Series K-154, Class A2, 4.35%, 01/25/33<sup>(c)</sup> | 1000 | &nbsp;&nbsp; 1002108 |
| &nbsp;&nbsp;&nbsp; Series K-156, Class A2, 4.43%, 02/25/33<sup>(c)</sup> | 1500 | &nbsp;&nbsp; 1510728 |
| &nbsp;&nbsp;&nbsp; Series K-159, Class A2, 4.50%, 07/25/33<sup>(c)</sup> | 1400 | &nbsp;&nbsp; 1413971 |
| &nbsp;&nbsp;&nbsp; Series K-162, Class A2, 5.15%, 12/25/33<sup>(c)</sup> | 500 | &nbsp;&nbsp; 525910 |
| &nbsp;&nbsp;&nbsp; Series K-170, Class A2, 5.00%, 02/25/35<sup>(c)</sup> | 500 | &nbsp;&nbsp; 520997 |
| &nbsp;&nbsp;&nbsp; Series K739, Class A2, 1.34%, 09/25/27 | 492 | &nbsp;&nbsp; 471048 |
| &nbsp;&nbsp;&nbsp; Series K-752, Class A2, 4.28%, 07/25/30 | 5000 | &nbsp;&nbsp; 5038983 |
| &nbsp;&nbsp;&nbsp; Series K755, Class A2, 5.20%, 02/25/31 | 1110 | &nbsp;&nbsp; 1164768 |
|  |  | &nbsp;&nbsp; 26396511 |
| **Mortgage-Backed Securities — 25.5%** | **Mortgage-Backed Securities — 25.5%** |  |
| Fannie Mae Mortgage-Backed Securities |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/01/47 | 149 | &nbsp;&nbsp; 133854 |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/01/47 - 02/01/57 | 552 | &nbsp;&nbsp; 525756 |
| &nbsp;&nbsp;&nbsp; 3.50%, 11/01/51 | 857 | &nbsp;&nbsp; 802741 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (12-mo. RFUCCT US + 1.53%), 6.36%, <br> 05/01/43<sup>(c)</sup><br>| 6 | &nbsp;&nbsp; 5696 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (12-mo. RFUCCT US + 1.54%), 6.25%, <br> 06/01/43<sup>(c)</sup><br>| 8 | &nbsp;&nbsp; 7907 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (12-mo. RFUCCT US + 1.70%), 6.32%, <br> 08/01/42<sup>(c)</sup><br>| 2 | &nbsp;&nbsp; 1747 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (12-mo. RFUCCT US + 1.75%), 6.47%, <br> 08/01/41<sup>(c)</sup><br>| 1 | &nbsp;&nbsp; 559 |
| &nbsp;&nbsp;&nbsp; (12-mo. RFUCCT US + 1.83%), 6.74%, 11/01/40<sup>(c)</sup> | 1 | &nbsp;&nbsp; 610 |
| Freddie Mac Mortgage-Backed Securities |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/01/27 - 10/01/47 | 5817 | &nbsp;&nbsp; 5328799 |
| &nbsp;&nbsp;&nbsp; 2.50%, 07/01/28 - 01/01/33 | 1082 | &nbsp;&nbsp; 1044446 |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/01/32 - 06/01/49 | 5739 | &nbsp;&nbsp; 5402295 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/01/33 - 04/01/49 | 229 | &nbsp;&nbsp; 231696 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/01/33 - 01/01/49 | 1979 | &nbsp;&nbsp; 1911130 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/01/35 - 01/01/39 | 7 | &nbsp;&nbsp; 7767 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/01/38 - 01/01/49 | 843 | &nbsp;&nbsp; 835262 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (12-mo. RFUCCT US + 1.67%), 6.48%, <br> 08/01/41<sup>(c)</sup><br>| 1 | &nbsp;&nbsp; 917 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (12-mo. RFUCCT US + 1.85%), 6.67%, <br> 09/01/40<sup>(c)</sup><br>| 1 | &nbsp;&nbsp; 1170 |
| Ginnie Mae Mortgage-Backed Securities |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 12/15/32 - 12/20/54<sup>(g)</sup> | 26007 | &nbsp;&nbsp; 26269465 |
| &nbsp;&nbsp;&nbsp; 6.00%, 03/15/35 - 09/20/55<sup>(g)</sup> | 20359 | &nbsp;&nbsp; 20739581 |
| &nbsp;&nbsp;&nbsp; 6.50%, 09/15/36 - 09/20/55<sup>(g)</sup> | 9217 | &nbsp;&nbsp; 9490288 |
| &nbsp;&nbsp;&nbsp; 4.50%, 07/15/39 - 10/20/55<sup>(g)</sup> | 19099 | &nbsp;&nbsp; 18613776 |
| &nbsp;&nbsp;&nbsp; 5.00%, 11/15/39 - 11/20/54<sup>(g)</sup> | 24041 | &nbsp;&nbsp; 23973559 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/15/41 - 10/20/55<sup>(g)</sup> | 17488 | &nbsp;&nbsp; 16559383 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/20/42 - 10/20/55<sup>(g)</sup> | 25486 | &nbsp;&nbsp; 23471996 |
| &nbsp;&nbsp;&nbsp; 3.00%, 01/20/43 - 10/20/55<sup>(g)</sup> | 31533 | &nbsp;&nbsp; 28280038 |
| &nbsp;&nbsp;&nbsp; 2.50%, 05/20/45 - 10/20/55<sup>(g)</sup> | 37350 | &nbsp;&nbsp; 32140314 |
| &nbsp;&nbsp;&nbsp; 2.00%, 07/20/50 - 10/20/55<sup>(g)</sup> | 36013 | &nbsp;&nbsp; 29785213 |
| &nbsp;&nbsp;&nbsp; 1.50%, 10/20/51 | 141 | &nbsp;&nbsp; 111752 |
| Uniform Mortgage-Backed Securities |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 10/01/25 - 10/14/55<sup>(g)</sup> | 41764 | &nbsp;&nbsp; 40060418 |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/01/26 - 10/14/55<sup>(g)</sup> | 40010 | &nbsp;&nbsp; 37219694 |
| &nbsp;&nbsp;&nbsp; 3.00%, 01/01/27 - 10/14/55<sup>(g)</sup> | 66175 | &nbsp;&nbsp; 59420869 |
| &nbsp;&nbsp;&nbsp; 2.50%, 09/01/28 - 10/14/55<sup>(g)</sup> | 132389 | &nbsp;&nbsp; 113872329 |

---

Master Portfolio Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

September 30, 2025

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Mortgage-Backed Securities (continued)** | **Mortgage-Backed Securities (continued)** |  |
| Uniform Mortgage-Backed Securities (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 7.00%, 02/01/32 | 1 | &nbsp;&nbsp; $1342 |
| &nbsp;&nbsp;&nbsp; 6.50%, 07/01/32 - 09/01/55<sup>(g)</sup> | 30698 | &nbsp;&nbsp; 31983668 |
| &nbsp;&nbsp;&nbsp; 5.00%, 11/01/33 - 10/14/55<sup>(g)</sup> | 37158 | &nbsp;&nbsp; 37014342 |
| &nbsp;&nbsp;&nbsp; 6.00%, 03/01/34 - 09/01/55<sup>(g)</sup> | 56856 | &nbsp;&nbsp; 58380278 |
| &nbsp;&nbsp;&nbsp; 2.00%, 12/01/35 - 10/14/55<sup>(g)(h)</sup> | 208740 | &nbsp;&nbsp; 174258097 |
| &nbsp;&nbsp;&nbsp; 1.50%, 03/01/36 - 11/01/51<sup>(g)</sup> | 24718 | &nbsp;&nbsp; 20441661 |
| &nbsp;&nbsp;&nbsp; 5.50%, 04/01/36 - 07/01/55<sup>(g)</sup> | 54394 | &nbsp;&nbsp; 55162154 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/01/39 - 10/14/55<sup>(g)</sup> | 25808 | &nbsp;&nbsp; 25235362 |
|  |  | &nbsp;&nbsp; 898727931 |
| **Total U.S. Government Sponsored Agency Securities — 26.5%** <br>**(Cost: $996,137,476)** | **Total U.S. Government Sponsored Agency Securities — 26.5%** <br>**(Cost: $996,137,476)** | &nbsp;&nbsp; 935310590 |
| **U.S. Treasury Obligations** | **U.S. Treasury Obligations** | **U.S. Treasury Obligations** |
| U.S. Treasury Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 6.63%, 02/15/27 | 597 | &nbsp;&nbsp; 622256 |
| &nbsp;&nbsp;&nbsp; 5.25%, 11/15/28 - 02/15/29 | 2379 | &nbsp;&nbsp; 2495104 |
| &nbsp;&nbsp;&nbsp; 6.13%, 08/15/29 | 1275 | &nbsp;&nbsp; 1386413 |
| &nbsp;&nbsp;&nbsp; 5.38%, 02/15/31 | 1021 | &nbsp;&nbsp; 1099170 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/15/36 - 11/15/54 | 15929 | &nbsp;&nbsp; 15606092 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/15/37 - 08/15/55 | 34725 | &nbsp;&nbsp; 34973163 |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/15/37 - 05/15/45 | 6595 | &nbsp;&nbsp; 6911967 |
| &nbsp;&nbsp;&nbsp; 4.38%, 02/15/38 - 08/15/43 | 7040 | &nbsp;&nbsp; 6893046 |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/15/39 | 1139 | &nbsp;&nbsp; 1042007 |
| &nbsp;&nbsp;&nbsp; 4.25%, 05/15/39 - 08/15/54 | 20757 | &nbsp;&nbsp; 19345315 |
| &nbsp;&nbsp;&nbsp; 4.63%, 02/15/40 - 02/15/55 | 29877 | &nbsp;&nbsp; 29535418 |
| &nbsp;&nbsp;&nbsp; 1.13%, 05/15/40 - 08/15/40 | 17049 | &nbsp;&nbsp; 10800325 |
| &nbsp;&nbsp;&nbsp; 3.88%, 08/15/40 - 05/15/43 | 9857 | &nbsp;&nbsp; 8953157 |
| &nbsp;&nbsp;&nbsp; 1.38%, 11/15/40 - 08/15/50 | 13781 | &nbsp;&nbsp; 7960816 |
| &nbsp;&nbsp;&nbsp; 1.88%, 02/15/41 - 11/15/51 | 23742 | &nbsp;&nbsp; 14825249 |
| &nbsp;&nbsp;&nbsp; 2.25%, 05/15/41 - 02/15/52 | 19945 | &nbsp;&nbsp; 13327613 |
| &nbsp;&nbsp;&nbsp; 1.75%, 08/15/41 | 7351 | &nbsp;&nbsp; 4987768 |
| &nbsp;&nbsp;&nbsp; 2.00%, 11/15/41 - 08/15/51 | 18319 | &nbsp;&nbsp; 11405419 |
| &nbsp;&nbsp;&nbsp; 2.38%, 02/15/42 - 05/15/51 | 19140 | &nbsp;&nbsp; 13154300 |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/15/42 - 08/15/52 | 33477 | &nbsp;&nbsp; 25346218 |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/15/42 | 4100 | &nbsp;&nbsp; 3444320 |
| &nbsp;&nbsp;&nbsp; 2.75%, 08/15/42 - 11/15/47 | 7295 | &nbsp;&nbsp; 5366870 |
| &nbsp;&nbsp;&nbsp; 3.38%, 08/15/42 - 11/15/48 | 9439 | &nbsp;&nbsp; 7793352 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/15/42 - 11/15/52 | 9600 | &nbsp;&nbsp; 8645992 |
| &nbsp;&nbsp;&nbsp; 3.13%, 02/15/43 - 05/15/48 | 7721 | &nbsp;&nbsp; 6107028 |
| &nbsp;&nbsp;&nbsp; 2.88%, 05/15/43 - 05/15/52 | 20469 | &nbsp;&nbsp; 15169783 |
| &nbsp;&nbsp;&nbsp; 3.63%, 08/15/43 - 05/15/53 | 16144 | &nbsp;&nbsp; 13476444 |
| &nbsp;&nbsp;&nbsp; 3.75%, 11/15/43 | 4262 | &nbsp;&nbsp; 3773701 |
| &nbsp;&nbsp;&nbsp; 4.13%, 08/15/44 - 08/15/53 | 13347 | &nbsp;&nbsp; 12208641 |
| &nbsp;&nbsp;&nbsp; 2.50%, 02/15/45 - 05/15/46 | 10548 | &nbsp;&nbsp; 7484732 |
| &nbsp;&nbsp;&nbsp; 4.88%, 08/15/45 | 6736 | &nbsp;&nbsp; 6886508 |
| &nbsp;&nbsp;&nbsp; 1.25%, 05/15/50 | 17950 | &nbsp;&nbsp; 8804615 |
| &nbsp;&nbsp;&nbsp; 1.63%, 11/15/50 | 8561 | &nbsp;&nbsp; 4593512 |
| U.S. Treasury Notes |  |  |
| &nbsp;&nbsp;&nbsp; 1.63%, 10/31/26 - 05/15/31 | 20466 | &nbsp;&nbsp; 19203507 |
| &nbsp;&nbsp;&nbsp; 2.00%, 11/15/26 | 2546 | &nbsp;&nbsp; 2498064 |
| &nbsp;&nbsp;&nbsp; 4.63%, 11/15/26 - 02/15/35 | 68438 | &nbsp;&nbsp; 70449982 |
| &nbsp;&nbsp;&nbsp; 1.25%, 11/30/26 - 08/15/31 | 58647 | &nbsp;&nbsp; 54113123 |
| &nbsp;&nbsp;&nbsp; 4.25%, 11/30/26 - 08/15/35 | 125559 | &nbsp;&nbsp; 127173625 |
| &nbsp;&nbsp;&nbsp; 4.38%, 12/15/26 - 05/15/34 | 50850 | &nbsp;&nbsp; 51933065 |
| &nbsp;&nbsp;&nbsp; 1.75%, 12/31/26 - 01/31/29 | 13000 | &nbsp;&nbsp; 12301836 |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/15/27 - 02/15/34 | 132246 | &nbsp;&nbsp; 133248681 |
| &nbsp;&nbsp;&nbsp; 1.50%, 01/31/27 - 02/15/30 | 18030 | &nbsp;&nbsp; 16980639 |
| &nbsp;&nbsp;&nbsp; 4.13%, 01/31/27 - 11/15/32 | 111347 | &nbsp;&nbsp; 112702238 |
| &nbsp;&nbsp;&nbsp; 1.88%, 02/28/27 - 02/15/32 | 22836 | &nbsp;&nbsp; 21213184 |
| &nbsp;&nbsp;&nbsp; 0.63%, 03/31/27 - 08/15/30 | 36446 | &nbsp;&nbsp; 32890664 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **U.S. Treasury Obligations (continued)** | **U.S. Treasury Obligations (continued)** | **U.S. Treasury Obligations (continued)** |
| U.S. Treasury Notes (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 03/31/27 | 4267 | &nbsp;&nbsp; $4194994 |
| &nbsp;&nbsp;&nbsp; 3.88%, 03/31/27 - 08/15/34 | 162313 | &nbsp;&nbsp; 162661700 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/15/27 - 11/15/33 | 33062 | &nbsp;&nbsp; 33910642 |
| &nbsp;&nbsp;&nbsp; 0.50%, 04/30/27 - 10/31/27 | 18628 | &nbsp;&nbsp; 17623149 |
| &nbsp;&nbsp;&nbsp; 2.75%, 04/30/27 - 08/15/32 | 24242 | &nbsp;&nbsp; 23248360 |
| &nbsp;&nbsp;&nbsp; 3.75%, 04/30/27 - 08/31/31 | 58976 | &nbsp;&nbsp; 59041209 |
| &nbsp;&nbsp;&nbsp; 2.38%, 05/15/27 - 05/15/29 | 14389 | &nbsp;&nbsp; 13882624 |
| &nbsp;&nbsp;&nbsp; 3.25%, 06/30/27 - 06/30/29 | 9500 | &nbsp;&nbsp; 9400254 |
| &nbsp;&nbsp;&nbsp; 0.38%, 07/31/27 - 09/30/27 | 10858 | &nbsp;&nbsp; 10204824 |
| &nbsp;&nbsp;&nbsp; 2.25%, 08/15/27 - 11/15/27 | 10350 | &nbsp;&nbsp; 10078455 |
| &nbsp;&nbsp;&nbsp; 3.13%, 08/31/27 - 08/31/29 | 30248 | &nbsp;&nbsp; 29808060 |
| &nbsp;&nbsp;&nbsp; 3.63%, 08/31/27 - 08/31/30 | 54336 | &nbsp;&nbsp; 54230499 |
| &nbsp;&nbsp;&nbsp; 3.38%, 09/15/27 - 05/15/33 | 16450 | &nbsp;&nbsp; 16025739 |
| &nbsp;&nbsp;&nbsp; 0.75%, 01/31/28 | 13000 | &nbsp;&nbsp; 12173281 |
| &nbsp;&nbsp;&nbsp; 3.50%, 01/31/28 - 02/15/33 | 44590 | &nbsp;&nbsp; 44046891 |
| &nbsp;&nbsp;&nbsp; 1.13%, 02/29/28 - 02/15/31 | 23375 | &nbsp;&nbsp; 21244407 |
| &nbsp;&nbsp;&nbsp; 2.88%, 05/15/28 - 05/15/32 | 28110 | &nbsp;&nbsp; 27084197 |
| &nbsp;&nbsp;&nbsp; 1.00%, 07/31/28 | 6786 | &nbsp;&nbsp; 6309124 |
| &nbsp;&nbsp;&nbsp; 1.38%, 10/31/28 - 11/15/31 | 37304 | &nbsp;&nbsp; 33220475 |
| &nbsp;&nbsp;&nbsp; 4.88%, 10/31/28 - 10/31/30 | 13250 | &nbsp;&nbsp; 13776309 |
| &nbsp;&nbsp;&nbsp; 2.63%, 02/15/29 - 07/31/29 | 14249 | &nbsp;&nbsp; 13743193 |
| &nbsp;&nbsp;&nbsp; 0.88%, 11/15/30 | 6956 | &nbsp;&nbsp; 6031069 |
| **Total U.S. Treasury Obligations — 45.7%** <br>**(Cost: $1,677,059,085)** | **Total U.S. Treasury Obligations — 45.7%** <br>**(Cost: $1,677,059,085)** | &nbsp;&nbsp; 1611074377 |
| **Total Long-Term Investments — 101.0%** <br>**(Cost: $3,733,153,893)** | **Total Long-Term Investments — 101.0%** <br>**(Cost: $3,733,153,893)** | &nbsp;&nbsp; 3560910799 |

---

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

---

| | | |
|:---|:---|:---|
|  | <br>*Shares*<br>|  |
| **Short-Term Securities** | **Short-Term Securities** | **Short-Term Securities** |
| **Money Market Funds — 6.6%** | **Money Market Funds — 6.6%** |  |
| &nbsp;&nbsp;&nbsp; BlackRock Cash Funds: Institutional, SL Agency <br> Shares, 4.26%<sup>(i)(j)(k)</sup><br>| 233263124 | &nbsp;&nbsp; 233379755 |
| &nbsp;&nbsp;&nbsp; BlackRock Cash Funds: Treasury, SL Agency Shares, <br> 4.09%<sup>(i)(j)</sup><br>| 100000 | &nbsp;&nbsp; 100000 |
| **Total Short-Term Securities — 6.6%** <br>**(Cost: $233,369,786)** | **Total Short-Term Securities — 6.6%** <br>**(Cost: $233,369,786)** | &nbsp;&nbsp; 233479755 |
| **Total Investments Before TBA Sale Commitments — 107.6%** <br>**(Cost: $3,966,523,679)** | **Total Investments Before TBA Sale Commitments — 107.6%** <br>**(Cost: $3,966,523,679)** | &nbsp;&nbsp; 3794390554 |

---

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

---

| | | |
|:---|:---|:---|
|  | *Par* <br>*(000)*<br>|  |
| **TBA Sale Commitments**<sup>(g)</sup> | **TBA Sale Commitments**<sup>(g)</sup> | **TBA Sale Commitments**<sup>(g)</sup> |
| **Mortgage-Backed Securities — (1.0)%** | **Mortgage-Backed Securities — (1.0)%** |  |
| Ginnie Mae Mortgage-Backed Securities |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 10/20/55 | $(2000)<br>| &nbsp;&nbsp; (1823232)<br>|
| &nbsp;&nbsp;&nbsp; 4.00%, 10/20/55 | (2000)<br>| &nbsp;&nbsp; (1880198)<br>|
| &nbsp;&nbsp;&nbsp; 4.50%, 10/20/55 | (350)<br>| &nbsp;&nbsp; (339361)<br>|
| &nbsp;&nbsp;&nbsp; 5.50%, 10/15/54 | (650)<br>| &nbsp;&nbsp; (654837)<br>|
| &nbsp;&nbsp;&nbsp; 6.00%, 10/15/54 | (3450)<br>| &nbsp;&nbsp; (3508697)<br>|
| &nbsp;&nbsp;&nbsp; 6.50%, 10/15/54 | (1751)<br>| &nbsp;&nbsp; (1798184)<br>|
| &nbsp;&nbsp;&nbsp; TBA, 5.00%, 10/15/54 | (1666)<br>| &nbsp;&nbsp; (1657035)<br>|
| Uniform Mortgage-Backed Securities |  |  |
| &nbsp;&nbsp;&nbsp; 2.00%, 10/14/55 | (5000)<br>| &nbsp;&nbsp; (4028822)<br>|
| &nbsp;&nbsp;&nbsp; 2.50%, 10/16/40 - 10/14/55 | (7000)<br>| &nbsp;&nbsp; (6190364)<br>|
| &nbsp;&nbsp;&nbsp; 3.00%, 10/14/55 | (3000)<br>| &nbsp;&nbsp; (2634603)<br>|

---

------

Schedule of Investments (unaudited)(continued)

September 30, 2025

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Mortgage-Backed Securities (continued)** | **Mortgage-Backed Securities (continued)** |  |
| Uniform Mortgage-Backed Securities (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 10/15/54 | (2419)<br>| &nbsp;&nbsp; $(2438928)<br>|
| &nbsp;&nbsp;&nbsp; 6.00%, 10/15/54 | (3675)<br>| &nbsp;&nbsp; (3754335)<br>|
| &nbsp;&nbsp;&nbsp; 6.50%, 10/15/54 | (3500)<br>| &nbsp;&nbsp; (3616843)<br>|
| **Total TBA Sale Commitments — (1.0)%** <br>**(Proceeds: $(34365849))** | **Total TBA Sale Commitments — (1.0)%** <br>**(Proceeds: $(34365849))** | &nbsp;&nbsp; (34325439)<br>|
| **Total Investments, Net of TBA Sale Commitments — 106.6%** <br>**(Cost: $3,932,157,830)** | **Total Investments, Net of TBA Sale Commitments — 106.6%** <br>**(Cost: $3,932,157,830)** | &nbsp;&nbsp; 3760065115 |
| **Liabilities in Excess of Other Assets — (6.6)%** | **Liabilities in Excess of Other Assets — (6.6)%** | &nbsp;&nbsp; (233468441)<br>|
| **Net Assets — 100.0%** | **Net Assets — 100.0%** | &nbsp;&nbsp; $3526596674 |

---

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

<sup>(a)</sup> When-issued security.

<sup>(b)</sup> All or a portion of this security is on loan.

<sup>(c)</sup> Variable rate security. Interest rate resets periodically. The rate shown is the effective interest rate as of period end. Security description also includes the reference rate and spread if published and available. 

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

<sup>(d)</sup> Security exempt from registration pursuant to Rule 144A under the Securities Act of 1933, as amended. These securities may be resold in transactions exempt from registration to qualified institutional investors. 

<sup>(e)</sup> Step coupon security. Coupon rate will either increase (step-up bond) or decrease (step- down bond) at regular intervals until maturity. Interest rate shown reflects the rate currently in effect. 

<sup>(f)</sup> U.S. Government securities held in escrow, are used to pay interest on this security as well as to retire the bond in full at the date indicated, typically at a premium to par. 

<sup>(g)</sup> Represents or includes a TBA transaction.

<sup>(h)</sup> All or a portion of the security has been pledged as collateral in connection with outstanding TBA commitments. 

<sup>(i)</sup> Affiliate of the Master Portfolio.

<sup>(j)</sup> Annualized 7-day yield as of period end.

<sup>(k)</sup> All or a portion of this security was purchased with the cash collateral from loaned securities. 

For purposes of this report, industry and sector sub-classifications may differ from those utilized by the Master Portfolio for compliance purposes.

**Affiliates**

Investments in issuers considered to be affiliate(s) of the Master Portfolio during the period ended September 30, 2025 for purposes of Section 2(a)(3) of the Investment Company Act of 1940, as amended, were as follows:

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| *Affiliated Issuer* | *Value at* <br>*12/31/24*<br>| *Purchases* <br>*at Cost*<br>| *Proceeds* <br>*from Sales*<br>| *Net* <br>*Realized* <br>*Gain (Loss)*<br>| *Change in* <br>*Unrealized* <br>*Appreciation* <br>*(Depreciation)*<br>| *Value at* <br>*09/30/25*<br>| *Shares* <br>*Held at* <br>*09/30/25*<br>| *Income* | *Capital Gain* <br>*Distributions* <br>*from* <br>*Underlying* <br>*Funds*<br>|
| &nbsp;&nbsp;&nbsp; BlackRock Cash Funds: Institutional, SL Agency <br> Shares<br>| $274215392 | $— | $(40832852 )<sup>(a)</sup><br>| &nbsp;&nbsp; $11220 | $(14005)<br>| $233379755 | 233263124 | $299708 <br><sup>(b)</sup><br>| &nbsp;&nbsp; $— |
| &nbsp;&nbsp;&nbsp; BlackRock Cash Funds: Treasury, SL Agency <br> Shares<br>| 100000 |  |  | &nbsp;&nbsp; — |  | 100000 | 100000 | 3189 | &nbsp;&nbsp; — |
|  |  |  |  | &nbsp;&nbsp; $11220 | $(14005)<br>| $233479755 |  | $302897 | &nbsp;&nbsp; $— |

---

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

<sup>(a)</sup> Represents net amount purchased (sold).

<sup>(b)</sup> All or a portion represents securities lending income earned from the reinvestment of cash collateral from loaned securities, net of collateral investment fees, and other payments to and from borrowers of securities. 

**Fair Value Hierarchy as of Period End**

Various inputs are used in determining the fair value of financial instruments at the measurement date. These inputs to valuation techniques are categorized into a fair value hierarchy consisting of three broad levels for financial reporting purposes as follows:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 1 – Unadjusted price quotations in active markets/exchanges that the Master Portfolio has the ability to access for identical assets or liabilities;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 2 – Inputs other than quoted prices included within Level 1 that are observable for the asset or liability, either directly or indirectly; and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 3 – Inputs that are unobservable and significant to the entire fair value measurement for the asset or liability (including the Valuation Committee's assumptions used in determining the fair value of financial instruments).

The hierarchy gives the highest priority to unadjusted quoted prices in active markets for identical assets or liabilities (Level 1 measurements) and the lowest priority to unobservable inputs (Level 3 measurements). Accordingly, the degree of judgment exercised in determining fair value is greatest for instruments categorized in Level 3. The inputs used to measure fair value may fall into different levels of the fair value hierarchy. In such cases, for disclosure purposes, the fair value hierarchy classification is determined based on the lowest level input that is significant to the fair value measurement in its entirety. Investments classified within Level 3 have significant unobservable inputs used by the Valuation Committee in determining the price for Fair Valued Investments. Level 3 investments include equity or debt issued by privately held companies or funds that may not have a secondary market and/or may have a limited number of investors. The categorization of a value determined for financial instruments is based on the pricing transparency of the financial instruments and is not necessarily an indication of the risks associated with investing in those securities. For information about the Master Portfolio's policy regarding valuation of financial instruments, refer to its most recent financial statements.

Master Portfolio Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

September 30, 2025

**U.S. Total Bond Index Master Portfolio** 

**Fair Value Hierarchy as of Period End (continued)**

The following table summarizes the Master Portfolio's financial instruments categorized in the fair value hierarchy. The breakdown of the Master Portfolio's financial instruments into major categories is disclosed in the Schedule of Investments above.

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | *Level 1* | *Level 2* | *Level 3* | *Total* |
| Assets |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Investments  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Long-Term Investments  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Asset-Backed Securities | &nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp; $14311588 | &nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp; $14311588 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Corporate Bonds | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 867177591 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 867177591 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Foreign Agency Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 90345892 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 90345892 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Municipal Bonds | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 15758902 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 15758902 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Non-Agency Mortgage-Backed Securities | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 25094363 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 25094363 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Preferred Securities |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Capital Trusts | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1837496 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1837496 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; U.S. Government Sponsored Agency Securities | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 935310590 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 935310590 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; U.S. Treasury Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1611074377 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1611074377 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Short-Term Securities  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Money Market Funds | &nbsp;&nbsp; 233479755 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 233479755 |
| Liabilities |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Investments  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; TBA Sale Commitments | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (34325439)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (34325439)<br>|
|  | &nbsp;&nbsp; $233479755 | &nbsp;&nbsp;&nbsp;&nbsp; $3526585360 | &nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp; $3760065115 |

---

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

---

| | |
|:---|:---|
| **Portfolio Abbreviation**  | **Portfolio Abbreviation**  |
| AGM | Assured Guaranty Municipal Corp. |
| ARB | Airport Revenue Bonds  |
| BAB | Build America Bond |
| BAM | Build America Mutual Assurance Co. |
| BMO | BMO Capital Markets |
| CME | Chicago Mercantile Exchange  |
| CMT | Constant Maturity Treasury |
| DAC | Designated Activity Company  |
| GO | General Obligation Bonds |
| GOL | General Obligation Ltd. |
| M/F | Multi-Family |
| MSCI | Morgan Stanley Capital International |
| NPFGC | National Public Finance Guarantee Corp. |
| RB | Revenue Bonds |
| REIT | Real Estate Investment Trust |
| RFUCCT | Refinitiv USD IBOR Consumer Cash Fallbacks Term |
| SAB | Special Assessment Bonds |
| SAP | Subject to Appropriations |
| SCA | Societe en Commandite par Actions |
| SOFR | Secured Overnight Financing Rate  |
| TBA | To-Be-Announced |

---

------

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Master Investment Portfolio

- **b. Investment Company Act file number:** 811-08162

- **c. CIK number of Registrant:** 0000915092

- **d. LEI of Registrant:** 5493004HQXF0DFT60U28

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

  - **Street Address 1:** 100 Bellevue Parkway

  - **City:** Wilmington

  - **State:** DE

  - **Foreign country:** US

  - **Zip / Postal Code:** 19809

  - **Telephone number:** 800-441-7762

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

- **a. Name of Series:** U.S. Total Bond Index Master Portfolio

- **b. EDGAR series identifier (if any):** S000004287

- **c. LEI of Series:** 549300QI52DSLLI6VD30

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $3886502348.67

**Total Liabilities:** $311606237.33

**Net Assets:** $3574896111.34

**Delayed Delivery Securities:** $777410.10

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 30.67000000 | **1-Year:** 33410.78000000 | **5-Year:** 521122.32000000 | **10-Year:** 309643.77000000 | **30-Year:** 296621.15000000

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

- **3-Month:** 2527.78000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000012009 | -0.34%               | 1.21%                | 1.09%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-271360.83              | $-17694695.00                              |
| Month 2  | $-355861.51              | $28542985.46                               |
| Month 3  | $-1557255.90             | $28202781.87                               |

**Designated Index Information**

- **Index Name:** Bloomberg U.S. Aggregate Bond Index

- **Index Identifier:** LBUSTRUU

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| NOMURA HOLDINGS INC                                                              | Nomura Holdings Inc                                                             | CUSIP: 65535HAQ2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $188752.48    | 0.01%             | 2030-01-16      | Fixed         | 3.10%                 | No            |                  2 | On Loan: —       |
| Nucor Corp                                                                       | Nucor Corp                                                                      | CUSIP: 670346AQ8<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21390.07     | 0.00%             | 2048-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                                                   | Phillips 66 Co                                                                  | CUSIP: 718547BA9<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50133.75     | 0.00%             | 2056-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                                            | Micron Technology Inc                                                           | CUSIP: 595112BN2<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     87000 | PA      | $89637.84     | 0.00%             | 2029-02-06      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650DT4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82006.70     | 0.00%             | 2030-02-21      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                  | Xcel Energy Inc                                                                 | CUSIP: 98389BAW0<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     70000 | PA      | $65377.71     | 0.00%             | 2029-12-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132D6NX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1454142 | PA      | $1349907.52   | 0.04%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    336000 | PA      | $337210.93    | 0.01%             | 2028-04-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | MetLife Inc                                                                     | CUSIP: 59156RBL1<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45712.09     | 0.00%             | 2044-12-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752BH5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74672.09     | 0.00%             | 2028-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                   | CUSIP: 744448CK5<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     75000 | PA      | $63326.91     | 0.00%             | 2044-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                                                | Healthpeak OP LLC                                                               | CUSIP: 42250GAA1<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |     25000 | PA      | $25542.88     | 0.00%             | 2035-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                                      | Cencora Inc                                                                     | CUSIP: 03073EAT2<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    137000 | PA      | $125634.52    | 0.00%             | 2031-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                     | CUSIP: 03040WAW5<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94193.41     | 0.00%             | 2030-05-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132XXHD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     68070 | PA      | $63329.30     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                                           | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAE3<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |     50000 | PA      | $49773.84     | 0.00%             | 2027-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31417AXF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       966 | PA      | $957.72       | 0.00%             | 2027-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QTU56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    319817 | PA      | $334984.53    | 0.01%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QQLR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    279430 | PA      | $280179.16    | 0.01%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                           | Motorola Solutions Inc                                                          | CUSIP: 620076CB3<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51529.75     | 0.00%             | 2032-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EXV6<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    145000 | PA      | $145950.21    | 0.00%             | 2027-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| RAYMOND JAMES FINANCIAL                                                          | Raymond James Financial Inc                                                     | CUSIP: 754730AK5<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99218.00     | 0.00%             | 2055-09-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                      | CUSIP: 14040HCJ2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     87000 | PA      | $77303.87     | 0.00%             | 2032-11-02      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY BANK                                                                   | Synchrony Bank                                                                  | CUSIP: 87166FAE3<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255268.08    | 0.01%             | 2027-08-23      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                  | CUSIP: 57636QAT1<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     96000 | PA      | $64230.02     | 0.00%             | 2051-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DQGN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    265263 | PA      | $268915.85    | 0.01%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                     | CUSIP: 03040WAZ8<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    155000 | PA      | $107114.48    | 0.00%             | 2051-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MER1<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19921.13     | 0.00%             | 2043-05-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738ECH6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $223584.29    | 0.01%             | 2034-06-27      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CGQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12280000 | PA      | $12422467.16  | 0.35%             | 2030-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PES1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    280000 | PA      | $287945.54    | 0.01%             | 2045-11-29      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| SAFEHOLD GL HOLDINGS LLC                                                         | Safehold GL Holdings LLC                                                        | CUSIP: 785931AA4<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              |  | US        |     25000 | PA      | $26336.69     | 0.00%             | 2034-04-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                                                     | NNN REIT Inc                                                                    | CUSIP: 637417AP1<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              |  | US        |    171000 | PA      | $112056.66    | 0.00%             | 2050-04-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: —       |
| CANADIAN NATL RAILWAY                                                            | Canadian National Railway Co                                                    | CUSIP: 136375DJ8<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $54940.18     | 0.00%             | 2053-11-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                           | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607HR61<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $148845.36    | 0.00%             | 2027-04-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                             | CUSIP: 459058KT9<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $995191.10    | 0.03%             | 2028-07-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    485000 | PA      | $502790.77    | 0.01%             | 2036-07-23      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| RICE UNIVERSITY                                                                  | William Marsh Rice University                                                   | CUSIP: 96926GAD5<br>LEI: 549300QPVG49ONTSJJ20 | Long             | DBT              | CORP              | US        |     85000 | PA      | $65827.31     | 0.00%             | 2055-05-15      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                         | CUSIP: 06418GAH0<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $51143.34     | 0.00%             | 2027-06-04      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DNVC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    291743 | PA      | $292410.88    | 0.01%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                | CUSIP: 925524AV2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49489.09     | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                               | Analog Devices Inc                                                              | CUSIP: 032654AW5<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    149000 | PA      | $110291.41    | 0.00%             | 2041-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROP LP                                                             | COPT Defense Properties LP                                                      | CUSIP: 12713UAA4<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              |  | US        |     25000 | PA      | $24835.14     | 0.00%             | 2030-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WISCONSIN PUBLIC SERVICE                                                         | Wisconsin Public Service Corp                                                   | CUSIP: 976843BN1<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |     82000 | PA      | $51894.92     | 0.00%             | 2051-12-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5800000 | PA      | $5132773.45   | 0.14%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                                         | Province of British Columbia Canada                                             | CUSIP: 11070TAN8<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    400000 | PA      | $408134.43    | 0.01%             | 2028-01-24      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133L8W50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    359133 | PA      | $332695.20    | 0.01%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark 2019-B10 Mortgage Trust                                               | CUSIP: 08162VAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    546000 | PA      | $531891.20    | 0.01%             | 2062-03-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS                                                            | Universal Health Services Inc                                                   | CUSIP: 913903BC3<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |     80000 | PA      | $78080.91     | 0.00%             | 2034-10-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                                          | KeyCorp                                                                         | CUSIP: 49326EEJ8<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |     87000 | PA      | $81520.57     | 0.00%             | 2029-10-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    359000 | PA      | $311836.98    | 0.01%             | 2036-09-16      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAF1<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98213.10     | 0.00%             | 2027-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                 | Georgia Power Co                                                                | CUSIP: 373334LC3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49999.10     | 0.00%             | 2028-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | Oracle Corp                                                                     | CUSIP: 68389XBU8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    257000 | PA      | $251971.01    | 0.01%             | 2027-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CF Industries Inc                                                                | CF Industries Inc                                                               | CUSIP: 12527GAD5<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |     87000 | PA      | $80027.26     | 0.00%             | 2043-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132QWPU7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17899 | PA      | $16809.30     | 0.00%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31307PVG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11392 | PA      | $11163.05     | 0.00%             | 2030-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650DX5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77195.03     | 0.00%             | 2031-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                      | Equinix Inc                                                                     | CUSIP: 29444UBH8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |     87000 | PA      | $78502.16     | 0.00%             | 2030-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                                | Brown & Brown Inc                                                               | CUSIP: 115236AC5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    171000 | PA      | $152141.04    | 0.00%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    420000 | PA      | $433475.83    | 0.01%             | 2031-01-24      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| EVERGY INC                                                                       | Evergy Inc                                                                      | CUSIP: 30034WAB2<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |     87000 | PA      | $82514.36     | 0.00%             | 2029-09-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179WTZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    994397 | PA      | $889331.32    | 0.02%             | 2051-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | Oracle Corp                                                                     | CUSIP: 68389XAW5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     87000 | PA      | $74287.40     | 0.00%             | 2044-07-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                      | Target Corp                                                                     | CUSIP: 87612EBP0<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100575.10    | 0.00%             | 2032-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| BOEING CO/THE                                                                    | Boeing Co/The                                                                   | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    245000 | PA      | $279472.26    | 0.01%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                                 | LPL Holdings Inc                                                                | CUSIP: 50212YAL8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102116.42    | 0.00%             | 2030-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | Comcast Corp                                                                    | CUSIP: 20030NCH2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    171000 | PA      | $169273.65    | 0.00%             | 2028-05-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132D6BM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1141343 | PA      | $1021153.06   | 0.03%             | 2037-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                                                 | Progressive Corp/The                                                            | CUSIP: 743315AT0<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     87000 | PA      | $73946.69     | 0.00%             | 2048-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                          | American Electric Power Co Inc                                                  | CUSIP: 025537AM3<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     87000 | PA      | $87360.65     | 0.00%             | 2028-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                            | Time Warner Cable LLC                                                           | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    212000 | PA      | $220535.48    | 0.01%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                                       | Zoetis Inc                                                                      | CUSIP: 98978VAH6<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     71000 | PA      | $65530.21     | 0.00%             | 2043-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| TELEDYNE FLIR LLC                                                                | Teledyne FLIR LLC                                                               | CUSIP: 302445AE1<br>LEI: 5493000HDPX16EHNN346 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45747.92     | 0.00%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818FH6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93162.38     | 0.00%             | 2030-02-05      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                   | CUSIP: 172967HS3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     87000 | PA      | $84881.36     | 0.00%             | 2044-05-06      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                     | CUSIP: 02665WGK1<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75189.67     | 0.00%             | 2028-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                                                            | Oglethorpe Power Corp                                                           | CUSIP: 677050AY2<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50574.62     | 0.00%             | 2055-02-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833DW7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    206000 | PA      | $131989.30    | 0.00%             | 2050-05-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    171000 | PA      | $120744.17    | 0.00%             | 2051-09-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KM4V4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    661310 | PA      | $540971.22    | 0.02%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                                                      | Bell Telephone Co of Canada or Bell Canada                                      | CUSIP: 0778FPAM1<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $75926.27     | 0.00%             | 2034-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CAH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6295000 | PA      | $5933775.21   | 0.17%             | 2027-08-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| FIRST INDUSTRIAL LP                                                              | First Industrial LP                                                             | CUSIP: 32055RAS6<br>LEI: 86MKNB3IKYZZT3E3OV11 | Long             | DBT              |  | US        |     25000 | PA      | $25629.45     | 0.00%             | 2031-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4647000 | PA      | $3733029.48   | 0.10%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ADB8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    230000 | PA      | $229996.06    | 0.01%             | 2054-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VCB7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    154000 | PA      | $104834.96    | 0.00%             | 2053-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179VQT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    220500 | PA      | $197547.06    | 0.01%             | 2050-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    400000 | PA      | $388121.34    | 0.01%             | 2031-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | Comcast Corp                                                                    | CUSIP: 20030NCT6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    379000 | PA      | $380112.31    | 0.01%             | 2028-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QLFF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    799752 | PA      | $678760.33    | 0.02%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SKYWORKS SOLUTIONS INC                                                           | Skyworks Solutions Inc                                                          | CUSIP: 83088MAL6<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | DBT              | CORP              | US        |     67000 | PA      | $60633.42     | 0.00%             | 2031-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140EVJC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    149956 | PA      | $140191.68    | 0.00%             | 2046-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31335AYT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    338231 | PA      | $306176.36    | 0.01%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QS3Z2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1000737 | PA      | $1037542.91   | 0.03%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | Meta Platforms Inc                                                              | CUSIP: 30303M8H8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    415000 | PA      | $403851.54    | 0.01%             | 2032-08-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Boardwalk Pipelines LP                                                           | Boardwalk Pipelines LP                                                          | CUSIP: 096630AG3<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |     87000 | PA      | $88252.85     | 0.00%             | 2029-05-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    350000 | PA      | $298682.14    | 0.01%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                                                              | Delta Air Lines Inc                                                             | CUSIP: 247361A24<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202427.21    | 0.01%             | 2028-07-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                         | Western Midstream Operating LP                                                  | CUSIP: 958254AK0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75639.65     | 0.00%             | 2028-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                      | CUSIP: 60687YCL1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    520000 | PA      | $532554.07    | 0.01%             | 2028-09-13      | Fixed         | 5.41%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XBKS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1389679 | PA      | $1291206.56   | 0.04%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140MWUP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    397781 | PA      | $396475.26    | 0.01%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                                            | Alibaba Group Holding Ltd                                                       | CUSIP: 01609WAZ5<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    284000 | PA      | $198995.96    | 0.01%             | 2051-02-09      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133L8CY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    493911 | PA      | $456663.00    | 0.01%             | 2036-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds                                | Republic of Poland Government International Bonds                               | CUSIP: 731011AX0<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    100000 | PA      | $101835.00    | 0.00%             | 2029-03-18      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                             | CUSIP: 03027XBC3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    141000 | PA      | $127088.04    | 0.00%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QTUY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    866796 | PA      | $907951.50    | 0.03%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                           | Sempra                                                                          | CUSIP: 816851BG3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    341000 | PA      | $334538.67    | 0.01%             | 2028-02-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31335BN44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    253884 | PA      | $236541.89    | 0.01%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                            | MidAmerican Energy Co                                                           | CUSIP: 595620AY1<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105289.02    | 0.00%             | 2054-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X5S38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    117006 | PA      | $115409.51    | 0.00%             | 2049-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818FY9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     82000 | PA      | $64988.73     | 0.00%             | 2042-02-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                          | American Electric Power Co Inc                                                  | CUSIP: 025537AP6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     50000 | PA      | $33513.61     | 0.00%             | 2050-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                               | Royalty Pharma PLC                                                              | CUSIP: 78081BAP8<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     87000 | PA      | $58296.39     | 0.00%             | 2051-09-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135CQ7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    400000 | PA      | $410332.72    | 0.01%             | 2029-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128Q0DK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1084 | PA      | $1073.01      | 0.00%             | 2027-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                     | CUSIP: 74340XCF6<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    140000 | PA      | $135355.21    | 0.00%             | 2053-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                                              | Estee Lauder Cos Inc/The                                                        | CUSIP: 29736RAK6<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |     87000 | PA      | $70120.72     | 0.00%             | 2047-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                     | AutoZone Inc                                                                    | CUSIP: 053332BH4<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     25000 | PA      | $27908.34     | 0.00%             | 2033-11-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738EBR5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    490000 | PA      | $443450.59    | 0.01%             | 2032-03-10      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JBH6<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     62000 | PA      | $61307.01     | 0.00%             | 2028-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                    | CUSIP: 29250NCB9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     30000 | PA      | $30973.26     | 0.00%             | 2029-04-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                | CUSIP: 02209SBK8<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    114000 | PA      | $92420.83     | 0.00%             | 2050-05-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J7K53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    249242 | PA      | $241152.72    | 0.01%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                                                       | Eaton Corp                                                                      | CUSIP: 278062AH7<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98460.52     | 0.00%             | 2033-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 913017CJ6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    130000 | PA      | $101795.66    | 0.00%             | 2046-11-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | Dominion Energy Inc                                                             | CUSIP: 25746UBM0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46283.70     | 0.00%             | 2041-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                                                  | Deere & Co                                                                      | CUSIP: 244199BG9<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |     68000 | PA      | $46153.60     | 0.00%             | 2049-09-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QCT1<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48962.27     | 0.00%             | 2054-08-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | Comcast Corp                                                                    | CUSIP: 20030NBK6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     67000 | PA      | $60395.05     | 0.00%             | 2044-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | Comcast Corp                                                                    | CUSIP: 20030NBM2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    482000 | PA      | $460205.30    | 0.01%             | 2034-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140W3DQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    934000 | PA      | $955820.36    | 0.03%             | 2055-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179UXV9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     57498 | PA      | $56339.35     | 0.00%             | 2049-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                        | CUSIP: 298785KE5<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    400000 | PA      | $410651.40    | 0.01%             | 2031-10-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH OF NEW YORK & NEW JERSEY NY                                           | CUSIP: 73358WEK6<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    220000 | PA      | $204291.43    | 0.01%             | 2051-10-01      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                                         | Omega Healthcare Investors Inc                                                  | CUSIP: 681936BF6<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |     87000 | PA      | $87241.78     | 0.00%             | 2027-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119CU1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77856.35     | 0.00%             | 2034-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PDC7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    367000 | PA      | $368142.72    | 0.01%             | 2033-04-26      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                         | Baxter International Inc                                                        | CUSIP: 071813BY4<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     87000 | PA      | $85284.78     | 0.00%             | 2030-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MFV1<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77262.84     | 0.00%             | 2033-08-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VEU4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    350000 | PA      | $347564.26    | 0.01%             | 2029-12-03      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17950000 | PA      | $8804615.19   | 0.25%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                      | Equinix Inc                                                                     | CUSIP: 29444UBL9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    144000 | PA      | $135382.56    | 0.00%             | 2028-03-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Q7NZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     66617 | PA      | $62034.87     | 0.00%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PEA0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    155000 | PA      | $156757.99    | 0.00%             | 2028-01-23      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Aflac Inc                                                                        | Aflac Inc                                                                       | CUSIP: 001055BJ0<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146967.92    | 0.00%             | 2030-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XBF4<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101065.70    | 0.00%             | 2035-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DVMH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1568115 | PA      | $1503178.38   | 0.04%             | 2053-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY OP LP                                                             | Federal Realty OP LP                                                            | CUSIP: 313747BA4<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              |  | US        |    140000 | PA      | $135099.04    | 0.00%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VCH4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    160000 | PA      | $158142.02    | 0.00%             | 2055-02-16      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                                       | Nasdaq Inc                                                                      | CUSIP: 63111XAJ0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    293000 | PA      | $307647.11    | 0.01%             | 2034-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QUHU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1532416 | PA      | $1567383.23   | 0.04%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                 | CUSIP: 125523CT5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51298.63     | 0.00%             | 2029-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| ENTERGY LOUISIANA LLC                                                            | Entergy Louisiana LLC                                                           | CUSIP: 29364WBE7<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     82000 | PA      | $71920.66     | 0.00%             | 2030-12-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PacifiCorp                                                                      | CUSIP: 695114BZ0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     87000 | PA      | $88234.41     | 0.00%             | 2035-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3142GQSR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    130212 | PA      | $135012.98    | 0.00%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                                   | NEW JERSEY ST TRANSPRTN TRUST FUND AUTH                                         | CUSIP: 646136XR7<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |    375000 | PA      | $415868.43    | 0.01%             | 2040-12-15      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QBZF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    117208 | PA      | $105052.62    | 0.00%             | 2048-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                        | Orange SA                                                                       | CUSIP: 35177PAL1<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    437000 | PA      | $530936.96    | 0.01%             | 2031-03-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                     | QUALCOMM Inc                                                                    | CUSIP: 747525BW2<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51047.48     | 0.00%             | 2035-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY SOUTH                                                            | Dominion Energy South Carolina Inc                                              | CUSIP: 25731VAB0<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |     50000 | PA      | $54973.30     | 0.00%             | 2053-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076CQ3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    177000 | PA      | $132606.14    | 0.00%             | 2052-04-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CDQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7876000 | PA      | $7641873.61   | 0.21%             | 2026-12-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                      | Southern Co/The                                                                 | CUSIP: 842587CW5<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    150000 | PA      | $139381.08    | 0.00%             | 2036-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                                                         | Martin Marietta Materials Inc                                                   | CUSIP: 573284BB1<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    120000 | PA      | $118748.53    | 0.00%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | Prudential Financial Inc                                                        | CUSIP: 74432QCF0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    200000 | PA      | $151231.99    | 0.00%             | 2051-03-13      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                                 | LPL Holdings Inc                                                                | CUSIP: 50212YAM6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50943.09     | 0.00%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                                            | AvalonBay Communities Inc                                                       | CUSIP: 05348EBH1<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |    100000 | PA      | $90874.72     | 0.00%             | 2031-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                        | CUSIP: 341081GT8<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72640.28     | 0.00%             | 2029-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XCUG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    598718 | PA      | $528202.25    | 0.01%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FIRST AMERICAN FINANCIAL                                                         | First American Financial Corp                                                   | CUSIP: 31847RAJ1<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50139.07     | 0.00%             | 2034-09-30      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                                            | Becton Dickinson & Co                                                           | CUSIP: 075887BG3<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    107000 | PA      | $95824.99     | 0.00%             | 2044-12-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                                           | Santander Holdings USA Inc                                                      | CUSIP: 80282KBQ8<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77428.20     | 0.00%             | 2031-03-20      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FCY5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    225000 | PA      | $224313.56    | 0.01%             | 2036-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155754.15    | 0.00%             | 2055-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140F8KT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12090 | PA      | $11623.58     | 0.00%             | 2046-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Michigan Finance Authority                                                       | MICHIGAN ST FIN AUTH REVENUE                                                    | CUSIP: 59447TXW8<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |     60000 | PA      | $54639.26     | 0.00%             | 2034-12-01      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810RN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3191000 | PA      | $2424786.05   | 0.07%             | 2045-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                     | Synopsys Inc                                                                    | CUSIP: 871607AC1<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    270000 | PA      | $275014.13    | 0.01%             | 2030-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216CM0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    171000 | PA      | $160045.95    | 0.00%             | 2029-09-06      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WEPF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     73980 | PA      | $69549.73     | 0.00%             | 2045-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OP CO                                                             | Public Storage Operating Co                                                     | CUSIP: 74460DAH2<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |    133000 | PA      | $125062.68    | 0.00%             | 2028-11-09      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Michigan Strategic Fund                                                          | MICHIGAN ST STRATEGIC FUND LTD OBLG REVENUE                                     | CUSIP: 594698SJ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $64462.92     | 0.00%             | 2047-09-01      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| NOVANT HEALTH INC                                                                | Novant Health Inc                                                               | CUSIP: 66988AAG9<br>LEI: 549300ZUXEGFGE8EP917 | Long             | DBT              | CORP              | US        |     72000 | PA      | $57582.80     | 0.00%             | 2036-11-01      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                                                              | Highwoods Realty LP                                                             | CUSIP: 431282AT9<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              |  | US        |     50000 | PA      | $44178.41     | 0.00%             | 2031-02-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752AB9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    171000 | PA      | $169788.67    | 0.00%             | 2027-12-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111GG2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52162.04     | 0.00%             | 2053-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                                                          | Blackstone Secured Lending Fund                                                 | CUSIP: 09261XAG7<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    210000 | PA      | $198833.62    | 0.01%             | 2028-09-30      | Fixed         | 2.85%                 | No            |                  2 | On Loan: —       |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                            | CUSIP: 94106LBY4<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51694.39     | 0.00%             | 2031-07-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                               | CUSIP: 478160BJ2<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     87000 | PA      | $87992.49     | 0.00%             | 2033-12-05      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                              | Global Payments Inc                                                             | CUSIP: 37940XAP7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50597.76     | 0.00%             | 2027-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VBT9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    171000 | PA      | $171449.09    | 0.00%             | 2028-10-16      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 75513ECB5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     74000 | PA      | $69199.44     | 0.00%             | 2041-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ARROW ELECTRONICS INC                                                            | Arrow Electronics Inc                                                           | CUSIP: 04273WAC5<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |     71000 | PA      | $63365.89     | 0.00%             | 2032-02-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| WACHOVIA CORP                                                                    | Wachovia Corp                                                                   | CUSIP: 929903AM4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103056.97    | 0.00%             | 2035-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                                                           | CNH Industrial Capital LLC                                                      | CUSIP: 12592BAR5<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103489.00    | 0.00%             | 2029-01-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                             | CUSIP: 025816DN6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     75000 | PA      | $82199.94     | 0.00%             | 2031-10-30      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T Inc                                                                        | CUSIP: 00206RFW7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    375000 | PA      | $365692.32    | 0.01%             | 2037-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ONE GAS INC                                                                      | ONE Gas Inc                                                                     | CUSIP: 68235PAM0<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49446.55     | 0.00%             | 2032-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 9128286B1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5749000 | PA      | $5562606.61   | 0.16%             | 2029-02-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810RY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2606000 | PA      | $1889146.42   | 0.05%             | 2047-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                          | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAM1<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40811.05     | 0.00%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                            | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    271000 | PA      | $269251.98    | 0.01%             | 2028-04-24      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | SUMITOMO MITSUI FINL GRP                                                        | CUSIP: 86562MEA4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $204973.95    | 0.01%             | 2036-07-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                                              | Moody's Corp                                                                    | CUSIP: 615369AT2<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     71000 | PA      | $49143.16     | 0.00%             | 2050-05-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LAZARD GROUP LLC                                                                 | Lazard Group LLC                                                                | CUSIP: 52107QAM7<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25424.78     | 0.00%             | 2035-08-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31335BQS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     28319 | PA      | $28141.15     | 0.00%             | 2046-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                              | CUSIP: 05964HAU9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $207761.05    | 0.01%             | 2028-08-08      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31335CC36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     26658 | PA      | $25661.71     | 0.00%             | 2047-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 059438AH4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     87000 | PA      | $90105.45     | 0.00%             | 2026-10-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448FY9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76184.57     | 0.00%             | 2034-07-17      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J7T39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    104910 | PA      | $101071.52    | 0.00%             | 2032-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                                                              | Emerson Electric Co                                                             | CUSIP: 291011BM5<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    171000 | PA      | $111157.64    | 0.00%             | 2050-10-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                               | Vodafone Group PLC                                                              | CUSIP: 92857WBL3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $98555.08     | 0.00%             | 2038-05-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                            | CUSIP: 961214ET6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    240000 | PA      | $216001.53    | 0.01%             | 2031-06-03      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                      | CUSIP: 14040HCG8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    171000 | PA      | $147599.70    | 0.00%             | 2032-07-29      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                                              | Peru Government International Bonds                                             | CUSIP: 715638BU5<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    260000 | PA      | $262126.80    | 0.01%             | 2027-08-25      | Fixed         | 4.13%                 | No            |                  2 | On Loan: —       |
| FORTUNE BRANDS INNOVATIO                                                         | Fortune Brands Innovations Inc                                                  | CUSIP: 34964CAF3<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |     75000 | PA      | $71460.48     | 0.00%             | 2032-03-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bonds                                           | Hungary Government International Bonds                                          | CUSIP: 445545AF3<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    234000 | PA      | $277407.00    | 0.01%             | 2041-03-29      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBW6<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154619.11    | 0.00%             | 2035-03-14      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                          | Astrazeneca Finance LLC                                                         | CUSIP: 04636NAN3<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103129.43    | 0.00%             | 2034-02-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AUTOMATIC DATA PROCESSNG                                                         | Automatic Data Processing Inc                                                   | CUSIP: 053015AH6<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49764.45     | 0.00%             | 2034-09-09      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418VNM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       940 | PA      | $962.56       | 0.00%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WKZM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    212342 | PA      | $204347.53    | 0.01%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CLL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6450000 | PA      | $6420269.50   | 0.18%             | 2027-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 949746SH5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    400000 | PA      | $395934.48    | 0.01%             | 2026-10-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| FIRSTENERGY TRANSMISSION                                                         | FirstEnergy Transmission LLC                                                    | CUSIP: 33767BAG4<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30191.98     | 0.00%             | 2030-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                            | CUSIP: 693475AW5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    341000 | PA      | $333869.80    | 0.01%             | 2029-04-23      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VEA8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    300000 | PA      | $295660.02    | 0.01%             | 2033-08-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023BY0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41325.42     | 0.00%             | 2038-03-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                               | CUSIP: 478160CX0<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    115000 | PA      | $117203.30    | 0.00%             | 2054-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46625HHF0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    389000 | PA      | $441852.21    | 0.01%             | 2038-05-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FK4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     87000 | PA      | $70427.99     | 0.00%             | 2056-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                       | CUSIP: 911312BR6<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98220.17     | 0.00%             | 2029-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                   | Air Lease Corp                                                                  | CUSIP: 00914AAG7<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     71000 | PA      | $66116.67     | 0.00%             | 2030-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                 | CUSIP: 125523CL2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    149000 | PA      | $137527.73    | 0.00%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                                                             | Mercedes-Benz Finance North America LLC                                         | CUSIP: 233835AQ0<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    104000 | PA      | $123916.61    | 0.00%             | 2031-01-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                                                  | Deere & Co                                                                      | CUSIP: 244199BM6<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52588.58     | 0.00%             | 2055-01-19      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29273RBE8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     87000 | PA      | $84661.12     | 0.00%             | 2035-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                                           | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HBH0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     75000 | PA      | $75765.71     | 0.00%             | 2035-08-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                     | NiSource Inc                                                                    | CUSIP: 65473PAQ8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51478.39     | 0.00%             | 2034-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                            | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HAD1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     70000 | PA      | $75012.01     | 0.00%             | 2037-10-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | Gilead Sciences Inc                                                             | CUSIP: 375558BJ1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93035.86     | 0.00%             | 2036-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WestRock MWV LLC                                                                 | WestRock MWV LLC                                                                | CUSIP: 961548AV6<br>LEI: 4DL8C98Z5G5IXZLH3578 | Long             | DBT              | CORP              | US        |     74000 | PA      | $84757.04     | 0.00%             | 2030-01-15      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CJQ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4310000 | PA      | $4305285.94   | 0.12%             | 2030-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                      | Southern Co/The                                                                 | CUSIP: 842587DR5<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61683.31     | 0.00%             | 2033-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET LENDING PAR                                                         | Sixth Street Lending Partners                                                   | CUSIP: 829932AE2<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155081.19    | 0.00%             | 2030-07-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Mylan Inc                                                                        | Mylan Inc                                                                       | CUSIP: 628530BC0<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |     87000 | PA      | $75375.39     | 0.00%             | 2043-11-29      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QTU72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    651289 | PA      | $679797.27    | 0.02%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172DE6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26514.59     | 0.00%             | 2033-09-07      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                                                           | Puget Sound Energy Inc                                                          | CUSIP: 745332CL8<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97847.56     | 0.00%             | 2053-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BE4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148860.44    | 0.00%             | 2033-06-06      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                             | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAV8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     79000 | PA      | $76619.18     | 0.00%             | 2030-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132WEWJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     56232 | PA      | $50983.96     | 0.00%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    225000 | PA      | $230501.40    | 0.01%             | 2030-01-23      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                             | CUSIP: 03027XAY6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     75000 | PA      | $56237.53     | 0.00%             | 2049-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                                                                   | CUSIP: 13063DRE0<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    220000 | PA      | $208424.22    | 0.01%             | 2029-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    205000 | PA      | $211789.59    | 0.01%             | 2031-04-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| NiSource Inc                                                                     | NiSource Inc                                                                    | CUSIP: 65473QBE2<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    171000 | PA      | $169366.08    | 0.00%             | 2027-05-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: —       |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F0424A8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    426000 | PA      | $425438.08    | 0.01%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132L9V69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    162494 | PA      | $150579.48    | 0.00%             | 2048-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 3618N5VS5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    632014 | PA      | $644226.75    | 0.02%             | 2055-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BGC GROUP INC                                                                    | BGC Group Inc                                                                   | CUSIP: 05555LAB7<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26001.43     | 0.00%             | 2029-06-10      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| AMERIPRISE FINANCIAL INC                                                         | Ameriprise Financial Inc                                                        | CUSIP: 03076CAL0<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50216.93     | 0.00%             | 2032-05-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                           | Extra Space Storage LP                                                          | CUSIP: 30225VAP2<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |     69000 | PA      | $61860.35     | 0.00%             | 2030-10-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Illinois Tool Works Inc                                                          | Illinois Tool Works Inc                                                         | CUSIP: 452308AR0<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |     75000 | PA      | $64023.17     | 0.00%             | 2042-09-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                                             | Chile Government International Bonds                                            | CUSIP: 168863DW5<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    290000 | PA      | $228592.50    | 0.01%             | 2052-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                                         | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192873.61    | 0.01%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS GROUP S                                                         | Tyco Electronics Group SA                                                       | CUSIP: 902133BD8<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |    150000 | PA      | $152193.03    | 0.00%             | 2035-05-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CJM4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6000000 | PA      | $6169453.14   | 0.17%             | 2030-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                     | CUSIP: 438516BZ8<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    171000 | PA      | $154913.91    | 0.00%             | 2030-06-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: —       |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830BP3<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    300000 | PA      | $270718.69    | 0.01%             | 2030-06-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VBF9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89859.21     | 0.00%             | 2054-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                         | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556CT7<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66045.17     | 0.00%             | 2027-11-21      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                        | CUSIP: 345397E58<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202958.36    | 0.01%             | 2029-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PacifiCorp                                                                      | CUSIP: 695114DD7<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153649.13    | 0.00%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| Apple Inc                                                                        | Apple Inc                                                                       | CUSIP: 037833BA7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    231000 | PA      | $183386.77    | 0.01%             | 2045-02-09      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822DH4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $209692.02    | 0.01%             | 2036-01-16      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216DR8<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78072.53     | 0.00%             | 2034-05-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                            | CUSIP: 78016FZQ0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    129000 | PA      | $125168.05    | 0.00%             | 2032-05-04      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN INVEST CO                                                         | Inter-American Investment Corp                                                  | CUSIP: 45828Q2F3<br>LEI: 5493001X4LH60PFRL744 | Long             | DBT              | NUSS              | XX        |    100000 | PA      | $101492.88    | 0.00%             | 2030-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31416BK72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27622 | PA      | $28741.19     | 0.00%             | 2038-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                                         | GOLDEN ST TOBACCO SECURITIZATION CORP CA TOBACCO SETTLEMENT                     | CUSIP: 38122NB68<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $117377.99    | 0.00%             | 2042-06-01      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418VWV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       697 | PA      | $713.66       | 0.00%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                                                          | Essential Utilities Inc                                                         | CUSIP: 29670GAF9<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    171000 | PA      | $152711.39    | 0.00%             | 2031-05-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                            | CUSIP: 78016HZS2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    175000 | PA      | $180464.56    | 0.01%             | 2028-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280DF3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $201666.93    | 0.01%             | 2028-06-09      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                 | Bank of Montreal                                                                | CUSIP: 06368LC53<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     40000 | PA      | $40531.67     | 0.00%             | 2026-12-11      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                                                  | Tyson Foods Inc                                                                 | CUSIP: 902494BC6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    171000 | PA      | $169211.41    | 0.00%             | 2027-06-02      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CBQ6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51740.67     | 0.00%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                               | CUSIP: 857477CW1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76633.07     | 0.00%             | 2030-02-28      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | Alabama Power Co                                                                | CUSIP: 010392FP8<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     87000 | PA      | $74546.30     | 0.00%             | 2046-01-02      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                          | Southern Co Gas Capital Corp                                                    | CUSIP: 8426EPAF5<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51317.54     | 0.00%             | 2032-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418ECC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2234231 | PA      | $1998959.59   | 0.06%             | 2037-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                         | Constellation Brands Inc                                                        | CUSIP: 21036PBH0<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    326000 | PA      | $287362.49    | 0.01%             | 2031-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| NUTRIEN LTD                                                                      | Nutrien Ltd                                                                     | CUSIP: 67077MBB3<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $101681.10    | 0.00%             | 2053-03-27      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822DL5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $209813.56    | 0.01%             | 2036-04-24      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QNAK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    629221 | PA      | $581159.42    | 0.02%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PFN7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55535.58     | 0.00%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QVQ23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1417048 | PA      | $1409166.58   | 0.04%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QGJ40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    348542 | PA      | $322266.86    | 0.01%             | 2035-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119CJ6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96976.55     | 0.00%             | 2029-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ3K4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    121389 | PA      | $116791.39    | 0.00%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                                         | African Development Bank                                                        | CUSIP: 00828EFJ3<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |    200000 | PA      | $204447.88    | 0.01%             | 2035-06-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DARDEN RESTAURANTS INC                                                           | Darden Restaurants Inc                                                          | CUSIP: 237194AQ8<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25131.34     | 0.00%             | 2029-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 3618N5RG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5166946 | PA      | $5258665.68   | 0.15%             | 2055-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 31427MPK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    474061 | PA      | $492668.26    | 0.01%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                                                          | Morgan Stanley Private Bank NA                                                  | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    500000 | PA      | $507466.64    | 0.01%             | 2031-07-18      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140KVZM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    717212 | PA      | $582682.35    | 0.02%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KITE REALTY GROUP TRUST                                                          | Kite Realty Group Trust                                                         | CUSIP: 76131VAB9<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              |  | US        |     50000 | PA      | $50141.83     | 0.00%             | 2030-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    377000 | PA      | $342772.16    | 0.01%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                                                          | Laboratory Corp of America Holdings                                             | CUSIP: 50540RAY8<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |     49000 | PA      | $44583.70     | 0.00%             | 2031-06-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc                                                           | Brookfield Finance Inc                                                          | CUSIP: 11271LAB8<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |     87000 | PA      | $76236.92     | 0.00%             | 2047-09-20      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Tampa Electric Co                                                                | Tampa Electric Co                                                               | CUSIP: 875127BF8<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |     64000 | PA      | $54199.09     | 0.00%             | 2049-06-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                                      | Netflix Inc                                                                     | CUSIP: 64110LBA3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151060.08    | 0.00%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400JG9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50603.25     | 0.00%             | 2035-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 63743HFR8<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25406.96     | 0.00%             | 2027-05-06      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822AR5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    111000 | PA      | $109616.48    | 0.00%             | 2027-07-25      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                         | Northern States Power Co/MN                                                     | CUSIP: 665772CX5<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38019.02     | 0.00%             | 2053-05-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                      | CUSIP: 91159HHW3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191395.25    | 0.01%             | 2029-07-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 3620ASAG4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12548 | PA      | $12035.93     | 0.00%             | 2041-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QCC8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     71000 | PA      | $49378.87     | 0.00%             | 2050-01-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                 | CUSIP: 125523CF5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    214000 | PA      | $191699.13    | 0.01%             | 2046-07-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140FSH22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50735 | PA      | $47413.50     | 0.00%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                         | Caterpillar Financial Services Corp                                             | CUSIP: 14913UAX8<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25774.57     | 0.00%             | 2030-01-08      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    205000 | PA      | $198250.03    | 0.01%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138LVU50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11770 | PA      | $11552.96     | 0.00%             | 2032-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                                | Atmos Energy Corp                                                               | CUSIP: 049560BB0<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     75000 | PA      | $69808.82     | 0.00%             | 2054-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust 2020-C56                                  | CUSIP: 95002RAX6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    530000 | PA      | $488249.83    | 0.01%             | 2053-06-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                           | CUSIP: 91087BAT7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $193800.00    | 0.01%             | 2033-05-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| REVVITY INC                                                                      | Revvity Inc                                                                     | CUSIP: 714046AG4<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |     80000 | PA      | $76507.15     | 0.00%             | 2029-09-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179T7J8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    103280 | PA      | $95872.70     | 0.00%             | 2048-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ADVOCATE HEALTH CORP                                                             | Advocate Health & Hospitals Corp                                                | CUSIP: 007589AB0<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |     80000 | PA      | $67303.24     | 0.00%             | 2048-08-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CEV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4500000 | PA      | $4432675.77   | 0.12%             | 2029-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                             | CUSIP: 025816DA4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198166.99    | 0.01%             | 2033-08-03      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                                              | Peru Government International Bonds                                             | CUSIP: 715638DS8<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    141000 | PA      | $109557.00    | 0.00%             | 2041-03-11      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                  | CUSIP: 61746BEG7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    257000 | PA      | $225381.47    | 0.01%             | 2047-01-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Q9DY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    151561 | PA      | $153318.21    | 0.00%             | 2048-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                           | Blackstone Private Credit Fund                                                  | CUSIP: 09261HBW6<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102404.70    | 0.00%             | 2034-11-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132XCR49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    263920 | PA      | $246867.44    | 0.01%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CLX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9000000 | PA      | $9091757.79   | 0.25%             | 2027-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076AS1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    274000 | PA      | $298375.33    | 0.01%             | 2036-12-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | Florida Power & Light Co                                                        | CUSIP: 341081FQ5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     87000 | PA      | $70980.49     | 0.00%             | 2048-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QAZ9<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42032.32     | 0.00%             | 2042-05-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                     | QUALCOMM Inc                                                                    | CUSIP: 747525BQ5<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     52000 | PA      | $52015.88     | 0.00%             | 2032-05-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| ROPER TECHNOLOGIES INC                                                           | Roper Technologies Inc                                                          | CUSIP: 776696AJ5<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100113.76    | 0.00%             | 2034-10-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                         | CUSIP: 742718FK0<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    171000 | PA      | $133322.18    | 0.00%             | 2050-03-25      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                                         | Air Products and Chemicals Inc                                                  | CUSIP: 009158BA3<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    111000 | PA      | $72248.52     | 0.00%             | 2050-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| STIFEL FINANCIAL CORP                                                            | Stifel Financial Corp                                                           | CUSIP: 860630AG7<br>LEI: 549300E5F07FE5GHJX84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97920.83     | 0.00%             | 2030-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                                         | Host Hotels & Resorts LP                                                        | CUSIP: 44107TBB1<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |     25000 | PA      | $25606.00     | 0.00%             | 2034-07-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140EVPN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8601 | PA      | $8405.79      | 0.00%             | 2031-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XDCU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    305306 | PA      | $249331.51    | 0.01%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                                                         | MSCI Inc                                                                        | CUSIP: 55354GAR1<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126034.87    | 0.00%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179WNE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    973873 | PA      | $838820.33    | 0.02%             | 2051-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC                                                                      | Workday Inc                                                                     | CUSIP: 98138HAH4<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |     61000 | PA      | $60091.00     | 0.00%             | 2029-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                   | Starbucks Corp                                                                  | CUSIP: 855244BM0<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    125000 | PA      | $129609.72    | 0.00%             | 2035-05-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CBL7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     92000 | PA      | $91220.48     | 0.00%             | 2054-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    500000 | PA      | $421240.45    | 0.01%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                        | CUSIP: 341081GU5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104315.96    | 0.00%             | 2034-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179SYS0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    431896 | PA      | $401279.41    | 0.01%             | 2047-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F0204A4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9519000 | PA      | $8746511.64   | 0.24%             | 2040-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Texas Natural Gas Securitization Finance Corp                                    | TEXAS NATURAL GAS SECURITIZTN FIN CORP REVENUE                                  | CUSIP: 88258MAB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    170000 | PA      | $173632.39    | 0.00%             | 2041-04-01      | Fixed         | 5.17%                 | No            |                  2 | On Loan: —       |
| PUGET SOUND ENERGY INC                                                           | Puget Sound Energy Inc                                                          | CUSIP: 745332CN4<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25349.65     | 0.00%             | 2054-06-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                         | CUSIP: 742718GK9<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50582.44     | 0.00%             | 2029-10-24      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KKLQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1195662 | PA      | $1017774.53   | 0.03%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent                                                            | American Homes 4 Rent LP                                                        | CUSIP: 02666TAB3<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |    171000 | PA      | $173921.62    | 0.00%             | 2029-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                                                             | Entergy Arkansas LLC                                                            | CUSIP: 29366MAC2<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |     87000 | PA      | $60338.28     | 0.00%             | 2052-06-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                  | CUSIP: 57636QBC7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    145000 | PA      | $144683.76    | 0.00%             | 2035-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NCY5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    171000 | PA      | $136534.53    | 0.00%             | 2039-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark 2021-B30 Mortgage Trust                                               | CUSIP: 08163KBK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $205943.48    | 0.01%             | 2054-11-15      | Variable      | 2.64%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                        | CUSIP: 144141DD7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     87000 | PA      | $74166.47     | 0.00%             | 2043-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 3622A26G2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    553422 | PA      | $511849.13    | 0.01%             | 2047-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YDS5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    225000 | PA      | $230091.21    | 0.01%             | 2029-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                                       | Zoetis Inc                                                                      | CUSIP: 98978VAN3<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    171000 | PA      | $170653.59    | 0.00%             | 2028-08-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29273VBB5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    175000 | PA      | $171829.16    | 0.00%             | 2054-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAU7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $202771.84    | 0.01%             | 2033-08-11      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ADN2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    200000 | PA      | $186177.13    | 0.01%             | 2055-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GMQ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    245000 | PA      | $254547.31    | 0.01%             | 2036-02-12      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | Alphabet Inc                                                                    | CUSIP: 02079KAD9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    162000 | PA      | $141881.37    | 0.00%             | 2030-08-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP                                                               | CNA Financial Corp                                                              | CUSIP: 126117AY6<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75683.91     | 0.00%             | 2034-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    457000 | PA      | $452876.11    | 0.01%             | 2028-05-22      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CMF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2056000 | PA      | $2084029.06   | 0.06%             | 2028-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3142GRFH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2124161 | PA      | $2149353.54   | 0.06%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                                                | EOG Resources Inc                                                               | CUSIP: 26875PAY7<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    120000 | PA      | $122783.31    | 0.00%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                                         | Province of British Columbia Canada                                             | CUSIP: 110709AE2<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    200000 | PA      | $174653.68    | 0.00%             | 2031-01-29      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| KITE REALTY GROUP LP                                                             | Kite Realty Group LP                                                            | CUSIP: 49803XAG8<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              |  | US        |     50000 | PA      | $50952.10     | 0.00%             | 2032-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J8CA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    147034 | PA      | $135163.06    | 0.00%             | 2045-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LEGGETT & PLATT INC                                                              | Leggett & Platt Inc                                                             | CUSIP: 524660BA4<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | DBT              | CORP              | US        |     55000 | PA      | $36001.16     | 0.00%             | 2051-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | Amgen Inc                                                                       | CUSIP: 031162CD0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     87000 | PA      | $75059.60     | 0.00%             | 2048-06-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CBA1<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     71000 | PA      | $66182.86     | 0.00%             | 2030-02-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XGTV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    246973 | PA      | $236524.29    | 0.01%             | 2051-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                          | CUSIP: 045167FB4<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $442771.46    | 0.01%             | 2031-03-04      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BROOKFLD FIN LLC/FIN INC                                                         | Brookfield Finance LLC / Brookfield Finance Inc                                 | CUSIP: 11271RAB5<br>LEI: 549300E643C5WZF8BL44 | Long             | DBT              | CORP              | US        |     70000 | PA      | $48979.57     | 0.00%             | 2050-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| REVVITY INC                                                                      | Revvity Inc                                                                     | CUSIP: 714046AH2<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44751.17     | 0.00%             | 2031-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                     | QUALCOMM Inc                                                                    | CUSIP: 747525BK8<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    105000 | PA      | $96426.66     | 0.00%             | 2030-05-20      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                                                               | Ohio Power Co                                                                   | CUSIP: 677415CR0<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |     50000 | PA      | $38601.25     | 0.00%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PDR4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    445000 | PA      | $463671.00    | 0.01%             | 2034-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                      | Southern Co/The                                                                 | CUSIP: 842587CX3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    130000 | PA      | $110799.01    | 0.00%             | 2046-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 17327CAW3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253220.05    | 0.01%             | 2029-03-04      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DPWE4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    490187 | PA      | $498006.26    | 0.01%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| THE CAMPBELLS COMPANY                                                            | Campbell's Company/The                                                          | CUSIP: 134429BM0<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50772.35     | 0.00%             | 2027-03-19      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                          | Astrazeneca Finance LLC                                                         | CUSIP: 04636NAM5<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103262.36    | 0.00%             | 2031-02-26      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DJT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    104214 | PA      | $99613.82     | 0.00%             | 2049-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830BW8<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52580.18     | 0.00%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Los Angeles Community College District/CA                                        | LOS ANGELES CA CMNTY CLG DIST                                                   | CUSIP: 54438CPA4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $112483.41    | 0.00%             | 2049-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                 | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526DB2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    150000 | PA      | $151418.52    | 0.00%             | 2031-08-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    778000 | PA      | $554750.98    | 0.02%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418E3F5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1030909 | PA      | $1065609.96   | 0.03%             | 2054-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DTQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1092447 | PA      | $889238.16    | 0.02%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132M7JN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     45520 | PA      | $44071.47     | 0.00%             | 2044-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    320000 | PA      | $328020.28    | 0.01%             | 2030-07-23      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | Pfizer Inc                                                                      | CUSIP: 717081EW9<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    171000 | PA      | $160362.81    | 0.00%             | 2030-04-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                                  | San Diego Gas & Electric Co                                                     | CUSIP: 797440CF9<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147500.95    | 0.00%             | 2054-04-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138W7GD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     89073 | PA      | $81925.31     | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Q9XX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     61596 | PA      | $60793.46     | 0.00%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                      | Exelon Corp                                                                     | CUSIP: 30161NBH3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     86000 | PA      | $67247.37     | 0.00%             | 2052-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                                             | Shell Finance US Inc                                                            | CUSIP: 822905AG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $141963.69    | 0.00%             | 2050-04-06      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| PFIZER INVESTMENT ENTER                                                          | Pfizer Investment Enterprises Pte Ltd                                           | CUSIP: 716973AD4<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    400000 | PA      | $407501.11    | 0.01%             | 2030-05-19      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844CP1<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34711.70     | 0.00%             | 2053-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                                           | Mondelez International Inc                                                      | CUSIP: 609207BH7<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25477.76     | 0.00%             | 2035-05-06      | Fixed         | 5.13%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Federal National Mortgage Association                                           | CUSIP: 31359MGK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |     53000 | PA      | $59903.96     | 0.00%             | 2030-11-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER                                                          | Reinsurance Group of America Inc                                                | CUSIP: 759351AR0<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21384.05     | 0.00%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                                            | RIO TINTO FIN USA PLC                                                           | CUSIP: 76720AAW6<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |     80000 | PA      | $83340.41     | 0.00%             | 2065-03-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                                             | Verisk Analytics Inc                                                            | CUSIP: 92345YAH9<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |     55000 | PA      | $58407.52     | 0.00%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                                                             | National Fuel Gas Co                                                            | CUSIP: 636180BS9<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20211.29     | 0.00%             | 2026-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TJV8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    171000 | PA      | $166750.56    | 0.00%             | 2027-01-13      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Kentucky Utilities Co                                                            | Kentucky Utilities Co                                                           | CUSIP: 491674BG1<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97968.12     | 0.00%             | 2040-11-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XCY9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    187000 | PA      | $190147.20    | 0.01%             | 2028-08-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YFJ9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    330000 | PA      | $369141.12    | 0.01%             | 2034-11-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119CQ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     80000 | PA      | $83115.15     | 0.00%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAW4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    212000 | PA      | $213019.72    | 0.01%             | 2033-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MMVU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    556381 | PA      | $536531.91    | 0.02%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                      | Equinix Inc                                                                     | CUSIP: 29444UBJ4<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |     71000 | PA      | $46388.50     | 0.00%             | 2050-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Q8D77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    151250 | PA      | $149401.66    | 0.00%             | 2048-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308KQ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77200.56     | 0.00%             | 2029-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     87000 | PA      | $72282.97     | 0.00%             | 2048-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| FORD FOUNDATION/THE                                                              | Ford Foundation/The                                                             | CUSIP: 34531XAC8<br>LEI: 54930013YZ3DULPNNT44 | Long             | DBT              | CORP              | US        |     70000 | PA      | $40420.23     | 0.00%             | 2070-06-01      | Fixed         | 2.82%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132WMNJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     30103 | PA      | $28147.64     | 0.00%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418RGE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27573 | PA      | $28238.02     | 0.00%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                 | CUSIP: 125523CJ7<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    171000 | PA      | $133835.16    | 0.00%             | 2040-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301876.99    | 0.01%             | 2028-08-23      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                                       | Nucor Corp                                                                      | CUSIP: 670346AS4<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    171000 | PA      | $159782.34    | 0.00%             | 2030-06-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                             | CUSIP: 459058KJ1<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    400000 | PA      | $396204.53    | 0.01%             | 2027-06-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                                              | General Electric Co                                                             | CUSIP: 369604BH5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91461.82     | 0.00%             | 2044-03-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                        | GATX Corp                                                                       | CUSIP: 361448BJ1<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46377.09     | 0.00%             | 2032-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TJZ9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    171000 | PA      | $168886.90    | 0.00%             | 2027-03-22      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA FINANCE INC                                                          | CRH America Finance Inc                                                         | CUSIP: 12636YAF9<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    200000 | PA      | $208734.23    | 0.01%             | 2035-01-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Co                                                              | Eastman Chemical Co                                                             | CUSIP: 277432AL4<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |     87000 | PA      | $76595.29     | 0.00%             | 2042-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RJK9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    125000 | PA      | $110254.13    | 0.00%             | 2044-06-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XAX6<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     70000 | PA      | $64023.71     | 0.00%             | 2032-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29273VBF6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150901.00    | 0.00%             | 2055-04-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                                              | Estee Lauder Cos Inc/The                                                        | CUSIP: 29736RAM2<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    119000 | PA      | $79002.04     | 0.00%             | 2049-12-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                      | CUSIP: 14040HCT0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102263.32    | 0.00%             | 2033-05-10      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448FR4<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60934.45     | 0.00%             | 2028-05-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36202FUF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7049 | PA      | $7052.17      | 0.00%             | 2041-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CLG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17086000 | PA      | $17121373.32  | 0.48%             | 2027-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140EU2G3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27650 | PA      | $27054.22     | 0.00%             | 2031-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                             | CUSIP: 025816EK1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    230000 | PA      | $234003.93    | 0.01%             | 2033-07-20      | Fixed         | 4.92%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140E6MN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15735 | PA      | $14315.40     | 0.00%             | 2045-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                                                              | Kimberly-Clark Corp                                                             | CUSIP: 494368CD3<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |     75000 | PA      | $66835.91     | 0.00%             | 2031-11-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| PLAINS ALL AMERICAN PIPE                                                         | Plains All American Pipeline LP                                                 | CUSIP: 72650RBQ4<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    130000 | PA      | $135672.06    | 0.00%             | 2035-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP                                                                     | Vontier Corp                                                                    | CUSIP: 928881AD3<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23781.41     | 0.00%             | 2028-04-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | Union Electric Co                                                               | CUSIP: 906548CM2<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    171000 | PA      | $168460.15    | 0.00%             | 2027-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31307RD85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10430 | PA      | $10202.47     | 0.00%             | 2031-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                                                            | Oglethorpe Power Corp                                                           | CUSIP: 677050AQ9<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |     87000 | PA      | $62790.53     | 0.00%             | 2050-08-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JETBLUE 2019-1 CLASS AA                                                          | JetBlue 2019-1 Class AA Pass Through Trust                                      | CUSIP: 477143AH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120520 | PA      | $106748.59    | 0.00%             | 2032-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    571000 | PA      | $554481.04    | 0.02%             | 2030-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Q7X28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     87774 | PA      | $84369.06     | 0.00%             | 2047-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                       | 3M Co                                                                           | CUSIP: 88579YAY7<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    130000 | PA      | $127371.48    | 0.00%             | 2027-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                         | CUSIP: 55336VAL4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     75000 | PA      | $67399.56     | 0.00%             | 2047-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833DZ0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    177000 | PA      | $107625.04    | 0.00%             | 2050-08-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PAM8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    471000 | PA      | $464795.26    | 0.01%             | 2029-01-23      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140CK4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    185000 | PA      | $180188.69    | 0.01%             | 2063-02-10      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    563000 | PA      | $557975.41    | 0.02%             | 2028-03-24      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31417BXP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9788 | PA      | $9250.69      | 0.00%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PCX8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    130000 | PA      | $107908.70    | 0.00%             | 2047-01-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YAM1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    240000 | PA      | $216446.17    | 0.01%             | 2042-11-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VAW3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93161.43     | 0.00%             | 2042-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                     | ING Groep NV                                                                    | CUSIP: 456837BC6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $195804.38    | 0.01%             | 2033-03-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                         | Northern States Power Co/MN                                                     | CUSIP: 665772CT4<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     55000 | PA      | $49877.53     | 0.00%             | 2031-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687FZ4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    290000 | PA      | $219377.20    | 0.01%             | 2051-01-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | Duke Energy Progress LLC                                                        | CUSIP: 26442RAB7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     74000 | PA      | $64399.33     | 0.00%             | 2044-03-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                     | CUSIP: 02665WFZ9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50795.49     | 0.00%             | 2035-03-05      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| Pfizer Inc                                                                       | Pfizer Inc                                                                      | CUSIP: 717081DK6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     87000 | PA      | $77558.39     | 0.00%             | 2044-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCN8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154642.97    | 0.00%             | 2030-02-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| OKLAHOMA G&E CO                                                                  | Oklahoma Gas and Electric Co                                                    | CUSIP: 678858BT7<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49686.80     | 0.00%             | 2028-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MFS8<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50697.49     | 0.00%             | 2032-09-09      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308HW0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    145000 | PA      | $141907.78    | 0.00%             | 2027-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: —       |
| SANTANDER HOLDINGS USA                                                           | Santander Holdings USA Inc                                                      | CUSIP: 80282KBC9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    190000 | PA      | $185394.71    | 0.01%             | 2028-01-06      | Fixed         | 2.49%                 | No            |                  2 | On Loan: —       |
| PFIZER INC                                                                       | Pfizer Inc                                                                      | CUSIP: 717081EZ2<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     86000 | PA      | $63192.51     | 0.00%             | 2040-05-28      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GJW0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    411000 | PA      | $326009.06    | 0.01%             | 2042-04-22      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                                         | Omega Healthcare Investors Inc                                                  | CUSIP: 681936BL3<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |    104000 | PA      | $99784.46     | 0.00%             | 2029-10-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X8RS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2038531 | PA      | $1669539.15   | 0.05%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                    | DTE Energy Co                                                                   | CUSIP: 233331BK2<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76848.77     | 0.00%             | 2029-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Q8VZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     62103 | PA      | $58415.77     | 0.00%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XLFE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3761761 | PA      | $3042723.75   | 0.09%             | 2052-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X4QW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    639362 | PA      | $580333.83    | 0.02%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EXU8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77336.18     | 0.00%             | 2034-06-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                          | American Electric Power Co Inc                                                  | CUSIP: 025537AW1<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    100000 | PA      | $107206.31    | 0.00%             | 2032-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TLL7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50916.69     | 0.00%             | 2029-01-05      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                       | CUSIP: 911312AJ5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    174000 | PA      | $191928.18    | 0.01%             | 2038-01-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                       | Ecolab Inc                                                                      | CUSIP: 278865BG4<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    140000 | PA      | $78005.45     | 0.00%             | 2050-08-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                                                                | Entergy Texas Inc                                                               | CUSIP: 29365TAM6<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45128.03     | 0.00%             | 2052-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAX2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74982.23     | 0.00%             | 2028-11-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MFF6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    171000 | PA      | $170259.03    | 0.00%             | 2028-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                                             | Chile Government International Bonds                                            | CUSIP: 168863DQ8<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    318000 | PA      | $197217.24    | 0.01%             | 2061-01-22      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                                     | American Express Credit Account Master Trust                                    | CUSIP: 02589BAE0<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $506997.60    | 0.01%             | 2029-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                           | Extra Space Storage LP                                                          | CUSIP: 30225VAH0<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |    150000 | PA      | $147883.01    | 0.00%             | 2029-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BROWN-FORMAN CORP                                                                | Brown-Forman Corp                                                               | CUSIP: 115637AU4<br>LEI: 549300873K3LXF7ARU34 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40469.31     | 0.00%             | 2033-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| AIR PRODUCTS & CHEMICALS                                                         | Air Products and Chemicals Inc                                                  | CUSIP: 009158BH8<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101800.46    | 0.00%             | 2029-02-08      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400GS6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    400000 | PA      | $374600.90    | 0.01%             | 2029-08-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | MetLife Inc                                                                     | CUSIP: 59156RAP3<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    104000 | PA      | $109440.66    | 0.00%             | 2036-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                        | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196729.73    | 0.01%             | 2027-08-17      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31335BYT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    170578 | PA      | $154344.82    | 0.00%             | 2047-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132VPK23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19644 | PA      | $19871.59     | 0.00%             | 2049-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BON SECOURS MERCY                                                                | Bon Secours Mercy Health Inc                                                    | CUSIP: 09778PAA3<br>LEI: 5493006NA7JSVYYYF398 | Long             | DBT              | CORP              | US        |     70000 | PA      | $67834.74     | 0.00%             | 2030-06-01      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     87000 | PA      | $77960.84     | 0.00%             | 2042-09-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140ECR92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22075 | PA      | $20653.03     | 0.00%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                   | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    255000 | PA      | $248538.36    | 0.01%             | 2054-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| KENVUE INC                                                                       | Kenvue Inc                                                                      | CUSIP: 49177JAP7<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    185000 | PA      | $172024.51    | 0.00%             | 2053-03-22      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                                      | Citibank NA                                                                     | CUSIP: 17325FBB3<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    250000 | PA      | $262226.40    | 0.01%             | 2028-09-29      | Fixed         | 5.80%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418D4X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7568823 | PA      | $6135952.46   | 0.17%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CAPITAL CORP                                                            | Blue Owl Capital Corp                                                           | CUSIP: 69121KAG9<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94636.29     | 0.00%             | 2028-06-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                                            | Quest Diagnostics Inc                                                           | CUSIP: 74834LBB5<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70672.61     | 0.00%             | 2030-06-30      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ERM49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24298 | PA      | $23795.28     | 0.00%             | 2031-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| East Bay Municipal Utility District Water System Revenue                         | EAST BAY CA MUNI UTILITY DIST WTR SYS REVENUE                                   | CUSIP: 271014TU6<br>LEI: 549300IZZ5HKLDKRTF96 | Long             | DBT              | MUN               | US        |     75000 | PA      | $79967.69     | 0.00%             | 2040-06-01      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $9296484.40   | 0.26%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 63743HFN7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51142.80     | 0.00%             | 2029-02-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738ECZ6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $208722.97    | 0.01%             | 2036-02-25      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                            | CUSIP: 06051GHS1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    291000 | PA      | $248275.34    | 0.01%             | 2050-03-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KKWK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1475830 | PA      | $1205783.65   | 0.03%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DP5V6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    874603 | PA      | $872588.30    | 0.02%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140JPN35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    166457 | PA      | $155952.70    | 0.00%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PBK7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     74000 | PA      | $85754.73     | 0.00%             | 2038-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                               | Analog Devices Inc                                                              | CUSIP: 032654BD6<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75525.28     | 0.00%             | 2028-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XBAD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1790584 | PA      | $1464789.29   | 0.04%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                         | Visa Inc                                                                        | CUSIP: 92826CAJ1<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     69000 | PA      | $54432.13     | 0.00%             | 2047-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179VFP0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1238840 | PA      | $1110206.01   | 0.03%             | 2050-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                          | CUSIP: 202795JS0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     87000 | PA      | $57875.86     | 0.00%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | Apple Inc                                                                       | CUSIP: 037833AT7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     87000 | PA      | $81643.74     | 0.00%             | 2044-05-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418EDD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2032670 | PA      | $1789449.01   | 0.05%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                                                                | National Grid PLC                                                               | CUSIP: 636274AD4<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $103483.72    | 0.00%             | 2028-06-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DMUS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1575804 | PA      | $1417838.00   | 0.04%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Danaher Corp                                                                     | Danaher Corp                                                                    | CUSIP: 235851AR3<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |     75000 | PA      | $66028.27     | 0.00%             | 2045-09-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                                 | Ryder System Inc                                                                | CUSIP: 78355HKX6<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53151.96     | 0.00%             | 2028-12-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                   | S&P Global Inc                                                                  | CUSIP: 78409VBK9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     95000 | PA      | $87007.93     | 0.00%             | 2032-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    255000 | PA      | $262962.06    | 0.01%             | 2034-04-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                                      | Citibank NA                                                                     | CUSIP: 17325FBC1<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253960.45    | 0.01%             | 2026-12-04      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                           | CUSIP: 91087BAC4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    500000 | PA      | $499250.00    | 0.01%             | 2027-03-28      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308KX4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     95000 | PA      | $99424.92     | 0.00%             | 2035-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132QWP29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5985 | PA      | $5762.98      | 0.00%             | 2046-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kansas Development Finance Authority                                             | KANSAS ST DEV FIN AUTH REVENUE                                                  | CUSIP: 48542RSV7<br>LEI: 549300WTL7BL8KBDPR87 | Long             | DBT              | MUN               | US        |     55000 | PA      | $38683.62     | 0.00%             | 2051-05-01      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Co                                                             | Appalachian Power Co                                                            | CUSIP: 037735CX3<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    120000 | PA      | $100240.70    | 0.00%             | 2049-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBU0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    125000 | PA      | $139322.78    | 0.00%             | 2034-10-25      | Fixed         | 6.47%                 | No            |                  2 | On Loan: No      |
| FERGUSON ENTERPRISES INC                                                         | Ferguson Enterprises Inc                                                        | CUSIP: 31488VAA5<br>LEI: 2138003JYQMRP3SLX189 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50342.79     | 0.00%             | 2034-10-03      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                                                   | Halliburton Co                                                                  | CUSIP: 406216BJ9<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    171000 | PA      | $168415.10    | 0.00%             | 2035-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140EUFU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5738 | PA      | $5683.96      | 0.00%             | 2046-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ADA0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81457.09     | 0.00%             | 2028-07-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                               | BMO 2024-5C8 Mortgage Trust                                                     | CUSIP: 09661XAH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $199280.78    | 0.01%             | 2057-12-15      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140F5RX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12832 | PA      | $11927.89     | 0.00%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132XUJV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10855 | PA      | $10474.30     | 0.00%             | 2047-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                                                           | Puget Sound Energy Inc                                                          | CUSIP: 745332CP9<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74534.23     | 0.00%             | 2055-09-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31417GKN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10490 | PA      | $10176.17     | 0.00%             | 2033-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7351000 | PA      | $4987768.32   | 0.14%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBR7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    125000 | PA      | $127394.07    | 0.00%             | 2034-04-26      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133L8U52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    810115 | PA      | $748223.98    | 0.02%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                                | Cisco Systems Inc                                                               | CUSIP: 17275RBX9<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102600.84    | 0.00%             | 2030-02-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    375000 | PA      | $393544.17    | 0.01%             | 2036-04-23      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 913017BT5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    400000 | PA      | $361715.88    | 0.01%             | 2042-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT Capital Corp                                                                | CUSIP: 05526DBF1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    254000 | PA      | $212989.01    | 0.01%             | 2047-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                          | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AV1<br>LEI: N/A                  | Long             | DBT              |  | US        |     75000 | PA      | $75122.25     | 0.00%             | 2033-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                                | L3Harris Technologies Inc                                                       | CUSIP: 502431AM1<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    287000 | PA      | $288867.55    | 0.01%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                | General Motors Co                                                               | CUSIP: 37045VBB5<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    120000 | PA      | $126205.64    | 0.00%             | 2035-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076BY7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    402000 | PA      | $387764.06    | 0.01%             | 2029-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                                             | Parker-Hannifin Corp                                                            | CUSIP: 701094AN4<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    341000 | PA      | $330945.30    | 0.01%             | 2029-06-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                                            | Alibaba Group Holding Ltd                                                       | CUSIP: 01609WBH4<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $206398.00    | 0.01%             | 2030-05-26      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| HUMANA INC                                                                       | Humana Inc                                                                      | CUSIP: 444859BY7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26294.02     | 0.00%             | 2034-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XDKZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    108845 | PA      | $98160.91     | 0.00%             | 2036-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A2V3<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     35000 | PA      | $35477.94     | 0.00%             | 2026-12-11      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                                           | Korea Development Bank/The                                                      | CUSIP: 500630EK0<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $198158.00    | 0.01%             | 2030-09-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                     | CUSIP: 438516BS4<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     87000 | PA      | $68395.14     | 0.00%             | 2047-11-21      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MCJ7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    265000 | PA      | $233837.07    | 0.01%             | 2031-09-17      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810QE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2305000 | PA      | $2345967.78   | 0.07%             | 2040-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                               | BMO 2023-C7 Mortgage Trust                                                      | CUSIP: 05593FAH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $551398.60    | 0.02%             | 2056-12-15      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738EBY0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $306447.00    | 0.01%             | 2028-08-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                         | Caterpillar Financial Services Corp                                             | CUSIP: 14913UAS9<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126869.34    | 0.00%             | 2027-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                         | Visa Inc                                                                        | CUSIP: 92826CAN2<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    240000 | PA      | $206804.90    | 0.01%             | 2031-02-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: —       |
| Florida Power & Light Co                                                         | Florida Power & Light Co                                                        | CUSIP: 341081FF9<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     87000 | PA      | $75687.50     | 0.00%             | 2042-02-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    155000 | PA      | $161525.37    | 0.00%             | 2028-11-10      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457BU1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80907.34     | 0.00%             | 2059-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XDX84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    100288 | PA      | $92442.89     | 0.00%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BARRICK NA FINANCE LLC                                                           | Barrick North America Finance LLC                                               | CUSIP: 06849RAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     87000 | PA      | $89461.28     | 0.00%             | 2041-05-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                                         | Microchip Technology Inc                                                        | CUSIP: 595017BL7<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153394.35    | 0.00%             | 2030-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                | CUSIP: 92556HAB3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    171000 | PA      | $169049.23    | 0.00%             | 2031-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457CU0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76117.97     | 0.00%             | 2028-02-12      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                               | CUSIP: 857477DB6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76996.01     | 0.00%             | 2030-04-24      | Fixed         | 4.83%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WK3C7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     94828 | PA      | $88983.54     | 0.00%             | 2047-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CLN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15350000 | PA      | $15241470.74  | 0.43%             | 2029-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ACS2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70587.57     | 0.00%             | 2029-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140W3A58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    204105 | PA      | $213017.07    | 0.01%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBM6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $149311.14    | 0.00%             | 2034-09-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| DEUTSCHE BANK NY                                                                 | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CD9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    296000 | PA      | $280603.21    | 0.01%             | 2031-09-18      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                 | ERP Operating LP                                                                | CUSIP: 26884ABE2<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |     87000 | PA      | $76936.97     | 0.00%             | 2045-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YDR7<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    225000 | PA      | $227554.85    | 0.01%             | 2027-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| QUALCOMM INC                                                                     | QUALCOMM Inc                                                                    | CUSIP: 747525BR3<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    133000 | PA      | $115195.57    | 0.00%             | 2052-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752BF9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124400.71    | 0.00%             | 2064-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                                                              | Emerson Electric Co                                                             | CUSIP: 291011BR4<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    125000 | PA      | $110828.09    | 0.00%             | 2031-12-21      | Fixed         | 2.20%                 | No            |                  2 | On Loan: —       |
| GENERAL DYNAMICS CORP                                                            | General Dynamics Corp                                                           | CUSIP: 369550BH0<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    171000 | PA      | $156336.22    | 0.00%             | 2040-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                                                 | Ventas Realty LP                                                                | CUSIP: 92277GBB2<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |     50000 | PA      | $51166.68     | 0.00%             | 2032-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400GJ6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49134.55     | 0.00%             | 2028-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                                 | LPL Holdings Inc                                                                | CUSIP: 50212YAP9<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101780.63    | 0.00%             | 2030-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135CJ3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    304000 | PA      | $246585.10    | 0.01%             | 2052-04-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HLDINGS                                                         | Medtronic Global Holdings SCA                                                   | CUSIP: 58507LBC2<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |     70000 | PA      | $70046.39     | 0.00%             | 2033-03-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER                                                         | Wisconsin Electric Power Co                                                     | CUSIP: 976656CS5<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24858.38     | 0.00%             | 2034-10-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                            | Micron Technology Inc                                                           | CUSIP: 595112CD3<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41391.77     | 0.00%             | 2031-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738EAU9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $250036.56    | 0.01%             | 2028-01-10      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| SPECTRA ENERGY PARTNERS                                                          | Spectra Energy Partners LP                                                      | CUSIP: 84756NAE9<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102029.13    | 0.00%             | 2043-09-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    397000 | PA      | $367424.88    | 0.01%             | 2031-02-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216CW8<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    171000 | PA      | $127203.92    | 0.00%             | 2040-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DV7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     75000 | PA      | $60633.83     | 0.00%             | 2042-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769KL7<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    400000 | PA      | $402208.18    | 0.01%             | 2027-06-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                                 | Alabama Power Co                                                                | CUSIP: 010392FX1<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92316.16     | 0.00%             | 2032-03-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 912828ZE3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6000000 | PA      | $5736562.50   | 0.16%             | 2027-03-31      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                     | ING Groep NV                                                                    | CUSIP: 456837BH5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $216327.50    | 0.01%             | 2034-09-11      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                           | Marriott International Inc/MD                                                   | CUSIP: 571903BG7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    150000 | PA      | $138035.11    | 0.00%             | 2031-04-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                         | Constellation Brands Inc                                                        | CUSIP: 21036PBD9<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     75000 | PA      | $69805.83     | 0.00%             | 2048-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CEN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2958632.82   | 0.08%             | 2027-04-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                            | CUSIP: 78017FZT3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $252867.89    | 0.01%             | 2030-10-18      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 17327CAU7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100338.95    | 0.00%             | 2039-09-19      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 3622A2XW7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    198645 | PA      | $178856.70    | 0.01%             | 2046-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WJNJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    263505 | PA      | $247462.55    | 0.01%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                         | CUSIP: 742718GN3<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76124.64     | 0.00%             | 2035-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179W7K8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    990681 | PA      | $884734.26    | 0.02%             | 2052-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                             | CUSIP: 25746UDZ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    140000 | PA      | $141001.59    | 0.00%             | 2056-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                                      | Cencora Inc                                                                     | CUSIP: 03073EAY1<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102123.23    | 0.00%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PFQ0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155058.40    | 0.00%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WJW53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30493 | PA      | $29731.40     | 0.00%             | 2032-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                                                       | Kenvue Inc                                                                      | CUSIP: 49177JAF9<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    120000 | PA      | $122599.32    | 0.00%             | 2028-03-22      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                               | CUSIP: 49456BAV3<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99988.90     | 0.00%             | 2033-02-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Bank5                                                                            | BANK5 2024-5YR7                                                                 | CUSIP: 06211UBL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    950000 | PA      | $991486.69    | 0.03%             | 2057-06-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                                     | AutoZone Inc                                                                    | CUSIP: 053332AV4<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74554.55     | 0.00%             | 2027-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ohio Turnpike & Infrastructure Commission                                        | OHIO ST TURNPIKE COMMISSION                                                     | CUSIP: 67760HNB3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     95000 | PA      | $69817.84     | 0.00%             | 2048-02-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                                    | Amphenol Corp                                                                   | CUSIP: 032095AN1<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25395.01     | 0.00%             | 2027-04-05      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36180AAG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1922651 | PA      | $1958969.05   | 0.05%             | 2054-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                            | Uber Technologies Inc                                                           | CUSIP: 90353TAU4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99092.82     | 0.00%             | 2035-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                               | CUSIP: 49456BBB6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25789.48     | 0.00%             | 2030-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                         | Northern States Power Co/MN                                                     | CUSIP: 665772CN7<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     85000 | PA      | $70410.60     | 0.00%             | 2045-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                     | ING Groep NV                                                                    | CUSIP: 456837BL6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $206381.07    | 0.01%             | 2030-03-19      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA G&E CO                                                                  | Oklahoma Gas and Electric Co                                                    | CUSIP: 678858BU4<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48167.95     | 0.00%             | 2030-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| First National Master Note Trust                                                 | First National Master Note Trust                                                | CUSIP: 32113CCE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $509573.05    | 0.01%             | 2030-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                                                                   | CUSIP: 13063DGE2<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     65000 | PA      | $66232.33     | 0.00%             | 2038-04-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                           | CUSIP: 882508CM4<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51557.68     | 0.00%             | 2035-05-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NEP2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102819.94    | 0.00%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132D54E9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    400343 | PA      | $387935.32    | 0.01%             | 2034-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                            | Indonesia Government International Bond                                         | CUSIP: 455780DV5<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $191274.00    | 0.01%             | 2054-02-10      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| MSD INVESTMENT CORP                                                              | MSD Investment Corp                                                             | CUSIP: 55354LAA7<br>LEI: 549300K4HV7AOWFSAO65 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25318.87     | 0.00%             | 2030-05-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AMCOR FINANCE USA INC                                                            | Amcor Finance USA Inc                                                           | CUSIP: 02343UAH8<br>LEI: 549300ZMT7FVT8R77U18 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75299.28     | 0.00%             | 2028-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132WF6S3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5967 | PA      | $5778.76      | 0.00%             | 2046-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                          | Duke Energy Indiana LLC                                                         | CUSIP: 693627AY7<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    150000 | PA      | $163899.85    | 0.00%             | 2035-10-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MBG4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    100000 | PA      | $100711.79    | 0.00%             | 2028-10-16      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                        | CUSIP: 345397F81<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200662.75    | 0.01%             | 2026-11-05      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ABT1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92197.02     | 0.00%             | 2031-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds                                | Republic of Poland Government International Bonds                               | CUSIP: 857524AF9<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    400000 | PA      | $411740.00    | 0.01%             | 2030-02-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP                                                                     | Newmont Corp                                                                    | CUSIP: 651639AW6<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |     87000 | PA      | $94239.71     | 0.00%             | 2035-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QLY42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2406938 | PA      | $2048145.93   | 0.06%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                          | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AR0<br>LEI: N/A                  | Long             | DBT              |  | US        |     63000 | PA      | $56679.33     | 0.00%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                  | Chevron USA Inc                                                                 | CUSIP: 166756BH8<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50250.17     | 0.00%             | 2028-08-13      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co                                                                  | Weyerhaeuser Co                                                                 | CUSIP: 962166BR4<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |     80000 | PA      | $91635.15     | 0.00%             | 2032-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122EB0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     65000 | PA      | $70978.46     | 0.00%             | 2053-11-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WERK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     93094 | PA      | $87519.60     | 0.00%             | 2045-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                              | Nomura Holdings Inc                                                             | CUSIP: 65535HBZ1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $202841.95    | 0.01%             | 2030-07-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 36296Q2T5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7983 | PA      | $7976.07      | 0.00%             | 2039-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                                                       | Intuit Inc                                                                      | CUSIP: 46124HAC0<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |    142000 | PA      | $135834.02    | 0.00%             | 2027-07-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                                              | Quanta Services Inc                                                             | CUSIP: 74762EAK8<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50570.80     | 0.00%             | 2027-08-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                                     | AutoZone Inc                                                                    | CUSIP: 053332AW2<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    171000 | PA      | $168294.86    | 0.00%             | 2029-04-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                                              | LYB International Finance III LLC                                               | CUSIP: 50249AAL7<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41127.84     | 0.00%             | 2033-05-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: —       |
| Nutrien Ltd                                                                      | Nutrien Ltd                                                                     | CUSIP: 67077MAS7<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $47511.45     | 0.00%             | 2045-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                       | 3M Co                                                                           | CUSIP: 88579YAZ4<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    104000 | PA      | $78825.06     | 0.00%             | 2047-10-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: —       |
| PROGRESSIVE CORP                                                                 | Progressive Corp/The                                                            | CUSIP: 743315AY9<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     66000 | PA      | $64652.99     | 0.00%             | 2027-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65706.84     | 0.00%             | 2027-09-01      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138AHPM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       540 | PA      | $559.48       | 0.00%             | 2041-08-01      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                                | L3Harris Technologies Inc                                                       | CUSIP: 502431AN9<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    158000 | PA      | $139091.69    | 0.00%             | 2031-01-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| CLOROX COMPANY                                                                   | Clorox Co/The                                                                   | CUSIP: 189054AZ2<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75816.61     | 0.00%             | 2032-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                                           | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAP8<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |     50000 | PA      | $49890.23     | 0.00%             | 2033-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                             | Targa Resources Corp                                                            | CUSIP: 87612GAF8<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    250000 | PA      | $272218.07    | 0.01%             | 2034-03-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | Alphabet Inc                                                                    | CUSIP: 02079KAM9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    170000 | PA      | $170370.50    | 0.00%             | 2055-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                                         | TotalEnergies Capital SA                                                        | CUSIP: 89157XAA9<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    625000 | PA      | $648662.80    | 0.02%             | 2034-04-05      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T Inc                                                                        | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    655000 | PA      | $632881.98    | 0.02%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                                         | Baltimore Gas and Electric Co                                                   | CUSIP: 059165EN6<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |     81000 | PA      | $72514.10     | 0.00%             | 2031-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                               | Royalty Pharma PLC                                                              | CUSIP: 78081BAT0<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     50000 | PA      | $49583.27     | 0.00%             | 2031-03-25      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YEA3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    155000 | PA      | $160415.74    | 0.00%             | 2035-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VFF6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197252.93    | 0.01%             | 2027-03-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| SHERWIN-WILLIAMS CO                                                              | Sherwin-Williams Co/The                                                         | CUSIP: 824348BK1<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    153000 | PA      | $117114.22    | 0.00%             | 2049-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    300000 | PA      | $313294.58    | 0.01%             | 2033-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                            | Northrop Grumman Corp                                                           | CUSIP: 666807BT8<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49811.20     | 0.00%             | 2040-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                                         | Public Service Enterprise Group Inc                                             | CUSIP: 744573AZ9<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51753.16     | 0.00%             | 2034-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140MGLC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1355404 | PA      | $1095510.56   | 0.03%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132WH6K6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14135 | PA      | $13220.04     | 0.00%             | 2046-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                | CUSIP: 02209SBJ1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    126000 | PA      | $120902.78    | 0.00%             | 2030-05-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WHL34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6896 | PA      | $6446.83      | 0.00%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    346000 | PA      | $257253.87    | 0.01%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| EIDP INC                                                                         | EIDP Inc                                                                        | CUSIP: 263534CS6<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51430.72     | 0.00%             | 2032-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $98376.51     | 0.00%             | 2041-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822CC6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    220000 | PA      | $214905.22    | 0.01%             | 2028-01-19      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140FUNM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4477 | PA      | $4427.96      | 0.00%             | 2047-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                                         | TotalEnergies Capital SA                                                        | CUSIP: 89152UAH5<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $299232.67    | 0.01%             | 2028-10-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark 2020-B21 Mortgage Trust                                               | CUSIP: 08163LAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    612000 | PA      | $540015.46    | 0.02%             | 2053-12-17      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6495000 | PA      | $6535593.75   | 0.18%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                       | Ecolab Inc                                                                      | CUSIP: 278865BN9<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    124000 | PA      | $78193.85     | 0.00%             | 2051-12-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CGJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3200000 | PA      | $3172875.01   | 0.09%             | 2030-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418D6B3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  14730524 | PA      | $11941685.01  | 0.33%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QBA3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40303.34     | 0.00%             | 2042-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CWU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     83031 | PA      | $81982.66     | 0.00%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179QWE7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     36470 | PA      | $34148.14     | 0.00%             | 2044-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                                                    | AppLovin Corp                                                                   | CUSIP: 03831WAC2<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36206.65     | 0.00%             | 2031-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                           | Roper Technologies Inc                                                          | CUSIP: 776696AL0<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50203.42     | 0.00%             | 2030-09-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                          | CUSIP: 045167FF5<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    200000 | PA      | $187649.17    | 0.01%             | 2028-06-09      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK                                                         | Huntington National Bank/The                                                    | CUSIP: 44644MAK7<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252658.86    | 0.01%             | 2028-04-12      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31306XQY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1277 | PA      | $1264.87      | 0.00%             | 2027-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                                       | Nasdaq Inc                                                                      | CUSIP: 63111XAL5<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    200000 | PA      | $211392.25    | 0.01%             | 2063-06-28      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31307STN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     83864 | PA      | $81000.11     | 0.00%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                            | General Dynamics Corp                                                           | CUSIP: 369550BM9<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147173.05    | 0.00%             | 2030-04-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                              | Global Payments Inc                                                             | CUSIP: 37940XAH5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     69000 | PA      | $61874.67     | 0.00%             | 2031-11-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                                           | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HBB3<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    112000 | PA      | $113260.00    | 0.00%             | 2033-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MAR1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    246000 | PA      | $243551.10    | 0.01%             | 2027-07-12      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                  | CUSIP: 57636QAX2<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51341.27     | 0.00%             | 2033-03-09      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ENSTAR GROUP LTD                                                                 | Enstar Group Ltd                                                                | CUSIP: 29359UAC3<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |    124000 | PA      | $110750.56    | 0.00%             | 2031-09-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                                                              | Kimberly-Clark Corp                                                             | CUSIP: 494368CE1<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101128.60    | 0.00%             | 2033-02-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804FT6<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    150000 | PA      | $125380.89    | 0.00%             | 2045-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                             | Kraft Heinz Foods Co                                                            | CUSIP: 42307TAG3<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     70000 | PA      | $77379.79     | 0.00%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCA6<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     96000 | PA      | $61664.32     | 0.00%             | 2052-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                            | Province of Ontario Canada                                                      | CUSIP: 68323AFG4<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    171000 | PA      | $159440.95    | 0.00%             | 2029-10-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS CO                                                                 | Genuine Parts Co                                                                | CUSIP: 372460AD7<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |     25000 | PA      | $27989.07     | 0.00%             | 2033-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| LYB INT FINANCE III                                                              | LYB International Finance III LLC                                               | CUSIP: 50249AAP8<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52106.36     | 0.00%             | 2035-05-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WLBG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     78028 | PA      | $73141.43     | 0.00%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138YUH79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34289 | PA      | $33574.62     | 0.00%             | 2030-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46625HLL2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    214000 | PA      | $201544.83    | 0.01%             | 2045-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EVP1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     87000 | PA      | $82105.20     | 0.00%             | 2028-03-06      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138EHRM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       908 | PA      | $900.14       | 0.00%             | 2027-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                           | Sempra                                                                          | CUSIP: 816851BH1<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    171000 | PA      | $146172.39    | 0.00%             | 2038-02-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076BS0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    171000 | PA      | $138068.05    | 0.00%             | 2047-06-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                                                | International Finance Corp                                                      | CUSIP: 45950KDK3<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |    250000 | PA      | $254490.37    | 0.01%             | 2028-01-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER                                                           | Indiana Michigan Power Co                                                       | CUSIP: 454889AU0<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |     50000 | PA      | $33726.40     | 0.00%             | 2051-05-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                 | Welltower OP LLC                                                                | CUSIP: 95040QAL8<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    100000 | PA      | $92451.19     | 0.00%             | 2031-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBT3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     75000 | PA      | $79812.85     | 0.00%             | 2029-10-25      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WKQY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    114171 | PA      | $112895.11    | 0.00%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    410000 | PA      | $409309.10    | 0.01%             | 2031-03-31      | Fixed         | 4.41%                 | No            |                  2 | On Loan: —       |
| HF SINCLAIR CORP                                                                 | HF Sinclair Corp                                                                | CUSIP: 403949AT7<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91483.56     | 0.00%             | 2032-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EVD8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70164.49     | 0.00%             | 2030-01-09      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172DP1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76285.62     | 0.00%             | 2031-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                                             | Chile Government International Bonds                                            | CUSIP: 168863DV7<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    200000 | PA      | $183400.00    | 0.01%             | 2034-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Foothill-Eastern Transportation Corridor Agency                                  | FOOTHILL ESTRN TRANSPRTN CORRIDOR AGY CA TOLL ROAD REVENUE                      | CUSIP: 345105JG6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $49953.90     | 0.00%             | 2053-01-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MFT6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94607.50     | 0.00%             | 2052-09-09      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $64030.93     | 0.00%             | 2052-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PACKAGING CORP OF AMERIC                                                         | Packaging Corp of America                                                       | CUSIP: 695156AY5<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101964.32    | 0.00%             | 2035-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                        | GATX Corp                                                                       | CUSIP: 361448BK8<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    145000 | PA      | $145797.69    | 0.00%             | 2033-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PIEDMONT HEALTHCARE INC                                                          | Piedmont Healthcare Inc                                                         | CUSIP: 72014TAE9<br>LEI: 254900D1I6W7J0DSAY11 | Long             | DBT              | CORP              | US        |     66000 | PA      | $41959.04     | 0.00%             | 2052-01-01      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    250000 | PA      | $266044.84    | 0.01%             | 2029-10-24      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140EULG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    141082 | PA      | $132457.19    | 0.00%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172DF3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75692.66     | 0.00%             | 2027-02-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XEY8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31046.67     | 0.00%             | 2031-06-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661ET0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124918.02    | 0.00%             | 2027-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SNAP-ON INC                                                                      | Snap-on Inc                                                                     | CUSIP: 833034AM3<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | DBT              | CORP              | US        |    171000 | PA      | $118338.91    | 0.00%             | 2050-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752AY9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72018.54     | 0.00%             | 2029-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XAJP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1968832 | PA      | $1674245.55   | 0.05%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                             | CUSIP: 025816EF2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154240.32    | 0.00%             | 2031-04-25      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                                                 | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CBS7<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150666.87    | 0.00%             | 2027-09-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179UML3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    368588 | PA      | $351955.27    | 0.01%             | 2049-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                                          | Jefferies Financial Group Inc                                                   | CUSIP: 47233JAG3<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    171000 | PA      | $172382.18    | 0.00%             | 2027-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                                                  | Hershey Co/The                                                                  | CUSIP: 427866BM9<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51550.73     | 0.00%             | 2032-02-24      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138YEN60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     93997 | PA      | $88407.96     | 0.00%             | 2045-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                                                       | VMware LLC                                                                      | CUSIP: 928563AF2<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    141000 | PA      | $142743.33    | 0.00%             | 2030-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | Realty Income Corp                                                              | CUSIP: 756109AS3<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    171000 | PA      | $168591.02    | 0.00%             | 2027-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                         | BHP Billiton Finance USA Ltd                                                    | CUSIP: 055451AR9<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     87000 | PA      | $76460.78     | 0.00%             | 2042-02-24      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PFK3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250472.07    | 0.01%             | 2044-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KENTUCKY UTILITIES CO                                                            | Kentucky Utilities Co                                                           | CUSIP: 491674BN6<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20909.24     | 0.00%             | 2033-04-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132WHPV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    139033 | PA      | $125798.19    | 0.00%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                 | CUSIP: 23338VAL0<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    100000 | PA      | $67408.48     | 0.00%             | 2050-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                                                    | DTE Energy Co                                                                   | CUSIP: 233331AY3<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98770.60     | 0.00%             | 2026-10-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BD                                                         | Apollo Debt Solutions BDC                                                       | CUSIP: 03770DAG8<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76316.04     | 0.00%             | 2030-08-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CHC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $9605468.80   | 0.27%             | 2033-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                                                          | Laboratory Corp of America Holdings                                             | CUSIP: 50540RBA9<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49746.68     | 0.00%             | 2032-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    505000 | PA      | $311065.36    | 0.01%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | Union Pacific Corp                                                              | CUSIP: 907818EF1<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     87000 | PA      | $72277.00     | 0.00%             | 2045-11-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 3617BKN98<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    239079 | PA      | $213958.80    | 0.01%             | 2049-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WHQA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26727 | PA      | $25704.64     | 0.00%             | 2046-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I                                                         | Stanley Black & Decker Inc                                                      | CUSIP: 854502AJ0<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |     87000 | PA      | $75922.66     | 0.00%             | 2048-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAN4<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     87000 | PA      | $73847.30     | 0.00%             | 2042-09-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                                                  | CMS Energy Corp                                                                 | CUSIP: 125896BV1<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46160.73     | 0.00%             | 2050-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    477000 | PA      | $425721.88    | 0.01%             | 2032-07-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                                            | Becton Dickinson & Co                                                           | CUSIP: 075887CU1<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51342.28     | 0.00%             | 2029-06-07      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                       | CUSIP: 911312BN5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    137000 | PA      | $106805.73    | 0.00%             | 2047-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MCG3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    218000 | PA      | $204661.90    | 0.01%             | 2028-09-17      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| THE CAMPBELLS COMPANY                                                            | Campbell's Company/The                                                          | CUSIP: 134429BP3<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51226.66     | 0.00%             | 2034-03-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                                              | Kimco Realty OP LLC                                                             | CUSIP: 49447BAB9<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |    100000 | PA      | $99374.06     | 0.00%             | 2035-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | Entergy Louisiana LLC                                                           | CUSIP: 29364WAZ1<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147876.05    | 0.00%             | 2027-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                                                     | Illumina Inc                                                                    | CUSIP: 452327AM1<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |     55000 | PA      | $49154.81     | 0.00%             | 2031-03-23      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| OLD REPUBLIC INTL CORP                                                           | Old Republic International Corp                                                 | CUSIP: 680223AM6<br>LEI: 549300IV6O2YY2A1KH37 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26060.94     | 0.00%             | 2034-03-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                            | Panama Government International Bonds                                           | CUSIP: 698299BW3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    200000 | PA      | $213200.00    | 0.01%             | 2036-01-31      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    465000 | PA      | $483163.22    | 0.01%             | 2034-04-24      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | Comcast Corp                                                                    | CUSIP: 20030NCM1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    214000 | PA      | $186691.21    | 0.01%             | 2048-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179SJS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1714735 | PA      | $1554901.06   | 0.04%             | 2046-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MASCO CORP                                                                       | Masco Corp                                                                      | CUSIP: 574599BQ8<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |     87000 | PA      | $76301.64     | 0.00%             | 2031-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                            | Republic Services Inc                                                           | CUSIP: 760759BK5<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46659.02     | 0.00%             | 2034-11-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FIRST AMERICAN FINANCIAL                                                         | First American Financial Corp                                                   | CUSIP: 31847RAG7<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48333.05     | 0.00%             | 2030-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HERCULES CAPITAL INC                                                             | Hercules Capital Inc                                                            | CUSIP: 427096AN2<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76496.37     | 0.00%             | 2030-06-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KQKX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    777938 | PA      | $793557.82    | 0.02%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | General Motors Co                                                               | CUSIP: 37045VAP5<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    287000 | PA      | $274591.51    | 0.01%             | 2038-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER                                                          | Reinsurance Group of America Inc                                                | CUSIP: 759351AN9<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |     82000 | PA      | $81040.54     | 0.00%             | 2029-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KDB3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    125000 | PA      | $134341.38    | 0.00%             | 2054-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| LYB INT FINANCE III                                                              | LYB International Finance III LLC                                               | CUSIP: 50249AAD5<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |     87000 | PA      | $64441.72     | 0.00%             | 2050-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                          | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550BP0<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     87000 | PA      | $79696.37     | 0.00%             | 2043-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175AZ7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    227000 | PA      | $237811.89    | 0.01%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FC2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     53000 | PA      | $44066.25     | 0.00%             | 2043-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                                | Cisco Systems Inc                                                               | CUSIP: 17275RAF9<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    220000 | PA      | $229700.33    | 0.01%             | 2040-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| IPALCO ENTERPRISES INC                                                           | IPALCO Enterprises Inc                                                          | CUSIP: 462613AR1<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71590.45     | 0.00%             | 2034-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CNP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13130000 | PA      | $13183853.48  | 0.37%             | 2027-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F0224A0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1225000 | PA      | $1151910.77   | 0.03%             | 2040-10-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132J86M7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     28713 | PA      | $27241.14     | 0.00%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132CXGA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    636892 | PA      | $610045.85    | 0.02%             | 2038-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                  | CUSIP: 10373QBY5<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204230.56    | 0.01%             | 2027-11-17      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | Pfizer Inc                                                                      | CUSIP: 717081EC3<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    137000 | PA      | $127882.22    | 0.00%             | 2036-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                         | CUSIP: 808513BX2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    120000 | PA      | $113896.70    | 0.00%             | 2029-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YBV0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    341000 | PA      | $337085.26    | 0.01%             | 2026-11-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                                   | PECO Energy Co                                                                  | CUSIP: 693304BC0<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     82000 | PA      | $52698.94     | 0.00%             | 2051-09-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                             | CUSIP: 459058KQ5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $1004491.11   | 0.03%             | 2030-02-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                           | Blackstone Private Credit Fund                                                  | CUSIP: 09261HAK3<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    206000 | PA      | $202067.16    | 0.01%             | 2027-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TKQ7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40577.47     | 0.00%             | 2028-01-12      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    200000 | PA      | $211505.18    | 0.01%             | 2033-09-14      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    300000 | PA      | $278005.99    | 0.01%             | 2031-04-29      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XDV5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    300000 | PA      | $297792.02    | 0.01%             | 2029-04-06      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                | CUSIP: 054989AB4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     90000 | PA      | $98804.69     | 0.00%             | 2033-08-02      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200LH2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102988.03    | 0.00%             | 2032-02-10      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179XNG7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1103697 | PA      | $1119456.96   | 0.03%             | 2052-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TAKEDA US FIN                                                                    | Takeda US Financing Inc                                                         | CUSIP: 87406BAA0<br>LEI: 254900ZGPIBGBZ2N3A33 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203287.84    | 0.01%             | 2035-07-07      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NOV INC                                                                          | NOV Inc                                                                         | CUSIP: 637071AK7<br>LEI: 549300EHF3IW1AR6U008 | Long             | DBT              | CORP              | US        |    153000 | PA      | $118976.08    | 0.00%             | 2042-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CBG8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     97000 | PA      | $88415.52     | 0.00%             | 2032-03-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                                                         | Archer-Daniels-Midland Co                                                       | CUSIP: 039483BM3<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    171000 | PA      | $132474.79    | 0.00%             | 2047-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                | NatWest Group PLC                                                               | CUSIP: 639057AV0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $205077.21    | 0.01%             | 2031-05-23      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Q9DC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     65422 | PA      | $64663.34     | 0.00%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                              | Carrier Global Corp                                                             | CUSIP: 14448CBD5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     75000 | PA      | $81324.37     | 0.00%             | 2054-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE USA LLC                                                            | Credit Suisse USA LLC                                                           | CUSIP: 22541LAE3<br>LEI: EXD7DEVFDH4HOFFQ7349 | Long             | DBT              | CORP              | US        |    200000 | PA      | $229948.43    | 0.01%             | 2032-07-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418TUV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1471 | PA      | $1506.47      | 0.00%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                     | CUSIP: 438516CF1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    171000 | PA      | $148098.86    | 0.00%             | 2031-09-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                     | CUSIP: 03040WAX3<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     50000 | PA      | $36300.60     | 0.00%             | 2050-05-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: —       |
| FS KKR CAPITAL CORP                                                              | FS KKR Capital Corp                                                             | CUSIP: 302635AQ0<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24768.84     | 0.00%             | 2031-01-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132WMJ62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13071 | PA      | $12276.28     | 0.00%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                           | Canadian Imperial Bank of Commerce                                              | CUSIP: 13608JAA5<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $77633.45     | 0.00%             | 2029-04-08      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                                 | Alabama Power Co                                                                | CUSIP: 010392FZ6<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96930.35     | 0.00%             | 2032-09-01      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                                                     | NNN REIT Inc                                                                    | CUSIP: 637417AR7<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              |  | US        |     82000 | PA      | $52049.67     | 0.00%             | 2052-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                                          | AEP Transmission Co LLC                                                         | CUSIP: 00115AAM1<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     87000 | PA      | $65700.53     | 0.00%             | 2050-04-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A2M3<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $307133.35    | 0.01%             | 2028-01-10      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457DG0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61952.36     | 0.00%             | 2065-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                               | CUSIP: 49456BAH4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    214000 | PA      | $207858.05    | 0.01%             | 2045-06-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AGREE LP                                                                         | Agree LP                                                                        | CUSIP: 008513AE3<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              |  | US        |     80000 | PA      | $83290.69     | 0.00%             | 2034-06-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                 | ERP Operating LP                                                                | CUSIP: 26884ABK8<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |     50000 | PA      | $50151.48     | 0.00%             | 2028-12-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $83799.55     | 0.00%             | 2063-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844CF3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    105000 | PA      | $71172.39     | 0.00%             | 2050-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    590000 | PA      | $616096.33    | 0.02%             | 2035-01-23      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS INC                                                          | Cboe Global Markets Inc                                                         | CUSIP: 12503MAD0<br>LEI: 529900RLNSGA90UPEH54 | Long             | DBT              | CORP              | US        |    121000 | PA      | $111022.08    | 0.00%             | 2032-03-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                                           | Equitable Holdings Inc                                                          | CUSIP: 054561AJ4<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    114000 | PA      | $114391.31    | 0.00%             | 2028-04-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    238000 | PA      | $198872.45    | 0.01%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| CENTERPOINT ENERGY INC                                                           | CenterPoint Energy Inc                                                          | CUSIP: 15189TBP1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30981.21     | 0.00%             | 2055-05-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                 | CUSIP: 4581X0BX5<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    130000 | PA      | $106441.39    | 0.00%             | 2042-08-07      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                           | Extra Space Storage LP                                                          | CUSIP: 30225VAQ0<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |     75000 | PA      | $66043.79     | 0.00%             | 2031-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | Gilead Sciences Inc                                                             | CUSIP: 375558CD3<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75554.61     | 0.00%             | 2054-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CKC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5112500.00   | 0.14%             | 2031-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MCR9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $206337.73    | 0.01%             | 2028-01-13      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    341000 | PA      | $318642.13    | 0.01%             | 2031-01-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31417LA88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8446 | PA      | $8490.30      | 0.00%             | 2039-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YAX3<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    500000 | PA      | $489854.11    | 0.01%             | 2029-03-07      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                             | CUSIP: 25746UDR7<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51954.24     | 0.00%             | 2032-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $63266.94     | 0.00%             | 2062-06-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: —       |
| NISOURCE INC                                                                     | NiSource Inc                                                                    | CUSIP: 65473PAT2<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51749.42     | 0.00%             | 2055-03-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| UNITED MEXICAN STATES                                                            | Mexico Government International Bond                                            | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    500000 | PA      | $499500.00    | 0.01%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                            | Province of Ontario Canada                                                      | CUSIP: 683234DQ8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    500000 | PA      | $506390.27    | 0.01%             | 2029-01-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                                         | Microchip Technology Inc                                                        | CUSIP: 595017BK9<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50733.80     | 0.00%             | 2028-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162CS7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    171000 | PA      | $123799.74    | 0.00%             | 2050-02-21      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                                            | Waste Connections Inc                                                           | CUSIP: 94106BAG6<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $51048.10     | 0.00%             | 2034-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XCLX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    843221 | PA      | $721139.54    | 0.02%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                            | CUSIP: 78016HZT0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $50577.26     | 0.00%             | 2027-01-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                          | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AW9<br>LEI: N/A                  | Long             | DBT              |  | US        |     75000 | PA      | $74478.95     | 0.00%             | 2037-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WHNL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27782 | PA      | $25974.72     | 0.00%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                                       | Nucor Corp                                                                      | CUSIP: 670346BA2<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50835.08     | 0.00%             | 2035-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                                              | Estee Lauder Cos Inc/The                                                        | CUSIP: 29736RAV2<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25354.52     | 0.00%             | 2034-02-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                        | CUSIP: 26442UAM6<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     74000 | PA      | $47398.30     | 0.00%             | 2051-08-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                                                | EOG Resources Inc                                                               | CUSIP: 26875PBA8<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |     70000 | PA      | $73285.26     | 0.00%             | 2055-07-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| California Health Facilities Financing Authority                                 | CALIFORNIA ST HLTH FACS FING AUTH REVENUE                                       | CUSIP: 13032UD96<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |     85000 | PA      | $78153.46     | 0.00%             | 2041-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: —       |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    500000 | PA      | $497027.44    | 0.01%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661DN4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    227000 | PA      | $174399.40    | 0.00%             | 2046-04-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36202FHY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6471 | PA      | $6638.22      | 0.00%             | 2040-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                            | CUSIP: 06051GHA0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    104000 | PA      | $83980.97     | 0.00%             | 2049-01-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                 | CUSIP: 23338VAR7<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     63000 | PA      | $47111.55     | 0.00%             | 2052-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WHT44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10094 | PA      | $9999.38      | 0.00%             | 2046-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                                         | Omega Healthcare Investors Inc                                                  | CUSIP: 681936BK5<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |     87000 | PA      | $87722.84     | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JCU6<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74644.09     | 0.00%             | 2054-06-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                                            | Canadian National Railway Co                                                    | CUSIP: 136375DB5<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |     80000 | PA      | $68714.10     | 0.00%             | 2052-08-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| Vodafone Group PLC                                                               | Vodafone Group PLC                                                              | CUSIP: 92857TAH0<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     74000 | PA      | $84501.83     | 0.00%             | 2030-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP                                                          | American National Group Inc                                                     | CUSIP: 025676AN7<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77581.67     | 0.00%             | 2029-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                                                  | Hershey Co/The                                                                  | CUSIP: 427866BL1<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51202.51     | 0.00%             | 2030-02-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAE6<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    171000 | PA      | $171951.13    | 0.00%             | 2026-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XJYC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    133606 | PA      | $136649.39    | 0.00%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830CM9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76190.15     | 0.00%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | Apple Inc                                                                       | CUSIP: 037833CD0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    130000 | PA      | $107580.95    | 0.00%             | 2046-08-04      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140FFEY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9877 | PA      | $9481.57      | 0.00%             | 2046-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                                                          | Essential Utilities Inc                                                         | CUSIP: 29670GAJ1<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252818.16    | 0.01%             | 2027-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31419GAS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       591 | PA      | $609.96       | 0.00%             | 2040-11-01      | Floating      | 6.74%                 | No            |                  2 | On Loan: No      |
| MOLSON COORS BEVERAGE                                                            | Molson Coors Beverage Co                                                        | CUSIP: 60871RAH3<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |    187000 | PA      | $152344.19    | 0.00%             | 2046-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132GEWW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     24519 | PA      | $24421.60     | 0.00%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | Alabama Power Co                                                                | CUSIP: 010392EZ7<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    171000 | PA      | $187269.03    | 0.01%             | 2038-05-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U3R2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    230000 | PA      | $232114.92    | 0.01%             | 2028-01-24      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QBY1<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     87000 | PA      | $84333.66     | 0.00%             | 2029-05-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                           | CUSIP: 91086QAV0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    394000 | PA      | $397203.22    | 0.01%             | 2040-01-11      | Fixed         | 6.05%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179TG41<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    347652 | PA      | $321572.17    | 0.01%             | 2047-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                  | Xcel Energy Inc                                                                 | CUSIP: 98389BAX8<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     70000 | PA      | $50209.99     | 0.00%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMDOCS LTD                                                                       | Amdocs Ltd                                                                      | CUSIP: 02342TAE9<br>LEI: 549300HQV672RJ7RQV66 | Long             | DBT              | CORP              | GG        |     50000 | PA      | $45809.08     | 0.00%             | 2030-06-15      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-WISC                                                         | Northern States Power Co/WI                                                     | CUSIP: 665789BC6<br>LEI: OOVRSRHKQSBLKRB7QM17 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25789.55     | 0.00%             | 2054-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179TCY9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    874948 | PA      | $837095.38    | 0.02%             | 2047-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179U4C3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    140234 | PA      | $129698.31    | 0.00%             | 2049-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                                                    | Owens Corning                                                                   | CUSIP: 690742AK7<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73276.92     | 0.00%             | 2030-06-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QNWM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    364774 | PA      | $311425.76    | 0.01%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORP                                                                | Toyota Motor Corp                                                               | CUSIP: 892331AG4<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |     65000 | PA      | $62145.07     | 0.00%             | 2029-07-02      | Fixed         | 2.76%                 | No            |                  2 | On Loan: —       |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PEC6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    355000 | PA      | $368978.35    | 0.01%             | 2035-01-23      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                              | CUSIP: 05964HAZ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $228859.57    | 0.01%             | 2033-11-07      | Fixed         | 6.94%                 | No            |                  2 | On Loan: —       |
| UnitedHealth Group Inc                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PCY6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    171000 | PA      | $169492.28    | 0.00%             | 2027-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                              | CUSIP: 05964HAX3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $204902.12    | 0.01%             | 2027-11-07      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 31334YPK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    694973 | PA      | $630313.12    | 0.02%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RENAISSANCERE HOLDINGS L                                                         | RenaissanceRe Holdings Ltd                                                      | CUSIP: 75968NAD3<br>LEI: EK6GB9U3U58PDI411C94 | Long             | DBT              | CORP              | BM        |    100000 | PA      | $97509.00     | 0.00%             | 2029-04-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy Inc                                                           | Puget Sound Energy Inc                                                          | CUSIP: 745332CB0<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |     87000 | PA      | $90506.68     | 0.00%             | 2040-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                     | CUSIP: 931142FE8<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    180000 | PA      | $161220.98    | 0.00%             | 2053-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                                         | Healthcare Realty Holdings LP                                                   | CUSIP: 42225UAF1<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              |  | US        |     50000 | PA      | $49612.42     | 0.00%             | 2027-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark 2025-V14 Mortgage Trust                                               | CUSIP: 08164BAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    650000 | PA      | $668126.88    | 0.02%             | 2057-04-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                  | CUSIP: 57636QAW4<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46037.53     | 0.00%             | 2028-03-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                                         | Willis North America Inc                                                        | CUSIP: 970648AL5<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |     71000 | PA      | $71544.52     | 0.00%             | 2027-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING Groep NV                                                                    | CUSIP: 456837AQ6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $198491.86    | 0.01%             | 2029-04-09      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                                | Brown & Brown Inc                                                               | CUSIP: 115236AK7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202687.34    | 0.01%             | 2030-06-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111GB3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    130000 | PA      | $90553.43     | 0.00%             | 2061-06-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                      | Exelon Corp                                                                     | CUSIP: 30161NBN0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36326.42     | 0.00%             | 2034-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                            | CUSIP: 961214FG3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    100000 | PA      | $103203.08    | 0.00%             | 2033-08-10      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                                            | Vale Overseas Ltd                                                               | CUSIP: 91911TAQ6<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    171000 | PA      | $164673.00    | 0.00%             | 2030-07-08      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                                     | Entergy Corp                                                                    | CUSIP: 29364GAL7<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     79000 | PA      | $73715.56     | 0.00%             | 2030-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| OLD REPUBLIC INTL CORP                                                           | Old Republic International Corp                                                 | CUSIP: 680223AL8<br>LEI: 549300IV6O2YY2A1KH37 | Long             | DBT              | CORP              | US        |     70000 | PA      | $50766.11     | 0.00%             | 2051-06-11      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179V7D6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5184808 | PA      | $4292929.35   | 0.12%             | 2051-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687GA8<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    171000 | PA      | $127874.68    | 0.00%             | 2060-05-13      | Fixed         | 3.80%                 | No            |                  2 | On Loan: —       |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VCE1<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50360.02     | 0.00%             | 2027-01-11      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YAW9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    214000 | PA      | $189413.05    | 0.01%             | 2046-05-14      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                                            | Lincoln National Corp                                                           | CUSIP: 534187BK4<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94454.25     | 0.00%             | 2031-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| STERIS PLC                                                                       | STERIS Irish FinCo UnLtd Co                                                     | CUSIP: 85917PAB3<br>LEI: 549300BRDKZ1HFI2J358 | Long             | DBT              | CORP              | IE        |    150000 | PA      | $110400.21    | 0.00%             | 2051-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NDG3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    182000 | PA      | $176077.71    | 0.00%             | 2030-04-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner Trust                                              | Toyota Auto Receivables 2025-C Owner Trust                                      | CUSIP: 89238VAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    660000 | PA      | $663295.25    | 0.02%             | 2030-03-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748CC4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    285000 | PA      | $288485.50    | 0.01%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                                     | WP Carey Inc                                                                    | CUSIP: 92936UAN9<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |     25000 | PA      | $25147.64     | 0.00%             | 2030-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                         | CUSIP: 742718GM5<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75384.43     | 0.00%             | 2030-05-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XDFV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    231251 | PA      | $188209.95    | 0.01%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                             | Las Vegas Sands Corp                                                            | CUSIP: 517834AN7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26033.56     | 0.00%             | 2030-06-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                                | General Mills Inc                                                               | CUSIP: 370334CX0<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50385.35     | 0.00%             | 2027-01-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| LINDE INC/CT                                                                     | Linde Inc/CT                                                                    | CUSIP: 74005PBS2<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |    122000 | PA      | $66539.07     | 0.00%             | 2050-08-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Q8VC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17246 | PA      | $16036.98     | 0.00%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    357000 | PA      | $308864.13    | 0.01%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833ED8<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    427000 | PA      | $378335.80    | 0.01%             | 2031-02-08      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| F&G ANNUITIES & LIFE INC                                                         | F&G Annuities & Life Inc                                                        | CUSIP: 30190AAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $52481.89     | 0.00%             | 2028-01-13      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                          | CUSIP: 202795JU5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     87000 | PA      | $54077.39     | 0.00%             | 2051-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J9Q53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     70864 | PA      | $68438.01     | 0.00%             | 2045-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                              | Synchrony Financial                                                             | CUSIP: 87165BAP8<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     87000 | PA      | $88096.28     | 0.00%             | 2029-03-19      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                                                  | Hershey Co/The                                                                  | CUSIP: 427866BJ6<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50162.67     | 0.00%             | 2033-05-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YDY2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152470.93    | 0.00%             | 2028-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36197EFP6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    115863 | PA      | $106695.23    | 0.00%             | 2047-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NORDIC INVESTMENT BANK                                                           | Nordic Investment Bank                                                          | CUSIP: 65562QBW4<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $507862.30    | 0.01%             | 2028-03-14      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Y66Q8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1050517 | PA      | $1075894.34   | 0.03%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BROWN UNIVERSITY                                                                 | Brown University                                                                | CUSIP: 11575TAC2<br>LEI: 9M13ULPHBPDR83N6CB89 | Long             | DBT              | CORP              | US        |     75000 | PA      | $50508.20     | 0.00%             | 2050-09-01      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 75513ECL3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     87000 | PA      | $55130.65     | 0.00%             | 2051-09-01      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| ADVENTIST HEALTH SYS/W                                                           | Adventist Health System/West                                                    | CUSIP: 007944AK7<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77107.84     | 0.00%             | 2034-12-01      | Fixed         | 5.76%                 | No            |                  2 | On Loan: —       |
| INTERSTATE POWER & LIGHT                                                         | Interstate Power and Light Co                                                   | CUSIP: 461070AP9<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74751.68     | 0.00%             | 2028-09-26      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OP CO                                                             | Public Storage Operating Co                                                     | CUSIP: 74464AAC5<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |     50000 | PA      | $50230.29     | 0.00%             | 2030-07-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GWL4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    427000 | PA      | $423928.98    | 0.01%             | 2028-06-05      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                   | Starbucks Corp                                                                  | CUSIP: 855244BC2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    132000 | PA      | $121434.08    | 0.00%             | 2032-02-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                                         | Air Products and Chemicals Inc                                                  | CUSIP: 009158BK1<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152421.75    | 0.00%             | 2034-02-08      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| WESTLAKE CORP                                                                    | Westlake Corp                                                                   | CUSIP: 960413AZ5<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    110000 | PA      | $68207.09     | 0.00%             | 2051-08-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140W1HY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    390492 | PA      | $400498.77    | 0.01%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36202EW54<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6917 | PA      | $7268.96      | 0.00%             | 2038-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                     | AutoZone Inc                                                                    | CUSIP: 053332BG6<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26509.27     | 0.00%             | 2028-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                     | Synopsys Inc                                                                    | CUSIP: 871607AB3<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75839.43     | 0.00%             | 2028-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                                           | Mondelez International Inc                                                      | CUSIP: 609207BG9<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25205.37     | 0.00%             | 2030-05-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                 | CUSIP: 23338VAK2<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92274.35     | 0.00%             | 2030-03-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                            | CUSIP: 94106LBS7<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197866.91    | 0.01%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VFD1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    171000 | PA      | $134522.43    | 0.00%             | 2050-03-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MET TRANSPRTN AUTH NY REVENUE                                                   | CUSIP: 59259YBY4<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    100000 | PA      | $109419.65    | 0.00%             | 2039-11-15      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Q7RP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     78935 | PA      | $75897.57     | 0.00%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO                                                                  | Nevada Power Co                                                                 | CUSIP: 641423CG1<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52013.46     | 0.00%             | 2054-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                               | CUSIP: 857477BF9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     70000 | PA      | $65687.04     | 0.00%             | 2034-11-01      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132A5HX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    288727 | PA      | $259843.04    | 0.01%             | 2047-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076AV4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     87000 | PA      | $93797.82     | 0.00%             | 2041-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                                     | Oriental Republic of Uruguay                                                    | CUSIP: 760942BG6<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    150000 | PA      | $140958.75    | 0.00%             | 2060-09-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XCB9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    200000 | PA      | $144001.59    | 0.00%             | 2061-03-25      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                   | Salesforce Inc                                                                  | CUSIP: 79466LAL8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    237000 | PA      | $155506.78    | 0.00%             | 2051-07-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                 | CUSIP: 125523BK5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    130000 | PA      | $100570.63    | 0.00%             | 2047-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457CW6<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77477.13     | 0.00%             | 2032-02-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JBB9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     87000 | PA      | $68736.73     | 0.00%             | 2045-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CUBESMART LP                                                                     | CubeSmart LP                                                                    | CUSIP: 22966RAF3<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              |  | US        |    100000 | PA      | $94472.40     | 0.00%             | 2030-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OMNICOM GROUP INC                                                                | Omnicom Group Inc                                                               | CUSIP: 681919BG0<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51301.21     | 0.00%             | 2034-11-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179RF95<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    121049 | PA      | $112819.46    | 0.00%             | 2045-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                       | 3M Co                                                                           | CUSIP: 88579YBG5<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    211000 | PA      | $206062.61    | 0.01%             | 2029-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KM3Z6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    526184 | PA      | $428217.65    | 0.01%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                       | Zoetis Inc                                                                      | CUSIP: 98978VAX1<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151497.11    | 0.00%             | 2035-08-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                             | CUSIP: 25746UDX4<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153693.84    | 0.00%             | 2035-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| BROWN & BROWN INC                                                                | Brown & Brown Inc                                                               | CUSIP: 115236AG6<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51866.84     | 0.00%             | 2034-06-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769JD7<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    257000 | PA      | $238694.08    | 0.01%             | 2029-09-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                            | Mexico Government International Bond                                            | CUSIP: 91087BBL3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    400000 | PA      | $398000.00    | 0.01%             | 2035-09-22      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810QA9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1139000 | PA      | $1042007.03   | 0.03%             | 2039-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                               | VICI Properties LP                                                              | CUSIP: 925650AJ2<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |     50000 | PA      | $50521.32     | 0.00%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Province of Quebec                                                               | Province of Quebec Canada                                                       | CUSIP: 748148QR7<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    500000 | PA      | $566020.11    | 0.02%             | 2029-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJZM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    477971 | PA      | $432468.39    | 0.01%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9867000 | PA      | $6936578.06   | 0.19%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QRBX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    497860 | PA      | $510995.79    | 0.01%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LYB INTL FINANCE BV                                                              | LYB International Finance BV                                                    | CUSIP: 50247VAB5<br>LEI: 549300J6QSW38QNOJK61 | Long             | DBT              | CORP              | NL        |     75000 | PA      | $67224.37     | 0.00%             | 2043-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                                                              | Kimberly-Clark Corp                                                             | CUSIP: 494368CA9<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    140000 | PA      | $92854.43     | 0.00%             | 2050-02-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| MARKEL GROUP INC                                                                 | Markel Group Inc                                                                | CUSIP: 570535AU8<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |     82000 | PA      | $79167.27     | 0.00%             | 2029-09-17      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                            | CUSIP: 06051GEN5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    189000 | PA      | $202542.47    | 0.01%             | 2042-02-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    225000 | PA      | $230593.79    | 0.01%             | 2030-07-19      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                                          | Canadian Natural Resources Ltd                                                  | CUSIP: 136385BC4<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $101845.03    | 0.00%             | 2034-12-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| Republic of Poland Government International Bonds                                | Republic of Poland Government International Bonds                               | CUSIP: 731011AV4<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    300000 | PA      | $303181.50    | 0.01%             | 2033-10-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31335ANR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17796 | PA      | $17706.50     | 0.00%             | 2045-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                               | CUSIP: 24703DBJ9<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204377.26    | 0.01%             | 2028-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140KYG65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    270998 | PA      | $250565.13    | 0.01%             | 2035-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                                     | American Express Credit Account Master Trust                                    | CUSIP: 02582JKV1<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $252683.35    | 0.01%             | 2030-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC                                                                 | Markel Group Inc                                                                | CUSIP: 570535AX2<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |     75000 | PA      | $51550.79     | 0.00%             | 2052-05-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                | CUSIP: 02209SBM4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    171000 | PA      | $132543.28    | 0.00%             | 2041-02-04      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830CE7<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94364.54     | 0.00%             | 2064-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CDL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6395000 | PA      | $5988068.18   | 0.17%             | 2028-11-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAP INC                                                          | GlaxoSmithKline Capital Inc                                                     | CUSIP: 377372AE7<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    200000 | PA      | $224852.76    | 0.01%             | 2038-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                     | NiSource Inc                                                                    | CUSIP: 65473PAS4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51565.24     | 0.00%             | 2029-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                                | Atmos Energy Corp                                                               | CUSIP: 049560AY1<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51172.92     | 0.00%             | 2052-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MOHAWK INDUSTRIES INC                                                            | Mohawk Industries Inc                                                           | CUSIP: 608190AL8<br>LEI: 549300JI1115MG3Q6322 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72246.77     | 0.00%             | 2030-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RAW7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     76000 | PA      | $66944.51     | 0.00%             | 2031-07-28      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CJT9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14000000 | PA      | $14052500.00  | 0.39%             | 2027-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | Prudential Financial Inc                                                        | CUSIP: 74432QCC7<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120185.24    | 0.00%             | 2028-03-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | Humana Inc                                                                      | CUSIP: 444859BR2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     81000 | PA      | $69080.39     | 0.00%             | 2032-02-03      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Q9JK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     51470 | PA      | $52034.42     | 0.00%             | 2048-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                                           | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HBE7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     90000 | PA      | $90208.80     | 0.00%             | 2027-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680DB6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49971.98     | 0.00%             | 2032-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                                         | International Flavors & Fragrances Inc                                          | CUSIP: 459506AL5<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     87000 | PA      | $76471.02     | 0.00%             | 2048-09-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GLG2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    445000 | PA      | $456153.10    | 0.01%             | 2029-04-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138XQDL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27020 | PA      | $26254.42     | 0.00%             | 2044-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GEORGE WASHINGTON UNIVER                                                         | George Washington University/The                                                | CUSIP: 372546AT8<br>LEI: 5493002S4P5IVD462L47 | Long             | DBT              | CORP              | US        |     87000 | PA      | $73326.03     | 0.00%             | 2044-09-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RAR8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    225000 | PA      | $197612.96    | 0.01%             | 2031-01-28      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132WH5N1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     63251 | PA      | $57205.70     | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORP                                                           | Regions Financial Corp                                                          | CUSIP: 7591EPAV2<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102806.94    | 0.00%             | 2035-09-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                     | CUSIP: 03040WAT2<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     80000 | PA      | $66073.24     | 0.00%             | 2048-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| NOVANT HEALTH INC                                                                | Novant Health Inc                                                               | CUSIP: 66988AAH7<br>LEI: 549300ZUXEGFGE8EP917 | Long             | DBT              | CORP              | US        |     76000 | PA      | $51456.90     | 0.00%             | 2051-11-01      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KQXU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    522594 | PA      | $521389.54    | 0.01%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                                            | Unilever Capital Corp                                                           | CUSIP: 904764BT3<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103803.05    | 0.00%             | 2033-12-08      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                                                 | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CAY5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    130000 | PA      | $136931.16    | 0.00%             | 2045-10-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VAT0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     53000 | PA      | $56139.68     | 0.00%             | 2041-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T Inc                                                                        | CUSIP: 00206RCQ3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    500000 | PA      | $446486.77    | 0.01%             | 2046-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                  | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    700000 | PA      | $443150.41    | 0.01%             | 2050-06-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                       | Fiserv Inc                                                                      | CUSIP: 337738BJ6<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50652.58     | 0.00%             | 2027-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                           | Motorola Solutions Inc                                                          | CUSIP: 620076BT5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    146000 | PA      | $131972.21    | 0.00%             | 2030-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                 | Bank of Montreal                                                                | CUSIP: 06368L8L3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $50683.50     | 0.00%             | 2030-09-10      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                      | BBCMS Mortgage Trust 2024-C28                                                   | CUSIP: 07336WAZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1024881.00   | 0.03%             | 2057-09-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179TV77<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     88286 | PA      | $87287.33     | 0.00%             | 2048-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                                  | State of Israel                                                                 | CUSIP: 46513JXM8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    490000 | PA      | $451718.75    | 0.01%             | 2030-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140HJ5L1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     62355 | PA      | $62286.26     | 0.00%             | 2033-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal                                                                    | ArcelorMittal SA                                                                | CUSIP: 03938LAP9<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |     79000 | PA      | $88721.46     | 0.00%             | 2039-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                                      | Phillips 66                                                                     | CUSIP: 718546AK0<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    133000 | PA      | $129818.52    | 0.00%             | 2034-11-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                | CUSIP: 124857AT0<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     87000 | PA      | $84749.12     | 0.00%             | 2028-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                         | Caterpillar Financial Services Corp                                             | CUSIP: 14913R3A3<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99577.69     | 0.00%             | 2027-08-12      | Fixed         | 3.60%                 | No            |                  2 | On Loan: —       |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BV3<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102374.52    | 0.00%             | 2053-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650DH0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     87000 | PA      | $86255.88     | 0.00%             | 2027-04-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA                                                                 | ArcelorMittal SA                                                                | CUSIP: 03938LBE3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |     50000 | PA      | $52171.17     | 0.00%             | 2027-11-29      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                                                            | Amrize Finance US LLC                                                           | CUSIP: 43475RAD8<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103013.68    | 0.00%             | 2035-04-07      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    536000 | PA      | $488285.36    | 0.01%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                  | Chevron USA Inc                                                                 | CUSIP: 166756AH9<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    187000 | PA      | $111270.44    | 0.00%             | 2050-08-12      | Fixed         | 2.34%                 | No            |                  2 | On Loan: —       |
| TRUSTEES OF BOSTON COLL                                                          | Trustees of Boston College                                                      | CUSIP: 89838LAG9<br>LEI: 549300Q2G2ZLXN1EX541 | Long             | DBT              | CORP              | US        |     87000 | PA      | $60584.87     | 0.00%             | 2052-07-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J8C27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     91706 | PA      | $86025.17     | 0.00%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PROV ST JOSEPH HLTH OBL                                                          | Providence St Joseph Health Obligated Group                                     | CUSIP: 743820AG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $102984.86    | 0.00%             | 2032-10-01      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XGGD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2729581 | PA      | $2217284.42   | 0.06%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD ASSET MANAGEM                                                         | Brookfield Asset Management Ltd                                                 | CUSIP: 113004AA3<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $52350.04     | 0.00%             | 2035-04-24      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                           | CUSIP: 89788MAM4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    130000 | PA      | $132079.95    | 0.00%             | 2034-01-26      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                            | Time Warner Cable LLC                                                           | CUSIP: 88732JBD9<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     87000 | PA      | $69902.52     | 0.00%             | 2042-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | Comcast Corp                                                                    | CUSIP: 20030NCU3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    171000 | PA      | $171294.24    | 0.00%             | 2030-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                                                               | Diageo Capital PLC                                                              | CUSIP: 25243YBE8<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $173012.20    | 0.00%             | 2032-04-29      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076CE0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    117000 | PA      | $109109.90    | 0.00%             | 2028-03-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WD2H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24694 | PA      | $23996.12     | 0.00%             | 2045-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                   | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    371000 | PA      | $369485.45    | 0.01%             | 2028-01-10      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31335BLL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     24483 | PA      | $23121.06     | 0.00%             | 2044-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                | CUSIP: 22822VAR2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     75000 | PA      | $71051.64     | 0.00%             | 2030-07-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140MJ5R2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1345663 | PA      | $1139696.53   | 0.03%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                           | ConocoPhillips Co                                                               | CUSIP: 20826FBL9<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151957.33    | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                     | CUSIP: 931142EQ2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     33000 | PA      | $31183.69     | 0.00%             | 2029-09-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280CV9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $188787.71    | 0.01%             | 2029-08-17      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | Exelon Corp                                                                     | CUSIP: 30161NAV3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85148.58     | 0.00%             | 2046-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | Northrop Grumman Corp                                                           | CUSIP: 666807BJ0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40660.50     | 0.00%             | 2045-04-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BANNER HEALTH                                                                    | Banner Health                                                                   | CUSIP: 06654DAG2<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |     76000 | PA      | $56529.58     | 0.00%             | 2042-01-01      | Fixed         | 2.91%                 | No            |                  2 | On Loan: —       |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818FK9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    189000 | PA      | $133085.95    | 0.00%             | 2050-02-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                                                         | EQT Corp                                                                        | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    140000 | PA      | $139100.80    | 0.00%             | 2027-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                                                    | Westlake Corp                                                                   | CUSIP: 960413AS1<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    130000 | PA      | $114621.37    | 0.00%             | 2046-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| MID-AMERICA APARTMENTS                                                           | Mid-America Apartments LP                                                       | CUSIP: 59523UAV9<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |     25000 | PA      | $25350.46     | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ORIX CORP                                                                        | ORIX Corp                                                                       | CUSIP: 686330AQ4<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    100000 | PA      | $101731.58    | 0.00%             | 2027-09-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3800000 | PA      | $3513218.75   | 0.10%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp                                                              | Northern Trust Corp                                                             | CUSIP: 665859AT1<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |     87000 | PA      | $86460.64     | 0.00%             | 2028-08-03      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| COSTCO WHOLESALE CORP                                                            | Costco Wholesale Corp                                                           | CUSIP: 22160KAN5<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144103.10    | 0.00%             | 2027-06-20      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CJX0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $3031289.07   | 0.08%             | 2031-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | MetLife Inc                                                                     | CUSIP: 59156RAJ7<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    257000 | PA      | $286700.57    | 0.01%             | 2034-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810FP8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1021000 | PA      | $1099170.31   | 0.03%             | 2031-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280CF4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $410238.46    | 0.01%             | 2030-03-31      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                                                               | Southwest Gas Corp                                                              | CUSIP: 845011AE5<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72107.89     | 0.00%             | 2032-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ER2U3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     60078 | PA      | $58803.10     | 0.00%             | 2032-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                  | CUSIP: 10373QBL3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    171000 | PA      | $167486.40    | 0.00%             | 2030-04-06      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| MAIN STREET CAPITAL CORP                                                         | Main Street Capital Corp                                                        | CUSIP: 56035LAJ3<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25548.25     | 0.00%             | 2027-06-04      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TRINITY HEALTH CORP                                                              | Trinity Health Corp                                                             | CUSIP: 896517AB5<br>LEI: TWSRHFGEDJDX0GKMGJ67 | Long             | DBT              | CORP              | US        |     83000 | PA      | $60797.57     | 0.00%             | 2040-12-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: —       |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448FN3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20833.91     | 0.00%             | 2052-07-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                               | CUSIP: 857477BQ5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    155000 | PA      | $150951.54    | 0.00%             | 2027-11-18      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650DV9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     80000 | PA      | $76021.44     | 0.00%             | 2053-02-21      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400HF3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     76000 | PA      | $52526.25     | 0.00%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76498.02     | 0.00%             | 2029-04-12      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FedEx Corp                                                                      | CUSIP: 31428XBQ8<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     87000 | PA      | $66031.66     | 0.00%             | 2048-02-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                         | Export-Import Bank of Korea                                                     | CUSIP: 302154DV8<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    300000 | PA      | $307500.00    | 0.01%             | 2028-01-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AS8<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    100000 | PA      | $76703.28     | 0.00%             | 2050-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KNAK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1151092 | PA      | $1059965.42   | 0.03%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135CB0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    400000 | PA      | $278275.82    | 0.01%             | 2051-05-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                     | QUALCOMM Inc                                                                    | CUSIP: 747525BS1<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106255.85    | 0.00%             | 2033-05-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830BR9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     58000 | PA      | $56687.78     | 0.00%             | 2032-06-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                  | CUSIP: 617446HD4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     50000 | PA      | $57919.86     | 0.00%             | 2032-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | Apple Inc                                                                       | CUSIP: 037833BW9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     87000 | PA      | $88051.66     | 0.00%             | 2036-02-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200KN0<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    180000 | PA      | $163343.46    | 0.00%             | 2032-02-09      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172DQ9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75589.90     | 0.00%             | 2034-11-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132A5F59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    606195 | PA      | $547820.71    | 0.02%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                                                | Expedia Group Inc                                                               | CUSIP: 30212PAP0<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |    130000 | PA      | $128873.41    | 0.00%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VCK7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151555.85    | 0.00%             | 2031-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QEXP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1009196 | PA      | $825582.93    | 0.02%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                      | MetLife Inc                                                                     | CUSIP: 59156RCN6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    110000 | PA      | $114414.50    | 0.00%             | 2034-12-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172CE7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97904.21     | 0.00%             | 2028-03-02      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CHURCH & DWIGHT CO INC                                                           | Church & Dwight Co Inc                                                          | CUSIP: 17136MAC6<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |    140000 | PA      | $148373.35    | 0.00%             | 2032-11-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                                            | Waste Connections Inc                                                           | CUSIP: 94106BAC5<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    171000 | PA      | $150309.82    | 0.00%             | 2032-01-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                                                         | Huntington Ingalls Industries Inc                                               | CUSIP: 446413AZ9<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    271000 | PA      | $254524.34    | 0.01%             | 2028-08-16      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                                                   | Halliburton Co                                                                  | CUSIP: 406216BK6<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    200000 | PA      | $181846.79    | 0.01%             | 2045-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Western Union Co/The                                                             | Western Union Co/The                                                            | CUSIP: 959802AH2<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |     92000 | PA      | $96070.17     | 0.00%             | 2036-11-17      | Fixed         | 6.20%                 | No            |                  2 | On Loan: —       |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680BV4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91257.61     | 0.00%             | 2043-10-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                                             | Verisk Analytics Inc                                                            | CUSIP: 92345YAM8<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30090.06     | 0.00%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNB CORP                                                                         | FNB Corp/PA                                                                     | CUSIP: 302520AD3<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50772.32     | 0.00%             | 2030-12-11      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                                    | JPMCC Commercial Mortgage Securities Trust 2017-JP7                             | CUSIP: 465968AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    597000 | PA      | $586018.30    | 0.02%             | 2050-09-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YDT3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    220000 | PA      | $227397.77    | 0.01%             | 2031-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MANUF & TRADERS TRUST CO                                                         | Manufacturers & Traders Trust Co                                                | CUSIP: 55279HAW0<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253342.91    | 0.01%             | 2028-01-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| THE CAMPBELLS COMPANY                                                            | Campbell's Company/The                                                          | CUSIP: 134429BJ7<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    150000 | PA      | $137053.25    | 0.00%             | 2030-04-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                                  | Caterpillar Inc                                                                 | CUSIP: 149123CL3<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    250000 | PA      | $258652.27    | 0.01%             | 2035-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QSL82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    482586 | PA      | $492856.49    | 0.01%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                | CUSIP: 05526DBZ7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    200000 | PA      | $213645.21    | 0.01%             | 2034-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6696000 | PA      | $3787948.09   | 0.11%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                                                   | Phillips 66 Co                                                                  | CUSIP: 718547AX0<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70635.95     | 0.00%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| DAYTON POWER & LIGHT CO/                                                         | Dayton Power & Light Co/The                                                     | CUSIP: 240019BW8<br>LEI: 1ELKY8G44MKGCQWG6864 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49859.67     | 0.00%             | 2030-08-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                      | CUSIP: 60687YBU2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $177087.23    | 0.00%             | 2031-09-13      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                                                         | Aptiv Swiss Holdings Ltd                                                        | CUSIP: 03835VAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |     87000 | PA      | $69524.87     | 0.00%             | 2046-10-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                   | CUSIP: 744448CY5<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142031.10    | 0.00%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                         | Corebridge Financial Inc                                                        | CUSIP: 21871XAP4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102546.81    | 0.00%             | 2052-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833EA4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    171000 | PA      | $100211.04    | 0.00%             | 2060-08-20      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X5MC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7059 | PA      | $7028.70      | 0.00%             | 2033-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                             | CUSIP: 459058LQ4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |     80000 | PA      | $83034.06     | 0.00%             | 2032-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                            | TransCanada PipeLines Ltd                                                       | CUSIP: 8935268Z9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     87000 | PA      | $104048.28    | 0.00%             | 2039-01-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                                                             | Appalachian Power Co                                                            | CUSIP: 037735DA2<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98951.29     | 0.00%             | 2032-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                                                              | Otis Worldwide Corp                                                             | CUSIP: 68902VAP2<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30922.83     | 0.00%             | 2028-08-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                            | CUSIP: 06051GHG7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    246000 | PA      | $244803.96    | 0.01%             | 2029-03-05      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INF CAP                                                           | HA Sustainable Infrastructure Capital Inc                                       | CUSIP: 40408AAA9<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25681.89     | 0.00%             | 2031-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                         | CUSIP: 55336VCC2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200434.47    | 0.01%             | 2035-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| VOYA FINANCIAL INC                                                               | Voya Financial Inc                                                              | CUSIP: 929089AH3<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39779.23     | 0.00%             | 2034-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15116000 | PA      | $15255350.63  | 0.43%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                              | Global Payments Inc                                                             | CUSIP: 37940XAN2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35792.82     | 0.00%             | 2029-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                   | CUSIP: 172967DR9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    184000 | PA      | $196489.68    | 0.01%             | 2036-08-25      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE OKLAHOMA                                                          | Public Service Co of Oklahoma                                                   | CUSIP: 744533BS8<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |    125000 | PA      | $127683.66    | 0.00%             | 2036-01-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31307NP40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     51492 | PA      | $50488.74     | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216DC1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    257000 | PA      | $157148.27    | 0.00%             | 2051-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                 | CUSIP: 125523AH3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    450000 | PA      | $452367.08    | 0.01%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804GN8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50566.97     | 0.00%             | 2053-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | Eversource Energy                                                               | CUSIP: 30040WAF5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74778.98     | 0.00%             | 2029-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                                            | PACCAR Financial Corp                                                           | CUSIP: 69371RS72<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25344.47     | 0.00%             | 2026-11-09      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II                                                             | DH Europe Finance II Sarl                                                       | CUSIP: 23291KAJ4<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |     71000 | PA      | $58171.69     | 0.00%             | 2039-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HORMEL FOODS CORP                                                                | Hormel Foods Corp                                                               | CUSIP: 440452AF7<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89700.79     | 0.00%             | 2030-06-11      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BD                                                         | Apollo Debt Solutions BDC                                                       | CUSIP: 03770DAB9<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105137.66    | 0.00%             | 2029-04-13      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132WFEV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3167 | PA      | $3145.09      | 0.00%             | 2046-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                                | L3Harris Technologies Inc                                                       | CUSIP: 502431AT6<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46844.79     | 0.00%             | 2031-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                      | CUSIP: 91159HJS0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    135000 | PA      | $138883.70    | 0.00%             | 2030-07-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                                 | Alabama Power Co                                                                | CUSIP: 010392GC6<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35767.01     | 0.00%             | 2035-04-02      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179RVA4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     50196 | PA      | $45560.98     | 0.00%             | 2045-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Idaho Energy Resources Authority                                                 | IDAHO ENERGY RESOURCES AUTH TRANSMISSION FACS REVENUE                           | CUSIP: 451174AX4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $59641.94     | 0.00%             | 2046-09-01      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FBJ9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    329000 | PA      | $270742.99    | 0.01%             | 2041-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA Inc                                                                         | CUSIP: 404119BW8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    250000 | PA      | $260289.37    | 0.01%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TIMKEN CO                                                                        | Timken Co/The                                                                   | CUSIP: 887389AK0<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | DBT              | CORP              | US        |     87000 | PA      | $87390.40     | 0.00%             | 2028-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $49177.41     | 0.00%             | 2048-06-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                                                    | Westlake Corp                                                                   | CUSIP: 960413AU6<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39451.33     | 0.00%             | 2047-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                                                            | Amrize Finance US LLC                                                           | CUSIP: 43475RAB2<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25291.78     | 0.00%             | 2028-04-07      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL FINANCIAL                                                          | Fidelity National Financial Inc                                                 | CUSIP: 31620RAL9<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |     58000 | PA      | $37151.41     | 0.00%             | 2051-09-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FedEx Corp                                                                      | CUSIP: 31428XAT3<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39340.26     | 0.00%             | 2042-08-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                         | CUSIP: 55336VCA6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90543.21     | 0.00%             | 2031-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                                           | Santander Holdings USA Inc                                                      | CUSIP: 80282KBM7<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101976.25    | 0.00%             | 2030-09-06      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                 | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CX5<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    150000 | PA      | $152148.06    | 0.00%             | 2030-09-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE ENERGY PARTNERS                                                         | Enbridge Energy Partners LP                                                     | CUSIP: 29250RAT3<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99325.22     | 0.00%             | 2040-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36180AAE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    652189 | PA      | $649399.39    | 0.02%             | 2054-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YBK0<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    170000 | PA      | $170922.34    | 0.00%             | 2033-05-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                                                            | Aon North America Inc                                                           | CUSIP: 03740MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $76041.90     | 0.00%             | 2027-03-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ4W7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     64938 | PA      | $62447.53     | 0.00%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                         | Corebridge Financial Inc                                                        | CUSIP: 21871XAR0<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53353.41     | 0.00%             | 2033-09-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                     | CUSIP: 03040WAU9<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     87000 | PA      | $85042.49     | 0.00%             | 2029-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | Pfizer Inc                                                                      | CUSIP: 717081EY5<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    142000 | PA      | $127296.31    | 0.00%             | 2030-05-28      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                          | Exxon Mobil Corp                                                                | CUSIP: 30231GBJ0<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    140000 | PA      | $139029.95    | 0.00%             | 2027-03-19      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                                                | Suncor Energy Inc                                                               | CUSIP: 86722TAB8<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |     87000 | PA      | $96621.95     | 0.00%             | 2039-06-01      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                        | CUSIP: 298785JA5<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    130000 | PA      | $119961.56    | 0.00%             | 2029-10-09      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140K14K9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    689327 | PA      | $612876.44    | 0.02%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                           | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664BU4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     74000 | PA      | $69141.59     | 0.00%             | 2042-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| JAPAN INT'L COOP AGENCY                                                          | Japan International Cooperation Agency                                          | CUSIP: 47109LAH7<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |    200000 | PA      | $205611.07    | 0.01%             | 2029-05-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                                             | Freeport-McMoRan Inc                                                            | CUSIP: 35671DBJ3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     87000 | PA      | $89166.23     | 0.00%             | 2034-11-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AXIS SPECIALTY FINANCE                                                           | AXIS Specialty Finance LLC                                                      | CUSIP: 05463HAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $48530.95     | 0.00%             | 2040-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ4C1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     33031 | PA      | $32660.84     | 0.00%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TJX COS INC                                                                      | TJX Cos Inc/The                                                                 | CUSIP: 872540AU3<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |     87000 | PA      | $76667.30     | 0.00%             | 2050-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Dell Inc                                                                         | Dell Inc                                                                        | CUSIP: 247025AE9<br>LEI: 3E70L4WYANTIWWIPHC81 | Long             | DBT              | CORP              | US        |     71000 | PA      | $75860.82     | 0.00%             | 2028-04-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: —       |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZR8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    500000 | PA      | $496250.07    | 0.01%             | 2028-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                                            | American Homes 4 Rent LP                                                        | CUSIP: 02666TAC1<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |     35000 | PA      | $31005.00     | 0.00%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.                                       | Australia & New Zealand Banking Group Ltd.                                      | CUSIP: 05253JB75<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $252673.99    | 0.01%             | 2028-06-18      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PEQ1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    300000 | PA      | $312300.42    | 0.01%             | 2030-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MidAmerican Energy Co                                                           | CUSIP: 595620AU9<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    107000 | PA      | $89434.90     | 0.00%             | 2049-07-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                                            | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 874060BD7<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $163649.99    | 0.00%             | 2060-07-09      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                                                          | Transcontinental Gas Pipe Line Co LLC                                           | CUSIP: 893574AK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $129628.24    | 0.00%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                       | Fiserv Inc                                                                      | CUSIP: 337738BP2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    140000 | PA      | $140519.07    | 0.00%             | 2031-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                                                             | Duke Energy Ohio Inc                                                            | CUSIP: 26442EAK6<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50394.87     | 0.00%             | 2053-04-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| NATURE CONSERVANCY (THE)                                                         | Nature Conservancy/The                                                          | CUSIP: 63902HBF5<br>LEI: 549300GJ1IZME7V1JJ28 | Long             | DBT              | CORP              | US        |     75000 | PA      | $59792.34     | 0.00%             | 2052-03-01      | Fixed         | 3.96%                 | No            |                  2 | On Loan: —       |
| PFIZER INVESTMENT ENTER                                                          | Pfizer Investment Enterprises Pte Ltd                                           | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    555000 | PA      | $560689.67    | 0.02%             | 2033-05-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                   | Starbucks Corp                                                                  | CUSIP: 855244BH1<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25716.58     | 0.00%             | 2031-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                          | Astrazeneca Finance LLC                                                         | CUSIP: 04636NAF0<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102190.98    | 0.00%             | 2028-03-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EXP9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    250000 | PA      | $258659.96    | 0.01%             | 2034-04-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| AMPHENOL CORP                                                                    | Amphenol Corp                                                                   | CUSIP: 032095AS0<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49982.59     | 0.00%             | 2054-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200KB6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    350000 | PA      | $314209.72    | 0.01%             | 2039-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QNS37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1303811 | PA      | $1148038.65   | 0.03%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                       | CUSIP: 911312BS4<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     75000 | PA      | $53704.05     | 0.00%             | 2049-09-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: —       |
| SUN COMMUNITIES OPER LP                                                          | Sun Communities Operating LP                                                    | CUSIP: 866677AH0<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              |  | US        |     69000 | PA      | $66847.51     | 0.00%             | 2032-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    404000 | PA      | $346747.85    | 0.01%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                                                      | Bell Telephone Co of Canada or Bell Canada                                      | CUSIP: 0778FPAA7<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $83553.90     | 0.00%             | 2048-04-01      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL PWR & LT                                                          | Jersey Central Power & Light Co                                                 | CUSIP: 476556DG7<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49823.53     | 0.00%             | 2031-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                           | CenterPoint Energy Inc                                                          | CUSIP: 15189TBB2<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    140000 | PA      | $126710.46    | 0.00%             | 2031-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                      | MetLife Inc                                                                     | CUSIP: 59156RCQ9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53123.30     | 0.00%             | 2055-03-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457BT4<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81359.49     | 0.00%             | 2049-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 63743HFP2<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25756.25     | 0.00%             | 2031-02-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                 | Welltower OP LLC                                                                | CUSIP: 95040QAM6<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    100000 | PA      | $91957.22     | 0.00%             | 2031-06-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERV                                                         | Southwestern Public Service Co                                                  | CUSIP: 845743BU6<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |     71000 | PA      | $47896.22     | 0.00%             | 2050-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                               | CUSIP: 857477BN2<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    171000 | PA      | $164338.78    | 0.00%             | 2031-03-30      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VCV4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    150000 | PA      | $140691.09    | 0.00%             | 2036-01-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                  | CUSIP: 594918CF9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    292000 | PA      | $190004.96    | 0.01%             | 2062-03-17      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457DC9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125155.42    | 0.00%             | 2031-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QLL87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1000594 | PA      | $854596.61    | 0.02%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CAT2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    200000 | PA      | $153320.18    | 0.00%             | 2046-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                                                | EOG Resources Inc                                                               | CUSIP: 26875PAW1<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    105000 | PA      | $105116.69    | 0.00%             | 2054-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| KINDER MORGAN ENER PART                                                          | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550BN5<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     75000 | PA      | $68727.99     | 0.00%             | 2042-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200KC4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    330000 | PA      | $272675.39    | 0.01%             | 2049-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                                                              | Emerson Electric Co                                                             | CUSIP: 291011BT0<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25630.09     | 0.00%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                             | Boston Properties LP                                                            | CUSIP: 10112RBJ2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    100000 | PA      | $102218.40    | 0.00%             | 2035-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Microsoft Corp                                                                   | Microsoft Corp                                                                  | CUSIP: 594918BS2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    254000 | PA      | $231854.80    | 0.01%             | 2036-08-08      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| AGCO CORP                                                                        | AGCO Corp                                                                       | CUSIP: 001084AR3<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50723.62     | 0.00%             | 2027-03-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                 | Georgia Power Co                                                                | CUSIP: 373334KW0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    250000 | PA      | $257885.34    | 0.01%             | 2034-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QNR61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    124179 | PA      | $116776.48    | 0.00%             | 2037-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                                                           | Westinghouse Air Brake Technologies Corp                                        | CUSIP: 960386AS9<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51098.16     | 0.00%             | 2030-05-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Hasbro Inc                                                                       | Hasbro Inc                                                                      | CUSIP: 418056AS6<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |     87000 | PA      | $91012.64     | 0.00%             | 2040-03-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 75513ECH2<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    171000 | PA      | $169621.37    | 0.00%             | 2027-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                                             | Parker-Hannifin Corp                                                            | CUSIP: 701094AL8<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     87000 | PA      | $72679.40     | 0.00%             | 2047-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                                                          | O'Reilly Automotive Inc                                                         | CUSIP: 67103HAH0<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    171000 | PA      | $169124.95    | 0.00%             | 2029-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418D2M3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1807618 | PA      | $1532747.22   | 0.04%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBL0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82822.17     | 0.00%             | 2028-10-25      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                           | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    330000 | PA      | $357423.34    | 0.01%             | 2029-10-30      | Fixed         | 7.16%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                         | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AQ3<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    298000 | PA      | $304112.38    | 0.01%             | 2029-01-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179VHT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    224877 | PA      | $206981.06    | 0.01%             | 2050-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                                             | Shell Finance US Inc                                                            | CUSIP: 822905AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $124843.05    | 0.00%             | 2035-05-11      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29273VAU4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    180000 | PA      | $196881.92    | 0.01%             | 2033-12-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CLU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7744000 | PA      | $7857135.04   | 0.22%             | 2031-10-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308KC0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    137000 | PA      | $133411.87    | 0.00%             | 2032-03-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Aetna Inc                                                                        | Aetna Inc                                                                       | CUSIP: 00817YAF5<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    150000 | PA      | $164923.07    | 0.00%             | 2036-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                                                               | Diageo Capital PLC                                                              | CUSIP: 25243YBH1<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $210712.93    | 0.01%             | 2033-01-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                        | CUSIP: 341081GG6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    150000 | PA      | $134707.60    | 0.00%             | 2032-02-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | Asian Development Bank                                                          | CUSIP: 045167EE9<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    341000 | PA      | $332959.84    | 0.01%             | 2027-11-02      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| MAGNA INTERNATIONAL INC                                                          | Magna International Inc                                                         | CUSIP: 559222AV6<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |     60000 | PA      | $55241.94     | 0.00%             | 2030-06-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: —       |
| AVNET INC                                                                        | Avnet Inc                                                                       | CUSIP: 053807AW3<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41625.46     | 0.00%             | 2028-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                         | CUSIP: 55336VBY5<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100815.53    | 0.00%             | 2035-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308KT3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97410.31     | 0.00%             | 2054-10-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERV                                                         | Southwestern Public Service Co                                                  | CUSIP: 845743BX0<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78104.30     | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                             | Boston Properties LP                                                            | CUSIP: 10112RBD5<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    171000 | PA      | $159015.35    | 0.00%             | 2031-01-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWKN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1137530 | PA      | $1149000.07   | 0.03%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                                          | AEP Transmission Co LLC                                                         | CUSIP: 00115AAQ2<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39669.14     | 0.00%             | 2053-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | Sysco Corp                                                                      | CUSIP: 871829BS5<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52275.99     | 0.00%             | 2029-01-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                          | Arthur J Gallagher & Co                                                         | CUSIP: 363576AB5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    112000 | PA      | $79405.57     | 0.00%             | 2051-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140HAFL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42342 | PA      | $41816.20     | 0.00%             | 2048-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                     | CUSIP: 02665WFX4<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50454.47     | 0.00%             | 2028-03-03      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                         | Devon Energy Corp                                                               | CUSIP: 25179MBG7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99567.27     | 0.00%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| WELLS FARGO BANK NA                                                              | Wells Fargo Bank NA                                                             | CUSIP: 94988J6F9<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253592.15    | 0.01%             | 2026-12-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CDL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1539688 | PA      | $1391427.93   | 0.04%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| El Paso Electric Co                                                              | El Paso Electric Co                                                             | CUSIP: 283677AW2<br>LEI: OZ8GM8L4AHPKSWZMW205 | Long             | DBT              | CORP              | US        |     87000 | PA      | $90100.59     | 0.00%             | 2035-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                                | Ares Capital Corp                                                               | CUSIP: 04010LBD4<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48794.97     | 0.00%             | 2027-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4505000 | PA      | $3226882.22   | 0.09%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                              | Carrier Global Corp                                                             | CUSIP: 14448CAQ7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    200000 | PA      | $187437.03    | 0.01%             | 2030-02-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132QVDD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6425 | PA      | $6023.92      | 0.00%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31335APZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    868566 | PA      | $817550.88    | 0.02%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128M7GG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4640 | PA      | $4679.08      | 0.00%             | 2038-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                          | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAK5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70686.25     | 0.00%             | 2027-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | Oracle Corp                                                                     | CUSIP: 68389XBN4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    205000 | PA      | $201431.39    | 0.01%             | 2027-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                                                          | Duke Energy Indiana LLC                                                         | CUSIP: 26443TAD8<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48926.59     | 0.00%             | 2053-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133B92H6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1354840 | PA      | $1248289.40   | 0.03%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                           | Sempra                                                                          | CUSIP: 816851BW8<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102624.76    | 0.00%             | 2056-04-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418FEF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4766077 | PA      | $4688894.95   | 0.13%             | 2039-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ADM4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98210.05     | 0.00%             | 2035-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FBA8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153047.47    | 0.00%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                            | Novartis Capital Corp                                                           | CUSIP: 66989HAK4<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    130000 | PA      | $110180.13    | 0.00%             | 2045-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                     | CUSIP: 438516CR5<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77535.40     | 0.00%             | 2031-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FQ3Z4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    960000 | PA      | $908653.63    | 0.03%             | 2029-10-25      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                             | CUSIP: 260543CY7<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75774.88     | 0.00%             | 2028-11-30      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| Corning Inc                                                                      | Corning Inc                                                                     | CUSIP: 219350BL8<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99576.35     | 0.00%             | 2068-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                         | CUSIP: 06417XAG6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $72580.34     | 0.00%             | 2037-05-04      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KPUC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    488939 | PA      | $478146.29    | 0.01%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AVERY DENNISON CORP                                                              | Avery Dennison Corp                                                             | CUSIP: 053611AN9<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |     90000 | PA      | $95121.88     | 0.00%             | 2033-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| CATERPILLAR FINL SERVICE                                                         | Caterpillar Financial Services Corp                                             | CUSIP: 14913UAJ9<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51342.51     | 0.00%             | 2029-02-27      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                      | CUSIP: 91159HJG6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    225000 | PA      | $225880.08    | 0.01%             | 2033-07-22      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LP                                                              | Emera US Finance LP                                                             | CUSIP: 29103DAT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $49096.83     | 0.00%             | 2031-06-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SAU                                                         | Telefonica Emisiones SA                                                         | CUSIP: 87938WAV5<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    150000 | PA      | $136616.39    | 0.00%             | 2038-03-06      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                                                                | Entergy Texas Inc                                                               | CUSIP: 29365TAN4<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25353.97     | 0.00%             | 2053-09-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                                               | Valero Energy Corp                                                              | CUSIP: 91913YBB5<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    191000 | PA      | $183886.10    | 0.01%             | 2027-09-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WH4N9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     81028 | PA      | $78189.20     | 0.00%             | 2031-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810RU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2139000 | PA      | $1601576.25   | 0.04%             | 2046-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| IDAHO POWER CO                                                                   | Idaho Power Co                                                                  | CUSIP: 45138LBH5<br>LEI: TN0LL73P2C8X3W6KM391 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44548.85     | 0.00%             | 2053-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140K1C87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     89877 | PA      | $80723.77     | 0.00%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J8X57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    122627 | PA      | $121578.43    | 0.00%             | 2030-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | Comcast Corp                                                                    | CUSIP: 20030NCK5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     87000 | PA      | $68010.36     | 0.00%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                               | Ally Financial Inc                                                              | CUSIP: 02005NBR0<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $210485.98    | 0.01%             | 2027-11-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                          | Duke Energy Florida LLC                                                         | CUSIP: 26444HAR2<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     50000 | PA      | $54643.05     | 0.00%             | 2053-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                          | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAN9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151773.53    | 0.00%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                                         | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $40502.72     | 0.00%             | 2036-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J52B4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50882 | PA      | $49523.88     | 0.00%             | 2032-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mylan Inc                                                                        | Mylan Inc                                                                       | CUSIP: 628530BJ5<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |     96000 | PA      | $78660.04     | 0.00%             | 2048-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DAYTON POWER & LIGHT CO/                                                         | Dayton Power & Light Co/The                                                     | CUSIP: 240019BV0<br>LEI: 1ELKY8G44MKGCQWG6864 | Long             | DBT              | CORP              | US        |     50000 | PA      | $37789.36     | 0.00%             | 2049-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                          | American Electric Power Co Inc                                                  | CUSIP: 025537AX9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     32000 | PA      | $33638.22     | 0.00%             | 2033-03-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140GRYV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12116 | PA      | $11908.74     | 0.00%             | 2032-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WJK72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    148662 | PA      | $138899.35    | 0.00%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NDH1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    171000 | PA      | $143795.42    | 0.00%             | 2040-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME                                                           | Blue Owl Credit Income Corp                                                     | CUSIP: 69120VAF8<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39930.95     | 0.00%             | 2027-02-08      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VGH1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    140000 | PA      | $133537.99    | 0.00%             | 2028-03-22      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FKZZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     87000 | PA      | $86384.05     | 0.00%             | 2029-01-25      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| JAPAN INT'L COOP AGENCY                                                          | Japan International Cooperation Agency                                          | CUSIP: 47109LAB0<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |    300000 | PA      | $294576.51    | 0.01%             | 2027-04-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CKW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $4087187.52   | 0.11%             | 2031-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SEATTLE CHILDREN HOSP                                                            | Seattle Children's Hospital                                                     | CUSIP: 81257VAB7<br>LEI: 549300WXE9O4DQMMXS47 | Long             | DBT              | CORP              | US        |     62000 | PA      | $39057.72     | 0.00%             | 2050-10-01      | Fixed         | 2.72%                 | No            |                  2 | On Loan: —       |
| VICI PROPERTIES LP                                                               | VICI Properties LP                                                              | CUSIP: 925650AB9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |    117000 | PA      | $117983.69    | 0.00%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FORTUNE BRANDS INNOVATIO                                                         | Fortune Brands Innovations Inc                                                  | CUSIP: 34964CAG1<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |     87000 | PA      | $71537.07     | 0.00%             | 2052-03-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJZC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    137479 | PA      | $128650.68    | 0.00%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QRW33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    527141 | PA      | $525926.46    | 0.01%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    377000 | PA      | $375988.94    | 0.01%             | 2037-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2023-1 A PTT                                                          | United Airlines 2023-1 Class A Pass Through Trust                               | CUSIP: 90932LAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115688 | PA      | $119641.64    | 0.00%             | 2036-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179XVT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    174932 | PA      | $177205.77    | 0.00%             | 2053-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179T4Q5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    178159 | PA      | $176143.40    | 0.00%             | 2048-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                                            | Canadian National Railway Co                                                    | CUSIP: 136375CV2<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $65551.61     | 0.00%             | 2049-01-20      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3142GREX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    722668 | PA      | $740402.86    | 0.02%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                                             | Chile Government International Bonds                                            | CUSIP: 168863DP0<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    417000 | PA      | $377802.00    | 0.01%             | 2031-01-31      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                      | Equinix Inc                                                                     | CUSIP: 29444UBT2<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    140000 | PA      | $97989.18     | 0.00%             | 2052-02-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MFW9<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74449.27     | 0.00%             | 2053-08-14      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179UZT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    863550 | PA      | $794846.74    | 0.02%             | 2049-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140BR0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    300000 | PA      | $294278.89    | 0.01%             | 2030-03-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                                                             | Entergy Arkansas LLC                                                            | CUSIP: 29366MAD0<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51702.34     | 0.00%             | 2033-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8500000 | PA      | $8514609.38   | 0.24%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VBY8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     75000 | PA      | $55789.62     | 0.00%             | 2051-01-31      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                                                           | Bunge Ltd Finance Corp                                                          | CUSIP: 120568BE9<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99656.84     | 0.00%             | 2029-09-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CV27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    231410 | PA      | $214873.55    | 0.01%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                            | Entergy Louisiana LLC                                                           | CUSIP: 29364WBQ0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153578.93    | 0.00%             | 2055-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    500000 | PA      | $491369.65    | 0.01%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBG9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $154689.93    | 0.00%             | 2027-04-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687FL5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    287000 | PA      | $266192.26    | 0.01%             | 2029-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                                         | Host Hotels & Resorts LP                                                        | CUSIP: 44107TBC9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |     75000 | PA      | $75494.79     | 0.00%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                           | Brookfield Finance Inc                                                          | CUSIP: 11271LAP7<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $25185.80     | 0.00%             | 2055-03-03      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| DICK'S SPORTING GOODS                                                            | Dick's Sporting Goods Inc                                                       | CUSIP: 253393AF9<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91609.09     | 0.00%             | 2032-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: —       |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661EW3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    125000 | PA      | $123983.10    | 0.00%             | 2032-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                                                   | Solventum Corp                                                                  | CUSIP: 83444MAR2<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    125000 | PA      | $130141.17    | 0.00%             | 2034-03-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYC2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    271000 | PA      | $209527.17    | 0.01%             | 2042-04-22      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| Ameren Corp                                                                      | Ameren Corp                                                                     | CUSIP: 023608AJ1<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    171000 | PA      | $163226.76    | 0.00%             | 2031-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 31427MVV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    969557 | PA      | $993402.55    | 0.03%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PEACEHEALTH OBLIGATED GR                                                         | PeaceHealth Obligated Group                                                     | CUSIP: 70462GAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     73000 | PA      | $47204.47     | 0.00%             | 2050-11-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                       | 3M Co                                                                           | CUSIP: 88579YBP5<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |     87000 | PA      | $65565.26     | 0.00%             | 2050-04-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 913017CP2<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     87000 | PA      | $70890.42     | 0.00%             | 2047-05-04      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137HCH39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1110000 | PA      | $1164768.40   | 0.03%             | 2031-02-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FedEx Corp                                                                      | CUSIP: 31428XBG0<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    130000 | PA      | $104906.43    | 0.00%             | 2046-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ADVANCED MICRO DEVICES                                                           | Advanced Micro Devices Inc                                                      | CUSIP: 007903BG1<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |     85000 | PA      | $73093.82     | 0.00%             | 2052-06-01      | Fixed         | 4.39%                 | No            |                  2 | On Loan: —       |
| NXP BV/NXP FDG/NXP USA                                                           | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HAU2<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     87000 | PA      | $66438.42     | 0.00%             | 2041-05-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| COUSINS PROPERTIES LP                                                            | Cousins Properties LP                                                           | CUSIP: 222793AC5<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              |  | US        |     25000 | PA      | $25602.23     | 0.00%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CME8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18481000 | PA      | $18600115.77  | 0.52%             | 2026-12-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                 | Welltower OP LLC                                                                | CUSIP: 95040QAP9<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |     87000 | PA      | $78744.06     | 0.00%             | 2032-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                            | CUSIP: 78017FZS5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    115000 | PA      | $115951.43    | 0.00%             | 2028-10-18      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | Duke Energy Progress LLC                                                        | CUSIP: 144141DB1<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     53000 | PA      | $45388.21     | 0.00%             | 2042-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                        | CUSIP: 345397D59<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $208810.86    | 0.01%             | 2028-11-07      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                      | CUSIP: 60687YCZ0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $208425.10    | 0.01%             | 2029-07-06      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                         | Rogers Communications Inc                                                       | CUSIP: 775109DF5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $507242.73    | 0.01%             | 2034-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                         | Berkshire Hathaway Energy Co                                                    | CUSIP: 084659BF7<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    121000 | PA      | $104008.93    | 0.00%             | 2053-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                         | Constellation Brands Inc                                                        | CUSIP: 21036PBP2<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60560.84     | 0.00%             | 2033-05-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140E0E76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13591 | PA      | $13492.46     | 0.00%             | 2045-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XCS3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     87000 | PA      | $89971.63     | 0.00%             | 2029-01-17      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| PHILLIPS 66                                                                      | Phillips 66                                                                     | CUSIP: 718546BA1<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |     68000 | PA      | $45110.78     | 0.00%             | 2052-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                 | CUSIP: 125523CU2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51740.12     | 0.00%             | 2031-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                | CUSIP: 22822VAW1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     75000 | PA      | $65663.86     | 0.00%             | 2031-04-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 31427NHP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    728461 | PA      | $744453.37    | 0.02%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                               | VICI Properties LP                                                              | CUSIP: 925650AD5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |    168000 | PA      | $169653.54    | 0.00%             | 2032-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: —       |
| EXPORT-IMPORT BANK KOREA                                                         | Export-Import Bank of Korea                                                     | CUSIP: 302154DJ5<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $192872.00    | 0.01%             | 2026-12-29      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                              | Sherwin-Williams Co/The                                                         | CUSIP: 824348BU9<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50247.17     | 0.00%             | 2028-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                                               | Conagra Brands Inc                                                              | CUSIP: 205887CL4<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50898.69     | 0.00%             | 2035-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199213.18    | 0.01%             | 2030-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                       | Philippines Government International Bonds                                      | CUSIP: 718286CA3<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    200000 | PA      | $170200.00    | 0.00%             | 2041-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| OEKB OEST. KONTROLLBANK                                                          | Oesterreichische Kontrollbank AG                                                | CUSIP: 676167CQ0<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |    200000 | PA      | $201511.12    | 0.01%             | 2028-05-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179RD63<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    332631 | PA      | $302123.04    | 0.01%             | 2045-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172AU3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     62000 | PA      | $51471.65     | 0.00%             | 2042-08-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                           | CUSIP: 89788NAA8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99677.88     | 0.00%             | 2033-07-28      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                             | CUSIP: 25746UDF3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49613.84     | 0.00%             | 2027-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                                                          | Laboratory Corp of America Holdings                                             | CUSIP: 50540RAW2<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |     75000 | PA      | $71108.72     | 0.00%             | 2029-12-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BORGWARNER INC                                                                   | BorgWarner Inc                                                                  | CUSIP: 099724AQ9<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51584.33     | 0.00%             | 2034-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804GM0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51856.35     | 0.00%             | 2033-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| Northern Trust Corp                                                              | Northern Trust Corp                                                             | CUSIP: 665859AU8<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |     87000 | PA      | $84443.34     | 0.00%             | 2029-05-03      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140FRMZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    196707 | PA      | $176629.72    | 0.00%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                                                                | Entergy Texas Inc                                                               | CUSIP: 29365TAP9<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24558.62     | 0.00%             | 2054-09-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | Lloyds Banking Group PLC                                                        | CUSIP: 539439AX7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $207455.22    | 0.01%             | 2029-03-06      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                   | CUSIP: 172967HA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     87000 | PA      | $98270.67     | 0.00%             | 2043-09-13      | Fixed         | 6.68%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WJ6R4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35179 | PA      | $34828.97     | 0.00%             | 2047-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CLZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8000000 | PA      | $8113750.00   | 0.23%             | 2031-11-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Sands China Ltd                                                                  | Sands China Ltd                                                                 | CUSIP: 80007RAE5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $204202.96    | 0.01%             | 2028-08-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Q73S4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46772 | PA      | $45126.77     | 0.00%             | 2047-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA LTD                                                            | Rio Tinto Finance USA Ltd                                                       | CUSIP: 767201AL0<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |    312000 | PA      | $312476.39    | 0.01%             | 2040-11-02      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12450000 | PA      | $12595898.44  | 0.35%             | 2030-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140BY5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148845.72    | 0.00%             | 2027-08-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WH4Y5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46724 | PA      | $45061.82     | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                                                               | Ohio Power Co                                                                   | CUSIP: 677415CQ2<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |     71000 | PA      | $56350.32     | 0.00%             | 2048-04-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PHILLIPS EDISON GROCERY                                                          | Phillips Edison Grocery Center Operating Partnership I LP                       | CUSIP: 71845JAC2<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              |  | US        |     25000 | PA      | $24623.11     | 0.00%             | 2035-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 949746RF0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    214000 | PA      | $214229.21    | 0.01%             | 2044-01-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| ROCKEFELLER FOUNDATION                                                           | Rockefeller Foundation/The                                                      | CUSIP: 77310VAA2<br>LEI: 549300JU3NX0IK5I9038 | Long             | DBT              | CORP              | US        |     71000 | PA      | $43658.94     | 0.00%             | 2050-10-01      | Fixed         | 2.49%                 | No            |                  2 | On Loan: —       |
| PACIFICORP                                                                       | PacifiCorp                                                                      | CUSIP: 695114DB1<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51263.97     | 0.00%             | 2029-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YAV1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     70000 | PA      | $67274.80     | 0.00%             | 2036-05-14      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SYSTEM ENERGY RESOURCES                                                          | System Energy Resources Inc                                                     | CUSIP: 871911AV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $75490.97     | 0.00%             | 2034-12-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                                                         | Martin Marietta Materials Inc                                                   | CUSIP: 573284AQ9<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |     87000 | PA      | $86075.35     | 0.00%             | 2027-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                              | Cardinal Health Inc                                                             | CUSIP: 14149YBJ6<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98915.61     | 0.00%             | 2027-06-15      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                            | Novartis Capital Corp                                                           | CUSIP: 66989HAW8<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     45000 | PA      | $41074.34     | 0.00%             | 2054-09-18      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                                              | LYB International Finance III LLC                                               | CUSIP: 50249AAH6<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |     94000 | PA      | $69531.05     | 0.00%             | 2040-10-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II                                                             | DH Europe Finance II Sarl                                                       | CUSIP: 23291KAK1<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |    117000 | PA      | $85953.14     | 0.00%             | 2049-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J5NM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46311 | PA      | $45831.76     | 0.00%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                                      | Cencora Inc                                                                     | CUSIP: 03073EAR6<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     71000 | PA      | $66493.41     | 0.00%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J96V8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     48837 | PA      | $47024.86     | 0.00%             | 2047-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                            | Panama Government International Bonds                                           | CUSIP: 698299BV5<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    200000 | PA      | $203175.00    | 0.01%             | 2054-03-28      | Fixed         | 6.85%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140MGK34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3896047 | PA      | $3150207.97   | 0.09%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME                                                           | Blue Owl Credit Income Corp                                                     | CUSIP: 09581CAB7<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52128.07     | 0.00%             | 2029-09-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308KD8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $177821.30    | 0.00%             | 2052-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X7VQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    334138 | PA      | $287579.84    | 0.01%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X6GA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    167345 | PA      | $156842.51    | 0.00%             | 2048-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                            | CUSIP: 693475CC7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    205000 | PA      | $213897.36    | 0.01%             | 2036-01-29      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                                         | TotalEnergies Capital SA                                                        | CUSIP: 89157XAC5<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    125000 | PA      | $124537.97    | 0.00%             | 2064-04-05      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL                                                                    | ArcelorMittal SA                                                                | CUSIP: 03938LBC7<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |     75000 | PA      | $74859.80     | 0.00%             | 2029-07-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AV1<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    102000 | PA      | $83786.94     | 0.00%             | 2033-02-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                      | CUSIP: 91159HJC5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     87000 | PA      | $84757.74     | 0.00%             | 2028-01-27      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| YALE UNIVERSITY                                                                  | Yale University                                                                 | CUSIP: 98459LAB9<br>LEI: 9SFB6DIM0FRWV0EV8S84 | Long             | DBT              | CORP              | US        |     54000 | PA      | $48191.64     | 0.00%             | 2030-04-15      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 3618N5A25<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1531461 | PA      | $1486094.06   | 0.04%             | 2054-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                                         | Citizens Financial Group Inc                                                    | CUSIP: 174610BE4<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     61000 | PA      | $61565.43     | 0.00%             | 2037-05-21      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QAR36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     74600 | PA      | $71560.73     | 0.00%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                                      | Ovintiv Inc                                                                     | CUSIP: 292505AD6<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |     87000 | PA      | $92900.27     | 0.00%             | 2034-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                                                              | Dollar General Corp                                                             | CUSIP: 256677AL9<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75741.02     | 0.00%             | 2032-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TELEDYNE TECHNOLOGIES IN                                                         | Teledyne Technologies Inc                                                       | CUSIP: 879360AE5<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |    171000 | PA      | $157075.90    | 0.00%             | 2031-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Hubbell Inc                                                                      | Hubbell Inc                                                                     | CUSIP: 443510AH5<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98203.19     | 0.00%             | 2027-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK Inc                                                                       | CUSIP: 682680AW3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    171000 | PA      | $170824.66    | 0.00%             | 2029-03-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133GEGN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    447263 | PA      | $413106.91    | 0.01%             | 2036-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804FR0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    162000 | PA      | $141876.23    | 0.00%             | 2044-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                                            | Southern California Gas Co                                                      | CUSIP: 842434CY6<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70579.04     | 0.00%             | 2053-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                          | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550AW6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    214000 | PA      | $240636.28    | 0.01%             | 2038-01-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK Inc                                                                       | CUSIP: 682680AS2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99691.97     | 0.00%             | 2027-07-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650DZ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98260.11     | 0.00%             | 2053-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    370000 | PA      | $380894.33    | 0.01%             | 2035-07-23      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PAV8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    202000 | PA      | $202390.68    | 0.01%             | 2029-07-23      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XCS2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199581.46    | 0.01%             | 2029-09-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                                                          | Connecticut Light and Power Co/The                                              | CUSIP: 207597ET8<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51429.77     | 0.00%             | 2030-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J5ZY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     87393 | PA      | $81643.75     | 0.00%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BAYLOR SCOTT & WHITE HOL                                                         | Baylor Scott & White Holdings                                                   | CUSIP: 072863AJ2<br>LEI: 549300JQDKSBWYRGGV95 | Long             | DBT              | CORP              | US        |    203000 | PA      | $130859.15    | 0.00%             | 2050-11-15      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                            | Province of Ontario Canada                                                      | CUSIP: 683234C97<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    375000 | PA      | $385989.37    | 0.01%             | 2035-06-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | Gilead Sciences Inc                                                             | CUSIP: 375558CB7<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61575.26     | 0.00%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822DQ4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $203222.33    | 0.01%             | 2036-09-12      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | Duke Energy Progress LLC                                                        | CUSIP: 26442UAH7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     87000 | PA      | $85263.80     | 0.00%             | 2029-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                                                 | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CBT5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    225000 | PA      | $226218.21    | 0.01%             | 2029-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $3630468.76   | 0.10%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                         | Northern States Power Co/MN                                                     | CUSIP: 665772CZ0<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76493.30     | 0.00%             | 2035-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| AMER AIRLN 15-2 AA PTT                                                           | American Airlines 2015-2 Class AA Pass Through Trust                            | CUSIP: 02377BAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     54991 | PA      | $53885.86     | 0.00%             | 2027-09-22      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PEZ1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50930.04     | 0.00%             | 2029-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XFPN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    211495 | PA      | $194359.23    | 0.01%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                               | CUSIP: 857477CF8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104797.85    | 0.00%             | 2029-11-21      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XDA0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    225000 | PA      | $231458.84    | 0.01%             | 2035-08-03      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| UNITED MEXICAN STATES                                                            | Mexico Government International Bond                                            | CUSIP: 91087BBF6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    400000 | PA      | $420500.00    | 0.01%             | 2038-01-29      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Ohio State University/The                                                        | OHIO ST UNIV                                                                    | CUSIP: 677632MV0<br>LEI: JFC10ZULKO4X2E3HBY86 | Long             | DBT              | MUN               | US        |    145000 | PA      | $143569.71    | 0.00%             | 2040-06-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31416BLD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4263 | PA      | $4433.89      | 0.00%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PEY4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55450.62     | 0.00%             | 2027-04-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $160682.60    | 0.00%             | 2030-09-30      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                        | GATX Corp                                                                       | CUSIP: 361448BE2<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    171000 | PA      | $173149.49    | 0.00%             | 2029-04-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                          | CUSIP: 202795JQ4<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    105000 | PA      | $72516.19     | 0.00%             | 2049-11-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                          | CUSIP: 045167GK3<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    250000 | PA      | $253885.03    | 0.01%             | 2035-03-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MONTEFIORE OBLIGATED GRP                                                         | Montefiore Obligated Group                                                      | CUSIP: 61237WAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     64000 | PA      | $43761.65     | 0.00%             | 2050-09-01      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                         | CUSIP: 828807DU8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    100000 | PA      | $105534.92    | 0.00%             | 2033-03-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                 | Deutsche Bank AG/New York NY                                                    | CUSIP: 25160PAG2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $184212.56    | 0.01%             | 2033-01-07      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                                                          | European Bank for Reconstruction & Development                                  | CUSIP: 29874QEX8<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |    400000 | PA      | $406278.69    | 0.01%             | 2028-03-09      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308KB2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    130000 | PA      | $128816.87    | 0.00%             | 2029-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132HMF48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3074 | PA      | $2974.86      | 0.00%             | 2042-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                           | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664CW9<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    155000 | PA      | $137120.44    | 0.00%             | 2030-10-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680BC6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     87000 | PA      | $70959.73     | 0.00%             | 2050-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833FB1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102504.37    | 0.00%             | 2035-05-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                         | Berkshire Hathaway Energy Co                                                    | CUSIP: 084659AX9<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     71000 | PA      | $58023.14     | 0.00%             | 2050-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818GF9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    150000 | PA      | $139547.36    | 0.00%             | 2053-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC                                                                 | Markel Group Inc                                                                | CUSIP: 570535AT1<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |     75000 | PA      | $67537.99     | 0.00%             | 2049-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | Realty Income Corp                                                              | CUSIP: 756109AR5<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    171000 | PA      | $171079.66    | 0.00%             | 2026-10-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | Oracle Corp                                                                     | CUSIP: 68389XBH7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    130000 | PA      | $115760.75    | 0.00%             | 2036-07-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                                  | CSAIL 2020-C19 Commercial Mortgage Trust                                        | CUSIP: 12597NAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $453679.40    | 0.01%             | 2053-03-15      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | Prudential Financial Inc                                                        | CUSIP: 74432QCE3<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    171000 | PA      | $144716.32    | 0.00%             | 2050-02-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                                         | Indonesia Government International Bonds                                        | CUSIP: 455780CY0<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    400000 | PA      | $352500.00    | 0.01%             | 2031-07-28      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JCH5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    200000 | PA      | $170794.12    | 0.00%             | 2052-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X9ZZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    281689 | PA      | $249815.03    | 0.01%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                         | Corebridge Financial Inc                                                        | CUSIP: 21871XAT6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76979.93     | 0.00%             | 2054-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132XYAB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     61249 | PA      | $62045.58     | 0.00%             | 2048-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PCE4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    400000 | PA      | $287772.47    | 0.01%             | 2052-04-22      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | Sysco Corp                                                                      | CUSIP: 871829BQ9<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     87000 | PA      | $77535.32     | 0.00%             | 2031-12-14      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | Gilead Sciences Inc                                                             | CUSIP: 375558BK8<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    197000 | PA      | $166196.57    | 0.00%             | 2047-03-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                            | Panama Government International Bonds                                           | CUSIP: 698299BB9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    200000 | PA      | $146875.00    | 0.00%             | 2053-04-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                                             | M&T Bank Corp                                                                   | CUSIP: 55261FAZ7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75570.22     | 0.00%             | 2035-07-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                                              | Kimco Realty OP LLC                                                             | CUSIP: 49447BAA1<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |     25000 | PA      | $27668.07     | 0.00%             | 2034-03-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4906000 | PA      | $2933826.32   | 0.08%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                          | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AQ2<br>LEI: N/A                  | Long             | DBT              |  | US        |    100000 | PA      | $95711.79     | 0.00%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | Walmart Inc                                                                     | CUSIP: 931142CK7<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    200000 | PA      | $232292.88    | 0.01%             | 2037-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BLOCK FINANCIAL LLC                                                              | Block Financial LLC                                                             | CUSIP: 093662AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     89000 | PA      | $84422.00     | 0.00%             | 2028-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                                   | EPR Properties                                                                  | CUSIP: 26884UAF6<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |     75000 | PA      | $72203.24     | 0.00%             | 2029-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457BJ6<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    171000 | PA      | $138276.17    | 0.00%             | 2045-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29273RBL2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    130000 | PA      | $117412.96    | 0.00%             | 2047-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                       | FedEx Corp                                                                      | CUSIP: 31428XBZ8<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    141000 | PA      | $141026.15    | 0.00%             | 2030-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                 | CUSIP: 125523CZ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101274.40    | 0.00%             | 2036-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JANUS HEND US HLDGS INC                                                          | Janus Henderson US Holdings Inc                                                 | CUSIP: 47103MAB4<br>LEI: 8T2ZO87FU1KVPZIG9I59 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25272.90     | 0.00%             | 2034-09-10      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HP INC                                                                           | HP Inc                                                                          | CUSIP: 40434LAN5<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155384.28    | 0.00%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A3E0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    125000 | PA      | $127184.69    | 0.00%             | 2028-01-31      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162DH0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    330000 | PA      | $328719.70    | 0.01%             | 2029-08-18      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                       | 3M Co                                                                           | CUSIP: 88579YBR1<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25607.05     | 0.00%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29278NAG8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    257000 | PA      | $264417.88    | 0.01%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 96950FAN4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    171000 | PA      | $165970.08    | 0.00%             | 2044-03-04      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                 | CUSIP: 125523AK6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    257000 | PA      | $230706.97    | 0.01%             | 2048-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                                  | Caterpillar Inc                                                                 | CUSIP: 149123CM1<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51062.00     | 0.00%             | 2055-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CABOT CORP                                                                       | Cabot Corp                                                                      | CUSIP: 127055AM3<br>LEI: K05C0SER542GQ6VLRO68 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101170.25    | 0.00%             | 2032-06-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                                         | Public Service Enterprise Group Inc                                             | CUSIP: 744573AW6<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52383.22     | 0.00%             | 2028-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179SNX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     26819 | PA      | $26647.17     | 0.00%             | 2046-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XFFW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    535774 | PA      | $492697.82    | 0.01%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179VDP2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10569 | PA      | $9727.22      | 0.00%             | 2050-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 912828YU8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5091000 | PA      | $4971281.98   | 0.14%             | 2026-11-30      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119BY4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    171000 | PA      | $164769.23    | 0.00%             | 2039-06-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769KJ2<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    500000 | PA      | $502807.95    | 0.01%             | 2028-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ERHL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36877 | PA      | $34613.52     | 0.00%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                                                    | J M Smucker Co/The                                                              | CUSIP: 832696AY4<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |     40000 | PA      | $43620.82     | 0.00%             | 2043-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| CDW LLC/CDW FINANCE                                                              | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $50886.63     | 0.00%             | 2030-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                                                    | J M Smucker Co/The                                                              | CUSIP: 832696AX6<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |     75000 | PA      | $81459.51     | 0.00%             | 2033-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | Dominion Energy Inc                                                             | CUSIP: 25746UAN9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     50000 | PA      | $54048.30     | 0.00%             | 2033-03-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                            | CUSIP: 94106LCC1<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102015.88    | 0.00%             | 2030-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J5MS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    146742 | PA      | $141081.09    | 0.00%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                                                   | EPR Properties                                                                  | CUSIP: 26884UAD1<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75040.18     | 0.00%             | 2027-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AR0<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    141000 | PA      | $131913.13    | 0.00%             | 2031-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                           | Diamondback Energy Inc                                                          | CUSIP: 25278XAZ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    115000 | PA      | $117401.47    | 0.00%             | 2034-04-18      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31417DRG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19789 | PA      | $18674.26     | 0.00%             | 2042-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBS3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $148351.07    | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    215000 | PA      | $228343.50    | 0.01%             | 2028-11-03      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833EG1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    127000 | PA      | $76588.62     | 0.00%             | 2061-02-08      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                        | CUSIP: 298785JU1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $1005007.45   | 0.03%             | 2028-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818GB8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100565.86    | 0.00%             | 2033-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                                   | Fannie Mae-Aces                                                                 | CUSIP: 3136AY6X6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    543992 | PA      | $535355.27    | 0.01%             | 2027-09-25      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $104939.33    | 0.00%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11400000 | PA      | $11786531.25  | 0.33%             | 2033-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN UNIVERSITY                                                              | American University/The                                                         | CUSIP: 030360AD3<br>LEI: 549300ZMGVN6I2E7LS27 | Long             | DBT              | CORP              | US        |     60000 | PA      | $46025.50     | 0.00%             | 2049-04-01      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                             | CUSIP: 459058LN1<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $502631.47    | 0.01%             | 2029-10-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822DF8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $208127.68    | 0.01%             | 2035-04-17      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                  | CUSIP: 57636QAZ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76775.11     | 0.00%             | 2034-05-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132WFUT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8422 | PA      | $7877.97      | 0.00%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | Mastercard Inc                                                                  | CUSIP: 57636QAJ3<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74418.45     | 0.00%             | 2028-02-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216CE8<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     87000 | PA      | $85657.85     | 0.00%             | 2027-05-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179SQX8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     42422 | PA      | $40652.93     | 0.00%             | 2046-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JobsOhio Beverage System                                                         | JOBSOHIO BEVERAGE SYS STWD LIQUOR PROFITS REVENUE                               | CUSIP: 47770VBQ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $85155.52     | 0.00%             | 2038-01-01      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                                                                   | CUSIP: 13063DGC6<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    270000 | PA      | $267634.22    | 0.01%             | 2028-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830BC2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     65000 | PA      | $59942.58     | 0.00%             | 2035-03-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QAW97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43083 | PA      | $40364.25     | 0.00%             | 2049-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                  | Chevron USA Inc                                                                 | CUSIP: 166756AZ9<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30252.84     | 0.00%             | 2027-02-26      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XDH6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     89000 | PA      | $84910.72     | 0.00%             | 2028-04-10      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp                                                                  | CMS Energy Corp                                                                 | CUSIP: 125896BN9<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    120000 | PA      | $108745.97    | 0.00%             | 2044-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                     | CUSIP: 02665WFP1<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50144.99     | 0.00%             | 2026-10-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AVERY DENNISON CORP                                                              | Avery Dennison Corp                                                             | CUSIP: 053611AM1<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |     87000 | PA      | $75352.42     | 0.00%             | 2032-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                                                        | Jabil Inc                                                                       | CUSIP: 466313AK9<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    200000 | PA      | $184185.16    | 0.01%             | 2031-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FBF7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    275000 | PA      | $241413.98    | 0.01%             | 2033-02-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140EY3U3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4750 | PA      | $4679.59      | 0.00%             | 2031-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CLC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12000000 | PA      | $12132656.28  | 0.34%             | 2029-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                                          | Canadian Natural Resources Ltd                                                  | CUSIP: 136385AX9<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     87000 | PA      | $86424.20     | 0.00%             | 2027-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DZ8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     75000 | PA      | $81520.14     | 0.00%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X4HG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    622718 | PA      | $572450.50    | 0.02%             | 2044-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                  | CUSIP: 57636QAU8<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88278.61     | 0.00%             | 2031-11-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                           | ConocoPhillips Co                                                               | CUSIP: 20826FBD7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    200000 | PA      | $149304.70    | 0.00%             | 2062-03-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                                                               | Diageo Capital PLC                                                              | CUSIP: 25243YBN8<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $212709.63    | 0.01%             | 2033-10-05      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                           | ConocoPhillips Co                                                               | CUSIP: 20826FBK1<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76674.89     | 0.00%             | 2032-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CONCENTRIX CORP                                                                  | Concentrix Corp                                                                 | CUSIP: 20602DAB7<br>LEI: 5493000EAJN1KMPVA737 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52334.81     | 0.00%             | 2028-08-02      | Fixed         | 6.60%                 | No            |                  2 | On Loan: —       |
| BERKSHIRE HATHAWAY FIN                                                           | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664CV1<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    196000 | PA      | $128570.54    | 0.00%             | 2050-10-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216CX6<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    171000 | PA      | $108044.56    | 0.00%             | 2050-06-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: —       |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200KM2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195207.21    | 0.01%             | 2027-02-09      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Edison International                                                             | Edison International                                                            | CUSIP: 281020AM9<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    171000 | PA      | $167861.85    | 0.00%             | 2028-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL PWR & LT                                                          | Jersey Central Power & Light Co                                                 | CUSIP: 476556DH5<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50561.23     | 0.00%             | 2036-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                              | PayPal Holdings Inc                                                             | CUSIP: 70450YAJ2<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    102000 | PA      | $71736.80     | 0.00%             | 2050-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DQPH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3548883 | PA      | $3005696.52   | 0.08%             | 2053-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                                                 | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CBU2<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126305.12    | 0.00%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ADC6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    315000 | PA      | $333780.18    | 0.01%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX Corp                                                                        | CUSIP: 126408HG1<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     75000 | PA      | $59062.82     | 0.00%             | 2066-11-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                                           | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HBA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    149000 | PA      | $133667.90    | 0.00%             | 2031-05-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                | CUSIP: 05526DBW4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    146000 | PA      | $146781.60    | 0.00%             | 2032-03-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CKT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5140234.40   | 0.14%             | 2029-05-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BERKLEY (WR) CORPORATION                                                         | W R Berkley Corp                                                                | CUSIP: 084423AU6<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | DBT              | CORP              | US        |     87000 | PA      | $68306.10     | 0.00%             | 2050-05-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJVB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    193119 | PA      | $181814.78    | 0.01%             | 2044-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YBR5<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100852.57    | 0.00%             | 2032-09-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                               | BMO 2025-C11 Mortgage Trust                                                     | CUSIP: 05613XAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $530257.15    | 0.01%             | 2058-02-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                      | CUSIP: 14040HCH6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    171000 | PA      | $166617.55    | 0.00%             | 2027-11-02      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                                               | Conagra Brands Inc                                                              | CUSIP: 205887CE0<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    162000 | PA      | $147964.46    | 0.00%             | 2048-11-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| SHELL INTERNATIONAL FIN                                                          | Shell International Finance BV                                                  | CUSIP: 822582CB6<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    171000 | PA      | $170855.28    | 0.00%             | 2028-11-13      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERV                                                         | Southwestern Public Service Co                                                  | CUSIP: 845743BT9<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |     71000 | PA      | $53158.57     | 0.00%             | 2049-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                            | CUSIP: 06051GFC8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    214000 | PA      | $209270.03    | 0.01%             | 2044-01-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                    | CUSIP: 29250NBH7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     79000 | PA      | $77013.35     | 0.00%             | 2026-10-04      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023CN3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94149.00     | 0.00%             | 2030-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CNU1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6390000 | PA      | $6390000.00   | 0.18%             | 2028-08-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                                                         | Asian Infrastructure Investment Bank/The                                        | CUSIP: 04522KAP1<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |     70000 | PA      | $72046.80     | 0.00%             | 2030-01-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4040000 | PA      | $2695437.50   | 0.08%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBV8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154120.27    | 0.00%             | 2030-03-14      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    407000 | PA      | $366828.66    | 0.01%             | 2032-05-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| INTERPUBLIC GROUP COS                                                            | Interpublic Group of Cos Inc/The                                                | CUSIP: 460690BS8<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |     71000 | PA      | $53211.58     | 0.00%             | 2041-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                                                           | PPL Electric Utilities Corp                                                     | CUSIP: 69351UBB8<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97484.79     | 0.00%             | 2053-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138Y63F9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46689 | PA      | $47815.16     | 0.00%             | 2042-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                                                           | Zimmer Biomet Holdings Inc                                                      | CUSIP: 98956PBA9<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25178.35     | 0.00%             | 2027-02-19      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                            | Northrop Grumman Corp                                                           | CUSIP: 666807CK6<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50792.55     | 0.00%             | 2029-02-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XJYA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    187866 | PA      | $192453.89    | 0.01%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WTWW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5564 | PA      | $5695.52      | 0.00%             | 2043-05-01      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140KEFG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    395287 | PA      | $350969.38    | 0.01%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CJP7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7000000 | PA      | $7054687.50   | 0.20%             | 2026-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                               | CUSIP: 857477BY8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62096.71     | 0.00%             | 2028-11-04      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV FIN                                                         | Anheuser-Busch InBev Finance Inc                                                | CUSIP: 035242AM8<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98730.25     | 0.00%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661DX2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    146000 | PA      | $136473.00    | 0.00%             | 2028-04-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810EZ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    597000 | PA      | $622255.90    | 0.02%             | 2027-02-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138MCXP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42799 | PA      | $39354.82     | 0.00%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                            | Novartis Capital Corp                                                           | CUSIP: 66989HAH1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    214000 | PA      | $193428.89    | 0.01%             | 2044-05-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140EBHJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8033 | PA      | $7783.05      | 0.00%             | 2031-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128E6AD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7440 | PA      | $7331.38      | 0.00%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                      | CUSIP: 91159HJP6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51339.58     | 0.00%             | 2027-10-26      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| KELLANOVA                                                                        | Kellanova                                                                       | CUSIP: 487836BQ0<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |     62000 | PA      | $54329.60     | 0.00%             | 2046-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138EL6H1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23743 | PA      | $23091.86     | 0.00%             | 2043-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738ECY9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $206230.52    | 0.01%             | 2031-02-25      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                                              | Province of Alberta Canada                                                      | CUSIP: 013051EV5<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |    200000 | PA      | $204557.78    | 0.01%             | 2029-06-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                                                 | Progressive Corp/The                                                            | CUSIP: 743315AQ6<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     70000 | PA      | $55963.19     | 0.00%             | 2045-01-26      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                                                         | FMC Corp                                                                        | CUSIP: 302491AV7<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |     58000 | PA      | $44510.96     | 0.00%             | 2049-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QG3B1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    812492 | PA      | $661486.36    | 0.02%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO                                                                  | Nevada Power Co                                                                 | CUSIP: 641423CE6<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |     71000 | PA      | $46851.91     | 0.00%             | 2050-08-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: —       |
| WISCONSIN POWER & LIGHT                                                          | Wisconsin Power and Light Co                                                    | CUSIP: 976826BN6<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    100000 | PA      | $73255.38     | 0.00%             | 2050-04-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VCM4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91302.21     | 0.00%             | 2054-08-21      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 3622A23R1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    110026 | PA      | $101500.58    | 0.00%             | 2047-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X7VJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    851615 | PA      | $792491.46    | 0.02%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T Inc                                                                        | CUSIP: 00206RHA3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46791.55     | 0.00%             | 2046-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769JT2<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    700000 | PA      | $692285.36    | 0.02%             | 2027-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                      | Target Corp                                                                     | CUSIP: 87612EBA3<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42690.62     | 0.00%             | 2042-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                        | CUSIP: 341081GM3<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98165.84     | 0.00%             | 2053-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                | CUSIP: 05526DCB9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77545.15     | 0.00%             | 2032-08-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140JM4A7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    145468 | PA      | $135461.45    | 0.00%             | 2049-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAL0<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30439.87     | 0.00%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                             | CUSIP: 03027XCN8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     75000 | PA      | $76480.56     | 0.00%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31307NQJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7621 | PA      | $7472.63      | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A2H4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $202584.18    | 0.01%             | 2027-09-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| OHIOHEALTH CORP                                                                  | OhioHealth Corp                                                                 | CUSIP: 67777JAM0<br>LEI: JGYGIL4QGKKPZU7C1D18 | Long             | DBT              | CORP              | US        |     59000 | PA      | $43789.06     | 0.00%             | 2041-11-15      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BQ4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     52000 | PA      | $33356.22     | 0.00%             | 2051-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: —       |
| TAKE-TWO INTERACTIVE SOF                                                         | Take-Two Interactive Software Inc                                               | CUSIP: 874054AM1<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25883.71     | 0.00%             | 2029-06-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BK/NY                                                         | National Australia Bank Ltd/New York                                            | CUSIP: 63253QAG9<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $255274.55    | 0.01%             | 2029-01-10      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TLZ6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    250000 | PA      | $259323.39    | 0.01%             | 2031-03-21      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM INT FIN                                                         | Deutsche Telekom International Finance BV                                       | CUSIP: 25156PAC7<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $353612.61    | 0.01%             | 2030-06-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QFA58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    897617 | PA      | $774584.61    | 0.02%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PBV7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    257000 | PA      | $186009.12    | 0.01%             | 2041-11-19      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833EE6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    100000 | PA      | $71888.03     | 0.00%             | 2041-02-08      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132CWCE2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    309975 | PA      | $299935.16    | 0.01%             | 2034-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179X5F9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2014850 | PA      | $1961722.30   | 0.05%             | 2053-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280AM1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    171000 | PA      | $186119.07    | 0.01%             | 2042-01-14      | Fixed         | 6.10%                 | No            |                  2 | On Loan: —       |
| EMORY UNIVERSITY                                                                 | Emory University                                                                | CUSIP: 29157TAE6<br>LEI: 95MD72NUUVZ3P8PQ6919 | Long             | DBT              | CORP              | US        |     62000 | PA      | $41321.82     | 0.00%             | 2050-09-01      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC                                                                      | Textron Inc                                                                     | CUSIP: 883203CB5<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    171000 | PA      | $160894.19    | 0.00%             | 2030-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                           | CUSIP: 91086QBB3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    378000 | PA      | $315346.50    | 0.01%             | 2044-03-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967QA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    225000 | PA      | $229275.32    | 0.01%             | 2031-05-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Q9F65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7969 | PA      | $7870.33      | 0.00%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NMI HOLDINGS                                                                     | NMI Holdings Inc                                                                | CUSIP: 629209AC1<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25838.50     | 0.00%             | 2029-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| AEP TRANSMISSION CO LLC                                                          | AEP Transmission Co LLC                                                         | CUSIP: 00115AAR0<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102007.27    | 0.00%             | 2034-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ADT9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204836.45    | 0.01%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| LYB INT FINANCE III                                                              | LYB International Finance III LLC                                               | CUSIP: 50249AAJ2<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    127000 | PA      | $84987.40     | 0.00%             | 2051-04-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                              | Consumers Energy Co                                                             | CUSIP: 210518DV5<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102521.71    | 0.00%             | 2029-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CANADA GOVERNMENT                                                                | Canada Government International Bond                                            | CUSIP: 135087Q56<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    300000 | PA      | $300714.44    | 0.01%             | 2028-04-26      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| MEMORIAL SLOAN-KETTERING                                                         | Memorial Sloan-Kettering Cancer Center                                          | CUSIP: 586054AB4<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |     70000 | PA      | $57020.67     | 0.00%             | 2052-07-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: —       |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                         | CUSIP: 828807EA1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |     75000 | PA      | $75873.73     | 0.00%             | 2035-10-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| SPECTRA ENERGY PARTNERS                                                          | Spectra Energy Partners LP                                                      | CUSIP: 84756NAG4<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |    140000 | PA      | $119914.45    | 0.00%             | 2045-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FCC3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    105000 | PA      | $105729.51    | 0.00%             | 2032-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                                                | Healthpeak OP LLC                                                               | CUSIP: 42250PAC7<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |     62000 | PA      | $59678.49     | 0.00%             | 2027-02-01      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                       | Philippines Government International Bonds                                      | CUSIP: 718286BW6<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    522000 | PA      | $530352.00    | 0.01%             | 2037-01-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| TYSON FOODS INC                                                                  | Tyson Foods Inc                                                                 | CUSIP: 902494BM4<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52686.81     | 0.00%             | 2034-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| Peru Government International Bonds                                              | Peru Government International Bonds                                             | CUSIP: 715638BM3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    240000 | PA      | $236340.00    | 0.01%             | 2050-11-18      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                     | CUSIP: 74340XCR0<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    115000 | PA      | $118455.42    | 0.00%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ADE2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66305.45     | 0.00%             | 2029-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROP LP                                                             | COPT Defense Properties LP                                                      | CUSIP: 22003BAN6<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              |  | US        |     70000 | PA      | $64864.66     | 0.00%             | 2029-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                             | CUSIP: 459058JG9<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    800000 | PA      | $691962.14    | 0.02%             | 2030-08-26      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                           | CUSIP: 91087BAK6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    211000 | PA      | $206699.82    | 0.01%             | 2032-04-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752AZ6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77339.44     | 0.00%             | 2034-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KBZ2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     86000 | PA      | $75990.17     | 0.00%             | 2032-01-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                        | CUSIP: 298785JV9<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $984387.53    | 0.03%             | 2033-02-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31417DHA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21304 | PA      | $20090.73     | 0.00%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS/TYCO FI                                                         | Johnson Controls International plc / Tyco Fire & Security Finance SCA           | CUSIP: 47837RAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     65000 | PA      | $66185.46     | 0.00%             | 2032-12-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Hasbro Inc                                                                       | Hasbro Inc                                                                      | CUSIP: 418056AU1<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |     60000 | PA      | $53352.79     | 0.00%             | 2044-05-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 75513ECU3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     85000 | PA      | $89082.66     | 0.00%             | 2029-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GLOBE LIFE INC                                                                   | Globe Life Inc                                                                  | CUSIP: 37959EAC6<br>LEI: 5493001JFHKQOPP6XA71 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26211.60     | 0.00%             | 2034-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                            | CUSIP: 961214EQ2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    100000 | PA      | $76544.33     | 0.00%             | 2040-11-16      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XNHF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1391186 | PA      | $1459214.21   | 0.04%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QVAL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    404838 | PA      | $414756.29    | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3142GQYD8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    747233 | PA      | $784141.96    | 0.02%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162CZ1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    240000 | PA      | $208326.27    | 0.01%             | 2032-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | Walmart Inc                                                                     | CUSIP: 931142EB5<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    200000 | PA      | $185508.21    | 0.01%             | 2038-06-28      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ORLANDO HEALTH OBL GRP                                                           | Orlando Health Obligated Group                                                  | CUSIP: 686514AF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     29000 | PA      | $23674.65     | 0.00%             | 2048-10-01      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2024-1 AA PTT                                                         | United Airlines 2024-1 Class AA Pass Through Trust                              | CUSIP: 90932WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     72414 | PA      | $74486.65     | 0.00%             | 2037-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MFB5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    171000 | PA      | $169914.34    | 0.00%             | 2027-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                | CUSIP: 02209SBU6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50193.57     | 0.00%             | 2030-08-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA G&E CO                                                                  | Oklahoma Gas and Electric Co                                                    | CUSIP: 678858BZ3<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61356.94     | 0.00%             | 2055-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: —       |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122EE4<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50651.39     | 0.00%             | 2027-02-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3514000 | PA      | $2709623.44   | 0.08%             | 2048-05-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179MSX9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    291125 | PA      | $276196.03    | 0.01%             | 2042-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138EQ6P2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5218 | PA      | $5174.35      | 0.00%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140GT5R7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13480 | PA      | $13314.27     | 0.00%             | 2032-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FUZC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    171000 | PA      | $152204.91    | 0.00%             | 2030-05-25      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6736000 | PA      | $6886507.50   | 0.19%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | Mastercard Inc                                                                  | CUSIP: 57636QAH7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    120000 | PA      | $97343.35     | 0.00%             | 2046-11-21      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QPX93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    841952 | PA      | $796004.93    | 0.02%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                           | Arizona Public Service Co                                                       | CUSIP: 040555DB7<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     50000 | PA      | $35186.92     | 0.00%             | 2050-05-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                         | CUSIP: 742718FJ3<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |     87000 | PA      | $75792.56     | 0.00%             | 2040-03-25      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                                                         | Aon Corp / Aon Global Holdings PLC                                              | CUSIP: 03740LAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    131000 | PA      | $99248.58     | 0.00%             | 2052-02-28      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                                             | Parker-Hannifin Corp                                                            | CUSIP: 701094AR5<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120553.02    | 0.00%             | 2027-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140MATV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19069 | PA      | $18662.72     | 0.00%             | 2052-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                                                  | Tyson Foods Inc                                                                 | CUSIP: 902494BH5<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    150000 | PA      | $138406.26    | 0.00%             | 2048-09-28      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CCS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17553000 | PA      | $15180602.34  | 0.42%             | 2031-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A3A8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $75401.49     | 0.00%             | 2026-12-17      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 75513EAD3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    246000 | PA      | $225306.46    | 0.01%             | 2030-07-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680CA9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     79000 | PA      | $58155.71     | 0.00%             | 2050-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3142GRSL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1139921 | PA      | $1181845.27   | 0.03%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                           | Sempra                                                                          | CUSIP: 816851BP3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     86000 | PA      | $84271.39     | 0.00%             | 2029-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    253000 | PA      | $157689.89    | 0.00%             | 2061-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: —       |
| KEURIG DR PEPPER INC                                                             | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAT7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50896.19     | 0.00%             | 2029-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10200000 | PA      | $10318734.32  | 0.29%             | 2032-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| GEORGETOWN UNIVERSITY                                                            | Georgetown University/The                                                       | CUSIP: 37310PAD3<br>LEI: 549300GCL3B0KVXSX752 | Long             | DBT              | CORP              | US        |     77000 | PA      | $50386.09     | 0.00%             | 2050-04-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 3618N5VT3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     65000 | PA      | $66972.24     | 0.00%             | 2055-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                       | Fiserv Inc                                                                      | CUSIP: 337738BC1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    164000 | PA      | $151845.89    | 0.00%             | 2030-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NDA6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    163000 | PA      | $152842.16    | 0.00%             | 2030-02-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| AMERIPRISE FINANCIAL INC                                                         | Ameriprise Financial Inc                                                        | CUSIP: 03076CAM8<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51811.14     | 0.00%             | 2033-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ADF9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35804.13     | 0.00%             | 2034-04-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SANOFI SA                                                                        | Sanofi SA                                                                       | CUSIP: 801060AD6<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |    141000 | PA      | $140208.93    | 0.00%             | 2028-06-19      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                            | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HAB5<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $52591.48     | 0.00%             | 2036-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119CK3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    300000 | PA      | $281445.58    | 0.01%             | 2032-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER                                                         | Wisconsin Electric Power Co                                                     | CUSIP: 976656CU0<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44809.93     | 0.00%             | 2030-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                              | Cardinal Health Inc                                                             | CUSIP: 14149YAW8<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43628.78     | 0.00%             | 2043-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    483000 | PA      | $432253.78    | 0.01%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89115KAD2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $75977.08     | 0.00%             | 2028-06-02      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Card issuance Trust                                                  | WF Card Issuance Trust                                                          | CUSIP: 92970QAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1014491.40   | 0.03%             | 2029-02-15      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Corning Inc                                                                      | Corning Inc                                                                     | CUSIP: 219350AW5<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46268.80     | 0.00%             | 2042-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                                                               | Ohio Power Co                                                                   | CUSIP: 677415CU3<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |     76000 | PA      | $47289.72     | 0.00%             | 2051-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                         | CUSIP: 808513BS3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    171000 | PA      | $154002.71    | 0.00%             | 2031-05-13      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                                         | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAV3<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    105000 | PA      | $107269.33    | 0.00%             | 2035-10-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128M7KK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13771 | PA      | $13975.13     | 0.00%             | 2033-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CNV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8200000 | PA      | $8199679.71   | 0.23%             | 2027-08-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                   | S&P Global Inc                                                                  | CUSIP: 78409VAP9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     81000 | PA      | $75966.79     | 0.00%             | 2029-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | Humana Inc                                                                      | CUSIP: 444859BZ4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26040.67     | 0.00%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                         | Occidental Petroleum Corp                                                       | CUSIP: 674599EK7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     85000 | PA      | $86443.47     | 0.00%             | 2032-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                                              | FS KKR Capital Corp                                                             | CUSIP: 302635AL1<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |     87000 | PA      | $84073.52     | 0.00%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CME Group Inc                                                                    | CME Group Inc                                                                   | CUSIP: 12572QAF2<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    171000 | PA      | $174630.66    | 0.00%             | 2043-09-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132Y0FN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14230 | PA      | $14084.08     | 0.00%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UDR Inc                                                                          | UDR Inc                                                                         | CUSIP: 90265EAN0<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              |  | US        |    200000 | PA      | $196987.76    | 0.01%             | 2028-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                                         | Willis North America Inc                                                        | CUSIP: 970648AM3<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41393.36     | 0.00%             | 2033-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                         | Export-Import Bank of Korea                                                     | CUSIP: 302154DZ9<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $209899.76    | 0.01%             | 2033-09-18      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                       | CUSIP: 911312CH7<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51053.80     | 0.00%             | 2030-10-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAY0<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    130000 | PA      | $122868.59    | 0.00%             | 2062-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bonds                                           | Uruguay Government International Bonds                                          | CUSIP: 917288BK7<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    427000 | PA      | $432337.50    | 0.01%             | 2031-01-23      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89114TZJ4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    189000 | PA      | $167907.53    | 0.00%             | 2031-09-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                                                   | Halliburton Co                                                                  | CUSIP: 406216BE0<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    214000 | PA      | $191516.86    | 0.01%             | 2043-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                             | CUSIP: 25746UDK2<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     75000 | PA      | $57142.71     | 0.00%             | 2041-04-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                | CUSIP: 22822VAK7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    341000 | PA      | $337042.92    | 0.01%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                                                            | Jackson Financial Inc                                                           | CUSIP: 46817MAN7<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |     50000 | PA      | $36072.52     | 0.00%             | 2051-11-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CNA Financial Corp                                                               | CNA Financial Corp                                                              | CUSIP: 126117AU4<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98793.49     | 0.00%             | 2027-08-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179VBF6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2175107 | PA      | $1952055.95   | 0.05%             | 2049-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                                                | Healthpeak OP LLC                                                               | CUSIP: 42250PAE3<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |    135000 | PA      | $138822.10    | 0.00%             | 2032-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                              | Fifth Third Bancorp                                                             | CUSIP: 316773DM9<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101618.23    | 0.00%             | 2030-09-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810QX9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1598000 | PA      | $1243631.02   | 0.03%             | 2042-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179S5L7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    695262 | PA      | $645544.00    | 0.02%             | 2047-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132WEUR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7995 | PA      | $7482.81      | 0.00%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                                                        | Hess Corp                                                                       | CUSIP: 42809HAD9<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |     96000 | PA      | $99623.91     | 0.00%             | 2041-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| STANFORD UNIVERSITY                                                              | Leland Stanford Junior University/The                                           | CUSIP: 85440KAE4<br>LEI: JIUV0DC2REIJXQ26CR37 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50225.16     | 0.00%             | 2035-03-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: —       |
| SAFEHOLD GL HOLDINGS LLC                                                         | Safehold GL Holdings LLC                                                        | CUSIP: 78646UAA7<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              |  | US        |     60000 | PA      | $54935.41     | 0.00%             | 2031-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: —       |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162DQ0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    345000 | PA      | $357633.18    | 0.01%             | 2030-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JACOBS ENGINEERING GROUP                                                         | Jacobs Engineering Group Inc                                                    | CUSIP: 469814AA5<br>LEI: 549300CZ8QS1GE53O776 | Long             | DBT              | CORP              | US        |     75000 | PA      | $79292.84     | 0.00%             | 2033-03-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: —       |
| UnitedHealth Group Inc                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PBQ4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     74000 | PA      | $78473.47     | 0.00%             | 2041-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | Sysco Corp                                                                      | CUSIP: 871829BD8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     87000 | PA      | $75176.86     | 0.00%             | 2046-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                     | CUSIP: 02665WFT3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50430.41     | 0.00%             | 2027-10-22      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAX2<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    174000 | PA      | $160705.01    | 0.00%             | 2052-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                                                | NSTAR Electric Co                                                               | CUSIP: 67021CAT4<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45900.63     | 0.00%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER CO                                                         | Tucson Electric Power Co                                                        | CUSIP: 898813AW0<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25437.14     | 0.00%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                                | Brown & Brown Inc                                                               | CUSIP: 115236AH4<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50261.73     | 0.00%             | 2026-12-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                                         | Baltimore Gas and Electric Co                                                   | CUSIP: 059165ES5<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25522.82     | 0.00%             | 2054-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CGT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6000000 | PA      | $6001640.64   | 0.17%             | 2028-03-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| LYB INTL FINANCE BV                                                              | LYB International Finance BV                                                    | CUSIP: 50247VAC3<br>LEI: 549300J6QSW38QNOJK61 | Long             | DBT              | CORP              | NL        |    112000 | PA      | $96007.62     | 0.00%             | 2044-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UNIV SOUTHERN CALIFORNIA                                                         | University of Southern California                                               | CUSIP: 914886AF3<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |     87000 | PA      | $57603.25     | 0.00%             | 2051-10-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252922.93    | 0.01%             | 2030-10-22      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CUA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    553376 | PA      | $514574.39    | 0.01%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138YNL62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45301 | PA      | $44361.77     | 0.00%             | 2030-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds                                | Republic of Poland Government International Bonds                               | CUSIP: 857524AH5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    400000 | PA      | $414482.68    | 0.01%             | 2035-02-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                             | CUSIP: 25746UEA3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25163.59     | 0.00%             | 2056-02-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                                         | Constellation Energy Generation LLC                                             | CUSIP: 210385AE0<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $111443.07    | 0.00%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                                                      | Paychex Inc                                                                     | CUSIP: 704326AB3<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51882.16     | 0.00%             | 2032-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BIO-RAD LABS                                                                     | Bio-Rad Laboratories Inc                                                        | CUSIP: 090572AR9<br>LEI: 549300ZC1GPV35XYDK53 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59171.77     | 0.00%             | 2027-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                | Atmos Energy Corp                                                               | CUSIP: 049560AP0<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     87000 | PA      | $74022.50     | 0.00%             | 2048-10-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172DU0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40022.91     | 0.00%             | 2035-04-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| PROV ST JOSEPH HLTH OBL                                                          | Providence St Joseph Health Obligated Group                                     | CUSIP: 743820AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     76000 | PA      | $45274.95     | 0.00%             | 2051-10-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Meritage Homes Corp                                                              | Meritage Homes Corp                                                             | CUSIP: 59001ABA9<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75647.64     | 0.00%             | 2027-06-06      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                          | American Electric Power Co Inc                                                  | CUSIP: 025537AU5<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     71000 | PA      | $68688.39     | 0.00%             | 2062-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                                                 | Progressive Corp/The                                                            | CUSIP: 743315AZ6<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    145000 | PA      | $133826.14    | 0.00%             | 2032-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                                                   | Phillips 66 Co                                                                  | CUSIP: 718547AZ5<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49606.50     | 0.00%             | 2056-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                                                          | Essential Utilities Inc                                                         | CUSIP: 29670GAH5<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25591.87     | 0.00%             | 2034-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| Sprint Capital Corp                                                              | Sprint Capital Corp                                                             | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    300000 | PA      | $365485.14    | 0.01%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                | CUSIP: 054989AD0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    125000 | PA      | $143275.04    | 0.00%             | 2053-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NEQ0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    175000 | PA      | $180856.77    | 0.01%             | 2055-05-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: —       |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CCK9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199273.19    | 0.01%             | 2055-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650EJ5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75917.74     | 0.00%             | 2032-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Sutter Health                                                                    | Sutter Health                                                                   | CUSIP: 86944BAE3<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |     80000 | PA      | $65478.70     | 0.00%             | 2048-08-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                             | Targa Resources Corp                                                            | CUSIP: 87612GAD3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52638.39     | 0.00%             | 2053-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| National Fuel Gas Co                                                             | National Fuel Gas Co                                                            | CUSIP: 636180BP5<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50342.43     | 0.00%             | 2028-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822CB8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    215000 | PA      | $191598.96    | 0.01%             | 2032-10-13      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                                          | KeyCorp                                                                         | CUSIP: 49326EEK5<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |     87000 | PA      | $84519.74     | 0.00%             | 2027-04-06      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XBD9<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51584.99     | 0.00%             | 2028-10-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                           | CUSIP: 91087BAZ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    500000 | PA      | $512750.00    | 0.01%             | 2036-05-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                                         | African Development Bank                                                        | CUSIP: 00828EFF1<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |    225000 | PA      | $227081.47    | 0.01%             | 2030-03-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                                                    | Owens Corning                                                                   | CUSIP: 690742AP6<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |     55000 | PA      | $57937.51     | 0.00%             | 2034-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                           | CUSIP: 91087BAS9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $149400.00    | 0.00%             | 2052-02-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                        | CUSIP: 298785KF2<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    300000 | PA      | $300315.50    | 0.01%             | 2029-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWFH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    324924 | PA      | $329528.98    | 0.01%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Aetna Inc                                                                        | Aetna Inc                                                                       | CUSIP: 00817YAP3<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |     76000 | PA      | $65787.77     | 0.00%             | 2044-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752AG8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199891.67    | 0.01%             | 2028-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    651000 | PA      | $729379.70    | 0.02%             | 2037-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                                                          | DCP Midstream Operating LP                                                      | CUSIP: 23311VAF4<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97034.15     | 0.00%             | 2044-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CNA Financial Corp                                                               | CNA Financial Corp                                                              | CUSIP: 126117AV2<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |     87000 | PA      | $85876.44     | 0.00%             | 2029-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MFX7<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25738.37     | 0.00%             | 2029-05-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448DD7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    300000 | PA      | $268518.74    | 0.01%             | 2046-04-14      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                                                       | Hasbro Inc                                                                      | CUSIP: 418056BA4<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26147.62     | 0.00%             | 2034-05-14      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QGXT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    659149 | PA      | $607406.21    | 0.02%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    441000 | PA      | $342342.70    | 0.01%             | 2041-04-30      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448GJ1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76106.74     | 0.00%             | 2032-07-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| KRAFT HEINZ FOODS CO                                                             | Kraft Heinz Foods Co                                                            | CUSIP: 50077LBF2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     87000 | PA      | $85675.86     | 0.00%             | 2031-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                     | Stryker Corp                                                                    | CUSIP: 863667BE0<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75195.80     | 0.00%             | 2029-09-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DARDEN RESTAURANTS INC                                                           | Darden Restaurants Inc                                                          | CUSIP: 237194AN5<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |     50000 | PA      | $54144.31     | 0.00%             | 2033-10-10      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023CD5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    341000 | PA      | $329036.99    | 0.01%             | 2029-03-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179R4F3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    107470 | PA      | $103221.05    | 0.00%             | 2046-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                      | BBCMS Trust 2021-C10                                                            | CUSIP: 05551VBJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1572596 | PA      | $1424642.03   | 0.04%             | 2054-07-15      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140FKCB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14280 | PA      | $13393.71     | 0.00%             | 2046-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                                         | Citizens Financial Group Inc                                                    | CUSIP: 174610AS4<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     61000 | PA      | $55973.89     | 0.00%             | 2030-02-06      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CNR8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6197000 | PA      | $6226048.44   | 0.17%             | 2032-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                                                        | Adobe Inc                                                                       | CUSIP: 00724PAF6<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51348.22     | 0.00%             | 2029-04-04      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                                         | African Development Bank                                                        | CUSIP: 00828EFD6<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |    300000 | PA      | $297276.22    | 0.01%             | 2029-09-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                                               | Regency Centers LP                                                              | CUSIP: 75884RAZ6<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |     71000 | PA      | $67790.93     | 0.00%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140FPVS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21396 | PA      | $19997.77     | 0.00%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                        | CUSIP: 298785KA3<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    400000 | PA      | $401349.91    | 0.01%             | 2034-02-13      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | Altria Group Inc                                                                | CUSIP: 02209SBE2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    257000 | PA      | $266533.24    | 0.01%             | 2039-02-14      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179TXX8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     35740 | PA      | $36227.09     | 0.00%             | 2048-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Unum Group                                                                       | Unum Group                                                                      | CUSIP: 91529YAJ5<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |     87000 | PA      | $86941.98     | 0.00%             | 2042-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                                                         | Take-Two Interactive Software Inc                                               | CUSIP: 874054AG4<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64482.15     | 0.00%             | 2027-04-14      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC                                                                      | Workday Inc                                                                     | CUSIP: 98138HAJ0<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |    139000 | PA      | $132727.39    | 0.00%             | 2032-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Willis North America Inc                                                         | Willis North America Inc                                                        | CUSIP: 970648AG6<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    207000 | PA      | $208802.83    | 0.01%             | 2028-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CBE4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    120000 | PA      | $116610.82    | 0.00%             | 2029-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS CO                                                              | Vulcan Materials Co                                                             | CUSIP: 929160AZ2<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72449.67     | 0.00%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                                                 | Puget Energy Inc                                                                | CUSIP: 745310AM4<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    121000 | PA      | $114887.90    | 0.00%             | 2028-06-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                                               | Regal Rexnord Corp                                                              | CUSIP: 758750AN3<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    200000 | PA      | $212059.80    | 0.01%             | 2030-02-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                           | Marriott International Inc/MD                                                   | CUSIP: 571903BF9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    171000 | PA      | $158465.01    | 0.00%             | 2032-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QCL8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35184.00     | 0.00%             | 2033-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| VERALTO CORP                                                                     | Veralto Corp                                                                    | CUSIP: 92338CAD5<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77400.70     | 0.00%             | 2028-09-18      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA                                                                 | ArcelorMittal SA                                                                | CUSIP: 03938LBF0<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |     50000 | PA      | $55621.61     | 0.00%             | 2032-11-29      | Fixed         | 6.80%                 | No            |                  2 | On Loan: —       |
| UNITED AIR 2016-1 AA PTT                                                         | United Airlines 2016-1 Class AA Pass Through Trust                              | CUSIP: 90931LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50275 | PA      | $48569.44     | 0.00%             | 2028-07-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46625HRV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    500000 | PA      | $495287.18    | 0.01%             | 2026-10-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CCE3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    200000 | PA      | $208029.65    | 0.01%             | 2034-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FCB5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120589.67    | 0.00%             | 2030-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                                                   | Solventum Corp                                                                  | CUSIP: 83444MAQ4<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    125000 | PA      | $130350.22    | 0.00%             | 2031-03-13      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133B3L54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    966234 | PA      | $780717.87    | 0.02%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                                                           | GE HealthCare Technologies Inc                                                  | CUSIP: 36266GAA5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40785.87     | 0.00%             | 2029-08-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue            | UNIV OF CALIFORNIA CA RGTS MED CENTER POOLED REVENUE                            | CUSIP: 913366KD1<br>LEI: RRR42I7GG51DB5HDQR14 | Long             | DBT              | MUN               | US        |    100000 | PA      | $63984.24     | 0.00%             | 2120-05-15      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200HF1<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    148000 | PA      | $125791.15    | 0.00%             | 2042-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAV2<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50556.86     | 0.00%             | 2034-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CBU8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90025.59     | 0.00%             | 2052-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCM0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152623.63    | 0.00%             | 2028-02-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264AAX3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    214000 | PA      | $193229.02    | 0.01%             | 2040-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132J66W9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12900 | PA      | $11880.37     | 0.00%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | Union Pacific Corp                                                              | CUSIP: 907818EY0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    171000 | PA      | $171168.10    | 0.00%             | 2028-09-10      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                                                         | Martin Marietta Materials Inc                                                   | CUSIP: 573284AU0<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |     87000 | PA      | $72997.65     | 0.00%             | 2047-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| RALPH LAUREN CORP                                                                | Ralph Lauren Corp                                                               | CUSIP: 731572AB9<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141656.03    | 0.00%             | 2030-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                 | CUSIP: 125523CB4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    130000 | PA      | $128763.26    | 0.00%             | 2027-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QGZ83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    491733 | PA      | $420034.51    | 0.01%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD GRP/CO                                                         | JBS USA Holding Lux Sarl / JBS USA Foods Group Holdings Inc / JBS USA Food Co   | CUSIP: 472140AE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $102121.00    | 0.00%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MGB4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50136.20     | 0.00%             | 2031-02-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                                | Brown & Brown Inc                                                               | CUSIP: 115236AM3<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    155000 | PA      | $159440.98    | 0.00%             | 2035-06-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 3622A2ZU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     15046 | PA      | $14235.72     | 0.00%             | 2046-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                                                | EOG Resources Inc                                                               | CUSIP: 26875PAU5<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100546.80    | 0.00%             | 2030-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650DM9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    257000 | PA      | $243473.91    | 0.01%             | 2027-08-21      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| BLOCK FINANCIAL LLC                                                              | Block Financial LLC                                                             | CUSIP: 093662AH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $96349.90     | 0.00%             | 2030-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                            | Northrop Grumman Corp                                                           | CUSIP: 666807CL4<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126797.56    | 0.00%             | 2034-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                          | Duke Energy Florida LLC                                                         | CUSIP: 26444HAN1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105179.35    | 0.00%             | 2052-11-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                      | CUSIP: 14040HDF9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    235000 | PA      | $249456.57    | 0.01%             | 2035-02-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                             | CUSIP: 45905CAA2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |     87000 | PA      | $90736.35     | 0.00%             | 2035-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    295000 | PA      | $334221.07    | 0.01%             | 2034-10-20      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KAT7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    171000 | PA      | $169561.45    | 0.00%             | 2027-05-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                       | Philippines Government International Bonds                                      | CUSIP: 718286CH8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    200000 | PA      | $143200.00    | 0.00%             | 2045-05-05      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    185000 | PA      | $179159.39    | 0.01%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds                                | Republic of Poland Government International Bonds                               | CUSIP: 857524AD4<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    300000 | PA      | $309855.00    | 0.01%             | 2027-11-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                   | CUSIP: 172967EW7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    210000 | PA      | $269223.00    | 0.01%             | 2039-07-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                   | S&P Global Inc                                                                  | CUSIP: 78409VBM5<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     30000 | PA      | $23019.02     | 0.00%             | 2062-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179TLS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    359692 | PA      | $333893.57    | 0.01%             | 2047-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                              | Synchrony Financial                                                             | CUSIP: 87165BAV5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51826.61     | 0.00%             | 2030-08-02      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                | CUSIP: 22822VBG5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    125000 | PA      | $126322.32    | 0.00%             | 2034-09-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                               | CUSIP: 24703DBQ3<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73804.68     | 0.00%             | 2035-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QCWN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    209403 | PA      | $186120.74    | 0.01%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Commercial Mortgage Trust                                          | DBJPM 2016-C3 Mortgage Trust                                                    | CUSIP: 23312VAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1275000 | PA      | $1259660.86   | 0.04%             | 2049-08-10      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                | Eversource Energy                                                               | CUSIP: 30040WAT5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     95000 | PA      | $97581.41     | 0.00%             | 2028-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                            | CUSIP: 961214FT5<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    100000 | PA      | $103220.21    | 0.00%             | 2029-04-16      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| UDR INC                                                                          | UDR Inc                                                                         | CUSIP: 90265EAQ3<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              |  | US        |     87000 | PA      | $83184.13     | 0.00%             | 2030-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29273RBK4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    171000 | PA      | $170773.94    | 0.00%             | 2027-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CES6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3500000 | PA      | $3389941.42   | 0.09%             | 2029-05-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                                          | Shell International Finance BV                                                  | CUSIP: 822582CE0<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    162000 | PA      | $111948.66    | 0.00%             | 2049-11-07      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                   | S&P Global Inc                                                                  | CUSIP: 78409VAR5<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     87000 | PA      | $45392.91     | 0.00%             | 2060-08-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ER6H8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33260 | PA      | $32490.61     | 0.00%             | 2032-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    374000 | PA      | $336349.39    | 0.01%             | 2032-10-21      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                     | CUSIP: 931142FB4<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45161.66     | 0.00%             | 2028-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                         | Berkshire Hathaway Energy Co                                                    | CUSIP: 084659AF8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     71000 | PA      | $62861.50     | 0.00%             | 2045-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RMY5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154489.25    | 0.00%             | 2035-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                                                        | Jabil Inc                                                                       | CUSIP: 466313AM5<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80006.52     | 0.00%             | 2027-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | Asian Development Bank                                                          | CUSIP: 045167AW3<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    681000 | PA      | $715066.31    | 0.02%             | 2028-06-16      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X7VU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1561995 | PA      | $1334315.52   | 0.04%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MFQ2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146462.80    | 0.00%             | 2030-07-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIV OF CALIFORNIA REVENUES                                                     | CUSIP: 91412GC86<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     72000 | PA      | $59953.85     | 0.00%             | 2115-05-15      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                | CUSIP: 22822VAX9<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    141000 | PA      | $103170.50    | 0.00%             | 2041-04-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418AJL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16048 | PA      | $15748.64     | 0.00%             | 2032-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680CD3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50016.00     | 0.00%             | 2031-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                     | Stryker Corp                                                                    | CUSIP: 863667AY7<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    150000 | PA      | $135554.21    | 0.00%             | 2030-06-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| DXC TECHNOLOGY CO                                                                | DXC Technology Co                                                               | CUSIP: 23355LAL0<br>LEI: 549300DOVZ3EDJB7O259 | Long             | DBT              | CORP              | US        |    104000 | PA      | $101525.20    | 0.00%             | 2026-09-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X4GD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    141354 | PA      | $149263.46    | 0.00%             | 2049-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140JAFC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    155222 | PA      | $150678.94    | 0.00%             | 2045-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KDG2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61057.78     | 0.00%             | 2028-02-04      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MFA7<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    171000 | PA      | $158136.51    | 0.00%             | 2045-12-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179SB71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    175364 | PA      | $159124.24    | 0.00%             | 2046-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                                           | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HAY4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     80000 | PA      | $76800.00     | 0.00%             | 2030-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                                                           | Boston Scientific Corp                                                          | CUSIP: 101137BA4<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    171000 | PA      | $159957.50    | 0.00%             | 2030-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                   | CUSIP: 744448CP4<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    171000 | PA      | $169912.72    | 0.00%             | 2028-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                              | Global Payments Inc                                                             | CUSIP: 37940XAG7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     86000 | PA      | $83796.51     | 0.00%             | 2027-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                              | Sherwin-Williams Co/The                                                         | CUSIP: 824348AX4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    171000 | PA      | $147795.54    | 0.00%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                  | CUSIP: 10373QBZ2<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77239.73     | 0.00%             | 2029-10-17      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140BL3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90891.66     | 0.00%             | 2040-03-25      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3142GT6M3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    924907 | PA      | $974080.09    | 0.03%             | 2055-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DOC DR LLC                                                                       | DOC DR LLC                                                                      | CUSIP: 71951QAC6<br>LEI: 549300P6Q1UMT0X60U20 | Long             | DBT              |  | US        |     87000 | PA      | $77528.20     | 0.00%             | 2031-11-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                                             | WEC Energy Group Inc                                                            | CUSIP: 92939UAL0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101403.86    | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                           | Roper Technologies Inc                                                          | CUSIP: 776696AH9<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50559.00     | 0.00%             | 2032-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                      | CUSIP: 91159HJB7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    121000 | PA      | $104314.23    | 0.00%             | 2036-11-03      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NEF4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    280000 | PA      | $262554.22    | 0.01%             | 2053-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804GR9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101363.19    | 0.00%             | 2034-08-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                     | CUSIP: 02665WGD7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25203.33     | 0.00%             | 2027-07-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                            | Republic Services Inc                                                           | CUSIP: 760759AZ3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    171000 | PA      | $146929.54    | 0.00%             | 2032-02-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| SYNOPSYS INC                                                                     | Synopsys Inc                                                                    | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153284.54    | 0.00%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179XX50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    922505 | PA      | $921743.40    | 0.03%             | 2053-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162DJ6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    330000 | PA      | $320927.97    | 0.01%             | 2033-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | Exelon Corp                                                                     | CUSIP: 30161NAY7<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     87000 | PA      | $75107.97     | 0.00%             | 2050-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 9128286T2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4546000 | PA      | $4347822.81   | 0.12%             | 2029-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                 | CUSIP: 4581X0DX3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    511000 | PA      | $476680.85    | 0.01%             | 2028-07-20      | Fixed         | 1.13%                 | No            |                  2 | On Loan: —       |
| REGAL REXNORD CORP                                                               | Regal Rexnord Corp                                                              | CUSIP: 758750AP8<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    100000 | PA      | $107354.63    | 0.00%             | 2033-04-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                                          | Canadian Natural Resources Ltd                                                  | CUSIP: 136385AL5<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $80050.54     | 0.00%             | 2038-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 3622A25U2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     16312 | PA      | $14750.89     | 0.00%             | 2046-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                                 | LPL Holdings Inc                                                                | CUSIP: 50212YAH7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106735.91    | 0.00%             | 2028-11-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                             | CUSIP: 025816CM9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    171000 | PA      | $166729.67    | 0.00%             | 2026-11-04      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YAR0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    249000 | PA      | $244343.66    | 0.01%             | 2035-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967NF4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    187000 | PA      | $137048.68    | 0.00%             | 2042-11-03      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QHEP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    591516 | PA      | $546914.76    | 0.02%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                         | Northern States Power Co/MN                                                     | CUSIP: 665772CS6<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    200000 | PA      | $124992.56    | 0.00%             | 2051-06-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS PRIVATE CR                                                         | Goldman Sachs Private Credit Corp                                               | CUSIP: 38152BAC5<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66419.61     | 0.00%             | 2030-05-06      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJY87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     89393 | PA      | $86049.36     | 0.00%             | 2046-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWMX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3786084 | PA      | $3756685.41   | 0.11%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                              | Consumers Energy Co                                                             | CUSIP: 210518DZ6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101734.35    | 0.00%             | 2035-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| Apple Inc                                                                        | Apple Inc                                                                       | CUSIP: 037833DG2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    214000 | PA      | $172838.94    | 0.00%             | 2047-11-13      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140BH2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    171000 | PA      | $158794.30    | 0.00%             | 2029-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132M9GQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     24555 | PA      | $23168.70     | 0.00%             | 2044-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31417D2G7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25487 | PA      | $23435.80     | 0.00%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A2W1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $101421.15    | 0.00%             | 2027-04-05      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KRC36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1251209 | PA      | $1267940.67   | 0.04%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                                           | Province of Manitoba Canada                                                     | CUSIP: 563469VF9<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |    100000 | PA      | $103266.98    | 0.00%             | 2034-05-31      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | Prudential Financial Inc                                                        | CUSIP: 74432QCK9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205583.54    | 0.01%             | 2035-03-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PPL CAPITAL FUNDING INC                                                          | PPL Capital Funding Inc                                                         | CUSIP: 69352PAT0<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102275.30    | 0.00%             | 2034-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                  | Chevron USA Inc                                                                 | CUSIP: 166756BJ4<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100545.00    | 0.00%             | 2030-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                                           | Fairfax Financial Holdings Ltd                                                  | CUSIP: 303901BF8<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    171000 | PA      | $171565.93    | 0.00%             | 2030-04-29      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VBB5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49524.27     | 0.00%             | 2035-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                   | CUSIP: 45866FBB9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98707.70     | 0.00%             | 2028-09-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                           | CUSIP: 882926AA6<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    170000 | PA      | $157982.74    | 0.00%             | 2063-05-18      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31417GNV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12141 | PA      | $11719.66     | 0.00%             | 2033-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                          | America Movil SAB de CV                                                         | CUSIP: 02364WAJ4<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    100000 | PA      | $110693.00    | 0.00%             | 2035-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400JA2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50288.53     | 0.00%             | 2027-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | Union Pacific Corp                                                              | CUSIP: 907818FB9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    171000 | PA      | $169084.21    | 0.00%             | 2029-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RAB3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    141000 | PA      | $140038.48    | 0.00%             | 2028-02-07      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CAP0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     87000 | PA      | $77541.62     | 0.00%             | 2045-12-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CMC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5012000 | PA      | $5185853.75   | 0.15%             | 2031-12-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                      | Target Corp                                                                     | CUSIP: 87612EBH8<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    171000 | PA      | $167497.23    | 0.00%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                       | 3M Co                                                                           | CUSIP: 88579YAW1<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |     87000 | PA      | $61252.04     | 0.00%             | 2046-09-19      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DU6E2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1267459 | PA      | $1268877.81   | 0.04%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                     | QUALCOMM Inc                                                                    | CUSIP: 747525BN2<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    184000 | PA      | $172405.80    | 0.00%             | 2028-05-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                         | Occidental Petroleum Corp                                                       | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50818.05     | 0.00%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                                            | Southern California Gas Co                                                      | CUSIP: 842434DB5<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50860.33     | 0.00%             | 2034-09-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                     | Stryker Corp                                                                    | CUSIP: 863667BK6<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76095.34     | 0.00%             | 2028-02-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                      | Phillips 66 Co                                                                  | CUSIP: 718547AK8<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |     65000 | PA      | $62118.42     | 0.00%             | 2029-12-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PDU3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    157000 | PA      | $117540.53    | 0.00%             | 2049-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    141000 | PA      | $127217.51    | 0.00%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                                                             | Entergy Arkansas LLC                                                            | CUSIP: 29366MAG3<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25594.33     | 0.00%             | 2054-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UNIV SOUTHERN CALIFORNIA                                                         | University of Southern California                                               | CUSIP: 914886AD8<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |     69000 | PA      | $40634.81     | 0.00%             | 2120-10-01      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QCG9<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     71000 | PA      | $47004.84     | 0.00%             | 2051-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132J8DV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     37042 | PA      | $34122.64     | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                                    | Allstate Corp/The                                                               | CUSIP: 020002BL4<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51412.34     | 0.00%             | 2029-06-24      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162DA5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    189000 | PA      | $139024.24    | 0.00%             | 2041-08-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PEX6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    190000 | PA      | $173970.64    | 0.00%             | 2063-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | Amgen Inc                                                                       | CUSIP: 031162CF5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    400000 | PA      | $349419.40    | 0.01%             | 2051-06-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | Comcast Corp                                                                    | CUSIP: 20030NCE9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    216000 | PA      | $166571.71    | 0.00%             | 2049-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                                | Cisco Systems Inc                                                               | CUSIP: 17275RBZ4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    125000 | PA      | $129278.76    | 0.00%             | 2035-02-24      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BLUE OWL TECHNOLOGY FINA                                                         | Blue Owl Technology Finance Corp                                                | CUSIP: 095924AA4<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101285.72    | 0.00%             | 2028-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                           | Blackstone Private Credit Fund                                                  | CUSIP: 09261HBN6<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    225000 | PA      | $231469.50    | 0.01%             | 2029-07-16      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844CM8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     81000 | PA      | $74590.59     | 0.00%             | 2032-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                            | Micron Technology Inc                                                           | CUSIP: 595112BZ5<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53105.76     | 0.00%             | 2033-02-09      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140KQN31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1447117 | PA      | $1180667.87   | 0.03%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                      | CUSIP: 91159HJL5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    650000 | PA      | $652846.14    | 0.02%             | 2034-02-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                                                          | Connecticut Light and Power Co/The                                              | CUSIP: 207597EP6<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96374.29     | 0.00%             | 2053-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                               | Athene Holding Ltd                                                              | CUSIP: 04686JAB7<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106593.59    | 0.00%             | 2030-04-03      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138M5FB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1685 | PA      | $1747.07      | 0.00%             | 2042-08-01      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                        | GATX Corp                                                                       | CUSIP: 361448BN2<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     25000 | PA      | $28151.22     | 0.00%             | 2034-05-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| THE CAMPBELLS COMPANY                                                            | Campbell's Company/The                                                          | CUSIP: 134429BH1<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    130000 | PA      | $114565.05    | 0.00%             | 2048-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PEW8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    140000 | PA      | $128280.15    | 0.00%             | 2053-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BROADRIDGE FINANCIAL SOL                                                         | Broadridge Financial Solutions Inc                                              | CUSIP: 11133TAE3<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | DBT              | CORP              | US        |     79000 | PA      | $71415.67     | 0.00%             | 2031-05-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738EAV7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $184327.65    | 0.01%             | 2047-01-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                           | Extra Space Storage LP                                                          | CUSIP: 30225VAM9<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |     50000 | PA      | $49671.33     | 0.00%             | 2027-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| APA CORP                                                                         | APA Corp                                                                        | CUSIP: 03743QAR9<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25549.98     | 0.00%             | 2035-02-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                                         | Baltimore Gas and Electric Co                                                   | CUSIP: 059165EH9<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    121000 | PA      | $91383.86     | 0.00%             | 2046-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | Oracle Corp                                                                     | CUSIP: 68389XAH8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     87000 | PA      | $92034.87     | 0.00%             | 2039-07-08      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                             | CUSIP: 03027XCE8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     85000 | PA      | $88759.22     | 0.00%             | 2028-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PROV ST JOSEPH HLTH OBL                                                          | Providence St Joseph Health Obligated Group                                     | CUSIP: 743756AE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     77000 | PA      | $59120.89     | 0.00%             | 2048-10-01      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                    | DTE Energy Co                                                                   | CUSIP: 233331BL0<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    250000 | PA      | $265625.39    | 0.01%             | 2034-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7179000 | PA      | $4100723.34   | 0.11%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680CG6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95451.60     | 0.00%             | 2064-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023CR4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $71845.80     | 0.00%             | 2059-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | Gilead Sciences Inc                                                             | CUSIP: 375558BX0<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     62000 | PA      | $58800.22     | 0.00%             | 2027-10-01      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132D6B33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    415962 | PA      | $382250.66    | 0.01%             | 2037-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                             | Targa Resources Corp                                                            | CUSIP: 87612GAB7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     73000 | PA      | $62486.28     | 0.00%             | 2052-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 912828ZS2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4242000 | PA      | $4028242.99   | 0.11%             | 2027-05-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | Pfizer Inc                                                                      | CUSIP: 717081ED1<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    227000 | PA      | $189795.13    | 0.01%             | 2046-12-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| RAYONIER LP                                                                      | Rayonier LP                                                                     | CUSIP: 75508XAA4<br>LEI: 5493004X96PV3VY6KB95 | Long             | DBT              |  | US        |    124000 | PA      | $111307.14    | 0.00%             | 2031-05-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ASCENSION HEALTH                                                                 | Ascension Health                                                                | CUSIP: 04352EAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     53000 | PA      | $49819.75     | 0.00%             | 2029-11-15      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KM2V6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    507709 | PA      | $414405.40    | 0.01%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY OP LP                                                             | Federal Realty OP LP                                                            | CUSIP: 313747AY3<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |     87000 | PA      | $85582.69     | 0.00%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ALLEGHANY CORP                                                                   | Alleghany Corp                                                                  | CUSIP: 017175AF7<br>LEI: 549300DCJE6AYX159479 | Long             | DBT              | CORP              | US        |    171000 | PA      | $118664.08    | 0.00%             | 2051-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                             | CUSIP: 03027XBA7<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     93000 | PA      | $87656.29     | 0.00%             | 2030-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822AV6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    151000 | PA      | $150858.34    | 0.00%             | 2028-03-02      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                         | Devon Energy Corp                                                               | CUSIP: 25179MAU7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     87000 | PA      | $75743.58     | 0.00%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                                     | Entergy Corp                                                                    | CUSIP: 29364GAK9<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     71000 | PA      | $52290.77     | 0.00%             | 2050-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                             | CUSIP: 025816EH8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     90000 | PA      | $95085.34     | 0.00%             | 2036-04-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                            | Panama Government International Bonds                                           | CUSIP: 698299BH6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    232000 | PA      | $175017.90    | 0.00%             | 2050-04-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Co                                                              | Eastman Chemical Co                                                             | CUSIP: 277432AP5<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |     71000 | PA      | $60629.92     | 0.00%             | 2044-10-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                                         | Indonesia Government International Bonds                                        | CUSIP: 455780CQ7<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    490000 | PA      | $463050.00    | 0.01%             | 2030-02-14      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179UCB6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    242063 | PA      | $231585.99    | 0.01%             | 2048-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS Health Corp                                                                 | CUSIP: 126650CD0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    150000 | PA      | $140396.23    | 0.00%             | 2043-12-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                                               | Valero Energy Corp                                                              | CUSIP: 91913YAV2<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    131000 | PA      | $131707.24    | 0.00%             | 2028-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XNCS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2975839 | PA      | $2511210.59   | 0.07%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc                                                            | Reynolds American Inc                                                           | CUSIP: 761713BB1<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    300000 | PA      | $297291.68    | 0.01%             | 2045-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                                 | Ryder System Inc                                                                | CUSIP: 78355HKT5<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     57000 | PA      | $55994.91     | 0.00%             | 2027-03-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132HM4L2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15407 | PA      | $14548.97     | 0.00%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                          | Exxon Mobil Corp                                                                | CUSIP: 30231GBE1<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |     87000 | PA      | $82727.85     | 0.00%             | 2029-08-16      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122EG9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    235000 | PA      | $244371.53    | 0.01%             | 2031-02-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Southern Copper Corp                                                             | Southern Copper Corp                                                            | CUSIP: 84265VAE5<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |     80000 | PA      | $90900.00     | 0.00%             | 2040-04-16      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140LXF83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     78466 | PA      | $76607.16     | 0.00%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EASTERN ENERGY GAS                                                               | Eastern Energy Gas Holdings LLC                                                 | CUSIP: 27636AAB8<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |    125000 | PA      | $131506.01    | 0.00%             | 2035-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DQ6A9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    124196 | PA      | $121238.38    | 0.00%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076CW0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51437.13     | 0.00%             | 2029-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | Prudential Financial Inc                                                        | CUSIP: 74432QCA1<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     87000 | PA      | $78269.87     | 0.00%             | 2044-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                             | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    300000 | PA      | $249656.34    | 0.01%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                                                         | FMC Corp                                                                        | CUSIP: 302491AX3<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39990.98     | 0.00%             | 2033-05-18      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179RQZ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     66955 | PA      | $60782.18     | 0.00%             | 2045-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                                                                | TSMC Arizona Corp                                                               | CUSIP: 872898AA9<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195154.00    | 0.01%             | 2026-10-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DPHX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    752672 | PA      | $768823.38    | 0.02%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CADENCE DESIGN SYS INC                                                           | Cadence Design Systems Inc                                                      | CUSIP: 127387AN8<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50314.90     | 0.00%             | 2029-09-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 88339WAA4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     75000 | PA      | $53267.22     | 0.00%             | 2051-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                                            | Becton Dickinson & Co                                                           | CUSIP: 075887CR8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101973.95    | 0.00%             | 2029-02-08      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| STANFORD UNIVERSITY                                                              | Leland Stanford Junior University/The                                           | CUSIP: 85440KAD6<br>LEI: JIUV0DC2REIJXQ26CR37 | Long             | DBT              | CORP              | US        |     75000 | PA      | $45829.80     | 0.00%             | 2050-06-01      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                             | Edison International                                                            | CUSIP: 281020AY3<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25200.72     | 0.00%             | 2028-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133L8A39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    535998 | PA      | $493919.43    | 0.01%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CAY1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     87000 | PA      | $67625.25     | 0.00%             | 2047-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | General Motors Co                                                               | CUSIP: 37045VAK6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    187000 | PA      | $201836.36    | 0.01%             | 2036-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| TR FIN LLC                                                                       | TR FIN LLC                                                                      | CUSIP: 87268LAD9<br>LEI: 254900OWSTRTOV8P5W25 | Long             | DBT              | CORP              | US        |    171000 | PA      | $171630.63    | 0.00%             | 2043-11-23      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| PEACEHEALTH OBLIGATED GR                                                         | PeaceHealth Obligated Group                                                     | CUSIP: 70462GAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     79000 | PA      | $68008.16     | 0.00%             | 2048-11-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X8W78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    209908 | PA      | $186113.32    | 0.01%             | 2050-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COSTCO WHOLESALE CORP                                                            | Costco Wholesale Corp                                                           | CUSIP: 22160KAP0<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |    257000 | PA      | $231700.59    | 0.01%             | 2030-04-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK Inc                                                                       | CUSIP: 682680AU7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     87000 | PA      | $87723.94     | 0.00%             | 2028-07-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CAX3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     87000 | PA      | $85618.44     | 0.00%             | 2027-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                                            | Southern California Gas Co                                                      | CUSIP: 842434DA7<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     95000 | PA      | $95330.21     | 0.00%             | 2054-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FedEx Corp                                                                      | CUSIP: 31428XAX4<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98719.77     | 0.00%             | 2034-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135CA2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    240000 | PA      | $184153.79    | 0.01%             | 2041-05-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                                 | LPL Holdings Inc                                                                | CUSIP: 50212YAQ7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102544.12    | 0.00%             | 2035-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPIT                                                         | Kaiser Foundation Hospitals                                                     | CUSIP: 48305QAD5<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    191000 | PA      | $159747.95    | 0.00%             | 2047-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280BK4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    211000 | PA      | $210411.46    | 0.01%             | 2028-03-13      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WDL41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49136 | PA      | $47456.40     | 0.00%             | 2044-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                        | CUSIP: 298785KH8<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    340000 | PA      | $352224.38    | 0.01%             | 2035-02-12      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31307SD34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     81169 | PA      | $78373.75     | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ4E7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    104046 | PA      | $102879.12    | 0.00%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023CU7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    341000 | PA      | $344652.99    | 0.01%             | 2027-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GC36<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    275000 | PA      | $283877.81    | 0.01%             | 2031-01-28      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                                                            | Tennessee Valley Authority                                                      | CUSIP: 880591EX6<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |     70000 | PA      | $60889.41     | 0.00%             | 2031-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: —       |
| MARTIN MARIETTA MATERIAL                                                         | Martin Marietta Materials Inc                                                   | CUSIP: 573284AW6<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |     58000 | PA      | $51934.70     | 0.00%             | 2031-07-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                              | Consumers Energy Co                                                             | CUSIP: 210518DS2<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202590.05    | 0.01%             | 2028-03-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QDVN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    949354 | PA      | $840865.32    | 0.02%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 31427NM97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5804529 | PA      | $5867241.55   | 0.16%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                         | CUSIP: 828807DQ7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    121000 | PA      | $106324.93    | 0.00%             | 2032-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5050781.25   | 0.14%             | 2027-10-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752BB8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71187.30     | 0.00%             | 2030-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132CW2V5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    250776 | PA      | $231090.00    | 0.01%             | 2037-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                            | Micron Technology Inc                                                           | CUSIP: 595112CH4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    150000 | PA      | $160265.73    | 0.00%             | 2035-11-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400HV8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46951.45     | 0.00%             | 2053-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX Corp                                                                        | CUSIP: 126408HF3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79454.32     | 0.00%             | 2046-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752AX1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52003.37     | 0.00%             | 2052-10-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: —       |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MAV2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     87000 | PA      | $85884.21     | 0.00%             | 2027-10-18      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J5U98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9882 | PA      | $9721.32      | 0.00%             | 2029-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JONES LANG LASALLE INC                                                           | Jones Lang LaSalle Inc                                                          | CUSIP: 48020QAB3<br>LEI: 6SYKCME112RT8TQUO411 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26839.59     | 0.00%             | 2028-12-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VBJ1<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    139000 | PA      | $127618.41    | 0.00%             | 2046-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KPYR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    489042 | PA      | $462050.19    | 0.01%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                   | Starbucks Corp                                                                  | CUSIP: 855244BL2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25519.38     | 0.00%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAY0<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     87000 | PA      | $81879.73     | 0.00%             | 2029-08-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                             | CUSIP: 03027XBM1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    104000 | PA      | $94883.41     | 0.00%             | 2031-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833EP1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191206.54    | 0.01%             | 2032-08-08      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                                                       | Intuit Inc                                                                      | CUSIP: 46124HAD8<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |    169000 | PA      | $150897.28    | 0.00%             | 2030-07-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                                                                   | CUSIP: 13063D7E2<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    250000 | PA      | $271198.62    | 0.01%             | 2031-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Eastman Chemical Co                                                              | Eastman Chemical Co                                                             | CUSIP: 277432AW0<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |     71000 | PA      | $71212.99     | 0.00%             | 2028-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661EL7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102321.51    | 0.00%             | 2033-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FERGUSON ENTERPRISES INC                                                         | Ferguson Enterprises Inc                                                        | CUSIP: 31488VAB3<br>LEI: 2138003JYQMRP3SLX189 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49670.52     | 0.00%             | 2031-03-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236THG3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190348.09    | 0.01%             | 2027-08-13      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ER7M6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     48978 | PA      | $47767.58     | 0.00%             | 2032-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                                                       | Biogen Inc                                                                      | CUSIP: 09062XAG8<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    193000 | PA      | $125504.60    | 0.00%             | 2050-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CORNING INC                                                                      | Corning Inc                                                                     | CUSIP: 219350BQ7<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |     87000 | PA      | $81656.23     | 0.00%             | 2079-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $284549.48    | 0.01%             | 2033-04-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YDW6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    330000 | PA      | $328130.17    | 0.01%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                                    | Allstate Corp/The                                                               | CUSIP: 020002BA8<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |     53000 | PA      | $46977.89     | 0.00%             | 2043-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F0206A2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1125000 | PA      | $906484.91    | 0.03%             | 2055-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140F9WA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    100329 | PA      | $93760.96     | 0.00%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                      | CUSIP: 254709AM0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99833.88     | 0.00%             | 2027-02-09      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS Health Corp                                                                 | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    369000 | PA      | $334965.13    | 0.01%             | 2045-07-20      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DU9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    130000 | PA      | $119374.08    | 0.00%             | 2032-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650EF3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126442.05    | 0.00%             | 2054-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: —       |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                             | CUSIP: 025816DK2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52219.78     | 0.00%             | 2034-07-28      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJZN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    160332 | PA      | $149589.46    | 0.00%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CLOROX COMPANY                                                                   | Clorox Co/The                                                                   | CUSIP: 189054AX7<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44832.58     | 0.00%             | 2030-05-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                              | CommonSpirit Health                                                             | CUSIP: 20268JAS2<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    145000 | PA      | $147325.42    | 0.00%             | 2034-12-01      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6426000 | PA      | $6366258.25   | 0.18%             | 2044-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CKF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $4064687.52   | 0.11%             | 2031-03-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                             | Edison International                                                            | CUSIP: 281020BB2<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99051.50     | 0.00%             | 2032-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KBR0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    300000 | PA      | $273906.68    | 0.01%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                                                           | Bunge Ltd Finance Corp                                                          | CUSIP: 120568BD1<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25034.11     | 0.00%             | 2028-01-07      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                                                          | Principal Financial Group Inc                                                   | CUSIP: 74251VAS1<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90541.41     | 0.00%             | 2030-06-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308HH3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     87000 | PA      | $74430.41     | 0.00%             | 2044-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                           | CUSIP: 91087BBA7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    250000 | PA      | $244500.00    | 0.01%             | 2054-05-07      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                                | Brown & Brown Inc                                                               | CUSIP: 115236AF8<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     65000 | PA      | $57248.97     | 0.00%             | 2052-03-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| AVALONBAY COMMUNITIES                                                            | AvalonBay Communities Inc                                                       | CUSIP: 05348EBB4<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |     50000 | PA      | $41381.93     | 0.00%             | 2047-07-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME                                                           | Blue Owl Credit Income Corp                                                     | CUSIP: 69120VBB6<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |     75000 | PA      | $80332.25     | 0.00%             | 2028-06-13      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                                                      | Equifax Inc                                                                     | CUSIP: 294429AV7<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71284.57     | 0.00%             | 2027-12-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| LAM RESEARCH CORP                                                                | Lam Research Corp                                                               | CUSIP: 512807AW8<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |     76000 | PA      | $50491.54     | 0.00%             | 2050-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAT1<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     87000 | PA      | $66923.01     | 0.00%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                     | CUSIP: 03040WBF1<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102564.53    | 0.00%             | 2035-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X8SQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1623874 | PA      | $1329998.63   | 0.04%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 31427MG21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    790453 | PA      | $821849.20    | 0.02%             | 2055-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAP INC                                                          | GlaxoSmithKline Capital Inc                                                     | CUSIP: 377372AN7<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    171000 | PA      | $170762.63    | 0.00%             | 2028-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X5VE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    101701 | PA      | $99951.95     | 0.00%             | 2035-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FOX CORP                                                                         | Fox Corp                                                                        | CUSIP: 35137LAH8<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    171000 | PA      | $173196.54    | 0.00%             | 2029-01-25      | Fixed         | 4.71%                 | No            |                  2 | On Loan: —       |
| DTE ENERGY CO                                                                    | DTE Energy Co                                                                   | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126590.79    | 0.00%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BD                                                         | Apollo Debt Solutions BDC                                                       | CUSIP: 03770DAE3<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52469.28     | 0.00%             | 2032-03-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QQFP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    757541 | PA      | $746069.78    | 0.02%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EIDP INC                                                                         | EIDP Inc                                                                        | CUSIP: 263534CP2<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | DBT              | CORP              | US        |    140000 | PA      | $128760.95    | 0.00%             | 2030-07-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                                                     | AES Corp/The                                                                    | CUSIP: 00130HCG8<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     87000 | PA      | $77912.12     | 0.00%             | 2031-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179WVW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    437754 | PA      | $402666.84    | 0.01%             | 2052-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 3617NWHS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1206373 | PA      | $1020430.60   | 0.03%             | 2050-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL PWR & LT                                                          | Jersey Central Power & Light Co                                                 | CUSIP: 476556DJ1<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49936.42     | 0.00%             | 2029-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                      | Target Corp                                                                     | CUSIP: 87612EBV7<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25736.26     | 0.00%             | 2036-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| COTERRA ENERGY INC                                                               | Coterra Energy Inc                                                              | CUSIP: 127097AK9<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    171000 | PA      | $170645.23    | 0.00%             | 2029-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                                                           | CNH Industrial Capital LLC                                                      | CUSIP: 12592BAQ7<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40307.92     | 0.00%             | 2028-04-10      | Fixed         | 4.55%                 | No            |                  2 | On Loan: —       |
| VERISK ANALYTICS INC                                                             | Verisk Analytics Inc                                                            | CUSIP: 92345YAG1<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |     58000 | PA      | $43292.62     | 0.00%             | 2050-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                         | CUSIP: 06418GAN7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $50562.09     | 0.00%             | 2032-11-10      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                                                         | Martin Marietta Materials Inc                                                   | CUSIP: 573284AV8<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    171000 | PA      | $158909.37    | 0.00%             | 2030-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KKD48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    174925 | PA      | $142783.42    | 0.00%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132Y1GL6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8342 | PA      | $8283.47      | 0.00%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804GP3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25281.08     | 0.00%             | 2034-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                   | CUSIP: 501044DX6<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    175000 | PA      | $170700.65    | 0.00%             | 2064-09-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                              | Fifth Third Bancorp                                                             | CUSIP: 316773DE7<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    111000 | PA      | $110607.91    | 0.00%             | 2028-04-25      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    340000 | PA      | $354246.38    | 0.01%             | 2034-07-21      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| PNC Bank NA                                                                      | PNC Bank NA                                                                     | CUSIP: 69349LAR9<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299245.41    | 0.01%             | 2028-07-26      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TJQ9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    121000 | PA      | $105606.60    | 0.00%             | 2031-09-12      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NiSource Inc                                                                    | CUSIP: 65473QBD4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     87000 | PA      | $86660.57     | 0.00%             | 2045-02-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FY4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    171000 | PA      | $136140.43    | 0.00%             | 2050-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XJNY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    265689 | PA      | $266091.27    | 0.01%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EXN4<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51546.06     | 0.00%             | 2031-03-07      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                          | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AL3<br>LEI: N/A                  | Long             | DBT              |  | US        |    171000 | PA      | $174127.25    | 0.00%             | 2029-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| APA CORP                                                                         | APA Corp                                                                        | CUSIP: 03743QBG2<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    150000 | PA      | $125357.98    | 0.00%             | 2049-07-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| MYMICHIGAN HEALTH                                                                | MyMichigan Health                                                               | CUSIP: 597861AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     47000 | PA      | $33367.30     | 0.00%             | 2050-06-01      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179SEH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    654247 | PA      | $608825.46    | 0.02%             | 2046-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Municipal Electric Authority of Georgia                                          | MUNI ELEC AUTH OF GEORGIA                                                       | CUSIP: 626207YM0<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |    115000 | PA      | $125080.84    | 0.00%             | 2057-04-01      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YBF5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    427000 | PA      | $430387.38    | 0.01%             | 2028-11-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200KA8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    381000 | PA      | $373205.72    | 0.01%             | 2029-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140CB4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    300000 | PA      | $258034.52    | 0.01%             | 2052-08-05      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DYB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    980539 | PA      | $793982.14    | 0.02%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GE CAPITAL INTL FUNDING                                                          | GE Capital International Funding Co Unlimited Co                                | CUSIP: 36164QNA2<br>LEI: 549300G6UZOB126GBY72 | Long             | DBT              | CORP              | IE        |    300000 | PA      | $293710.54    | 0.01%             | 2035-11-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                                                       | Unum Group                                                                      | CUSIP: 91529YAP1<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |     37000 | PA      | $30172.29     | 0.00%             | 2049-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPIT                                                         | Kaiser Foundation Hospitals                                                     | CUSIP: 48305QAG8<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    116000 | PA      | $76949.91     | 0.00%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| State of Wisconsin                                                               | WISCONSIN ST GEN FUND ANNUAL APPROP REVENUE                                     | CUSIP: 977100EL6<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |    110000 | PA      | $103729.74    | 0.00%             | 2036-05-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE REG FINANCE                                                           | Blackstone Reg Finance Co LLC                                                   | CUSIP: 092914AA8<br>LEI: 254900S2G1V55FTA4590 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50521.85     | 0.00%             | 2034-12-06      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                        | GATX Corp                                                                       | CUSIP: 361448BR3<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77938.18     | 0.00%             | 2054-06-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810RC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1275000 | PA      | $1112437.50   | 0.03%             | 2043-08-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                             | CUSIP: 025816DR7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53250.37     | 0.00%             | 2035-04-25      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                                                         | Huntington Ingalls Industries Inc                                               | CUSIP: 446413BA3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51527.07     | 0.00%             | 2030-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140GNKS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8870 | PA      | $8761.66      | 0.00%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J7RM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18859 | PA      | $18133.70     | 0.00%             | 2047-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                  | AstraZeneca PLC                                                                 | CUSIP: 046353AD0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    275000 | PA      | $313487.08    | 0.01%             | 2037-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT                                                         | Apollo Global Management Inc                                                    | CUSIP: 03769MAA4<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |     75000 | PA      | $82781.26     | 0.00%             | 2033-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| LYB INT FINANCE III                                                              | LYB International Finance III LLC                                               | CUSIP: 50249AAM5<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75433.73     | 0.00%             | 2034-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| CARDINAL HEALTH INC                                                              | Cardinal Health Inc                                                             | CUSIP: 14149YBU1<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100304.81    | 0.00%             | 2030-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Texas Department of Transportation State Highway Fund                            | TEXAS TRANSPRTN COMMISSION ST HIGHWAY FUND REVENUE                              | CUSIP: 88283LHU3<br>LEI: 5493006JSGNPGVJS7691 | Long             | DBT              | MUN               | US        |    110000 | PA      | $112287.87    | 0.00%             | 2030-04-01      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457CQ9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    165000 | PA      | $166168.00    | 0.00%             | 2029-08-14      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                         | Visa Inc                                                                        | CUSIP: 92826CAK8<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    171000 | PA      | $131007.96    | 0.00%             | 2040-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752BL6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99115.38     | 0.00%             | 2055-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                     | CUSIP: 02665WDJ7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     87000 | PA      | $85101.69     | 0.00%             | 2027-01-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                           | Motorola Solutions Inc                                                          | CUSIP: 620076BN8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    166000 | PA      | $167785.09    | 0.00%             | 2029-05-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                                                       | VMware LLC                                                                      | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    200000 | PA      | $176404.50    | 0.00%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                                            | PACCAR Financial Corp                                                           | CUSIP: 69371RS98<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25742.73     | 0.00%             | 2034-03-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                         | CUSIP: 808513AZ8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49966.93     | 0.00%             | 2029-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                        | GATX Corp                                                                       | CUSIP: 361448BL6<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103036.13    | 0.00%             | 2033-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FBL4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    569000 | PA      | $519269.92    | 0.01%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                           | Extra Space Storage LP                                                          | CUSIP: 30225VAS6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |     50000 | PA      | $51452.04     | 0.00%             | 2034-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280EX3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $422007.66    | 0.01%             | 2036-05-13      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| HANOVER INSURANCE GROUP                                                          | Hanover Insurance Group Inc/The                                                 | CUSIP: 410867AH8<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25294.69     | 0.00%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                            | Republic Services Inc                                                           | CUSIP: 760759BA7<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    257000 | PA      | $224153.25    | 0.01%             | 2033-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: —       |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 75513ECN9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    200000 | PA      | $176708.19    | 0.00%             | 2032-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                         | Caterpillar Financial Services Corp                                             | CUSIP: 14913UBB5<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50224.43     | 0.00%             | 2028-08-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31417VPC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10538 | PA      | $10792.53     | 0.00%             | 2039-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135BM7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    341000 | PA      | $286519.74    | 0.01%             | 2057-08-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                             | CUSIP: 260543DH3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    150000 | PA      | $160266.54    | 0.00%             | 2053-05-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: —       |
| KEMPER CORP                                                                      | Kemper Corp                                                                     | CUSIP: 488401AD2<br>LEI: 549300FNI1JKTRY2PV09 | Long             | DBT              | CORP              | US        |     74000 | PA      | $68115.69     | 0.00%             | 2032-02-23      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EWN5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51518.15     | 0.00%             | 2029-10-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31410LQ21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    146190 | PA      | $132147.51    | 0.00%             | 2047-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                         | EQT Corp                                                                        | CUSIP: 26884LAX7<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100014.35    | 0.00%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                                                  | Hershey Co/The                                                                  | CUSIP: 427866BB3<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |     87000 | PA      | $59700.58     | 0.00%             | 2049-11-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                                                              | Northern Trust Corp                                                             | CUSIP: 665859AW4<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    152000 | PA      | $152236.80    | 0.00%             | 2027-05-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172DA4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206687.10    | 0.01%             | 2030-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                            | Province of Ontario Canada                                                      | CUSIP: 683234ET1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     35000 | PA      | $36153.60     | 0.00%             | 2030-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                                                           | Mid-America Apartments LP                                                       | CUSIP: 59523UAS6<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |     69000 | PA      | $59965.45     | 0.00%             | 2031-02-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                                                           | Federal Home Loan Banks                                                         | CUSIP: 3133XGAY0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    370000 | PA      | $405027.12    | 0.01%             | 2036-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Texas Private Activity Bond Surface Transportation Corp                          | TEXAS ST PRIV ACTIVITY BOND SURFACE TRANSPRTN CORP REVENUE                      | CUSIP: 882667AZ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $63397.63     | 0.00%             | 2049-12-31      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 94974BGL8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    257000 | PA      | $257905.09    | 0.01%             | 2027-07-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CNH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9942000 | PA      | $10007244.38  | 0.28%             | 2028-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BS3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    100000 | PA      | $107264.15    | 0.00%             | 2034-08-18      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                               | CUSIP: 857477BG7<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70314.67     | 0.00%             | 2030-01-24      | Fixed         | 2.40%                 | No            |                  2 | On Loan: —       |
| VERISK ANALYTICS INC                                                             | Verisk Analytics Inc                                                            | CUSIP: 92345YAN6<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75693.58     | 0.00%             | 2036-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: —       |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CCA1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78942.44     | 0.00%             | 2053-09-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| NBCUniversal Media LLC                                                           | NBCUniversal Media LLC                                                          | CUSIP: 63946BAG5<br>LEI: VTBDOQJ6KOGQ6K786R46 | Long             | DBT              | CORP              | US        |    109000 | PA      | $114344.52    | 0.00%             | 2041-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                                                             | Appalachian Power Co                                                            | CUSIP: 037735DB0<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52205.97     | 0.00%             | 2034-04-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RAH0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75145.49     | 0.00%             | 2028-04-28      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WJUS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31082 | PA      | $29062.14     | 0.00%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                                            | Southern California Gas Co                                                      | CUSIP: 842434CU4<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    171000 | PA      | $159605.66    | 0.00%             | 2030-02-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: —       |
| STATE STREET CORP                                                                | State Street Corp                                                               | CUSIP: 857477CP6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201827.21    | 0.01%             | 2027-10-22      | Fixed         | 4.33%                 | No            |                  2 | On Loan: —       |
| BP Capital Markets PLC                                                           | BP Capital Markets PLC                                                          | CUSIP: 05565QDH8<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    171000 | PA      | $169265.13    | 0.00%             | 2028-11-28      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                          | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AP4<br>LEI: N/A                  | Long             | DBT              |  | US        |    169000 | PA      | $163664.59    | 0.00%             | 2030-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                                                                      | Ameren Corp                                                                     | CUSIP: 023608AL6<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    133000 | PA      | $128903.67    | 0.00%             | 2027-03-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                                | Cisco Systems Inc                                                               | CUSIP: 17275RBV3<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |     90000 | PA      | $88358.85     | 0.00%             | 2064-02-26      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                | CUSIP: 22822VAU5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     50000 | PA      | $33731.25     | 0.00%             | 2051-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                         | Western Midstream Operating LP                                                  | CUSIP: 958667AG2<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50066.90     | 0.00%             | 2034-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680DD2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152328.05    | 0.00%             | 2055-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179T7K5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    480404 | PA      | $458973.78    | 0.01%             | 2048-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WHVQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10744 | PA      | $10024.77     | 0.00%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CLY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8619000 | PA      | $8669838.65   | 0.24%             | 2026-11-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                                   | Fannie Mae-Aces                                                                 | CUSIP: 3136BHMX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    724000 | PA      | $633877.28    | 0.02%             | 2031-04-25      | Variable      | 1.65%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BC5<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     87000 | PA      | $74437.83     | 0.00%             | 2047-01-30      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457CG1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    145000 | PA      | $135229.14    | 0.00%             | 2053-02-27      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400FZ1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     62000 | PA      | $52806.40     | 0.00%             | 2043-10-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                               | CUSIP: 24703DBH3<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    102000 | PA      | $71672.83     | 0.00%             | 2051-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844CR7<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    175000 | PA      | $181429.33    | 0.01%             | 2030-08-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457CP1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75489.21     | 0.00%             | 2027-08-14      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                                   | PECO Energy Co                                                                  | CUSIP: 693304BF3<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     54000 | PA      | $55147.33     | 0.00%             | 2033-06-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                                                                   | CUSIP: 13063EHV1<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    350000 | PA      | $363957.01    | 0.01%             | 2035-09-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179Y2M5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1526630 | PA      | $1556618.50   | 0.04%             | 2054-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Q9UA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35476 | PA      | $34068.89     | 0.00%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                           | Marriott International Inc/MD                                                   | CUSIP: 571903BV4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50154.85     | 0.00%             | 2027-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752BK8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74454.31     | 0.00%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 16-2 AA PTT                                                         | American Airlines 2016-2 Class AA Pass Through Trust                            | CUSIP: 023765AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     52809 | PA      | $51129.64     | 0.00%             | 2028-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36202FVG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    257209 | PA      | $258732.24    | 0.01%             | 2041-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Northwell Healthcare Inc                                                         | Northwell Healthcare Inc                                                        | CUSIP: 667274AC8<br>LEI: 54930073NUTKK4QD3P47 | Long             | DBT              | CORP              | US        |     70000 | PA      | $57365.48     | 0.00%             | 2047-11-01      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FG3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     87000 | PA      | $76272.39     | 0.00%             | 2045-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    330000 | PA      | $341420.57    | 0.01%             | 2031-01-24      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400JJ3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76475.53     | 0.00%             | 2030-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J8SW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     56226 | PA      | $55458.12     | 0.00%             | 2033-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX Corp                                                                        | CUSIP: 126408GW7<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    139000 | PA      | $130172.40    | 0.00%             | 2042-05-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119CR8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74051.08     | 0.00%             | 2053-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp                                                         | TWDC Enterprises 18 Corp                                                        | CUSIP: 25468PCR5<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |     87000 | PA      | $75979.99     | 0.00%             | 2041-12-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XED4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     75000 | PA      | $80426.19     | 0.00%             | 2033-01-09      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140FBKZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7602 | PA      | $7296.36      | 0.00%             | 2046-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ARCH CAPITAL GRP US INC                                                          | Arch Capital Group US Inc                                                       | CUSIP: 03938JAA7<br>LEI: 549300B4QKQFLY1XST28 | Long             | DBT              | CORP              | US        |     66000 | PA      | $62913.88     | 0.00%             | 2043-11-01      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                                  | San Diego Gas & Electric Co                                                     | CUSIP: 797440BX1<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40116.83     | 0.00%             | 2049-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| INOVA HEALTH SYSTEMS FOU                                                         | Inova Health System Foundation                                                  | CUSIP: 45791GAA0<br>LEI: 5493001L7PBVS286Y307 | Long             | DBT              | CORP              | US        |     74000 | PA      | $59658.92     | 0.00%             | 2052-05-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833EZ9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101078.28    | 0.00%             | 2030-05-12      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PDV1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    171000 | PA      | $125328.28    | 0.00%             | 2059-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | Enbridge Inc                                                                    | CUSIP: 29250NAL9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    171000 | PA      | $171020.63    | 0.00%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                                            | PACCAR Financial Corp                                                           | CUSIP: 69371RT89<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50334.86     | 0.00%             | 2027-06-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI LLC                                                          | Entergy Mississippi LLC                                                         | CUSIP: 29366WAD8<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20357.37     | 0.00%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Q7RH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44800 | PA      | $41658.80     | 0.00%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                                                      | Bell Telephone Co of Canada or Bell Canada                                      | CUSIP: 0778FPAH2<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $33111.07     | 0.00%             | 2052-02-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                            | Entergy Louisiana LLC                                                           | CUSIP: 29364WBL1<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44481.44     | 0.00%             | 2052-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                               | BMO 2024-C9 Mortgage Trust                                                      | CUSIP: 05593MAK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $205903.66    | 0.01%             | 2057-07-15      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FW8<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     70000 | PA      | $50124.43     | 0.00%             | 2059-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                 | FirstEnergy Corp                                                                | CUSIP: 337932AP2<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89858.40     | 0.00%             | 2030-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PEP3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41072.41     | 0.00%             | 2028-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NVR INC                                                                          | NVR Inc                                                                         | CUSIP: 62944TAF2<br>LEI: 529900RWXR4JI3JYTV70 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94516.10     | 0.00%             | 2030-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    202000 | PA      | $194170.94    | 0.01%             | 2027-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bonds                                           | Uruguay Government International Bonds                                          | CUSIP: 760942BB7<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    171000 | PA      | $172231.20    | 0.00%             | 2027-10-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| STERIS PLC                                                                       | STERIS Irish FinCo UnLtd Co                                                     | CUSIP: 85917PAA5<br>LEI: 549300BRDKZ1HFI2J358 | Long             | DBT              | CORP              | IE        |    216000 | PA      | $196807.64    | 0.01%             | 2031-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                            | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HBA6<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    307000 | PA      | $302511.45    | 0.01%             | 2030-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                              | Nomura Holdings Inc                                                             | CUSIP: 65535HAX7<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $179609.11    | 0.01%             | 2031-07-14      | Fixed         | 2.61%                 | No            |                  2 | On Loan: —       |
| BARRICK PD AU FIN PTY LT                                                         | Barrick PD Australia Finance Pty Ltd                                            | CUSIP: 06849UAD7<br>LEI: 5493008DX0TK7OFLV260 | Long             | DBT              | CORP              | AU        |     87000 | PA      | $92389.16     | 0.00%             | 2039-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                                            | Alibaba Group Holding Ltd                                                       | CUSIP: 01609WBK7<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $209335.60    | 0.01%             | 2035-05-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                | CUSIP: 02209SBN2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    155000 | PA      | $111691.16    | 0.00%             | 2051-02-04      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                             | Boston Properties LP                                                            | CUSIP: 10112RBG8<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    100000 | PA      | $104890.36    | 0.00%             | 2027-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRA HLDS                                                         | South Bow USA Infrastructure Holdings LLC                                       | CUSIP: 83007CAB8<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50428.03     | 0.00%             | 2027-09-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TMF9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51595.06     | 0.00%             | 2029-05-16      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KN5P4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    341119 | PA      | $322452.03    | 0.01%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CJR3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8000000 | PA      | $8025312.48   | 0.22%             | 2028-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                                              | Cardinal Health Inc                                                             | CUSIP: 14149YBR8<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35888.72     | 0.00%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172BL2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     65000 | PA      | $55989.55     | 0.00%             | 2044-11-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                           | Brookfield Finance Inc                                                          | CUSIP: 11271LAK8<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $273002.13    | 0.01%             | 2034-01-05      | Fixed         | 6.35%                 | No            |                  2 | On Loan: —       |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                          | CUSIP: 045167GJ6<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    600000 | PA      | $609194.98    | 0.02%             | 2028-01-14      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KKZQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    717706 | PA      | $608338.15    | 0.02%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                              | PayPal Holdings Inc                                                             | CUSIP: 70450YAH6<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |     81000 | PA      | $74564.41     | 0.00%             | 2030-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138W9H94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23844 | PA      | $23773.68     | 0.00%             | 2043-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                               | CUSIP: 24703DBN0<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51625.87     | 0.00%             | 2034-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                                                | EOG Resources Inc                                                               | CUSIP: 26875PAT8<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |     87000 | PA      | $79196.12     | 0.00%             | 2050-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                     | CUSIP: 02665WGF2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76846.39     | 0.00%             | 2032-07-09      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                                | L3Harris Technologies Inc                                                       | CUSIP: 502431AR0<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100488.52    | 0.00%             | 2053-07-31      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GA95<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    315000 | PA      | $335620.11    | 0.01%             | 2035-04-25      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAP9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    171000 | PA      | $126704.50    | 0.00%             | 2040-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                             | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    100000 | PA      | $108428.70    | 0.00%             | 2054-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J9SE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    199567 | PA      | $195885.98    | 0.01%             | 2031-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PacifiCorp                                                                      | CUSIP: 695114DE5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    175000 | PA      | $171521.16    | 0.00%             | 2055-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| TRIMBLE INC                                                                      | Trimble Inc                                                                     | CUSIP: 896239AE0<br>LEI: 549300E2MI7NSZFQWS19 | Long             | DBT              | CORP              | US        |    100000 | PA      | $107498.20    | 0.00%             | 2033-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179SQV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    158369 | PA      | $143497.08    | 0.00%             | 2046-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137F8ZV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1698000 | PA      | $1504975.44   | 0.04%             | 2030-12-25      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| HP INC                                                                           | HP Inc                                                                          | CUSIP: 40434LAL9<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96979.92     | 0.00%             | 2032-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                              | PayPal Holdings Inc                                                             | CUSIP: 70450YAT0<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51137.64     | 0.00%             | 2035-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135CK0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    121000 | PA      | $97370.90     | 0.00%             | 2062-04-13      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DNHU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    911010 | PA      | $897034.19    | 0.03%             | 2050-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                           | Brookfield Finance Inc                                                          | CUSIP: 11271LAJ1<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |     61000 | PA      | $43893.00     | 0.00%             | 2052-02-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135BZ8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    341000 | PA      | $306783.88    | 0.01%             | 2031-05-12      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                     | CUSIP: 03040WAQ8<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     87000 | PA      | $85336.03     | 0.00%             | 2027-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                        | CUSIP: 126408HW6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104467.93    | 0.00%             | 2033-11-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                            | General Dynamics Corp                                                           | CUSIP: 369550BR8<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203735.45    | 0.01%             | 2035-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2024-1 A PTT                                                          | United Airlines 2024-1 Class A Pass Through Trust                               | CUSIP: 90932WAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     24138 | PA      | $24623.20     | 0.00%             | 2037-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                               | CUSIP: 478160DL5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    135000 | PA      | $140335.45    | 0.00%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DNUM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    484429 | PA      | $457992.52    | 0.01%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179TCZ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    369077 | PA      | $366253.60    | 0.01%             | 2047-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DANAHER CORP                                                                     | Danaher Corp                                                                    | CUSIP: 235851AW2<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |    140000 | PA      | $90059.04     | 0.00%             | 2051-12-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                                            | AvalonBay Communities Inc                                                       | CUSIP: 05348EBF5<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |     64000 | PA      | $62088.67     | 0.00%             | 2029-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EXM6<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50655.01     | 0.00%             | 2027-03-05      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U3N1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    350000 | PA      | $357609.71    | 0.01%             | 2035-12-03      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140CG3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    235000 | PA      | $240255.73    | 0.01%             | 2033-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| LXP INDUSTRIAL TRUST                                                             | LXP Industrial Trust                                                            | CUSIP: 529043AE1<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              |  | US        |     50000 | PA      | $45685.68     | 0.00%             | 2030-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CDK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2786000 | PA      | $2708187.88   | 0.08%             | 2026-11-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCU2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102696.89    | 0.00%             | 2034-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HOAG MEMORIAL HOSPITAL                                                           | Hoag Memorial Hospital Presbyterian                                             | CUSIP: 43371HAA1<br>LEI: FZFVQHQN7LISVXIZDB30 | Long             | DBT              | CORP              | US        |     70000 | PA      | $53590.37     | 0.00%             | 2052-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: —       |
| JABIL INC                                                                        | Jabil Inc                                                                       | CUSIP: 466313AJ2<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72330.15     | 0.00%             | 2030-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                     | NiSource Inc                                                                    | CUSIP: 65473PAH8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190790.28    | 0.01%             | 2029-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                 | CUSIP: 4581X0EP9<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    300000 | PA      | $305395.34    | 0.01%             | 2034-07-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132VQGS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    100418 | PA      | $93623.67     | 0.00%             | 2049-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                             | CUSIP: 459058JZ7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   1350000 | PA      | $1254432.95   | 0.04%             | 2028-09-13      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404121AK1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    160000 | PA      | $164126.47    | 0.00%             | 2034-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308KK2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    135000 | PA      | $144358.70    | 0.00%             | 2053-04-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 3617NX3P3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    110835 | PA      | $93751.37     | 0.00%             | 2050-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661EB9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    171000 | PA      | $121456.26    | 0.00%             | 2051-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ACA1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    162000 | PA      | $154452.62    | 0.00%             | 2028-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bonds                                           | Uruguay Government International Bonds                                          | CUSIP: 760942BD3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    300000 | PA      | $273900.00    | 0.01%             | 2055-04-20      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XAH88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1767104 | PA      | $1445586.32   | 0.04%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| COREWELL HEALTH OBL GRP                                                          | Corewell Health Obligated Group                                                 | CUSIP: 84765EAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $63152.79     | 0.00%             | 2049-07-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                         | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AV2<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    297000 | PA      | $289156.28    | 0.01%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MASCO CORP                                                                       | Masco Corp                                                                      | CUSIP: 574599BS4<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |     65000 | PA      | $61135.84     | 0.00%             | 2028-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                       | Ecolab Inc                                                                      | CUSIP: 278865BS8<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71397.98     | 0.00%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Morgan Stanley Capital I Trust                                                   | Morgan Stanley Capital I Trust 2019-L3                                          | CUSIP: 61691UBH1<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |    132000 | PA      | $124250.24    | 0.00%             | 2052-11-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830CK3<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50311.82     | 0.00%             | 2028-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CINTAS CORPORATION NO. 2                                                         | Cintas Corp No 2                                                                | CUSIP: 17252MAR1<br>LEI: 549300QVUQTTKMTE0G41 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50214.52     | 0.00%             | 2028-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                   | Starbucks Corp                                                                  | CUSIP: 855244BA6<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    140000 | PA      | $99745.56     | 0.00%             | 2050-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 969457CN8<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100329.49    | 0.00%             | 2054-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                     | Synopsys Inc                                                                    | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    300000 | PA      | $305176.31    | 0.01%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                         | Corebridge Financial Inc                                                        | CUSIP: 21871XAH2<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    175000 | PA      | $167090.04    | 0.00%             | 2032-04-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                      | Southern Co/The                                                                 | CUSIP: 842587DE4<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194941.57    | 0.01%             | 2030-04-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp                                                         | TWDC Enterprises 18 Corp                                                        | CUSIP: 25468PDB9<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |     87000 | PA      | $74300.97     | 0.00%             | 2044-06-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CCR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6786000 | PA      | $6309124.44   | 0.18%             | 2028-07-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| THOMAS JEFFERSON UNIV                                                            | Thomas Jefferson University                                                     | CUSIP: 88444NAS7<br>LEI: DB1TWPCZX5RK7VR27A68 | Long             | DBT              | CORP              | US        |     47000 | PA      | $33161.87     | 0.00%             | 2057-11-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YES0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    234000 | PA      | $237398.94    | 0.01%             | 2037-04-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                   | S&P Global Inc                                                                  | CUSIP: 78409VBJ2<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     70000 | PA      | $66876.79     | 0.00%             | 2029-03-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                         | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AG5<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    187000 | PA      | $179738.71    | 0.01%             | 2042-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| COUSINS PROPERTIES LP                                                            | Cousins Properties LP                                                           | CUSIP: 222793AA9<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              |  | US        |     50000 | PA      | $52460.31     | 0.00%             | 2034-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | Oracle Corp                                                                     | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    500000 | PA      | $351979.76    | 0.01%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                                                              | Otis Worldwide Corp                                                             | CUSIP: 68902VAS6<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30354.32     | 0.00%             | 2035-09-04      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                         | CUSIP: 808513AU9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    171000 | PA      | $167992.74    | 0.00%             | 2028-01-25      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31307RU86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     44078 | PA      | $42589.45     | 0.00%             | 2031-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                             | CUSIP: 459058LU5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   1040000 | PA      | $1041932.59   | 0.03%             | 2032-05-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc                                                           | Brookfield Finance Inc                                                          | CUSIP: 11271LAC6<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    181000 | PA      | $179707.59    | 0.01%             | 2028-01-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31389QZ43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1285 | PA      | $1341.96      | 0.00%             | 2032-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                               | CUSIP: 478160DJ0<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77242.32     | 0.00%             | 2030-03-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                                      | Citibank NA                                                                     | CUSIP: 17325FBN7<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252211.94    | 0.01%             | 2027-05-29      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER & LIGHT                                                          | Wisconsin Power and Light Co                                                    | CUSIP: 976826BP1<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |     66000 | PA      | $57094.60     | 0.00%             | 2031-09-16      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                     | CUSIP: 13645RAU8<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    191000 | PA      | $176260.22    | 0.00%             | 2045-08-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TMY8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50437.77     | 0.00%             | 2027-01-08      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    295000 | PA      | $267410.07    | 0.01%             | 2048-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                         | Rogers Communications Inc                                                       | CUSIP: 775109BF7<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    171000 | PA      | $168350.58    | 0.00%             | 2026-11-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAF7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150859.47    | 0.00%             | 2028-05-25      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| Kraft Heinz Foods Co                                                             | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAT3<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     87000 | PA      | $87743.44     | 0.00%             | 2029-01-30      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                         | Constellation Brands Inc                                                        | CUSIP: 21036PAY4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98666.64     | 0.00%             | 2028-02-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE OKLAHOMA                                                          | Public Service Co of Oklahoma                                                   | CUSIP: 744533BP4<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |     70000 | PA      | $45672.01     | 0.00%             | 2051-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YAJ4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    130000 | PA      | $113012.89    | 0.00%             | 2043-05-18      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179R7J2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    385114 | PA      | $358576.96    | 0.01%             | 2046-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                         | Corebridge Financial Inc                                                        | CUSIP: 21871XAM1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    175000 | PA      | $144566.19    | 0.00%             | 2052-04-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWCB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5428059 | PA      | $4403709.38   | 0.12%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    450000 | PA      | $464085.43    | 0.01%             | 2031-04-23      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                  | CUSIP: 10373QBQ2<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    223000 | PA      | $148770.58    | 0.00%             | 2061-02-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PFD9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    175000 | PA      | $167748.71    | 0.00%             | 2064-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216CT5<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     87000 | PA      | $84872.51     | 0.00%             | 2030-03-25      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                           | Extra Space Storage LP                                                          | CUSIP: 30225VAV9<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |    100000 | PA      | $100589.79    | 0.00%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                                                                        | Mosaic Co/The                                                                   | CUSIP: 61945CAG8<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    171000 | PA      | $170513.85    | 0.00%             | 2027-11-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | Banco Santander SA                                                              | CUSIP: 05964HAB1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $200215.11    | 0.01%             | 2027-04-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                          | Southern Co Gas Capital Corp                                                    | CUSIP: 001192AH6<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103685.71    | 0.00%             | 2041-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                                                             | Duke Energy Ohio Inc                                                            | CUSIP: 26442EAJ9<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36248.43     | 0.00%             | 2033-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                           | Sempra                                                                          | CUSIP: 816851BJ7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    171000 | PA      | $131805.98    | 0.00%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mayo Clinic                                                                      | Mayo Clinic                                                                     | CUSIP: 578454AD2<br>LEI: 5493001OHMD58DCY4635 | Long             | DBT              | CORP              | US        |     75000 | PA      | $60575.52     | 0.00%             | 2052-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                                          | Marathon Petroleum Corp                                                         | CUSIP: 56585AAJ1<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     75000 | PA      | $63971.12     | 0.00%             | 2054-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PVH CORP                                                                         | PVH Corp                                                                        | CUSIP: 693656AE0<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25466.48     | 0.00%             | 2030-06-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                                                              | Emerson Electric Co                                                             | CUSIP: 291011BN3<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90068.11     | 0.00%             | 2030-10-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                         | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAG0<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $197977.84    | 0.01%             | 2028-11-03      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| Juniper Networks Inc                                                             | Juniper Networks Inc                                                            | CUSIP: 48203RAD6<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | DBT              | CORP              | US        |     87000 | PA      | $87660.99     | 0.00%             | 2041-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | Florida Power & Light Co                                                        | CUSIP: 341081FD4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     87000 | PA      | $87296.23     | 0.00%             | 2041-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                                              | LYB International Finance III LLC                                               | CUSIP: 50249AAA1<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    144000 | PA      | $106433.82    | 0.00%             | 2049-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                   | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    205000 | PA      | $206740.38    | 0.01%             | 2034-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                                         | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $51536.40     | 0.00%             | 2034-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                                                         | FirstEnergy Transmission LLC                                                    | CUSIP: 33767BAJ8<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74853.37     | 0.00%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                                       | Nasdaq Inc                                                                      | CUSIP: 631103AM0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     50000 | PA      | $38674.64     | 0.00%             | 2052-03-07      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179TSG1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    423828 | PA      | $393430.97    | 0.01%             | 2048-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XEB8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51787.79     | 0.00%             | 2028-01-09      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| TRAVELERS COS INC                                                                | Travelers Cos Inc/The                                                           | CUSIP: 89417EAD1<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     87000 | PA      | $96667.57     | 0.00%             | 2037-06-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Arch Capital Finance LLC                                                         | Arch Capital Finance LLC                                                        | CUSIP: 03939CAA1<br>LEI: 549300XG4URFY0200M65 | Long             | DBT              | CORP              | US        |    171000 | PA      | $170677.86    | 0.00%             | 2026-12-15      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                                | Travelers Cos Inc/The                                                           | CUSIP: 89417EAM1<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     87000 | PA      | $71706.12     | 0.00%             | 2047-05-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                | CUSIP: 22822VBB6<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    250000 | PA      | $253520.89    | 0.01%             | 2028-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CCG8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105627.80    | 0.00%             | 2054-09-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                                               | Regency Centers LP                                                              | CUSIP: 75884RBA0<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |     87000 | PA      | $84684.62     | 0.00%             | 2030-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                                | Cisco Systems Inc                                                               | CUSIP: 17275RBU5<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    235000 | PA      | $231967.44    | 0.01%             | 2054-02-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VGP3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    118000 | PA      | $90575.13     | 0.00%             | 2052-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| Fiserv Inc                                                                       | Fiserv Inc                                                                      | CUSIP: 337738AR9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    171000 | PA      | $170918.81    | 0.00%             | 2028-10-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680BZ5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    120000 | PA      | $102352.36    | 0.00%             | 2049-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                           | CUSIP: 91087BAQ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    518000 | PA      | $421134.00    | 0.01%             | 2041-08-14      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140BJ8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    300000 | PA      | $199346.58    | 0.01%             | 2049-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                                                            | Oglethorpe Power Corp                                                           | CUSIP: 677050AU0<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52627.64     | 0.00%             | 2053-12-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WJRT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    172900 | PA      | $166750.27    | 0.00%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                             | CUSIP: 025816CW7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     86000 | PA      | $86160.31     | 0.00%             | 2029-05-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122EH7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    305000 | PA      | $316272.46    | 0.01%             | 2034-02-22      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                                                           | Zimmer Biomet Holdings Inc                                                      | CUSIP: 98956PBB7<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25707.86     | 0.00%             | 2030-02-19      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NEW YORK CITY NY MUNI WTR FIN AUTH WTR & SWR SYS REVENUE                        | CUSIP: 64972FL20<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    110000 | PA      | $115991.22    | 0.00%             | 2042-06-15      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | Pfizer Inc                                                                      | CUSIP: 717081FA6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    240000 | PA      | $151375.57    | 0.00%             | 2050-05-28      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAP INC                                                          | GlaxoSmithKline Capital Inc                                                     | CUSIP: 377372AJ6<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    104000 | PA      | $91517.78     | 0.00%             | 2043-03-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                           | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607PH98<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    225000 | PA      | $228489.67    | 0.01%             | 2029-03-30      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Mylan Inc                                                                        | Mylan Inc                                                                       | CUSIP: 628530BK2<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |    140000 | PA      | $139454.04    | 0.00%             | 2028-04-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                     | QUALCOMM Inc                                                                    | CUSIP: 747525AV5<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    182000 | PA      | $155919.72    | 0.00%             | 2047-05-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                                                               | Diageo Capital PLC                                                              | CUSIP: 25243YBG3<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $204929.99    | 0.01%             | 2027-10-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XMRG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    602835 | PA      | $618831.72    | 0.02%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                                          | America Movil SAB de CV                                                         | CUSIP: 02364WBK0<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $200300.00    | 0.01%             | 2032-07-21      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FCD1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    210000 | PA      | $211468.81    | 0.01%             | 2034-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                                                  | Deere & Co                                                                      | CUSIP: 244199BJ3<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |     87000 | PA      | $83395.98     | 0.00%             | 2030-04-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                            | Texas Instruments Inc                                                           | CUSIP: 882508BF0<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    171000 | PA      | $152625.75    | 0.00%             | 2039-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AUTOMATIC DATA PROCESSNG                                                         | Automatic Data Processing Inc                                                   | CUSIP: 053015AJ2<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76796.49     | 0.00%             | 2032-05-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                                                      | Bell Telephone Co of Canada or Bell Canada                                      | CUSIP: 0778FPAF6<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $36216.91     | 0.00%             | 2051-03-17      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OP CO                                                             | Public Storage Operating Co                                                     | CUSIP: 74460WAE7<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |    100000 | PA      | $89907.88     | 0.00%             | 2031-05-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                                     | WP Carey Inc                                                                    | CUSIP: 92936UAM1<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |     25000 | PA      | $25617.34     | 0.00%             | 2034-06-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NYSEG STORM FUNDING LLC                                                          | NYSEG Storm Funding LLC                                                         | CUSIP: 67122QAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $306992.23    | 0.01%             | 2032-05-01      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| TAPESTRY INC                                                                     | Tapestry Inc                                                                    | CUSIP: 876030AL1<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102148.69    | 0.00%             | 2035-03-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140EULA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6359 | PA      | $6293.27      | 0.00%             | 2031-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME                                                           | Blue Owl Credit Income Corp                                                     | CUSIP: 09581CAD3<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152107.89    | 0.00%             | 2030-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                                                                | TSMC Arizona Corp                                                               | CUSIP: 872898AJ0<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191080.00    | 0.01%             | 2052-04-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QAXL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     66719 | PA      | $67584.90     | 0.00%             | 2049-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | Exelon Corp                                                                     | CUSIP: 30161NAS0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     87000 | PA      | $81083.30     | 0.00%             | 2045-06-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                     | CUSIP: 02665WEH0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60503.01     | 0.00%             | 2030-04-17      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804GV0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99476.79     | 0.00%             | 2035-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                             | CUSIP: 025816DW6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    175000 | PA      | $180637.16    | 0.01%             | 2035-07-26      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PDQ2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    171000 | PA      | $145033.74    | 0.00%             | 2048-12-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                                                              | Northern Trust Corp                                                             | CUSIP: 665859AV6<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    150000 | PA      | $136738.64    | 0.00%             | 2030-05-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| UBS AG STAMFORD CT                                                               | UBS AG/Stamford CT                                                              | CUSIP: 22550L2M2<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |    250000 | PA      | $269163.33    | 0.01%             | 2028-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | Meta Platforms Inc                                                              | CUSIP: 30303M8U9<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    225000 | PA      | $227931.41    | 0.01%             | 2034-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| PIEDMONT HEALTHCARE INC                                                          | Piedmont Healthcare Inc                                                         | CUSIP: 72014TAD1<br>LEI: 254900D1I6W7J0DSAY11 | Long             | DBT              | CORP              | US        |     58000 | PA      | $41177.87     | 0.00%             | 2042-01-01      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830BN8<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    187000 | PA      | $150905.70    | 0.00%             | 2052-09-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | American Tower Corp                                                             | CUSIP: 03027XAK6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     87000 | PA      | $86363.96     | 0.00%             | 2026-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MidAmerican Energy Co                                                           | CUSIP: 595620AS4<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     87000 | PA      | $66359.28     | 0.00%             | 2048-08-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BZ7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    360000 | PA      | $372650.36    | 0.01%             | 2035-07-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                         | Visa Inc                                                                        | CUSIP: 92826CAM4<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    171000 | PA      | $157271.97    | 0.00%             | 2030-04-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 3622A26Q0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    111750 | PA      | $103496.04    | 0.00%             | 2048-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TFT7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    171000 | PA      | $169037.98    | 0.00%             | 2029-01-08      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VCF8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151274.90    | 0.00%             | 2034-01-31      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| BUNGE LTD FINANCE CORP                                                           | Bunge Ltd Finance Corp                                                          | CUSIP: 120568BC3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    121000 | PA      | $110934.04    | 0.00%             | 2031-05-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                             | CUSIP: 48126BAA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    171000 | PA      | $174679.11    | 0.00%             | 2042-01-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| D.R. HORTON INC                                                                  | DR Horton Inc                                                                   | CUSIP: 23331ABU2<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51839.92     | 0.00%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                               | Essex Portfolio LP                                                              | CUSIP: 29717PAU1<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |     70000 | PA      | $66315.37     | 0.00%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| ARTHUR J GALLAGHER & CO                                                          | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAA7<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     87000 | PA      | $77237.68     | 0.00%             | 2031-11-09      | Fixed         | 2.40%                 | No            |                  2 | On Loan: —       |
| TRANSCANADA PIPELINES                                                            | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HAW9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    630000 | PA      | $630293.75    | 0.02%             | 2028-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                                          | AEP Transmission Co LLC                                                         | CUSIP: 00115AAE9<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     87000 | PA      | $86014.82     | 0.00%             | 2026-12-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T Inc                                                                        | CUSIP: 00206RDK5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84767.47     | 0.00%             | 2049-03-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WF6J0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6842 | PA      | $6620.35      | 0.00%             | 2030-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X4EZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     92709 | PA      | $91403.73     | 0.00%             | 2049-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                            | Panama Government International Bonds                                           | CUSIP: 698299BS2<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    200000 | PA      | $145800.00    | 0.00%             | 2063-01-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ER5J5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    103205 | PA      | $93266.49     | 0.00%             | 2047-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALT                                                         | Rexford Industrial Realty LP                                                    | CUSIP: 76169XAA2<br>LEI: 549300028US163ELJN70 | Long             | DBT              |  | US        |     71000 | PA      | $63172.48     | 0.00%             | 2030-12-01      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | Abbott Laboratories                                                             | CUSIP: 002824BF6<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    243000 | PA      | $242881.75    | 0.01%             | 2026-11-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                                     | WP Carey Inc                                                                    | CUSIP: 92936UAJ8<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |    118000 | PA      | $103521.19    | 0.00%             | 2032-02-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ELBU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3678 | PA      | $3766.64      | 0.00%             | 2041-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406YAA0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    171000 | PA      | $165464.40    | 0.00%             | 2029-08-23      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                                              | FS KKR Capital Corp                                                             | CUSIP: 302635AH0<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |     71000 | PA      | $68985.68     | 0.00%             | 2027-01-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| WRKCo Inc                                                                        | WRKCo Inc                                                                       | CUSIP: 92940PAF1<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24309.72     | 0.00%             | 2032-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CMP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1840000 | PA      | $1850996.87   | 0.05%             | 2027-02-28      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                       | CUSIP: 911312AN6<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48207.76     | 0.00%             | 2040-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                             | Targa Resources Corp                                                            | CUSIP: 87612GAN1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120667.10    | 0.00%             | 2055-05-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VBG8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     87000 | PA      | $70588.85     | 0.00%             | 2042-11-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                           | CUSIP: 91086QAS7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    213000 | PA      | $232755.75    | 0.01%             | 2034-09-27      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH                                                           | Massachusetts Institute of Technology                                           | CUSIP: 575718AB7<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |     75000 | PA      | $63932.73     | 0.00%             | 2114-07-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140HJJL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    318947 | PA      | $314987.06    | 0.01%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                               | Athene Holding Ltd                                                              | CUSIP: 04686JAG6<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    200000 | PA      | $209309.20    | 0.01%             | 2034-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                     | CUSIP: 13645RBG8<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     73000 | PA      | $54703.16     | 0.00%             | 2041-12-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UBS AG STAMFORD CT                                                               | UBS AG/Stamford CT                                                              | CUSIP: 22550L2K6<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |    250000 | PA      | $254206.81    | 0.01%             | 2027-07-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                                              | Kimco Realty OP LLC                                                             | CUSIP: 49446RAZ2<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |    100000 | PA      | $92171.68     | 0.00%             | 2032-04-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJZF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    213119 | PA      | $192831.88    | 0.01%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216DS6<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74661.33     | 0.00%             | 2054-05-13      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3131XVS48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    126576 | PA      | $118263.78    | 0.00%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                                          | KeyCorp                                                                         | CUSIP: 49326EEN9<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    105000 | PA      | $104644.69    | 0.00%             | 2033-06-01      | Fixed         | 4.79%                 | No            |                  2 | On Loan: —       |
| GEORGIA POWER CO                                                                 | Georgia Power Co                                                                | CUSIP: 373334KR1<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     90000 | PA      | $85829.05     | 0.00%             | 2052-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    270000 | PA      | $277582.99    | 0.01%             | 2053-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132ADPE2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     59409 | PA      | $58610.48     | 0.00%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                      | BBCMS Mortgage Trust 2022-C18                                                   | CUSIP: 054975AJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $269057.75    | 0.01%             | 2055-12-15      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                     | CUSIP: 03040WAY1<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    155000 | PA      | $139026.98    | 0.00%             | 2031-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | Pfizer Inc                                                                      | CUSIP: 717081DT7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $208402.77    | 0.01%             | 2040-09-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179NQ50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12857 | PA      | $12417.45     | 0.00%             | 2043-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                              | CUSIP: 756109CW2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |     50000 | PA      | $49752.17     | 0.00%             | 2029-02-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AJ8<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |     87000 | PA      | $86697.45     | 0.00%             | 2027-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MCCORMICK & CO                                                                   | McCormick & Co Inc/MD                                                           | CUSIP: 579780AQ0<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46282.36     | 0.00%             | 2030-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Georgia-Pacific LLC                                                              | Georgia-Pacific LLC                                                             | CUSIP: 373298BU1<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |     92000 | PA      | $112108.90    | 0.00%             | 2031-05-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TJF3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    189000 | PA      | $179877.92    | 0.01%             | 2028-04-06      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                  | CUSIP: 10373QBR0<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    170000 | PA      | $129255.25    | 0.00%             | 2041-06-17      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140EVUP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     52102 | PA      | $47246.41     | 0.00%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                       | CUSIP: 911312CE4<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    125000 | PA      | $123857.49    | 0.00%             | 2054-05-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| IDEX CORP                                                                        | IDEX Corp                                                                       | CUSIP: 45167RAG9<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70502.66     | 0.00%             | 2030-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    450000 | PA      | $461584.51    | 0.01%             | 2030-07-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810QK7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    657000 | PA      | $612421.53    | 0.02%             | 2040-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CS47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    151169 | PA      | $140803.11    | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                                           | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAH6<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |    214000 | PA      | $212150.04    | 0.01%             | 2029-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                            | Time Warner Cable LLC                                                           | CUSIP: 88732JAU2<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    199000 | PA      | $208197.86    | 0.01%             | 2039-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400FQ1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    171000 | PA      | $151238.70    | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | Lloyds Banking Group PLC                                                        | CUSIP: 539439AN9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $190683.17    | 0.01%             | 2045-12-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    210000 | PA      | $212478.70    | 0.01%             | 2028-07-25      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                           | Marriott International Inc/MD                                                   | CUSIP: 571903BT9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61578.58     | 0.00%             | 2032-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4710000 | PA      | $4891040.63   | 0.14%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENSTAR FINANCE LLC                                                               | Enstar Finance LLC                                                              | CUSIP: 29360AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $49638.95     | 0.00%             | 2042-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | Comcast Corp                                                                    | CUSIP: 20030NCA7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    214000 | PA      | $210230.32    | 0.01%             | 2028-02-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                                               | Cenovus Energy Inc                                                              | CUSIP: 15135UAR0<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |     52000 | PA      | $47892.67     | 0.00%             | 2047-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                        | CUSIP: 126408HQ9<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     87000 | PA      | $81010.91     | 0.00%             | 2030-02-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804FY5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     87000 | PA      | $67291.98     | 0.00%             | 2047-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    375000 | PA      | $386943.23    | 0.01%             | 2035-07-19      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                                         | Citizens Financial Group Inc                                                    | CUSIP: 174610AW5<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    150000 | PA      | $128153.77    | 0.00%             | 2032-09-30      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                          | CUSIP: 202795KB5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     80000 | PA      | $85039.27     | 0.00%             | 2055-06-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140EBXA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7141 | PA      | $6869.03      | 0.00%             | 2046-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | Alphabet Inc                                                                    | CUSIP: 02079KAG2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    257000 | PA      | $138798.89    | 0.00%             | 2060-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137F2LJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    597000 | PA      | $589201.45    | 0.02%             | 2027-06-25      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418C4F8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    143064 | PA      | $137366.68    | 0.00%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                                              | Peru Government International Bonds                                             | CUSIP: 715638DT6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    100000 | PA      | $71425.00     | 0.00%             | 2051-03-10      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179YYX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    491938 | PA      | $501790.67    | 0.01%             | 2054-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                         | BHP Billiton Finance USA Ltd                                                    | CUSIP: 055451BJ6<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    125000 | PA      | $128840.28    | 0.00%             | 2030-02-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769KK9<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    550000 | PA      | $549584.29    | 0.02%             | 2030-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | Mastercard Inc                                                                  | CUSIP: 57636QAM6<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    257000 | PA      | $248338.70    | 0.01%             | 2029-06-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KMXN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1393374 | PA      | $1141130.14   | 0.03%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119CW7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100403.03    | 0.00%             | 2064-04-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140HMNF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    637194 | PA      | $629152.46    | 0.02%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SUMMA HEALTH                                                                     | Summa Health                                                                    | CUSIP: 86564UAA8<br>LEI: 549300N4NP4BSOJ08A82 | Long             | DBT              | CORP              | US        |     70000 | PA      | $56577.90     | 0.00%             | 2051-11-15      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                           | CUSIP: 882508CG7<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25521.81     | 0.00%             | 2029-02-08      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418C2E3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26644 | PA      | $26941.94     | 0.00%             | 2048-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 3620AQMP5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     49004 | PA      | $47935.03     | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076DF6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    140000 | PA      | $137017.95    | 0.00%             | 2054-06-25      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                                                             | National Fuel Gas Co                                                            | CUSIP: 636180BU4<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26071.57     | 0.00%             | 2035-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    300000 | PA      | $303512.01    | 0.01%             | 2028-04-23      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                     | CUSIP: 931142EX7<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100430.81    | 0.00%             | 2027-09-09      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CNN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10870000 | PA      | $10935389.79  | 0.31%             | 2030-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS                                                            | Universal Health Services Inc                                                   | CUSIP: 913903BA7<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |     75000 | PA      | $65241.80     | 0.00%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                       | CUSIP: 264399DK9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     87000 | PA      | $91642.88     | 0.00%             | 2028-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5139000 | PA      | $3749061.09   | 0.10%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| TOLL BROS FINANCE CORP                                                           | Toll Brothers Finance Corp                                                      | CUSIP: 88947EAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $75221.43     | 0.00%             | 2028-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                          | DALLAS-FORT WORTH TX INTERNATIONAL ARPT REVENUE                                 | CUSIP: 2350364W7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $64519.91     | 0.00%             | 2038-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: —       |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818FZ6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    189000 | PA      | $136533.38    | 0.00%             | 2053-02-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MCK4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     95000 | PA      | $70355.76     | 0.00%             | 2041-09-17      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752AL7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94965.09     | 0.00%             | 2029-09-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                                                             | Pilgrim's Pride Corp                                                            | CUSIP: 72147KAH1<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    150000 | PA      | $137300.75    | 0.00%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                                                         | Aptiv Swiss Holdings Ltd                                                        | CUSIP: 03835VAJ5<br>LEI: 254900HTTDFIJZ32GX53 | Long             | DBT              | CORP              | JE        |    171000 | PA      | $108541.24    | 0.00%             | 2051-12-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138EQAH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31787 | PA      | $31627.97     | 0.00%             | 2045-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | Altria Group Inc                                                                | CUSIP: 02209SAM5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84140.04     | 0.00%             | 2042-08-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179WNF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1497675 | PA      | $1338273.84   | 0.04%             | 2051-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                                                               | Ohio Power Co                                                                   | CUSIP: 677415CW9<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26139.13     | 0.00%             | 2034-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                              | CUSIP: 756109CC6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |     87000 | PA      | $84224.62     | 0.00%             | 2030-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                                                                         | Flex Ltd                                                                        | CUSIP: 33938XAE5<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    200000 | PA      | $206392.00    | 0.01%             | 2028-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3142GQSS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    228368 | PA      | $237727.19    | 0.01%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                        | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199654.11    | 0.01%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                   | CUSIP: 45866FBA1<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52200.95     | 0.00%             | 2031-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WISCONSIN PUBLIC SERVICE                                                         | Wisconsin Public Service Corp                                                   | CUSIP: 976843BM3<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |    109000 | PA      | $76562.49     | 0.00%             | 2049-09-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | Intel Corp                                                                      | CUSIP: 458140AV2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    227000 | PA      | $178814.07    | 0.01%             | 2046-05-19      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J9BX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    122140 | PA      | $121976.35    | 0.00%             | 2033-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I                                                         | Stanley Black & Decker Inc                                                      | CUSIP: 854502AT8<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103908.58    | 0.00%             | 2028-03-06      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VGT5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56281.44     | 0.00%             | 2033-05-09      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162DF4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     60000 | PA      | $48065.67     | 0.00%             | 2052-02-22      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418EKT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    511951 | PA      | $498769.69    | 0.01%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                   | CUSIP: 744448CZ2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77464.19     | 0.00%             | 2034-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FEZU7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    341000 | PA      | $340952.91    | 0.01%             | 2028-04-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138EKCU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20427 | PA      | $20400.54     | 0.00%             | 2042-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                         | CUSIP: 828807DY0<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    105000 | PA      | $104360.96    | 0.00%             | 2034-09-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                           | Marvell Technology Inc                                                          | CUSIP: 573874AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    371000 | PA      | $355374.81    | 0.01%             | 2028-04-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| FLOWSERVE CORPORATION                                                            | Flowserve Corp                                                                  | CUSIP: 34355JAB4<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |     70000 | PA      | $61974.33     | 0.00%             | 2032-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769JW5<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    400000 | PA      | $400816.07    | 0.01%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076DD1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    105000 | PA      | $108350.87    | 0.00%             | 2031-06-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                 | CUSIP: 23338VAQ9<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     61000 | PA      | $56404.49     | 0.00%             | 2032-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                   | CUSIP: 172967JU6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    130000 | PA      | $117523.27    | 0.00%             | 2045-07-30      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES OPER LP                                                          | Sun Communities Operating LP                                                    | CUSIP: 866677AE7<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              |  | US        |    128000 | PA      | $115780.57    | 0.00%             | 2031-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132XCSD8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    247212 | PA      | $244642.60    | 0.01%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                                           | Province of Manitoba Canada                                                     | CUSIP: 563469UY9<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |    341000 | PA      | $318411.37    | 0.01%             | 2028-10-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                         | CUSIP: 06418GAK3<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $52175.35     | 0.00%             | 2029-08-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH OF NEW YORK & NEW JERSEY NY                                           | CUSIP: 73358WJA3<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    300000 | PA      | $255150.70    | 0.01%             | 2062-10-01      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                                            | Canadian National Railway Co                                                    | CUSIP: 136375CP5<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |     57000 | PA      | $43968.90     | 0.00%             | 2048-02-03      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                                | Atmos Energy Corp                                                               | CUSIP: 049560BC8<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92137.12     | 0.00%             | 2035-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EXR5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76225.13     | 0.00%             | 2027-06-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ACCENTURE CAPITAL INC                                                            | Accenture Capital Inc                                                           | CUSIP: 00440KAD5<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197244.82    | 0.01%             | 2034-10-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133AGDH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    676800 | PA      | $549849.59    | 0.02%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448EZ7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    104000 | PA      | $93242.27     | 0.00%             | 2030-05-01      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179TXV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    402669 | PA      | $386154.19    | 0.01%             | 2048-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                                                | NSTAR Electric Co                                                               | CUSIP: 67021CAW7<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50951.50     | 0.00%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    420000 | PA      | $426046.35    | 0.01%             | 2028-07-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | Apple Inc                                                                       | CUSIP: 037833CJ7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    341000 | PA      | $339067.44    | 0.01%             | 2027-02-09      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                                                 | Black Hills Corp                                                                | CUSIP: 092113AY5<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49997.62     | 0.00%             | 2031-01-31      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XJJS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    659422 | PA      | $643362.01    | 0.02%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271BA6<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    200000 | PA      | $195321.46    | 0.01%             | 2035-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| AIR LEASE CORP                                                                   | Air Lease Corp                                                                  | CUSIP: 00914AAE2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     87000 | PA      | $82618.72     | 0.00%             | 2029-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                                                 | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CAX7<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     87000 | PA      | $94093.75     | 0.00%             | 2035-10-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                         | Rogers Communications Inc                                                       | CUSIP: 775109BP5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     35000 | PA      | $26110.18     | 0.00%             | 2049-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| VODAFONE GROUP PLC                                                               | Vodafone Group PLC                                                              | CUSIP: 92857WCA6<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $196904.11    | 0.01%             | 2054-06-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WJA32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17759 | PA      | $16614.47     | 0.00%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128P8FX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    116442 | PA      | $112203.55    | 0.00%             | 2038-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                           | Santander Drive Auto Receivables Trust 2023-2                                   | CUSIP: 80287JAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    800000 | PA      | $811623.76    | 0.02%             | 2030-12-16      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                         | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 03523TBV9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    450000 | PA      | $454981.48    | 0.01%             | 2049-01-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CBJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13000000 | PA      | $12173281.25  | 0.34%             | 2028-01-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                                              | Peru Government International Bonds                                             | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    341000 | PA      | $314487.25    | 0.01%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| COCA-COLA FEMSA SAB CV                                                           | Coca-Cola Femsa SAB de CV                                                       | CUSIP: 191241AK4<br>LEI: 5493008KEVFYPMGTXO33 | Long             | DBT              | CORP              | MX        |    150000 | PA      | $151350.00    | 0.00%             | 2035-05-06      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RNB4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99556.35     | 0.00%             | 2032-11-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                                                     | AES Corp/The                                                                    | CUSIP: 00130HCH6<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61452.19     | 0.00%             | 2028-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF PENNSYLVAN                                                         | Trustees of the University of Pennsylvania/The                                  | CUSIP: 91481CAD2<br>LEI: 549300FG60YK9HZ7DS75 | Long             | DBT              | CORP              | US        |     52000 | PA      | $31055.80     | 0.00%             | 2050-10-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PFR8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104259.70    | 0.00%             | 2055-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                                          | Pfizer Investment Enterprises Pte Ltd                                           | CUSIP: 716973AH5<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    400000 | PA      | $379660.16    | 0.01%             | 2063-05-19      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804FW9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     75000 | PA      | $60274.96     | 0.00%             | 2046-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                                               | Valero Energy Corp                                                              | CUSIP: 91913YBE9<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |     51000 | PA      | $37925.55     | 0.00%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                                                         | Amcor Flexibles North America Inc                                               | CUSIP: 02344AAF5<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50560.59     | 0.00%             | 2028-03-17      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                                                    | J M Smucker Co/The                                                              | CUSIP: 832696AW8<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78781.59     | 0.00%             | 2028-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ACY9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    275000 | PA      | $280902.25    | 0.01%             | 2033-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | Duke Energy Florida LLC                                                         | CUSIP: 341099CL1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    200000 | PA      | $224644.83    | 0.01%             | 2038-06-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162DK3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     55000 | PA      | $49050.96     | 0.00%             | 2053-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31417EFC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45409 | PA      | $41740.88     | 0.00%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Q7TF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16359 | PA      | $15726.78     | 0.00%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                         | CUSIP: 742718GL7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50575.32     | 0.00%             | 2034-10-24      | Fixed         | 4.55%                 | No            |                  2 | On Loan: —       |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137BVZ82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    850000 | PA      | $844589.16    | 0.02%             | 2027-01-25      | Variable      | 3.43%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                 | Georgia Power Co                                                                | CUSIP: 373334KL4<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    171000 | PA      | $161924.21    | 0.00%             | 2029-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWBX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    686760 | PA      | $527905.68    | 0.01%             | 2051-07-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QRXL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1230675 | PA      | $1246931.04   | 0.03%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                                             | Freeport-McMoRan Inc                                                            | CUSIP: 35671DCF0<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    271000 | PA      | $267905.71    | 0.01%             | 2030-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179VTV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2288984 | PA      | $1893131.11   | 0.05%             | 2050-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                                              | Peru Government International Bonds                                             | CUSIP: 715638EB4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    150000 | PA      | $153090.00    | 0.00%             | 2035-02-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    400000 | PA      | $368357.39    | 0.01%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                                              | Peru Government International Bonds                                             | CUSIP: 715638AP7<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     77000 | PA      | $96750.50     | 0.00%             | 2033-11-21      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| WILLIS-KNIGHTON MED CTR                                                          | Willis-Knighton Medical Center                                                  | CUSIP: 97068LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $69842.30     | 0.00%             | 2048-09-01      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                                           | HP Inc                                                                          | CUSIP: 428236BR3<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    112000 | PA      | $115782.28    | 0.00%             | 2041-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| ZIMMER BIOMET HOLDINGS                                                           | Zimmer Biomet Holdings Inc                                                      | CUSIP: 98956PAX0<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51783.94     | 0.00%             | 2028-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804GW8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    160000 | PA      | $159370.75    | 0.00%             | 2055-09-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| New Jersey Turnpike Authority                                                    | NEW JERSEY ST TURNPIKE AUTH TURNPIKE REVENUE                                    | CUSIP: 646139W35<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |    155000 | PA      | $186914.08    | 0.01%             | 2040-01-01      | Fixed         | 7.41%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661DZ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    211000 | PA      | $136513.36    | 0.00%             | 2050-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                            | Entergy Louisiana LLC                                                           | CUSIP: 29364WBP2<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51053.48     | 0.00%             | 2034-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                                                         | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                      | CUSIP: 46590XAU0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    200000 | PA      | $186432.67    | 0.01%             | 2032-01-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                       | Philippines Government International Bonds                                      | CUSIP: 718286DH7<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    200000 | PA      | $213305.00    | 0.01%             | 2050-02-04      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS GROUP S                                                         | Tyco Electronics Group SA                                                       | CUSIP: 902133AY3<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |     60000 | PA      | $53725.78     | 0.00%             | 2032-02-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                            | CUSIP: 78016EYH4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $178873.95    | 0.01%             | 2031-11-03      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140BV1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     63000 | PA      | $44066.71     | 0.00%             | 2041-08-12      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CAD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4072000 | PA      | $3838973.45   | 0.11%             | 2027-07-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| COCA-COLA FEMSA SAB CV                                                           | Coca-Cola Femsa SAB de CV                                                       | CUSIP: 191241AH1<br>LEI: 5493008KEVFYPMGTXO33 | Long             | DBT              | CORP              | MX        |    150000 | PA      | $141187.50    | 0.00%             | 2030-01-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CU77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     60304 | PA      | $56035.48     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31335CB78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    104256 | PA      | $97876.96     | 0.00%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                     | CUSIP: 13645RAV6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     87000 | PA      | $86075.71     | 0.00%             | 2035-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                                              | Suzano Austria GmbH                                                             | CUSIP: 86964WAK8<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    100000 | PA      | $89740.00     | 0.00%             | 2032-01-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: —       |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844CJ5<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     50000 | PA      | $35456.00     | 0.00%             | 2121-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                                   | PECO Energy Co                                                                  | CUSIP: 693304AX5<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     69000 | PA      | $46426.69     | 0.00%             | 2049-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                                         | Indonesia Government International Bonds                                        | CUSIP: 455780EA0<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $211850.00    | 0.01%             | 2035-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| SAN DIEGO G & E                                                                  | San Diego Gas & Electric Co                                                     | CUSIP: 797440CG7<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103271.66    | 0.00%             | 2035-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                                                              | American International Group Inc                                                | CUSIP: 026874DC8<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92817.73     | 0.00%             | 2035-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179WJR0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3287816 | PA      | $2832897.51   | 0.08%             | 2051-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                  | AstraZeneca PLC                                                                 | CUSIP: 046353AU2<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    105000 | PA      | $92366.35     | 0.00%             | 2048-08-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| BLUE OWL FINANCE LLC                                                             | Blue Owl Finance LLC                                                            | CUSIP: 09581JAR7<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90986.53     | 0.00%             | 2031-06-10      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                          | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550BU9<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    130000 | PA      | $125492.59    | 0.00%             | 2044-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                                                             | Pilgrim's Pride Corp                                                            | CUSIP: 72147KAJ7<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96654.16     | 0.00%             | 2031-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J93T6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    712273 | PA      | $688639.67    | 0.02%             | 2035-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                         | CUSIP: 742718GA1<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99932.64     | 0.00%             | 2033-01-26      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCT5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102280.84    | 0.00%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NDP3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    291000 | PA      | $160693.64    | 0.00%             | 2052-08-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DV6K6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    202671 | PA      | $178764.05    | 0.01%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                              | Carrier Global Corp                                                             | CUSIP: 14448CAS3<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    201000 | PA      | $149900.69    | 0.00%             | 2050-04-05      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                      | CUSIP: 60687YCM9<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    320000 | PA      | $338753.96    | 0.01%             | 2033-09-13      | Fixed         | 5.67%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138YBSN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     51085 | PA      | $49645.01     | 0.00%             | 2045-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CCH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5091000 | PA      | $4776988.70   | 0.13%             | 2028-06-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140K06S2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    102249 | PA      | $91835.67     | 0.00%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JCS1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     55000 | PA      | $58539.51     | 0.00%             | 2033-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Manulife Financial Corp                                                          | Manulife Financial Corp                                                         | CUSIP: 56501RAE6<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |     87000 | PA      | $86383.89     | 0.00%             | 2032-02-24      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET LENDING PAR                                                         | Sixth Street Lending Partners                                                   | CUSIP: 829932AD4<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101613.36    | 0.00%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                             | CUSIP: 459058LT8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $499570.24    | 0.01%             | 2028-05-05      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VBA7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50017.68     | 0.00%             | 2030-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                                                | Expedia Group Inc                                                               | CUSIP: 30212PAR6<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |    192000 | PA      | $183445.49    | 0.01%             | 2030-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JCW2<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50795.68     | 0.00%             | 2029-11-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                                                              | Invitation Homes Operating Partnership LP                                       | CUSIP: 46188BAA0<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |     70000 | PA      | $60484.60     | 0.00%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132LAWV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     67749 | PA      | $65046.86     | 0.00%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418C4B7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    102133 | PA      | $100657.67    | 0.00%             | 2033-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PENTAIR FINANCE SARL                                                             | Pentair Finance Sarl                                                            | CUSIP: 709629AS8<br>LEI: 549300H2U8U8TZPV3T89 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $106034.31    | 0.00%             | 2032-07-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                              | Sherwin-Williams Co/The                                                         | CUSIP: 824348AS5<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87332.06     | 0.00%             | 2045-08-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TNG6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100902.55    | 0.00%             | 2027-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140EVTZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21344 | PA      | $20826.71     | 0.00%             | 2031-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                                         | Omega Healthcare Investors Inc                                                  | CUSIP: 681936BN9<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |     71000 | PA      | $62643.72     | 0.00%             | 2033-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 913017CH0<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    300000 | PA      | $295345.67    | 0.01%             | 2026-11-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| SELECTIVE INSURANCE GROU                                                         | Selective Insurance Group Inc                                                   | CUSIP: 816300AH0<br>LEI: 549300R3WGJWLE40R258 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22987.08     | 0.00%             | 2049-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418EHK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1277108 | PA      | $1244620.23   | 0.03%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | Ventas Realty LP                                                                | CUSIP: 92277GAN7<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |    100000 | PA      | $100279.90    | 0.00%             | 2029-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                             | CUSIP: 260543DM2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47505.50     | 0.00%             | 2055-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400JE4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46313.23     | 0.00%             | 2031-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J8GY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50909 | PA      | $49171.57     | 0.00%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DPHW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    313899 | PA      | $321095.43    | 0.01%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 912828YG9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2546000 | PA      | $2494463.38   | 0.07%             | 2026-09-30      | Fixed         | 1.63%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QKSC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    260355 | PA      | $223082.83    | 0.01%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F0526A5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1700000 | PA      | $1714004.55   | 0.05%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                                                              | Invitation Homes Operating Partnership LP                                       | CUSIP: 46188BAG7<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |    100000 | PA      | $98750.41     | 0.00%             | 2035-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200KT7<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100430.15    | 0.00%             | 2027-07-27      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                     | NiSource Inc                                                                    | CUSIP: 65473PAL9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     79000 | PA      | $68607.60     | 0.00%             | 2031-02-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31323AB35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     54071 | PA      | $49755.74     | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                                                         | KLA Corp                                                                        | CUSIP: 482480AG5<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |     87000 | PA      | $87168.26     | 0.00%             | 2029-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP                                                          | American National Group Inc                                                     | CUSIP: 025676AQ0<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102085.24    | 0.00%             | 2035-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                             | CUSIP: 025816DF3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    145000 | PA      | $148875.36    | 0.00%             | 2034-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                       | Zoetis Inc                                                                      | CUSIP: 98978VAT0<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     71000 | PA      | $47442.18     | 0.00%             | 2050-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| ESSENTIAL PROPER                                                                 | Essential Properties LP                                                         | CUSIP: 29670VAA7<br>LEI: 254900XX9FNFCDE1NX02 | Long             | DBT              |  | US        |     41000 | PA      | $36951.36     | 0.00%             | 2031-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                                | Union Electric Co                                                               | CUSIP: 906548CT7<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    171000 | PA      | $148999.57    | 0.00%             | 2032-03-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                      | CUSIP: 91159HJR2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52644.57     | 0.00%             | 2035-01-23      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                            | Novartis Capital Corp                                                           | CUSIP: 66989HAT5<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74660.34     | 0.00%             | 2029-09-18      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DPD70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    256527 | PA      | $261709.66    | 0.01%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    515000 | PA      | $538336.05    | 0.02%             | 2036-01-24      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                           | CUSIP: 91087BAV2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $211500.00    | 0.01%             | 2035-02-09      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 3617QG3N2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    557462 | PA      | $471539.03    | 0.01%             | 2050-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432NY7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     87000 | PA      | $78517.82     | 0.00%             | 2032-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                 | Welltower OP LLC                                                                | CUSIP: 95041AAG3<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |     75000 | PA      | $76386.10     | 0.00%             | 2035-07-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                          | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAG4<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     70000 | PA      | $78891.67     | 0.00%             | 2054-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| FISERV INC                                                                       | Fiserv Inc                                                                      | CUSIP: 337738BN7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101195.26    | 0.00%             | 2034-08-12      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                  | Xcel Energy Inc                                                                 | CUSIP: 98389BBE9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155495.62    | 0.00%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Telefonica Europe BV                                                             | Telefonica Europe BV                                                            | CUSIP: 879385AD4<br>LEI: 7245007FZS0M65WUGP67 | Long             | DBT              | CORP              | NL        |     75000 | PA      | $86652.82     | 0.00%             | 2030-09-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWG98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3022423 | PA      | $3059897.99   | 0.09%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    610000 | PA      | $623277.98    | 0.02%             | 2033-07-22      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| BANNER HEALTH                                                                    | Banner Health                                                                   | CUSIP: 06654DAE7<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |     78000 | PA      | $49794.82     | 0.00%             | 2051-01-01      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GKB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    220000 | PA      | $146414.96    | 0.00%             | 2052-07-21      | Fixed         | 2.97%                 | No            |                  2 | On Loan: —       |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MCY4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    100000 | PA      | $109563.68    | 0.00%             | 2043-07-13      | Fixed         | 6.18%                 | No            |                  2 | On Loan: —       |
| KAISER FOUNDATION HOSPIT                                                         | Kaiser Foundation Hospitals                                                     | CUSIP: 48305QAE3<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |     82000 | PA      | $58055.68     | 0.00%             | 2049-11-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                                         | Citizens Financial Group Inc                                                    | CUSIP: 174610BJ3<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51243.59     | 0.00%             | 2031-03-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                        | CUSIP: 298785KL9<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    670000 | PA      | $680925.01    | 0.02%             | 2032-08-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| SOUTHERN CO GAS CAPITAL                                                          | Southern Co Gas Capital Corp                                                    | CUSIP: 8426EPAB4<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    130000 | PA      | $102851.44    | 0.00%             | 2046-10-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJX39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    140123 | PA      | $126988.11    | 0.00%             | 2046-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140EW6D2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8820 | PA      | $8484.70      | 0.00%             | 2046-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650DQ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    212000 | PA      | $184252.69    | 0.01%             | 2031-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T Inc                                                                        | CUSIP: 00206RHK1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    300000 | PA      | $287803.43    | 0.01%             | 2039-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                  | Chevron USA Inc                                                                 | CUSIP: 166756AR7<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    257000 | PA      | $257057.04    | 0.01%             | 2028-01-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                         | Corebridge Financial Inc                                                        | CUSIP: 21871XAK5<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     75000 | PA      | $64741.51     | 0.00%             | 2042-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138YBTZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     63373 | PA      | $59043.11     | 0.00%             | 2045-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJZB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    449801 | PA      | $406983.93    | 0.01%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J6C21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     92360 | PA      | $90762.90     | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                                | Ares Capital Corp                                                               | CUSIP: 04010LBK8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70852.91     | 0.00%             | 2030-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                                 | Berry Global Inc                                                                | CUSIP: 08576BAB8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52864.63     | 0.00%             | 2031-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| California State University                                                      | CALIFORNIA ST UNIV REVENUE                                                      | CUSIP: 13077DNK4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $53164.51     | 0.00%             | 2051-11-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308JT5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91954.43     | 0.00%             | 2031-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARE                                                         | First Citizens BancShares Inc/NC                                                | CUSIP: 31959XAC7<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50740.33     | 0.00%             | 2031-03-12      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400GK3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $76405.80     | 0.00%             | 2048-03-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111GM9<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153995.63    | 0.00%             | 2035-03-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: —       |
| Microsoft Corp                                                                   | Microsoft Corp                                                                  | CUSIP: 594918BC7<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    200000 | PA      | $189028.12    | 0.01%             | 2035-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| Merck Sharp & Dohme Corp                                                         | Merck Sharp & Dohme Corp                                                        | CUSIP: 589331AM9<br>LEI: MZK1AT00SJV4XB7WNL71 | Long             | DBT              | CORP              | US        |    130000 | PA      | $140140.06    | 0.00%             | 2036-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31417GML7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30126 | PA      | $28419.65     | 0.00%             | 2043-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                                                | NSTAR Electric Co                                                               | CUSIP: 67021CAX5<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51221.00     | 0.00%             | 2030-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | Florida Power & Light Co                                                        | CUSIP: 341081FL6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    130000 | PA      | $109634.42    | 0.00%             | 2044-10-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                                                          | Connecticut Light and Power Co/The                                              | CUSIP: 207597ES0<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25299.80     | 0.00%             | 2034-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172DD8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26286.20     | 0.00%             | 2030-09-07      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                           | Diamondback Energy Inc                                                          | CUSIP: 25278XAV1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     30000 | PA      | $32322.28     | 0.00%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FAL5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150464.41    | 0.00%             | 2028-09-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: —       |
| County of Miami-Dade FL Transit System                                           | MIAMI-DADE CNTY FL TRANSIT SALES SURTAX REVENUE                                 | CUSIP: 59334PJT5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $46261.92     | 0.00%             | 2042-07-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                                         | Sabine Pass Liquefaction LLC                                                    | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    171000 | PA      | $170816.66    | 0.00%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                           | CUSIP: 91087BAR1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    450000 | PA      | $390937.50    | 0.01%             | 2034-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140FQUB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14778 | PA      | $14355.07     | 0.00%             | 2046-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                           | Motorola Solutions Inc                                                          | CUSIP: 620076BL2<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     87000 | PA      | $87905.09     | 0.00%             | 2028-02-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| AMCOR FINANCE USA INC                                                            | Amcor Finance USA Inc                                                           | CUSIP: 02343UAJ4<br>LEI: 549300ZMT7FVT8R77U18 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41717.59     | 0.00%             | 2033-05-26      | Fixed         | 5.63%                 | No            |                  2 | On Loan: —       |
| Constellation Brands Inc                                                         | Constellation Brands Inc                                                        | CUSIP: 21036PAZ1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     87000 | PA      | $68642.86     | 0.00%             | 2048-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YFM2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104699.68    | 0.00%             | 2039-02-07      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL IN                                                         | Brighthouse Financial Inc                                                       | CUSIP: 10922NAC7<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |    300000 | PA      | $296243.70    | 0.01%             | 2027-06-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAX9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     87000 | PA      | $79849.65     | 0.00%             | 2045-09-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140JNY95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5502 | PA      | $5265.48      | 0.00%             | 2049-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                                                   | TD SYNNEX Corp                                                                  | CUSIP: 87162WAK6<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |     87000 | PA      | $78051.94     | 0.00%             | 2031-08-09      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | Ventas Realty LP                                                                | CUSIP: 92277GAM9<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    257000 | PA      | $255821.85    | 0.01%             | 2028-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                                            | Lincoln National Corp                                                           | CUSIP: 534187BT5<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26153.02     | 0.00%             | 2034-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| MEAD JOHNSON NUTRITION C                                                         | Mead Johnson Nutrition Co                                                       | CUSIP: 582839AG1<br>LEI: E4BJRFT3MF4GJDY1SC50 | Long             | DBT              | CORP              | US        |     87000 | PA      | $78527.61     | 0.00%             | 2044-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                                               | Province of Quebec Canada                                                       | CUSIP: 748148SG9<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    250000 | PA      | $252584.26    | 0.01%             | 2035-08-28      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MOLSON COORS BEVERAGE                                                            | Molson Coors Beverage Co                                                        | CUSIP: 60871RAD2<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |    170000 | PA      | $158881.74    | 0.00%             | 2042-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076BF8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    164000 | PA      | $144745.25    | 0.00%             | 2045-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae                                                                      | CUSIP: 21H0226A4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4925000 | PA      | $4239327.22   | 0.12%             | 2055-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    385000 | PA      | $403097.52    | 0.01%             | 2036-01-18      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                           | CUSIP: 89788MAR3<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    185000 | PA      | $191420.24    | 0.01%             | 2030-01-24      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                                              | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $76901.68     | 0.00%             | 2034-08-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                  | CUSIP: 10373QBN9<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    141000 | PA      | $88589.71     | 0.00%             | 2050-11-10      | Fixed         | 2.77%                 | No            |                  2 | On Loan: —       |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                     | CUSIP: 438516CU8<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72147.08     | 0.00%             | 2064-03-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                                                            | Evergy Kansas Central Inc                                                       | CUSIP: 95709TAH3<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85186.48     | 0.00%             | 2042-03-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                                | L3Harris Technologies Inc                                                       | CUSIP: 502431AQ2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    205000 | PA      | $213679.40    | 0.01%             | 2033-07-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                           | Sempra                                                                          | CUSIP: 816851BS7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    120000 | PA      | $124340.41    | 0.00%             | 2054-10-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                           | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607LWV1<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $52508.87     | 0.00%             | 2028-10-03      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                            | CUSIP: 78017DAF5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    175000 | PA      | $176694.73    | 0.00%             | 2028-03-27      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J9G96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31985 | PA      | $33704.06     | 0.00%             | 2041-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31335BLS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14184 | PA      | $13400.04     | 0.00%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661EQ6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77468.84     | 0.00%             | 2033-07-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                            | CUSIP: 78016FZS6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    220000 | PA      | $221267.88    | 0.01%             | 2027-08-03      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                              | Sherwin-Williams Co/The                                                         | CUSIP: 824348AW6<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     87000 | PA      | $86173.56     | 0.00%             | 2027-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                               | Royalty Pharma PLC                                                              | CUSIP: 78081BAR4<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     50000 | PA      | $51060.95     | 0.00%             | 2034-09-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XBSH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1147139 | PA      | $938416.21    | 0.03%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                         | Berkshire Hathaway Energy Co                                                    | CUSIP: 59562VBD8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     87000 | PA      | $84552.23     | 0.00%             | 2043-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XFG6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41284.29     | 0.00%             | 2032-04-04      | Fixed         | 5.63%                 | No            |                  2 | On Loan: —       |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PEU6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    260000 | PA      | $264687.53    | 0.01%             | 2029-01-24      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                                               | Steel Dynamics Inc                                                              | CUSIP: 858119BS8<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76636.35     | 0.00%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CMF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1187370 | PA      | $1109138.39   | 0.03%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                                                 | Progressive Corp/The                                                            | CUSIP: 743315BB8<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41151.63     | 0.00%             | 2033-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    355000 | PA      | $345097.37    | 0.01%             | 2028-06-02      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A2C5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    175000 | PA      | $175255.88    | 0.00%             | 2027-06-08      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY PARTNERS                                                           | Valero Energy Partners LP                                                       | CUSIP: 91914JAB8<br>LEI: 549300WH1375KZXLJ231 | Long             | DBT              | CORP              | US        |     87000 | PA      | $87677.86     | 0.00%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                            | Province of Ontario Canada                                                      | CUSIP: 68323AFH2<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    341000 | PA      | $302216.87    | 0.01%             | 2031-02-25      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Hartford Insurance Group Inc/The                                                 | Hartford Insurance Group Inc/The                                                | CUSIP: 416515BB9<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21729.37     | 0.00%             | 2043-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                              | CUSIP: 756109AW4<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |     48000 | PA      | $46505.69     | 0.00%             | 2029-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YDB2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    116000 | PA      | $107340.33    | 0.00%             | 2045-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                                 | Alabama Power Co                                                                | CUSIP: 010392FW3<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    100000 | PA      | $66240.83     | 0.00%             | 2052-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | Fifth Third Bancorp                                                             | CUSIP: 316773CH1<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     75000 | PA      | $92793.45     | 0.00%             | 2038-03-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140E4BH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7403 | PA      | $7236.62      | 0.00%             | 2031-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| State of Texas                                                                   | TEXAS ST                                                                        | CUSIP: 882722KF7<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |    110000 | PA      | $113995.92    | 0.00%             | 2039-04-01      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844CS5<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    140000 | PA      | $137863.28    | 0.00%             | 2054-08-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| HSBC Holdings PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280AQ2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    232000 | PA      | $226377.81    | 0.01%             | 2044-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XAZ1<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39771.93     | 0.00%             | 2032-10-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                                            | Unilever Capital Corp                                                           | CUSIP: 904764BQ9<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    174000 | PA      | $152598.99    | 0.00%             | 2031-08-12      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| CHUBB INA HOLDINGS LLC                                                           | Chubb INA Holdings LLC                                                          | CUSIP: 00440EAH0<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    150000 | PA      | $172015.17    | 0.00%             | 2036-05-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                                            | Southern California Gas Co                                                      | CUSIP: 842434DD1<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104706.49    | 0.00%             | 2055-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 86765BAU3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149465.89    | 0.00%             | 2027-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QACR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    226547 | PA      | $223594.17    | 0.01%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ER6J4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     55721 | PA      | $54392.73     | 0.00%             | 2032-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                     | QUALCOMM Inc                                                                    | CUSIP: 747525BT9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    100000 | PA      | $107494.44    | 0.00%             | 2053-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                                            | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 874060AW6<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $204387.23    | 0.01%             | 2028-11-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNIV OF NOTRE DAME                                                               | University of Notre Dame du Lac                                                 | CUSIP: 914748AA6<br>LEI: XV74408A6JGDG5126L34 | Long             | DBT              | CORP              | US        |     82000 | PA      | $61480.14     | 0.00%             | 2048-02-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179SWW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    177230 | PA      | $160368.67    | 0.00%             | 2047-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                       | Fiserv Inc                                                                      | CUSIP: 337738BB3<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    307000 | PA      | $298199.56    | 0.01%             | 2027-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | Sysco Corp                                                                      | CUSIP: 871829BH9<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     87000 | PA      | $74134.98     | 0.00%             | 2048-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                                                          | Laboratory Corp of America Holdings                                             | CUSIP: 50540RAS1<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |     79000 | PA      | $70925.99     | 0.00%             | 2045-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                         | Occidental Petroleum Corp                                                       | CUSIP: 674599EC5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52288.15     | 0.00%             | 2028-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                                           | Santander Holdings USA Inc                                                      | CUSIP: 80282KBL9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     85000 | PA      | $90590.11     | 0.00%             | 2035-05-31      | Fixed         | 6.34%                 | No            |                  2 | On Loan: —       |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    221000 | PA      | $191866.80    | 0.01%             | 2036-09-21      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                                                            | Applied Materials Inc                                                           | CUSIP: 038222AS4<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35881.44     | 0.00%             | 2029-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                     | Centene Corp                                                                    | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    700000 | PA      | $678563.35    | 0.02%             | 2029-12-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457CF3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51013.56     | 0.00%             | 2033-02-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133B9MX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1489278 | PA      | $1260865.30   | 0.04%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172AC3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    220000 | PA      | $246900.43    | 0.01%             | 2038-05-16      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PEPSICO SINGAPORE FIN                                                            | Pepsico Singapore Financing I Pte Ltd                                           | CUSIP: 713466AA8<br>LEI: 254900DOMTCMUFROFJ76 | Long             | DBT              | CORP              | SG        |     50000 | PA      | $50500.21     | 0.00%             | 2027-02-16      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                     | CUSIP: 03040WBA2<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89817.68     | 0.00%             | 2032-06-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132J94H8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     25334 | PA      | $23923.05     | 0.00%             | 2043-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179TAJ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    152065 | PA      | $137456.29    | 0.00%             | 2047-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QBCF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    297295 | PA      | $285184.06    | 0.01%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING Groep NV                                                                    | CUSIP: 456837AH6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $248949.63    | 0.01%             | 2027-03-29      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076CA8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    140000 | PA      | $137246.14    | 0.00%             | 2027-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J8ST1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     73047 | PA      | $72152.60     | 0.00%             | 2033-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc                                                            | Quest Diagnostics Inc                                                           | CUSIP: 74834LAY6<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |     87000 | PA      | $79372.97     | 0.00%             | 2045-03-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| Republic of Poland Government International Bonds                                | Republic of Poland Government International Bonds                               | CUSIP: 731011AZ5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    476000 | PA      | $459958.80    | 0.01%             | 2054-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | Boeing Co/The                                                                   | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128614.71    | 0.00%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MMXX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     67016 | PA      | $67017.10     | 0.00%             | 2033-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                                                          | Piedmont Natural Gas Co Inc                                                     | CUSIP: 720186AP0<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90779.50     | 0.00%             | 2052-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650DK3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    140000 | PA      | $118923.78    | 0.00%             | 2040-04-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                             | CUSIP: 260543DK6<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    125000 | PA      | $113111.93    | 0.00%             | 2054-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWBY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1263276 | PA      | $1025778.04   | 0.03%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PFA5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76899.37     | 0.00%             | 2031-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                      | CUSIP: 91159HJV3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154249.01    | 0.00%             | 2031-05-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| WRKCo Inc                                                                        | WRKCo Inc                                                                       | CUSIP: 92940PAD6<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    171000 | PA      | $174245.36    | 0.00%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                                               | Regency Centers LP                                                              | CUSIP: 75884RBD4<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |     35000 | PA      | $35806.13     | 0.00%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STEWART INFORMATION SERV                                                         | Stewart Information Services Corp                                               | CUSIP: 86038AAA0<br>LEI: 529900TV1XI0PLKENU10 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44789.93     | 0.00%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                           | Diamondback Energy Inc                                                          | CUSIP: 25278XBC2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92393.67     | 0.00%             | 2035-04-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL                                                          | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                         | CUSIP: 05723KAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     82000 | PA      | $78880.13     | 0.00%             | 2029-11-07      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133GGHB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    240865 | PA      | $221852.51    | 0.01%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    342000 | PA      | $314036.87    | 0.01%             | 2031-03-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    341000 | PA      | $338631.37    | 0.01%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust 2020-C58                                  | CUSIP: 95002UAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    481000 | PA      | $428451.86    | 0.01%             | 2053-07-15      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                      | CUSIP: 14040HDE2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31146.45     | 0.00%             | 2030-02-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ATLASSIAN CORPORATION                                                            | Atlassian Corp                                                                  | CUSIP: 049468AB7<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25755.18     | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ABS3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94906.98     | 0.00%             | 2029-02-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| BAYLOR SCOTT & WHITE HOL                                                         | Baylor Scott & White Holdings                                                   | CUSIP: 072863AH6<br>LEI: 549300JQDKSBWYRGGV95 | Long             | DBT              | CORP              | US        |     63000 | PA      | $55854.25     | 0.00%             | 2030-11-15      | Fixed         | 1.78%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                           | Motorola Solutions Inc                                                          | CUSIP: 620076CA5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50952.78     | 0.00%             | 2030-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                       | Fiserv Inc                                                                      | CUSIP: 337738BQ0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75797.97     | 0.00%             | 2035-08-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| HUMANA INC                                                                       | Humana Inc                                                                      | CUSIP: 444859BU5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61893.33     | 0.00%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDI                                                                 | Ford Motor Credit Co LLC                                                        | CUSIP: 345397B69<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $181901.17    | 0.01%             | 2031-06-17      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                                          | KeyCorp                                                                         | CUSIP: 49326EEP4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    150000 | PA      | $162780.18    | 0.00%             | 2035-03-06      | Fixed         | 6.40%                 | No            |                  2 | On Loan: —       |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VHA5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    350000 | PA      | $355586.03    | 0.01%             | 2037-07-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140H2YR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10022 | PA      | $9897.70      | 0.00%             | 2032-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                                             | M&T Bank Corp                                                                   | CUSIP: 55261FAR5<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200511.35    | 0.01%             | 2034-01-27      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                   | S&P Global Inc                                                                  | CUSIP: 78409VBF0<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    171000 | PA      | $174189.22    | 0.00%             | 2028-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                           | CUSIP: 89788MAK8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    100000 | PA      | $107741.28    | 0.00%             | 2033-10-28      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140BW9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    220000 | PA      | $139585.77    | 0.00%             | 2051-08-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: —       |
| CNH INDUSTRIAL CAP LLC                                                           | CNH Industrial Capital LLC                                                      | CUSIP: 12592BAU8<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45501.63     | 0.00%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                                 | Alabama Power Co                                                                | CUSIP: 010392GE2<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49946.23     | 0.00%             | 2031-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179RS91<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    193892 | PA      | $180609.54    | 0.01%             | 2045-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138EGZZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28910 | PA      | $28929.08     | 0.00%             | 2041-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BR2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53625.20     | 0.00%             | 2032-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179WTX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5973267 | PA      | $4938186.37   | 0.14%             | 2051-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216CU2<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48138.22     | 0.00%             | 2027-06-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                                            | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150BD5<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104227.48    | 0.00%             | 2035-02-02      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| BlackRock Funds III                                                              | BlackRock Cash Funds: Institutional, SL Agency Shares                           | CUSIP: 066922519<br>LEI: 5493008LW2651I1QB503 | Long             | STIV             | RF                | US        |  83047292 | NS      | $83088815.80  | 2.32%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERSOURCE ENERGY                                                                | Eversource Energy                                                               | CUSIP: 30040WBA5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     75000 | PA      | $79453.86     | 0.00%             | 2031-04-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH OF NEW YORK & NEW JERSEY NY                                           | CUSIP: 73358WAJ3<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     75000 | PA      | $81075.22     | 0.00%             | 2029-12-01      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CNA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7705000 | PA      | $7749845.49   | 0.22%             | 2032-04-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MDU1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $212171.30    | 0.01%             | 2035-01-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: —       |
| JEFFERIES FIN GROUP INC                                                          | Jefferies Financial Group Inc                                                   | CUSIP: 47233JDX3<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    141000 | PA      | $122647.53    | 0.00%             | 2032-10-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBM8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    180000 | PA      | $193869.46    | 0.01%             | 2033-10-25      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| JOHNSONVILLE AERO COMBST                                                         | Johnsonville Aeroderivative Combustion Turbine Generation LLC                   | CUSIP: 479281AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     49691 | PA      | $47828.13     | 0.00%             | 2054-10-01      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| HP INC                                                                           | HP Inc                                                                          | CUSIP: 40434LAR6<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25946.37     | 0.00%             | 2030-04-25      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                          | Philippine Government International Bond                                        | CUSIP: 718286CU9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    400000 | PA      | $429875.00    | 0.01%             | 2047-10-13      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                         | Rogers Communications Inc                                                       | CUSIP: 775109AL5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $116693.77    | 0.00%             | 2038-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON                                                          | Bank of New York Mellon/The                                                     | CUSIP: 06405LAH4<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254106.49    | 0.01%             | 2029-04-20      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023BX2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    300000 | PA      | $292873.54    | 0.01%             | 2028-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680BG7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $107156.20    | 0.00%             | 2032-11-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844CH9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    171000 | PA      | $113034.84    | 0.00%             | 2055-05-15      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                         | Western Midstream Operating LP                                                  | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    120000 | PA      | $117130.53    | 0.00%             | 2030-02-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QVZC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    591560 | PA      | $588168.59    | 0.02%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418EM23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    177976 | PA      | $183077.97    | 0.01%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                 | Bank of Montreal                                                                | CUSIP: 06368LGV2<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $153666.32    | 0.00%             | 2028-02-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                                         | TotalEnergies Capital SA                                                        | CUSIP: 89157XAB7<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    150000 | PA      | $148361.03    | 0.00%             | 2054-04-05      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                       | FedEx Corp                                                                      | CUSIP: 31428XCA2<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91623.79     | 0.00%             | 2050-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| AMERICAN ELECTRIC POWER                                                          | American Electric Power Co Inc                                                  | CUSIP: 025537AY7<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77331.40     | 0.00%             | 2029-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                        | CUSIP: 345397D83<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202023.26    | 0.01%             | 2027-03-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132J8HL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     23011 | PA      | $21194.96     | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                                            | Canadian National Railway Co                                                    | CUSIP: 136375DC3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $96200.87     | 0.00%             | 2032-08-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                         | CUSIP: 808513CA1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    140000 | PA      | $127625.25    | 0.00%             | 2032-03-03      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    375000 | PA      | $391441.55    | 0.01%             | 2036-01-28      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                     | NiSource Inc                                                                    | CUSIP: 65473PAM7<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45085.62     | 0.00%             | 2052-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IBM INTERNAT CAPITAL                                                             | IBM International Capital Pte Ltd                                               | CUSIP: 449276AF1<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |    100000 | PA      | $98400.23     | 0.00%             | 2044-02-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                             | CUSIP: 03027XCP3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    100000 | PA      | $102697.06    | 0.00%             | 2035-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                               | Royalty Pharma PLC                                                              | CUSIP: 78081BAQ6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     50000 | PA      | $51300.69     | 0.00%             | 2029-09-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                                | Cisco Systems Inc                                                               | CUSIP: 17275RAD4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    341000 | PA      | $370404.29    | 0.01%             | 2039-02-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                | CUSIP: 05526DCC7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77925.25     | 0.00%             | 2035-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                                     | Entergy Corp                                                                    | CUSIP: 29364GAP8<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    104000 | PA      | $92960.96     | 0.00%             | 2031-06-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                                                       | VMware LLC                                                                      | CUSIP: 928563AK1<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70368.84     | 0.00%             | 2028-08-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661ED5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     97000 | PA      | $90660.90     | 0.00%             | 2028-09-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844CQ9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149106.52    | 0.00%             | 2033-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| FOX CORP                                                                         | Fox Corp                                                                        | CUSIP: 35137LAN5<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |     50000 | PA      | $55047.34     | 0.00%             | 2033-10-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc                                                           | Brookfield Finance Inc                                                          | CUSIP: 11271LAD4<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $203322.06    | 0.01%             | 2029-03-29      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QSMY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1539878 | PA      | $1565995.71   | 0.04%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                                         | Indonesia Government International Bonds                                        | CUSIP: 455780CE4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    284000 | PA      | $245376.00    | 0.01%             | 2048-01-11      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD ASSET MANAGEM                                                         | Brookfield Asset Management Ltd                                                 | CUSIP: 112586AB8<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $51882.19     | 0.00%             | 2055-09-15      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076CP5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    266000 | PA      | $249119.69    | 0.01%             | 2032-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                                          | Marathon Petroleum Corp                                                         | CUSIP: 56585ABE1<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40436.50     | 0.00%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YBB0<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    171000 | PA      | $102632.43    | 0.00%             | 2050-06-24      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN INVEST CO                                                         | Inter-American Investment Corp                                                  | CUSIP: 45828Q2D8<br>LEI: 5493001X4LH60PFRL744 | Long             | DBT              | NUSS              | XX        |    125000 | PA      | $126639.28    | 0.00%             | 2029-02-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                 | CUSIP: 23338VAP1<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     71000 | PA      | $49918.05     | 0.00%             | 2051-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark 2020-B19 Mortgage Trust                                               | CUSIP: 08162WBG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    193000 | PA      | $149312.94    | 0.00%             | 2053-09-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                         | Northern States Power Co/MN                                                     | CUSIP: 665772CR8<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     79000 | PA      | $53028.76     | 0.00%             | 2050-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                                           | Korea Development Bank/The                                                      | CUSIP: 500630DP0<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    500000 | PA      | $445225.00    | 0.01%             | 2031-10-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| CHOICE HOTELS INTL INC                                                           | Choice Hotels International Inc                                                 | CUSIP: 169905AH9<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51137.04     | 0.00%             | 2034-08-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132CWQY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    101094 | PA      | $97055.43     | 0.00%             | 2035-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OP CO                                                             | Public Storage Operating Co                                                     | CUSIP: 74460DAG4<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |    138000 | PA      | $134371.43    | 0.00%             | 2026-11-09      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                                                              | Dollar General Corp                                                             | CUSIP: 256677AP0<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41476.23     | 0.00%             | 2033-07-05      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DTGZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4559274 | PA      | $4693761.11   | 0.13%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                                                         | Aptiv Swiss Holdings Ltd                                                        | CUSIP: 00217GAB9<br>LEI: 254900HTTDFIJZ32GX53 | Long             | DBT              | CORP              | JE        |    102000 | PA      | $93818.05     | 0.00%             | 2032-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CDW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11000000 | PA      | $10349023.41  | 0.29%             | 2029-01-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132JMLM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11617 | PA      | $10966.05     | 0.00%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                         | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556CW0<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     65000 | PA      | $67278.78     | 0.00%             | 2030-08-10      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179TUD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     47983 | PA      | $49020.78     | 0.00%             | 2048-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IDEX CORP                                                                        | IDEX Corp                                                                       | CUSIP: 45167RAH7<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | DBT              | CORP              | US        |     67000 | PA      | $60654.16     | 0.00%             | 2031-06-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                             | Targa Resources Corp                                                            | CUSIP: 87612GAQ4<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76793.53     | 0.00%             | 2036-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                 | Welltower OP LLC                                                                | CUSIP: 95041AAF5<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |     75000 | PA      | $75699.70     | 0.00%             | 2030-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                 | Georgia Power Co                                                                | CUSIP: 373334LD1<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74772.52     | 0.00%             | 2055-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                                                                   | CUSIP: 13063BJC7<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    325000 | PA      | $398032.76    | 0.01%             | 2040-11-01      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                   | Salesforce Inc                                                                  | CUSIP: 79466LAH7<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |     60000 | PA      | $56377.98     | 0.00%             | 2028-07-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: —       |
| CVS Health Corp                                                                  | CVS Health Corp                                                                 | CUSIP: 126650CM0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    171000 | PA      | $166590.65    | 0.00%             | 2035-07-20      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PCD2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     87000 | PA      | $75597.44     | 0.00%             | 2043-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corp                                                              | Sprint Capital Corp                                                             | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    200000 | PA      | $215129.66    | 0.01%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark 2021-B29 Mortgage Trust                                               | CUSIP: 08163JAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $439823.90    | 0.01%             | 2054-09-15      | Fixed         | 2.14%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                                               | Cenovus Energy Inc                                                              | CUSIP: 15135UAF6<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $221017.96    | 0.01%             | 2039-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| Bank                                                                             | BANK 2019-BNK18                                                                 | CUSIP: 065402BC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    341000 | PA      | $326556.40    | 0.01%             | 2062-05-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| FLOWERS FOODS INC                                                                | Flowers Foods Inc                                                               | CUSIP: 343498AE1<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49571.58     | 0.00%             | 2055-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                                                                    | Sutter Health                                                                   | CUSIP: 86944BAG8<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |     66000 | PA      | $60375.51     | 0.00%             | 2030-08-15      | Fixed         | 2.29%                 | No            |                  2 | On Loan: —       |
| ONEOK Inc                                                                        | ONEOK Inc                                                                       | CUSIP: 682680AV5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     87000 | PA      | $77742.18     | 0.00%             | 2048-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                                              | Estee Lauder Cos Inc/The                                                        | CUSIP: 29736RAP5<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |     69000 | PA      | $64198.98     | 0.00%             | 2029-12-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                                                           | Boston Scientific Corp                                                          | CUSIP: 101137AU1<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |     93000 | PA      | $85370.65     | 0.00%             | 2049-03-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | Meta Platforms Inc                                                              | CUSIP: 30303M8G0<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    350000 | PA      | $348449.42    | 0.01%             | 2027-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| TARGA RESOURCES CORP                                                             | Targa Resources Corp                                                            | CUSIP: 87612GAK7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101754.66    | 0.00%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                                                 | ERP Operating LP                                                                | CUSIP: 26884ABQ5<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |     50000 | PA      | $51249.10     | 0.00%             | 2032-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PacifiCorp                                                                      | CUSIP: 695114CN6<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     87000 | PA      | $71818.99     | 0.00%             | 2042-02-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140L2RS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2003515 | PA      | $1635358.55   | 0.05%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    491000 | PA      | $450433.15    | 0.01%             | 2033-02-24      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                                                         | Aon Corp / Aon Global Holdings PLC                                              | CUSIP: 03740LAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     25000 | PA      | $26100.84     | 0.00%             | 2033-02-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                     | NiSource Inc                                                                    | CUSIP: 65473PAJ4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145253.43    | 0.00%             | 2030-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                 | Bank of Montreal                                                                | CUSIP: 06368L3L8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $78997.01     | 0.00%             | 2031-06-04      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133L8U37<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    468674 | PA      | $433304.84    | 0.01%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                                                             | Entergy Arkansas LLC                                                            | CUSIP: 29366MAB4<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |     75000 | PA      | $45352.63     | 0.00%             | 2051-06-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                                          | Marathon Petroleum Corp                                                         | CUSIP: 56585AAF9<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    150000 | PA      | $161686.47    | 0.00%             | 2041-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833DP2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    212000 | PA      | $198894.90    | 0.01%             | 2029-09-11      | Fixed         | 2.20%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3142GQ5B4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    427719 | PA      | $441787.28    | 0.01%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                         | BHP Billiton Finance USA Ltd                                                    | CUSIP: 055451AZ1<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     60000 | PA      | $60958.21     | 0.00%             | 2028-02-28      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400FH1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     87000 | PA      | $88707.53     | 0.00%             | 2038-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ACCENTURE CAPITAL INC                                                            | Accenture Capital Inc                                                           | CUSIP: 00440KAA1<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55057.61     | 0.00%             | 2027-10-04      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967NS6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151127.98    | 0.00%             | 2028-05-24      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                      | CUSIP: 14040HBN4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    162000 | PA      | $161102.26    | 0.00%             | 2027-03-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                                                      | Equifax Inc                                                                     | CUSIP: 294429AW5<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40892.02     | 0.00%             | 2028-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 86765BAQ2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     87000 | PA      | $79802.69     | 0.00%             | 2045-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                           | Motorola Solutions Inc                                                          | CUSIP: 620076CC1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52088.47     | 0.00%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| Telefonica Emisiones SAU                                                         | Telefonica Emisiones SA                                                         | CUSIP: 87938WAW3<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    160000 | PA      | $137347.49    | 0.00%             | 2048-03-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                     | CUSIP: 03040WBD6<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51532.31     | 0.00%             | 2034-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WLAK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     66971 | PA      | $62691.01     | 0.00%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XBG2<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51153.88     | 0.00%             | 2030-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                                                           | Morgan Stanley Bank NA                                                          | CUSIP: 61690U8B9<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255509.91    | 0.01%             | 2028-05-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank                                                                             | BANK 2020-BNK25                                                                 | CUSIP: 06539WBG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $175387.98    | 0.00%             | 2063-01-15      | Variable      | 3.46%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                                                          | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                     | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    597000 | PA      | $589419.59    | 0.02%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | Prudential Financial Inc                                                        | CUSIP: 744320BP6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    100000 | PA      | $107010.30    | 0.00%             | 2054-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                | Atmos Energy Corp                                                               | CUSIP: 049560AK1<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51585.18     | 0.00%             | 2041-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                                                 | Kilroy Realty LP                                                                | CUSIP: 49427RAN2<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301749.91    | 0.01%             | 2028-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810QN1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1191000 | PA      | $1221658.95   | 0.03%             | 2041-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31335BME3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    276306 | PA      | $249518.24    | 0.01%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                                               | Expand Energy Corp                                                              | CUSIP: 845467AS8<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203361.82    | 0.01%             | 2030-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                                      | Netflix Inc                                                                     | CUSIP: 64110LAX4<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    200000 | PA      | $215488.85    | 0.01%             | 2029-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                                              | Moody's Corp                                                                    | CUSIP: 615369BA2<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50995.00     | 0.00%             | 2034-08-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALT                                                         | Rexford Industrial Realty LP                                                    | CUSIP: 76169XAB0<br>LEI: 549300028US163ELJN70 | Long             | DBT              |  | US        |     79000 | PA      | $68693.69     | 0.00%             | 2031-09-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                                   | PECO Energy Co                                                                  | CUSIP: 693304BJ5<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    130000 | PA      | $132833.90    | 0.00%             | 2055-09-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J7XT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     86673 | PA      | $84420.61     | 0.00%             | 2032-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL                                                          | Raymond James Financial Inc                                                     | CUSIP: 754730AH2<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |    100000 | PA      | $75042.54     | 0.00%             | 2051-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                                                         | FMC Corp                                                                        | CUSIP: 302491AY1<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39495.19     | 0.00%             | 2053-05-18      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Q7EF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31196 | PA      | $29992.22     | 0.00%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DUKE UNIVERSITY HEALTH                                                           | Duke University Health System Inc                                               | CUSIP: 26443CAA1<br>LEI: SYIJ9BNVFR17R33OPQ57 | Long             | DBT              | CORP              | US        |     61000 | PA      | $49182.64     | 0.00%             | 2047-06-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                                | Cisco Systems Inc                                                               | CUSIP: 17275RBS0<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    415000 | PA      | $429491.51    | 0.01%             | 2031-02-26      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp                                                                | Lam Research Corp                                                               | CUSIP: 512807AU2<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74945.29     | 0.00%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWJF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3207169 | PA      | $3239752.66   | 0.09%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                   | S&P Global Inc                                                                  | CUSIP: 78409VAS3<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     75000 | PA      | $65334.19     | 0.00%             | 2030-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 9128284V9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6363000 | PA      | $6233005.88   | 0.17%             | 2028-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV FIN                                                         | Anheuser-Busch InBev Finance Inc                                                | CUSIP: 035242AN6<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |     87000 | PA      | $81256.91     | 0.00%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                                                             | Woodside Finance Ltd                                                            | CUSIP: 980236AR4<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    100000 | PA      | $99235.87     | 0.00%             | 2034-09-12      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EYE3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76166.91     | 0.00%             | 2030-06-05      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| KELLANOVA                                                                        | Kellanova                                                                       | CUSIP: 487836BX5<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    141000 | PA      | $127817.98    | 0.00%             | 2030-06-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                                | L3Harris Technologies Inc                                                       | CUSIP: 502431AF6<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    121000 | PA      | $114769.84    | 0.00%             | 2029-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818GH5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76163.87     | 0.00%             | 2054-12-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                     | CUSIP: 02665WFY2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50854.48     | 0.00%             | 2030-03-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Tanger Properties LP                                                             | Tanger Properties LP                                                            | CUSIP: 875484AK3<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              |  | US        |    171000 | PA      | $169476.78    | 0.00%             | 2027-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200KZ3<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93643.11     | 0.00%             | 2053-02-06      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 969457BX7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191157.54    | 0.01%             | 2030-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122EL8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    225000 | PA      | $223138.12    | 0.01%             | 2064-02-22      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CNE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7516000 | PA      | $7542129.82   | 0.21%             | 2027-05-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SABRA HEALTH CARE LP                                                             | Sabra Health Care LP                                                            | CUSIP: 78572XAG6<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              |  | US        |     50000 | PA      | $48442.78     | 0.00%             | 2029-10-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | Pfizer Inc                                                                      | CUSIP: 717081EK5<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     87000 | PA      | $73106.45     | 0.00%             | 2048-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                        | CUSIP: 298785JY3<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    150000 | PA      | $153570.65    | 0.00%             | 2028-10-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172DN6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76111.32     | 0.00%             | 2029-11-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                                         | Baltimore Gas and Electric Co                                                   | CUSIP: 059165EM8<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |     79000 | PA      | $51418.40     | 0.00%             | 2050-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $3970781.24   | 0.11%             | 2044-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CXX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22044 | PA      | $22019.79     | 0.00%             | 2033-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL PROPERTIES LP                                                          | Essential Properties LP                                                         | CUSIP: 29670VAB5<br>LEI: 254900XX9FNFCDE1NX02 | Long             | DBT              |  | US        |     25000 | PA      | $25093.80     | 0.00%             | 2035-12-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YAW5<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    171000 | PA      | $138873.94    | 0.00%             | 2049-03-07      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TKU8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81267.30     | 0.00%             | 2030-05-17      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| HARTFORD INSUR GRP INC/T                                                         | Hartford Insurance Group Inc/The                                                | CUSIP: 416515AS3<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    100000 | PA      | $107742.43    | 0.00%             | 2036-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                                             | Howmet Aerospace Inc                                                            | CUSIP: 013817AK7<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    100000 | PA      | $108295.73    | 0.00%             | 2037-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| Willis North America Inc                                                         | Willis North America Inc                                                        | CUSIP: 970648AH4<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45518.31     | 0.00%             | 2048-09-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS/TYCO FI                                                         | Johnson Controls International plc / Tyco Fire & Security Finance SCA           | CUSIP: 47837RAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     70000 | PA      | $62050.52     | 0.00%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YAS8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    427000 | PA      | $391691.02    | 0.01%             | 2045-05-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | Meta Platforms Inc                                                              | CUSIP: 30303M8J4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    340000 | PA      | $291949.00    | 0.01%             | 2052-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                                           | Santander Holdings USA Inc                                                      | CUSIP: 80282KBN5<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76429.24     | 0.00%             | 2029-03-20      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X3CP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    104816 | PA      | $93132.33     | 0.00%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BU5<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52465.38     | 0.00%             | 2033-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                           | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664CQ2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    250000 | PA      | $213517.25    | 0.01%             | 2048-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CHA2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4500000 | PA      | $4486992.21   | 0.13%             | 2028-04-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PACKAGING CORP OF AMERIC                                                         | Packaging Corp of America                                                       | CUSIP: 695156AX7<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31766.05     | 0.00%             | 2033-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                           | Roper Technologies Inc                                                          | CUSIP: 776696AM8<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    155000 | PA      | $156250.82    | 0.00%             | 2035-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Lazard Group LLC                                                                 | Lazard Group LLC                                                                | CUSIP: 52107QAJ4<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100450.92    | 0.00%             | 2028-09-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                                               | Ingersoll Rand Inc                                                              | CUSIP: 45687VAF3<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52131.79     | 0.00%             | 2034-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                 | Bank of Montreal                                                                | CUSIP: 06368MXV1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $99505.05     | 0.00%             | 2031-09-22      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AMERICAN FINANCIAL GROUP                                                         | American Financial Group Inc/OH                                                 | CUSIP: 025932AQ7<br>LEI: 549300AFOM7IVKIU1G39 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34292.63     | 0.00%             | 2035-09-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119CP2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40965.74     | 0.00%             | 2028-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36241LLT1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     13109 | PA      | $13512.48     | 0.00%             | 2040-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                                                          | Transcontinental Gas Pipe Line Co LLC                                           | CUSIP: 893574AF0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     87000 | PA      | $76186.27     | 0.00%             | 2042-08-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                      | Nutrien Ltd                                                                     | CUSIP: 67077MBC1<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $50803.38     | 0.00%             | 2027-06-21      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818GG7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77108.54     | 0.00%             | 2035-02-20      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| BON SECOURS MERCY                                                                | Bon Secours Mercy Health Inc                                                    | CUSIP: 58942HAC5<br>LEI: 5493006NA7JSVYYYF398 | Long             | DBT              | CORP              | US        |     64000 | PA      | $64399.86     | 0.00%             | 2028-07-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200KJ9<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    121000 | PA      | $109584.41    | 0.00%             | 2030-05-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                                                           | TotalEnergies Capital International SA                                          | CUSIP: 89153VAQ2<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $98165.35     | 0.00%             | 2029-02-19      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                                                      | Truist Bank                                                                     | CUSIP: 89788JAF6<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251066.67    | 0.01%             | 2028-07-24      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810RP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1698000 | PA      | $1314822.43   | 0.04%             | 2045-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132Y0FP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15678 | PA      | $15470.60     | 0.00%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                                           | Mondelez International Inc                                                      | CUSIP: 609207AT2<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    160000 | PA      | $150020.32    | 0.00%             | 2030-04-13      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KPQR2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2366040 | PA      | $2234715.78   | 0.06%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                     | CUSIP: 74340XBR1<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     65000 | PA      | $56431.40     | 0.00%             | 2030-10-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 969457BY5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    211000 | PA      | $191584.69    | 0.01%             | 2031-03-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bonds                                           | Uruguay Government International Bonds                                          | CUSIP: 760942BA9<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    484000 | PA      | $458590.00    | 0.01%             | 2050-06-18      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| VERISIGN INC                                                                     | VeriSign Inc                                                                    | CUSIP: 92343EAM4<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |     75000 | PA      | $67598.97     | 0.00%             | 2031-06-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140F9WL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28844 | PA      | $26997.33     | 0.00%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GGM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    171000 | PA      | $187850.74    | 0.01%             | 2041-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                                            | Alibaba Group Holding Ltd                                                       | CUSIP: 01609WAV4<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    249000 | PA      | $213223.68    | 0.01%             | 2047-12-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | Apple Inc                                                                       | CUSIP: 037833BH2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    237000 | PA      | $214390.33    | 0.01%             | 2045-05-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140MESL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    460235 | PA      | $472051.59    | 0.01%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WCQP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     66764 | PA      | $64326.57     | 0.00%             | 2044-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BW1<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    225000 | PA      | $232963.88    | 0.01%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830CG2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30690.57     | 0.00%             | 2031-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J8KV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    106353 | PA      | $109016.48    | 0.00%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | Walmart Inc                                                                     | CUSIP: 931142CS0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    341000 | PA      | $366255.51    | 0.01%             | 2040-04-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XA3P5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    911325 | PA      | $850429.17    | 0.02%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    250000 | PA      | $261423.82    | 0.01%             | 2029-09-15      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                         | CUSIP: 06418GAQ0<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $77091.49     | 0.00%             | 2031-02-14      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YER2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    296000 | PA      | $296321.88    | 0.01%             | 2028-04-20      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                    | CUSIP: 29250NAZ8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    130000 | PA      | $123854.28    | 0.00%             | 2029-11-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                 | Georgia Power Co                                                                | CUSIP: 373334KY6<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76160.44     | 0.00%             | 2030-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: —       |
| KROGER CO                                                                        | Kroger Co/The                                                                   | CUSIP: 501044DM0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     87000 | PA      | $83574.99     | 0.00%             | 2049-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179SSN8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    236591 | PA      | $208773.87    | 0.01%             | 2046-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                        | CUSIP: 341081GL5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72427.11     | 0.00%             | 2033-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PFP2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76005.92     | 0.00%             | 2031-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                               | CUSIP: 857477BV4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73192.81     | 0.00%             | 2033-08-04      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                                                         | FirstEnergy Transmission LLC                                                    | CUSIP: 33767BAH2<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50029.75     | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                             | Las Vegas Sands Corp                                                            | CUSIP: 517834AL1<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104646.56    | 0.00%             | 2034-08-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| PRESBYTERIAN HEALTHC SER                                                         | Presbyterian Healthcare Services                                                | CUSIP: 74071PAB9<br>LEI: 549300PILQ3W3CCH7D05 | Long             | DBT              | CORP              | US        |     60000 | PA      | $54064.31     | 0.00%             | 2052-08-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CBW4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    170000 | PA      | $173122.20    | 0.00%             | 2027-12-08      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                                         | Sabine Pass Liquefaction LLC                                                    | CUSIP: 785592AS5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    171000 | PA      | $172034.00    | 0.00%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CJK8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13000000 | PA      | $13126445.28  | 0.37%             | 2026-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                            | CUSIP: 06051GGG8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    197000 | PA      | $172781.16    | 0.00%             | 2048-01-20      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                         | CUSIP: 808513BA2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     70000 | PA      | $67982.16     | 0.00%             | 2029-05-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                               | VICI Properties LP                                                              | CUSIP: 925650AK9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |    105000 | PA      | $107510.53    | 0.00%             | 2035-04-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                             | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAM8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    197000 | PA      | $182029.10    | 0.01%             | 2045-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                 | CUSIP: 125523CX6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100294.74    | 0.00%             | 2030-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264AAV7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125188.17    | 0.00%             | 2028-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X5MU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    238210 | PA      | $228837.95    | 0.01%             | 2049-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                                                         | Aon Corp / Aon Global Holdings PLC                                              | CUSIP: 03740LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     55000 | PA      | $53927.74     | 0.00%             | 2027-05-28      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY PARTNERS LL                                                         | Viper Energy Partners LLC                                                       | CUSIP: 92764MAB0<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111839.20    | 0.00%             | 2035-08-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                      | CUSIP: 14040HDH5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    355000 | PA      | $372316.06    | 0.01%             | 2035-07-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| RELX Capital Inc                                                                 | RELX Capital Inc                                                                | CUSIP: 74949LAC6<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24858.47     | 0.00%             | 2029-03-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                                                          | Blackstone Secured Lending Fund                                                 | CUSIP: 09261XAH5<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25617.05     | 0.00%             | 2027-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                               | Analog Devices Inc                                                              | CUSIP: 032654AV7<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |     75000 | PA      | $66310.08     | 0.00%             | 2031-10-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F0304A3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2202000 | PA      | $2109070.34   | 0.06%             | 2040-10-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                                                             | National Fuel Gas Co                                                            | CUSIP: 636180BT7<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36176.91     | 0.00%             | 2030-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                   | S&P Global Inc                                                                  | CUSIP: 78409VAQ7<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     80000 | PA      | $57533.13     | 0.00%             | 2049-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC                                                                      | Textron Inc                                                                     | CUSIP: 883203CE9<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51720.31     | 0.00%             | 2035-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Southern Power Co                                                                | Southern Power Co                                                               | CUSIP: 843646AJ9<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |     87000 | PA      | $83551.07     | 0.00%             | 2043-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818GA0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     69000 | PA      | $49027.66     | 0.00%             | 2072-02-14      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                                              | Moody's Corp                                                                    | CUSIP: 615369AX3<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     81000 | PA      | $51724.23     | 0.00%             | 2061-11-29      | Fixed         | 3.10%                 | No            |                  2 | On Loan: —       |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                            | CUSIP: 693475CA1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101375.62    | 0.00%             | 2032-10-21      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                                                           | Corp Andina de Fomento                                                          | CUSIP: 219868CF1<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | XX        |    300000 | PA      | $292757.25    | 0.01%             | 2027-02-08      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                                                          | Connecticut Light and Power Co/The                                              | CUSIP: 207597EL5<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80915.70     | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31385JJC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4240 | PA      | $4451.31      | 0.00%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    451000 | PA      | $257528.64    | 0.01%             | 2063-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179NNC8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     36450 | PA      | $36239.10     | 0.00%             | 2043-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | Meta Platforms Inc                                                              | CUSIP: 30303M8R6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    210000 | PA      | $215976.79    | 0.01%             | 2063-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                           | ConocoPhillips Co                                                               | CUSIP: 20826FBF2<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72132.68     | 0.00%             | 2033-09-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                                                         | Archer-Daniels-Midland Co                                                       | CUSIP: 039482AD6<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |     67000 | PA      | $61191.00     | 0.00%             | 2032-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: —       |
| CAMDEN PROPERTY TRUST                                                            | Camden Property Trust                                                           | CUSIP: 133131BA9<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              |  | US        |     25000 | PA      | $25445.00     | 0.00%             | 2026-11-03      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    645000 | PA      | $657710.96    | 0.02%             | 2033-07-25      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | General Motors Co                                                               | CUSIP: 37045VAJ9<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    171000 | PA      | $154042.69    | 0.00%             | 2045-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | Sysco Corp                                                                      | CUSIP: 871829BF3<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    171000 | PA      | $168663.27    | 0.00%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CZ98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    920267 | PA      | $880531.20    | 0.02%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                  | CUSIP: 10373QAC4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     87000 | PA      | $86824.26     | 0.00%             | 2028-09-21      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                   | Air Lease Corp                                                                  | CUSIP: 00912XAY0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68931.34     | 0.00%             | 2027-12-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | Meta Platforms Inc                                                              | CUSIP: 30303M8M7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61938.26     | 0.00%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                                                            | Amrize Finance US LLC                                                           | CUSIP: 43475RAC0<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102208.07    | 0.00%             | 2030-04-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    620000 | PA      | $641464.18    | 0.02%             | 2034-04-25      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XCJ2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    200000 | PA      | $217339.39    | 0.01%             | 2032-11-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                 | FirstEnergy Corp                                                                | CUSIP: 337932AM9<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    150000 | PA      | $104721.88    | 0.00%             | 2050-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| PRIMERICA INC                                                                    | Primerica Inc                                                                   | CUSIP: 74164MAB4<br>LEI: 254900621R686KJR7022 | Long             | DBT              | CORP              | US        |     74000 | PA      | $66811.11     | 0.00%             | 2031-11-19      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308KV8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50284.45     | 0.00%             | 2055-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138LSZ78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3353 | PA      | $3272.69      | 0.00%             | 2032-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Q7D53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25485 | PA      | $24525.16     | 0.00%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Q8BV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     53308 | PA      | $51897.75     | 0.00%             | 2032-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31307NQG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10476 | PA      | $10274.45     | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                                  | AstraZeneca PLC                                                                 | CUSIP: 046353AW8<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    189000 | PA      | $166383.28    | 0.00%             | 2030-08-06      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Bank of America Credit Card Trust                                                | BA Credit Card Trust                                                            | CUSIP: 05522RDH8<br>LEI: 5493006DQ60M1CRKHH19 | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $506135.40    | 0.01%             | 2028-11-15      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                                          | Canadian Natural Resources Ltd                                                  | CUSIP: 136385AY7<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $88886.34     | 0.00%             | 2047-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GMB2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    275000 | PA      | $280530.30    | 0.01%             | 2035-08-15      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                  | Xcel Energy Inc                                                                 | CUSIP: 98389BBA7<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103454.96    | 0.00%             | 2033-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XDWS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    132272 | PA      | $118816.82    | 0.00%             | 2036-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                                  | Caterpillar Inc                                                                 | CUSIP: 149123CG4<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |     70000 | PA      | $66440.84     | 0.00%             | 2029-09-19      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                          | Procter & Gamble Co/The                                                         | CUSIP: 742718EV7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |     87000 | PA      | $85599.67     | 0.00%             | 2027-08-11      | Fixed         | 2.85%                 | No            |                  2 | On Loan: —       |
| Amazon.com Inc                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135AP1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    204000 | PA      | $210805.55    | 0.01%             | 2034-12-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133L8U45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    498125 | PA      | $460533.17    | 0.01%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CCY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7482000 | PA      | $6978718.63   | 0.20%             | 2028-09-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133L8HW8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    676686 | PA      | $623544.91    | 0.02%             | 2036-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XCG9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148615.27    | 0.00%             | 2028-01-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PEV0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    140000 | PA      | $138521.39    | 0.00%             | 2033-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VERALTO CORP                                                                     | Veralto Corp                                                                    | CUSIP: 92338CAF0<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78428.89     | 0.00%             | 2033-09-18      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EXH7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    120000 | PA      | $121800.55    | 0.00%             | 2029-01-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ACCENTURE CAPITAL INC                                                            | Accenture Capital Inc                                                           | CUSIP: 00440KAC7<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74888.03     | 0.00%             | 2031-10-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| TARGET CORP                                                                      | Target Corp                                                                     | CUSIP: 87612EAU0<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    174000 | PA      | $204716.22    | 0.01%             | 2038-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PEA6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $61864.06     | 0.00%             | 2060-05-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II                                                             | DH Europe Finance II Sarl                                                       | CUSIP: 23291KAH8<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |     79000 | PA      | $74410.00     | 0.00%             | 2029-11-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DMSB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    660858 | PA      | $539538.30    | 0.02%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                                         | Public Service Enterprise Group Inc                                             | CUSIP: 744573AQ9<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87698.37     | 0.00%             | 2030-08-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                                            | RIO TINTO FIN USA PLC                                                           | CUSIP: 76720AAT3<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |     65000 | PA      | $66818.19     | 0.00%             | 2032-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                           | CUSIP: 89788MAP7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    245000 | PA      | $259583.82    | 0.01%             | 2034-06-08      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                                                          | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                     | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1082000 | PA      | $1013649.91   | 0.03%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                         | CUSIP: 55336VBT6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    149000 | PA      | $127108.98    | 0.00%             | 2052-03-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                               | CUSIP: 478160CR3<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    300000 | PA      | $211489.34    | 0.01%             | 2040-09-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CNK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13426000 | PA      | $13508339.11  | 0.38%             | 2030-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                 | Georgia Power Co                                                                | CUSIP: 373334KS9<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101482.10    | 0.00%             | 2028-05-16      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| OGE ENERGY CORP                                                                  | OGE Energy Corp                                                                 | CUSIP: 670837AD5<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25967.60     | 0.00%             | 2029-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119CL1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    250000 | PA      | $206437.30    | 0.01%             | 2052-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| TOLL BROS FINANCE CORP                                                           | Toll Brothers Finance Corp                                                      | CUSIP: 88947EAU4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $48944.84     | 0.00%             | 2029-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448FA1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    206000 | PA      | $179159.59    | 0.01%             | 2031-02-25      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822CD4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $180850.31    | 0.01%             | 2033-01-19      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                                                          | Southwestern Electric Power Co                                                  | CUSIP: 845437BQ4<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    100000 | PA      | $75136.03     | 0.00%             | 2048-02-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                                                      | NVIDIA Corp                                                                     | CUSIP: 67066GAG9<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    122000 | PA      | $104484.91    | 0.00%             | 2040-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                                                            | Southwest Airlines Co                                                           | CUSIP: 844741BK3<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    213000 | PA      | $215575.23    | 0.01%             | 2027-06-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | Microsoft Corp                                                                  | CUSIP: 594918CB8<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    341000 | PA      | $312773.48    | 0.01%             | 2057-02-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                                                            | Continental Resources Inc/OK                                                    | CUSIP: 212015AS0<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    121000 | PA      | $120234.02    | 0.00%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                          | Astrazeneca Finance LLC                                                         | CUSIP: 04636NAG8<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51504.16     | 0.00%             | 2030-03-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                            | Micron Technology Inc                                                           | CUSIP: 595112BQ5<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    130000 | PA      | $131195.02    | 0.00%             | 2030-02-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DR6<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    200000 | PA      | $140359.62    | 0.00%             | 2040-11-13      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                                                           | Mid-America Apartments LP                                                       | CUSIP: 59523UAN7<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |     87000 | PA      | $86379.72     | 0.00%             | 2027-06-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | Intel Corp                                                                      | CUSIP: 458140BG4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    240000 | PA      | $177267.53    | 0.00%             | 2047-12-08      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                | CUSIP: 925524AH3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    100000 | PA      | $111647.79    | 0.00%             | 2030-07-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                                                               | Diageo Capital PLC                                                              | CUSIP: 25243YBK4<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $202633.50    | 0.01%             | 2026-10-05      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                             | CUSIP: 459058FT5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    130000 | PA      | $127312.87    | 0.00%             | 2026-10-27      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                                | Union Electric Co                                                               | CUSIP: 906548DA7<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51530.59     | 0.00%             | 2035-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| STATE STREET CORP                                                                | State Street Corp                                                               | CUSIP: 857477BU6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99698.42     | 0.00%             | 2033-05-13      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                              | CUSIP: 05971KAF6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $192404.12    | 0.01%             | 2030-05-28      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179VQR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    191356 | PA      | $158440.10    | 0.00%             | 2050-07-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                                             | Shell Finance US Inc                                                            | CUSIP: 822905AB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $165254.70    | 0.00%             | 2030-04-06      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 3617A1GL2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     61913 | PA      | $56747.63     | 0.00%             | 2045-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    205000 | PA      | $203223.29    | 0.01%             | 2029-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| EAGLE MATERIALS                                                                  | Eagle Materials Inc                                                             | CUSIP: 26969PAB4<br>LEI: 529900KRXRGXL61SG039 | Long             | DBT              | CORP              | US        |     67000 | PA      | $60387.87     | 0.00%             | 2031-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                               | Essex Portfolio LP                                                              | CUSIP: 29717PAX5<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |     71000 | PA      | $43295.68     | 0.00%             | 2050-09-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FBR1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     95000 | PA      | $94558.48     | 0.00%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cummins Inc                                                                      | Cummins Inc                                                                     | CUSIP: 231021AQ9<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    300000 | PA      | $289283.41    | 0.01%             | 2043-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QLGU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    806429 | PA      | $657992.12    | 0.02%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                                                          | Principal Financial Group Inc                                                   | CUSIP: 74251VAF9<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45765.32     | 0.00%             | 2042-09-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810FF0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1529000 | PA      | $1600612.15   | 0.04%             | 2028-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                  | CUSIP: 10373QBT6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    207000 | PA      | $187714.07    | 0.01%             | 2032-01-12      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME                                                           | Blue Owl Credit Income Corp                                                     | CUSIP: 69120VAZ4<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |     40000 | PA      | $42041.04     | 0.00%             | 2031-03-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| GEORGETOWN UNIVERSITY                                                            | Georgetown University/The                                                       | CUSIP: 37310PAC5<br>LEI: 549300GCL3B0KVXSX752 | Long             | DBT              | CORP              | US        |     40000 | PA      | $33580.07     | 0.00%             | 2049-04-01      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJYU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15265 | PA      | $14344.18     | 0.00%             | 2046-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687EB8<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    131000 | PA      | $148789.58    | 0.00%             | 2035-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                                         | Willis North America Inc                                                        | CUSIP: 970648AN1<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76403.35     | 0.00%             | 2054-03-05      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| SELECTIVE INSURANCE GROU                                                         | Selective Insurance Group Inc                                                   | CUSIP: 816300AJ6<br>LEI: 549300R3WGJWLE40R258 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51938.31     | 0.00%             | 2035-04-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179SGM3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8131 | PA      | $7791.86      | 0.00%             | 2046-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Manulife Financial Corp                                                          | Manulife Financial Corp                                                         | CUSIP: 56501RAD8<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |     71000 | PA      | $70869.29     | 0.00%             | 2046-03-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Health & Educational Facilities Authority of the State of Missouri               | MISSOURI ST HLTH & EDUCTNL FACS AUTH EDUCTNL FACS REVENUE                       | CUSIP: 60636APP2<br>LEI: 549300IWTBCMX5JB3277 | Long             | DBT              | MUN               | US        |     90000 | PA      | $67219.63     | 0.00%             | 2057-08-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023CM5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     80000 | PA      | $78369.48     | 0.00%             | 2027-02-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844CT3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52983.72     | 0.00%             | 2034-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CHT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11000000 | PA      | $10908906.25  | 0.31%             | 2033-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36178DSS1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11869 | PA      | $10894.07     | 0.00%             | 2042-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CNW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8830000 | PA      | $8803785.94   | 0.25%             | 2032-08-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QSEC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    871053 | PA      | $882682.90    | 0.02%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | Humana Inc                                                                      | CUSIP: 444859BG6<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     70000 | PA      | $59743.61     | 0.00%             | 2047-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132GUJW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7792 | PA      | $7575.59      | 0.00%             | 2042-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7278000 | PA      | $4682369.57   | 0.13%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NDM0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    246000 | PA      | $218505.65    | 0.01%             | 2031-01-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Applied Materials Inc                                                            | Applied Materials Inc                                                           | CUSIP: 038222AM7<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    130000 | PA      | $113563.06    | 0.00%             | 2047-04-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                          | Duke Energy Indiana LLC                                                         | CUSIP: 26443TAA4<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |     87000 | PA      | $68631.26     | 0.00%             | 2046-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WW Grainger Inc                                                                  | WW Grainger Inc                                                                 | CUSIP: 384802AB0<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90319.38     | 0.00%             | 2045-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WFKQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32163 | PA      | $31164.71     | 0.00%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                                                         | Take-Two Interactive Software Inc                                               | CUSIP: 874054AK5<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    140000 | PA      | $142524.19    | 0.00%             | 2028-03-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                                                          | Piedmont Natural Gas Co Inc                                                     | CUSIP: 720186AL9<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    120000 | PA      | $117053.16    | 0.00%             | 2029-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                    | DTE Energy Co                                                                   | CUSIP: 233331BJ5<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203465.58    | 0.01%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CELULOSA ARAUCO CONSTITU                                                         | Celulosa Arauco y Constitucion SA                                               | CUSIP: 151191BB8<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $197024.00    | 0.01%             | 2027-11-02      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBA4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     71000 | PA      | $69329.01     | 0.00%             | 2027-01-26      | Fixed         | 2.05%                 | No            |                  2 | On Loan: —       |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076BX9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    171000 | PA      | $150286.58    | 0.00%             | 2048-12-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844BX5<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     80000 | PA      | $64584.05     | 0.00%             | 2047-11-01      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                                                         | Targa Resources Partners LP / Targa Resources Partners Finance Corp             | CUSIP: 87612BBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    104000 | PA      | $104303.76    | 0.00%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179VSF8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3556081 | PA      | $2944403.02   | 0.08%             | 2050-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                           | Arizona Public Service Co                                                       | CUSIP: 040555CM4<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     87000 | PA      | $82372.43     | 0.00%             | 2041-09-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBG1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99962.16     | 0.00%             | 2028-06-13      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| AUTODESK INC                                                                     | Autodesk Inc                                                                    | CUSIP: 052769AH9<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |    133000 | PA      | $117835.54    | 0.00%             | 2031-12-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EVW6<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     90000 | PA      | $87688.39     | 0.00%             | 2026-10-13      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 31329PZC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     51590 | PA      | $50831.63     | 0.00%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 969457CA6<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    130000 | PA      | $122009.06    | 0.00%             | 2052-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5500000 | PA      | $4547167.96   | 0.13%             | 2053-02-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT Capital Corp                                                                | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    333000 | PA      | $329593.78    | 0.01%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAP5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    140000 | PA      | $137705.21    | 0.00%             | 2029-04-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                                                                      | Ameren Corp                                                                     | CUSIP: 023608AR3<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77004.89     | 0.00%             | 2035-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31417DV42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20505 | PA      | $19347.44     | 0.00%             | 2042-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GHX0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    321000 | PA      | $304669.28    | 0.01%             | 2030-10-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                                           | Mondelez International Inc                                                      | CUSIP: 609207BA2<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    101000 | PA      | $98903.25     | 0.00%             | 2027-03-17      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                                                 | Black Hills Corp                                                                | CUSIP: 092113AW9<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106788.65    | 0.00%             | 2034-05-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MEC4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    200000 | PA      | $222741.93    | 0.01%             | 2037-10-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp                                                         | TWDC Enterprises 18 Corp                                                        | CUSIP: 25468PBW5<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    100000 | PA      | $114250.57    | 0.00%             | 2032-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QNQJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    291419 | PA      | $237248.51    | 0.01%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132VQLR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     59322 | PA      | $55308.36     | 0.00%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | Ventas Realty LP                                                                | CUSIP: 92277GAB3<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |    100000 | PA      | $99874.03     | 0.00%             | 2043-09-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                           | Diamondback Energy Inc                                                          | CUSIP: 25278XAN9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    171000 | PA      | $164980.75    | 0.00%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RAD9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    155000 | PA      | $153612.34    | 0.00%             | 2027-05-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Comerica Inc                                                                     | Comerica Inc                                                                    | CUSIP: 200340AT4<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |    171000 | PA      | $168842.73    | 0.00%             | 2029-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140CA6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192923.98    | 0.01%             | 2032-08-05      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | Lloyds Banking Group PLC                                                        | CUSIP: 53944YBA0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $209171.94    | 0.01%             | 2030-06-05      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                            | CUSIP: 961214EX7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     81000 | PA      | $72243.24     | 0.00%             | 2036-11-18      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VCQ5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    257000 | PA      | $247915.09    | 0.01%             | 2034-11-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29273VBE9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    400000 | PA      | $413031.79    | 0.01%             | 2035-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | MetLife Inc                                                                     | CUSIP: 59156RBG2<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    200000 | PA      | $188556.86    | 0.01%             | 2043-11-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                     | AutoZone Inc                                                                    | CUSIP: 053332BF8<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25671.68     | 0.00%             | 2033-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Texas Natural Gas Securitization Finance Corp                                    | TEXAS NATURAL GAS SECURITIZTN FIN CORP REVENUE                                  | CUSIP: 88258MAA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    154467 | PA      | $159311.58    | 0.00%             | 2035-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179U4B5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    388703 | PA      | $349433.00    | 0.01%             | 2049-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                            | TransCanada PipeLines Ltd                                                       | CUSIP: 893526DJ9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $52897.62     | 0.00%             | 2040-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                        | CUSIP: 341081FX0<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    100000 | PA      | $69810.15     | 0.00%             | 2049-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                                                         | British Telecommunications PLC                                                  | CUSIP: 111021AE1<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $369382.18    | 0.01%             | 2030-12-15      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804GA6<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     81000 | PA      | $70721.60     | 0.00%             | 2048-12-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TNJ0<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     95000 | PA      | $97294.52     | 0.00%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     87000 | PA      | $85662.41     | 0.00%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752BA0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68798.39     | 0.00%             | 2054-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                            | Northrop Grumman Corp                                                           | CUSIP: 666807CN0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76283.32     | 0.00%             | 2030-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                     | CUSIP: 74340XBZ3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     82000 | PA      | $73313.13     | 0.00%             | 2030-07-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CAE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11568000 | PA      | $9973333.15   | 0.28%             | 2030-08-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KLEZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2363790 | PA      | $1929424.82   | 0.05%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                            | MidAmerican Energy Co                                                           | CUSIP: 595620AW5<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     75000 | PA      | $47148.41     | 0.00%             | 2052-08-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                           | CUSIP: 882508BJ2<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     75000 | PA      | $67717.46     | 0.00%             | 2030-05-04      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | Comcast Corp                                                                    | CUSIP: 20030NBU4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     87000 | PA      | $62970.84     | 0.00%             | 2046-07-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140EU4H9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9105 | PA      | $8529.29      | 0.00%             | 2046-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QBX3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198064.39    | 0.01%             | 2028-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ADL6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74897.45     | 0.00%             | 2029-10-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U2L6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    341000 | PA      | $342866.46    | 0.01%             | 2031-04-04      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | Humana Inc                                                                      | CUSIP: 444859BE1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     87000 | PA      | $77231.37     | 0.00%             | 2044-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                                              | LYB International Finance III LLC                                               | CUSIP: 50249AAK9<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |     70000 | PA      | $45060.86     | 0.00%             | 2060-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL IN                                                         | Brighthouse Financial Inc                                                       | CUSIP: 10922NAF0<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |    103000 | PA      | $82094.56     | 0.00%             | 2047-06-22      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | Dominion Energy Inc                                                             | CUSIP: 25746UDG1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    177000 | PA      | $170011.17    | 0.00%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ERUK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28980 | PA      | $28645.36     | 0.00%             | 2032-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 96949LAD7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    130000 | PA      | $129117.30    | 0.00%             | 2027-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CHR5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $4045156.24   | 0.11%             | 2030-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VCG6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201662.54    | 0.01%             | 2035-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179TAK1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     56834 | PA      | $52484.82     | 0.00%             | 2047-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687FP6<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299474.96    | 0.01%             | 2027-03-23      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CWJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7110 | PA      | $7193.75      | 0.00%             | 2048-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BK9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $175625.49    | 0.00%             | 2039-07-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138EQ5W8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     94312 | PA      | $92405.61     | 0.00%             | 2031-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GXA7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    171000 | PA      | $158148.61    | 0.00%             | 2039-04-23      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I                                                         | Stanley Black & Decker Inc                                                      | CUSIP: 854502AL5<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |     71000 | PA      | $64637.62     | 0.00%             | 2030-03-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWDR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  12667205 | PA      | $10689061.20  | 0.30%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | Comcast Corp                                                                    | CUSIP: 20030NCG4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    150000 | PA      | $115008.51    | 0.00%             | 2052-11-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ATLASSIAN CORPORATION                                                            | Atlassian Corp                                                                  | CUSIP: 049468AA9<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25701.42     | 0.00%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XNAQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    771446 | PA      | $810862.67    | 0.02%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                            | Micron Technology Inc                                                           | CUSIP: 595112CE1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26300.94     | 0.00%             | 2035-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                                                          | Laboratory Corp of America Holdings                                             | CUSIP: 50540RAZ5<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100013.90    | 0.00%             | 2030-04-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WFAW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12806 | PA      | $12546.88     | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DV3U7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1471718 | PA      | $1360196.57   | 0.04%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 36241KNM6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       972 | PA      | $1023.52      | 0.00%             | 2037-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738EBW4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    222000 | PA      | $171470.43    | 0.00%             | 2042-11-24      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                                                         | Amcor Flexibles North America Inc                                               | CUSIP: 02344AAA6<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    122000 | PA      | $110897.54    | 0.00%             | 2031-05-25      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140FCTC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18360 | PA      | $17159.92     | 0.00%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                                         | Constellation Energy Generation LLC                                             | CUSIP: 30161MAG8<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    123000 | PA      | $133612.11    | 0.00%             | 2039-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                      | CUSIP: 14040HBW4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    371000 | PA      | $368128.73    | 0.01%             | 2028-01-31      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                       | CUSIP: 911312CA2<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    110000 | PA      | $101610.39    | 0.00%             | 2053-03-03      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| SHELL FINANCE US INC                                                             | Shell Finance US Inc                                                            | CUSIP: 822905AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $218409.68    | 0.01%             | 2045-05-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                 | CUSIP: 125523CY4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101008.30    | 0.00%             | 2032-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                     | CUSIP: 931142ET6<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    166000 | PA      | $146454.17    | 0.00%             | 2031-09-22      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                            | Novartis Capital Corp                                                           | CUSIP: 66989HAU2<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74589.17     | 0.00%             | 2031-09-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                         | Caterpillar Financial Services Corp                                             | CUSIP: 14913UAL4<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50867.62     | 0.00%             | 2027-05-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                 | ERP Operating LP                                                                | CUSIP: 26884ABG7<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |     87000 | PA      | $85830.41     | 0.00%             | 2027-08-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT                                                         | Apollo Global Management Inc                                                    | CUSIP: 03769MAC0<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101338.49    | 0.00%             | 2054-05-21      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DQ70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1285462 | PA      | $1047415.72   | 0.03%             | 2050-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HERCULES CAPITAL INC                                                             | Hercules Capital Inc                                                            | CUSIP: 427096AJ1<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68695.57     | 0.00%             | 2027-01-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TKR5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45608.53     | 0.00%             | 2033-01-12      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                               | CUSIP: 24703DBL4<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     60000 | PA      | $63463.28     | 0.00%             | 2033-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X8KW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    900078 | PA      | $766270.44    | 0.02%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 913017CY3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    411000 | PA      | $410683.09    | 0.01%             | 2028-11-16      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $104631.27    | 0.00%             | 2056-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Indiana Finance Authority                                                        | INDIANA ST FIN AUTH REVENUE                                                     | CUSIP: 45506ECL5<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |     75000 | PA      | $54767.70     | 0.00%             | 2051-01-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 312931T73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12494 | PA      | $12597.16     | 0.00%             | 2039-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                        | CUSIP: 298785JZ0<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    600000 | PA      | $605899.61    | 0.02%             | 2029-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                | CUSIP: 92553PAP7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    184000 | PA      | $142024.95    | 0.00%             | 2043-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                | CUSIP: 05526DBV6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     96000 | PA      | $91844.44     | 0.00%             | 2052-03-16      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| LYONDELLBASELL IND NV                                                            | LyondellBasell Industries NV                                                    | CUSIP: 552081AM3<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | DBT              | CORP              | NL        |    150000 | PA      | $118040.04    | 0.00%             | 2055-02-26      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308KM8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     40000 | PA      | $42997.76     | 0.00%             | 2033-06-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | Pfizer Inc                                                                      | CUSIP: 717081FB4<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    171000 | PA      | $149829.99    | 0.00%             | 2031-08-18      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T Inc                                                                        | CUSIP: 00206RGL0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199851.63    | 0.01%             | 2028-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141EC31<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    214000 | PA      | $198698.16    | 0.01%             | 2044-07-08      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                         | Caterpillar Financial Services Corp                                             | CUSIP: 14913UAY6<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50530.10     | 0.00%             | 2028-03-03      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GC51<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    330000 | PA      | $342134.00    | 0.01%             | 2056-01-28      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275000 | PA      | $186255.39    | 0.01%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448FL7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99513.99     | 0.00%             | 2028-02-18      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132CXDN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     84368 | PA      | $83081.94     | 0.00%             | 2038-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F0504A1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    139000 | PA      | $140431.66    | 0.00%             | 2039-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752AP8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    121000 | PA      | $109856.11    | 0.00%             | 2031-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                                | General Mills Inc                                                               | CUSIP: 370334CL6<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    171000 | PA      | $160491.37    | 0.00%             | 2030-04-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| FIRSTENERGY CORP                                                                 | FirstEnergy Corp                                                                | CUSIP: 337932AL1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     75000 | PA      | $69584.63     | 0.00%             | 2030-03-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                     | CUSIP: 438516CK0<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102868.17    | 0.00%             | 2033-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HARTFORD INSUR GRP INC/T                                                         | Hartford Insurance Group Inc/The                                                | CUSIP: 416515BE3<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |     87000 | PA      | $82295.14     | 0.00%             | 2029-08-19      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61772BAC7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    235000 | PA      | $183754.75    | 0.01%             | 2042-04-22      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    341000 | PA      | $347950.32    | 0.01%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140E24G3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23559 | PA      | $22684.65     | 0.00%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                                              | Cardinal Health Inc                                                             | CUSIP: 14149YBT4<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25073.33     | 0.00%             | 2054-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                   | CUSIP: 744448CT6<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    140000 | PA      | $123349.29    | 0.00%             | 2031-01-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                      | Equinix Inc                                                                     | CUSIP: 29444UBD7<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |     71000 | PA      | $69938.35     | 0.00%             | 2026-11-18      | Fixed         | 2.90%                 | No            |                  2 | On Loan: —       |
| Kentucky Utilities Co                                                            | Kentucky Utilities Co                                                           | CUSIP: 491674BL0<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |    171000 | PA      | $146949.24    | 0.00%             | 2045-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804GQ1<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24024.17     | 0.00%             | 2054-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US Bancorp                                                                      | CUSIP: 91159HHR4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197477.84    | 0.01%             | 2027-04-27      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                              | CUSIP: 756109BJ2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |     75000 | PA      | $71480.57     | 0.00%             | 2028-06-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                         | BHP Billiton Finance USA Ltd                                                    | CUSIP: 055451BF4<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    100000 | PA      | $101552.24    | 0.00%             | 2053-09-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9500000 | PA      | $8768945.36   | 0.25%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                   | Starbucks Corp                                                                  | CUSIP: 855244AW9<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91801.46     | 0.00%             | 2030-03-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| eBay Inc                                                                         | eBay Inc                                                                        | CUSIP: 278642AF0<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41738.36     | 0.00%             | 2042-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CONCENTRIX CORP                                                                  | Concentrix Corp                                                                 | CUSIP: 20602DAC5<br>LEI: 5493000EAJN1KMPVA737 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51890.95     | 0.00%             | 2033-08-02      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XEN2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77944.14     | 0.00%             | 2029-01-07      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36180AB85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3443792 | PA      | $3341775.14   | 0.09%             | 2054-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                           | CUSIP: 882508CK8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50846.38     | 0.00%             | 2030-05-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MBP4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    300000 | PA      | $286825.65    | 0.01%             | 2029-07-16      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                           | ConocoPhillips Co                                                               | CUSIP: 20826FAV8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     62000 | PA      | $46583.66     | 0.00%             | 2052-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023BU8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    171000 | PA      | $167546.09    | 0.00%             | 2027-03-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680BY8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    140000 | PA      | $108696.71    | 0.00%             | 2047-10-03      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J8GN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     89810 | PA      | $84703.28     | 0.00%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179RQ36<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    128476 | PA      | $123950.59    | 0.00%             | 2045-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FLOWERS FOODS INC                                                                | Flowers Foods Inc                                                               | CUSIP: 343498AD3<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50927.65     | 0.00%             | 2035-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| CSX Corp                                                                         | CSX Corp                                                                        | CUSIP: 126408GY3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84791.31     | 0.00%             | 2044-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                        | GATX Corp                                                                       | CUSIP: 361448BF9<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49162.38     | 0.00%             | 2030-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                                                         | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                      | CUSIP: 46590XAY2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    146000 | PA      | $152472.18    | 0.00%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                         | Occidental Petroleum Corp                                                       | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    500000 | PA      | $531333.50    | 0.01%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YBC8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    160000 | PA      | $154546.30    | 0.00%             | 2027-06-10      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                                                 | Progressive Corp/The                                                            | CUSIP: 743315AV5<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75009.61     | 0.00%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650DU1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    180000 | PA      | $184166.26    | 0.01%             | 2033-02-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738EBU8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    222000 | PA      | $217063.31    | 0.01%             | 2027-11-24      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YEB1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     85000 | PA      | $86970.86     | 0.00%             | 2055-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| ASTRAZENECA FINANCE LLC                                                          | Astrazeneca Finance LLC                                                         | CUSIP: 04636NAE3<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    149000 | PA      | $141028.81    | 0.00%             | 2028-05-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FORTINET INC                                                                     | Fortinet Inc                                                                    | CUSIP: 34959EAB5<br>LEI: 549300O0QJWDBAS0QX03 | Long             | DBT              | CORP              | US        |    152000 | PA      | $135395.97    | 0.00%             | 2031-03-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QNW65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    671772 | PA      | $591389.56    | 0.02%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844CV8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66365.28     | 0.00%             | 2035-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| PUB SVC NEW HAMP                                                                 | Public Service Co of New Hampshire                                              | CUSIP: 744538AH2<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25244.51     | 0.00%             | 2028-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                                          | Carmax Auto Owner Trust 2025-3                                                  | CUSIP: 14290FAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $405470.16    | 0.01%             | 2031-01-15      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818FV5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $68966.18     | 0.00%             | 2061-05-20      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                                            | Southern California Gas Co                                                      | CUSIP: 842434CZ3<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41339.93     | 0.00%             | 2033-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                               | Ally Financial Inc                                                              | CUSIP: 02005NBU3<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52892.13     | 0.00%             | 2030-01-03      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31307QQJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    207236 | PA      | $202685.59    | 0.01%             | 2031-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                                                                    | Sutter Health                                                                   | CUSIP: 86944BAP8<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36228.56     | 0.00%             | 2032-08-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                         | Northern States Power Co/MN                                                     | CUSIP: 665772CY3<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84268.70     | 0.00%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                              | Synchrony Financial                                                             | CUSIP: 87165BAR4<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    150000 | PA      | $132842.20    | 0.00%             | 2031-10-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                           | Blackstone Private Credit Fund                                                  | CUSIP: 09261HBC0<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26704.31     | 0.00%             | 2028-11-27      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| MAIN STREET CAPITAL CORP                                                         | Main Street Capital Corp                                                        | CUSIP: 56035LAH7<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26219.82     | 0.00%             | 2029-03-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                               | CUSIP: 49456BAZ4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61659.01     | 0.00%             | 2029-08-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                        | CUSIP: 345397G49<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203483.42    | 0.01%             | 2029-11-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457CM8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    170000 | PA      | $160837.54    | 0.00%             | 2054-02-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CXM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    243990 | PA      | $226225.70    | 0.01%             | 2048-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                                                                   | CUSIP: 13063D3T3<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     55000 | PA      | $54217.85     | 0.00%             | 2043-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                                                              | Invitation Homes Operating Partnership LP                                       | CUSIP: 46188BAH5<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |     50000 | PA      | $50242.61     | 0.00%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179M5M8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12462 | PA      | $11783.04     | 0.00%             | 2043-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J8VQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    145068 | PA      | $133325.52    | 0.00%             | 2044-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BM6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    205000 | PA      | $209174.17    | 0.01%             | 2034-01-24      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Card issuance Trust                                                  | WF Card Issuance Trust                                                          | CUSIP: 92970QAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $604956.72    | 0.02%             | 2029-10-15      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                            | CUSIP: 78017DAA6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $152574.03    | 0.00%             | 2029-01-24      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WGAM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    100628 | PA      | $94476.84     | 0.00%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS INTL PL                                                         | Johnson Controls International plc                                              | CUSIP: 478375AU2<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |     87000 | PA      | $75321.94     | 0.00%             | 2047-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132D6AC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    371893 | PA      | $342349.93    | 0.01%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                          | Exxon Mobil Corp                                                                | CUSIP: 30231GBG6<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    383000 | PA      | $328269.53    | 0.01%             | 2050-03-19      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VFW9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    461000 | PA      | $284248.17    | 0.01%             | 2056-10-30      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                          | Exxon Mobil Corp                                                                | CUSIP: 30231GBK7<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    189000 | PA      | $184599.47    | 0.01%             | 2030-03-19      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                            | Time Warner Cable LLC                                                           | CUSIP: 88732JBB3<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    250000 | PA      | $229110.47    | 0.01%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                                                                      | Ameren Corp                                                                     | CUSIP: 023608AP7<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50783.28     | 0.00%             | 2026-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                                              | Kimco Realty OP LLC                                                             | CUSIP: 49446RAP4<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |     87000 | PA      | $85830.83     | 0.00%             | 2026-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                       | FedEx Corp                                                                      | CUSIP: 31428XCY0<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     75000 | PA      | $68717.84     | 0.00%             | 2050-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216DL1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    140000 | PA      | $95644.61     | 0.00%             | 2051-03-05      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687FY7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    275000 | PA      | $230459.65    | 0.01%             | 2040-05-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                                         | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    200000 | PA      | $182202.38    | 0.01%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CKV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $10158984.40  | 0.28%             | 2027-06-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                          | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550BW5<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     87000 | PA      | $82988.80     | 0.00%             | 2044-09-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                        | CUSIP: 298785KJ4<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $502768.48    | 0.01%             | 2028-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                                            | Becton Dickinson & Co                                                           | CUSIP: 075887CJ6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     82000 | PA      | $76841.08     | 0.00%             | 2030-05-20      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                   | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    450000 | PA      | $451831.64    | 0.01%             | 2027-09-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                                                   | Phillips 66 Co                                                                  | CUSIP: 718547AF9<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |     87000 | PA      | $86464.54     | 0.00%             | 2026-10-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                                             | M&T Bank Corp                                                                   | CUSIP: 55261FAQ7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100623.23    | 0.00%             | 2028-08-16      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | Prudential Financial Inc                                                        | CUSIP: 744320BJ0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    107000 | PA      | $107387.55    | 0.00%             | 2052-03-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                                                                    | Sutter Health                                                                   | CUSIP: 86944BAJ2<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |     59000 | PA      | $41905.88     | 0.00%             | 2050-08-15      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                                            | Becton Dickinson & Co                                                           | CUSIP: 075887CK3<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     67000 | PA      | $51302.47     | 0.00%             | 2050-05-20      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179V4V9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2064693 | PA      | $1779046.11   | 0.05%             | 2051-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                   | Air Lease Corp                                                                  | CUSIP: 00914AAR3<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194544.82    | 0.01%             | 2027-01-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GXG4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    341000 | PA      | $319407.37    | 0.01%             | 2030-02-07      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                         | CUSIP: 742718FM6<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    275000 | PA      | $240668.52    | 0.01%             | 2030-10-29      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Legg Mason Inc                                                                   | Legg Mason Inc                                                                  | CUSIP: 524901AR6<br>LEI: OWUNCC6U1ZJXMZKFBJ36 | Long             | DBT              | CORP              | US        |    109000 | PA      | $109378.40    | 0.00%             | 2044-01-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| BRUNSWICK CORP                                                                   | Brunswick Corp/DE                                                               | CUSIP: 117043AT6<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |     66000 | PA      | $57383.59     | 0.00%             | 2031-08-18      | Fixed         | 2.40%                 | No            |                  2 | On Loan: —       |
| EQUINIX INC                                                                      | Equinix Inc                                                                     | CUSIP: 29444UBG0<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    120000 | PA      | $115215.86    | 0.00%             | 2027-07-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                              | Global Payments Inc                                                             | CUSIP: 37940XAQ5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153477.93    | 0.00%             | 2032-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                                    | Amphenol Corp                                                                   | CUSIP: 032095AT8<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75678.25     | 0.00%             | 2028-06-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RCJ4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51733.92     | 0.00%             | 2036-06-06      | Fixed         | 5.32%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140GSNW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    155546 | PA      | $149576.86    | 0.00%             | 2047-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                     | CUSIP: 13645RBH6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    203000 | PA      | $137260.82    | 0.00%             | 2051-12-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                     | CUSIP: 02665WEZ0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85631.59     | 0.00%             | 2034-01-10      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                       | CUSIP: 911312BQ8<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82662.75     | 0.00%             | 2049-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133GF3W3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    428806 | PA      | $396050.77    | 0.01%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179SWX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    504620 | PA      | $468848.51    | 0.01%             | 2047-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                        | CUSIP: 26442UAP9<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     55000 | PA      | $43340.47     | 0.00%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138YXK87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21640 | PA      | $21209.11     | 0.00%             | 2030-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                                | Atmos Energy Corp                                                               | CUSIP: 049560AT2<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    171000 | PA      | $148461.32    | 0.00%             | 2031-01-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ADS1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    210000 | PA      | $216123.11    | 0.01%             | 2032-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BLUE OWL FINANCE LLC                                                             | Blue Owl Finance LLC                                                            | CUSIP: 09581JAT3<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |    120000 | PA      | $125846.83    | 0.00%             | 2034-04-18      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    215000 | PA      | $221912.20    | 0.01%             | 2031-01-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                                                 | Ventas Realty LP                                                                | CUSIP: 92277GAW7<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |    121000 | PA      | $107962.32    | 0.00%             | 2031-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                            | CUSIP: 78016EYV3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     87000 | PA      | $84923.15     | 0.00%             | 2027-01-21      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | Lloyds Banking Group PLC                                                        | CUSIP: 539439BA6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $207871.06    | 0.01%             | 2035-11-26      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CKD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9000000 | PA      | $9171210.96   | 0.26%             | 2029-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | Altria Group Inc                                                                | CUSIP: 02209SBD4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    245000 | PA      | $248797.17    | 0.01%             | 2029-02-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                        | CUSIP: 298785JL1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $438005.23    | 0.01%             | 2031-02-14      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804GF5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     87000 | PA      | $55637.95     | 0.00%             | 2051-11-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                          | Southern Co Gas Capital Corp                                                    | CUSIP: 8426EPAD0<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     87000 | PA      | $76066.56     | 0.00%             | 2031-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DVLA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    655684 | PA      | $563733.54    | 0.02%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                     | CUSIP: 74340XCH2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     50000 | PA      | $51351.06     | 0.00%             | 2034-01-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAN4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    158000 | PA      | $133355.79    | 0.00%             | 2032-09-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                                               | Valero Energy Corp                                                              | CUSIP: 91913YAT7<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |     87000 | PA      | $78129.69     | 0.00%             | 2045-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | General Motors Co                                                               | CUSIP: 37045VAN0<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    171000 | PA      | $170893.60    | 0.00%             | 2027-10-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAPITAL                                                          | GLAXOSMITHKLINE CAPITAL                                                         | CUSIP: 377372AP2<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101209.63    | 0.00%             | 2030-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                                              | Exeter Automobile Receivables Trust 2024-1                                      | CUSIP: 30167PAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    633859 | PA      | $635922.11    | 0.02%             | 2028-08-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY OP LP                                                             | Federal Realty OP LP                                                            | CUSIP: 313747BC0<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              |  | US        |     40000 | PA      | $41057.98     | 0.00%             | 2028-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                      | Target Corp                                                                     | CUSIP: 87612EBJ4<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    169000 | PA      | $157340.07    | 0.00%             | 2030-02-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                                              | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     71000 | PA      | $70595.19     | 0.00%             | 2028-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                                                             | Woodside Finance Ltd                                                            | CUSIP: 980236AV5<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    150000 | PA      | $156572.53    | 0.00%             | 2035-05-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NETAPP INC                                                                       | NetApp Inc                                                                      | CUSIP: 64110DAJ3<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193953.81    | 0.01%             | 2027-06-22      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                                              | Kimberly-Clark Corp                                                             | CUSIP: 494368BV4<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |     74000 | PA      | $54061.11     | 0.00%             | 2046-07-30      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                                  | Caterpillar Inc                                                                 | CUSIP: 149123CH2<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |     87000 | PA      | $81672.50     | 0.00%             | 2030-04-09      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                                                         | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                      | CUSIP: 46590XAP1<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    250000 | PA      | $223668.53    | 0.01%             | 2032-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WF7H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8975 | PA      | $8789.17      | 0.00%             | 2030-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WGSX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30161 | PA      | $28292.36     | 0.00%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179S2Q9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    674923 | PA      | $645864.65    | 0.02%             | 2047-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133AAKC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    606062 | PA      | $493451.58    | 0.01%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661EF0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     75000 | PA      | $59872.52     | 0.00%             | 2062-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BAPTIST HEALTHCARE                                                               | Baptist Healthcare System Obligated Group                                       | CUSIP: 06684QAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $46985.12     | 0.00%             | 2050-08-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: —       |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    495000 | PA      | $439066.28    | 0.01%             | 2032-07-21      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                                              | FS KKR Capital Corp                                                             | CUSIP: 302635AP2<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99553.46     | 0.00%             | 2030-01-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: —       |
| CDW LLC/CDW FINANCE                                                              | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $24148.76     | 0.00%             | 2028-12-01      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                             | Edison International                                                            | CUSIP: 281020BA4<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50387.12     | 0.00%             | 2029-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YDZ9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154404.07    | 0.00%             | 2030-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WGHD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8104 | PA      | $7796.04      | 0.00%             | 2046-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                           | Diamondback Energy Inc                                                          | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    155000 | PA      | $149201.64    | 0.00%             | 2054-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XN6J8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    399534 | PA      | $417757.04    | 0.01%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NiSource Inc                                                                    | CUSIP: 65473QAX1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     56000 | PA      | $58139.24     | 0.00%             | 2041-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                       | Ecolab Inc                                                                      | CUSIP: 278865BF6<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    140000 | PA      | $120608.70    | 0.00%             | 2031-01-30      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                              | PayPal Holdings Inc                                                             | CUSIP: 70450YAL7<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90064.18     | 0.00%             | 2032-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | Fifth Third Bancorp                                                             | CUSIP: 316773CV0<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199277.54    | 0.01%             | 2028-03-14      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                         | CUSIP: 55336VBZ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195517.80    | 0.01%             | 2055-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810RM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2649000 | PA      | $2061460.06   | 0.06%             | 2045-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YFH3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    280000 | PA      | $297602.47    | 0.01%             | 2029-11-01      | Fixed         | 6.41%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA FINANCE INC                                                          | CRH America Finance Inc                                                         | CUSIP: 12636YAE2<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207767.50    | 0.01%             | 2034-05-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                            | CUSIP: 06051GFL8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    221000 | PA      | $221293.43    | 0.01%             | 2026-10-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                             | CUSIP: 03027XCH1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     25000 | PA      | $25973.35     | 0.00%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                            | Micron Technology Inc                                                           | CUSIP: 595112BS1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    120000 | PA      | $106787.87    | 0.00%             | 2032-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CNO Financial Group Inc                                                          | CNO Financial Group Inc                                                         | CUSIP: 12621EAL7<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |    120000 | PA      | $122070.38    | 0.00%             | 2029-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BT8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74217.32     | 0.00%             | 2053-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752BC6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    125000 | PA      | $127285.55    | 0.00%             | 2031-11-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    286000 | PA      | $265991.60    | 0.01%             | 2029-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YFP5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    225000 | PA      | $230038.30    | 0.01%             | 2028-04-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                                                                | CBRE Services Inc                                                               | CUSIP: 12505BAJ9<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101588.12    | 0.00%             | 2030-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418ESM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     79976 | PA      | $78683.34     | 0.00%             | 2038-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31417CVK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26217 | PA      | $24777.87     | 0.00%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                                                         | Archer-Daniels-Midland Co                                                       | CUSIP: 039482AE4<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99657.07     | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                             | CUSIP: 459058KW2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    750000 | PA      | $768983.30    | 0.02%             | 2028-08-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                              | Global Payments Inc                                                             | CUSIP: 37940XAB8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    187000 | PA      | $177590.92    | 0.00%             | 2029-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140F0JL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11627 | PA      | $11539.75     | 0.00%             | 2046-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                                      | Phillips 66                                                                     | CUSIP: 718546AH7<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    274000 | PA      | $281043.09    | 0.01%             | 2042-05-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X5CH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     72927 | PA      | $70928.76     | 0.00%             | 2046-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Avista Corp                                                                      | Avista Corp                                                                     | CUSIP: 05379BAQ0<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | DBT              | CORP              | US        |    104000 | PA      | $87095.70     | 0.00%             | 2048-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                                                              | Northern Trust Corp                                                             | CUSIP: 665859AX2<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    130000 | PA      | $142122.77    | 0.00%             | 2032-11-02      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL                                                          | Raymond James Financial Inc                                                     | CUSIP: 754730AF6<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |     87000 | PA      | $80305.32     | 0.00%             | 2046-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                                          | Marathon Petroleum Corp                                                         | CUSIP: 56585ABD3<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    171000 | PA      | $169329.56    | 0.00%             | 2028-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                                | Travelers Cos Inc/The                                                           | CUSIP: 89417EAS8<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40016.23     | 0.00%             | 2053-05-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CEG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12235 | PA      | $11435.28     | 0.00%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                                           | Santander Holdings USA Inc                                                      | CUSIP: 80282KBJ4<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41664.84     | 0.00%             | 2030-01-09      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | Comcast Corp                                                                    | CUSIP: 20030NCN9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    171000 | PA      | $149834.16    | 0.00%             | 2058-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ADD4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103536.99    | 0.00%             | 2054-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ORIX CORP                                                                        | ORIX Corp                                                                       | CUSIP: 686330AV3<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |     50000 | PA      | $49916.01     | 0.00%             | 2030-09-09      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EWD7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97915.94     | 0.00%             | 2027-03-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                            | Micron Technology Inc                                                           | CUSIP: 595112CA9<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61877.66     | 0.00%             | 2028-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                           | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607LWW9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $272036.27    | 0.01%             | 2033-10-03      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| Brown-Forman Corp                                                                | Brown-Forman Corp                                                               | CUSIP: 115637AT7<br>LEI: 549300873K3LXF7ARU34 | Long             | DBT              | CORP              | US        |     87000 | PA      | $78213.63     | 0.00%             | 2038-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133BG4A3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     79080 | PA      | $77084.93     | 0.00%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023BS3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     87000 | PA      | $61980.01     | 0.00%             | 2046-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                                                 | Puget Energy Inc                                                                | CUSIP: 745310AK8<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |     87000 | PA      | $84964.05     | 0.00%             | 2030-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                         | CUSIP: 828807DW4<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    200000 | PA      | $220703.68    | 0.01%             | 2034-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QGV61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    728416 | PA      | $673491.21    | 0.02%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KKVH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    235421 | PA      | $200158.16    | 0.01%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                                              | Kimco Realty OP LLC                                                             | CUSIP: 49446RAY5<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |     87000 | PA      | $76630.16     | 0.00%             | 2031-12-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| RADIAN GROUP INC                                                                 | Radian Group Inc                                                                | CUSIP: 750236AY7<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52220.43     | 0.00%             | 2029-05-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U4B6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    325000 | PA      | $324350.41    | 0.01%             | 2036-09-15      | Fixed         | 4.89%                 | No            |                  2 | On Loan: —       |
| PACCAR FINANCIAL CORP                                                            | PACCAR Financial Corp                                                           | CUSIP: 69371RS31<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101483.26    | 0.00%             | 2028-01-10      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| BLACKSTONE PRIVATE CRE                                                           | Blackstone Private Credit Fund                                                  | CUSIP: 09261HBG1<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26129.04     | 0.00%             | 2031-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                       | Philippines Government International Bonds                                      | CUSIP: 718286BB2<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    257000 | PA      | $299405.00    | 0.01%             | 2031-01-14      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                                         | Banco Bilbao Vizcaya Argentaria SA                                              | CUSIP: 05946KAN1<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $232431.47    | 0.01%             | 2034-11-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                              | Fifth Third Bancorp                                                             | CUSIP: 316773DA5<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    146000 | PA      | $142558.29    | 0.00%             | 2027-05-05      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YBF1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    200000 | PA      | $126281.62    | 0.00%             | 2051-12-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661DP9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197090.41    | 0.01%             | 2027-05-03      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                                                      | Equifax Inc                                                                     | CUSIP: 294429AS4<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47313.44     | 0.00%             | 2030-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $161528.37    | 0.00%             | 2035-12-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                | CUSIP: 22822VAQ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    150000 | PA      | $118538.43    | 0.00%             | 2050-07-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                                                                | GXO Logistics Inc                                                               | CUSIP: 36262GAD3<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |     87000 | PA      | $77538.31     | 0.00%             | 2031-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                            | CUSIP: 94106LCB3<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101205.94    | 0.00%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                                                | Expedia Group Inc                                                               | CUSIP: 30212PBH7<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |     54000 | PA      | $50064.61     | 0.00%             | 2031-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                                                          | Laboratory Corp of America Holdings                                             | CUSIP: 50540RBB7<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148835.78    | 0.00%             | 2034-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                      | Equinor ASA                                                                     | CUSIP: 29446MAF9<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    171000 | PA      | $163826.87    | 0.00%             | 2030-04-06      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                                                | Suncor Energy Inc                                                               | CUSIP: 867224AB3<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    171000 | PA      | $129978.98    | 0.00%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                                            | Becton Dickinson & Co                                                           | CUSIP: 075887CQ0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     95000 | PA      | $96197.79     | 0.00%             | 2028-02-13      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J5US6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     48677 | PA      | $46799.14     | 0.00%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FCX7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    160000 | PA      | $159142.75    | 0.00%             | 2038-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BP6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     65000 | PA      | $57883.11     | 0.00%             | 2031-12-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ACX1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100585.57    | 0.00%             | 2062-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: —       |
| Grupo Televisa SAB                                                               | Grupo Televisa SAB                                                              | CUSIP: 40049JBA4<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $139875.00    | 0.00%             | 2045-05-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia Water & Sewer Authority                                     | DIST OF COLUMBIA WTR & SWR AUTH PUBLIC UTILITY REVENUE                          | CUSIP: 254845JZ4<br>LEI: 549300OT2FIJQJ5PSH71 | Long             | DBT              | MUN               | US        |     70000 | PA      | $61275.99     | 0.00%             | 2114-10-01      | Fixed         | 4.81%                 | No            |                  2 | On Loan: —       |
| ANGLOGOLD HOLDINGS PLC                                                           | AngloGold Ashanti Holdings PLC                                                  | CUSIP: 03512TAE1<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |    200000 | PA      | $190732.00    | 0.01%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                        | CUSIP: 298785JR8<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    300000 | PA      | $281206.43    | 0.01%             | 2029-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137HAMB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1400000 | PA      | $1413971.44   | 0.04%             | 2033-07-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                             | Las Vegas Sands Corp                                                            | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25558.76     | 0.00%             | 2028-06-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                               | Vodafone Group PLC                                                              | CUSIP: 92857WBM1<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    150000 | PA      | $141450.70    | 0.00%             | 2048-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FIN I UK PLC                                                          | Brookfield Finance I UK Plc / Brookfield Finance Inc                            | CUSIP: 11272BAA1<br>LEI: 213800JCKNPJE9FDCJ76 | Long             | DBT              | CORP              | GB        |     86000 | PA      | $75126.55     | 0.00%             | 2032-01-30      | Fixed         | 2.34%                 | No            |                  2 | On Loan: —       |
| Comcast Corp                                                                     | Comcast Corp                                                                    | CUSIP: 20030NBP5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     87000 | PA      | $83544.70     | 0.00%             | 2035-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                               | CUSIP: 857477CR2<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101288.26    | 0.00%             | 2032-10-22      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QCK0<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102276.01    | 0.00%             | 2032-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 31427MTB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1437237 | PA      | $1474138.48   | 0.04%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | Boeing Co/The                                                                   | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    140000 | PA      | $154765.26    | 0.00%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                | CUSIP: 22822VAE1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    171000 | PA      | $170235.06    | 0.00%             | 2027-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                                                            | Evergy Kansas Central Inc                                                       | CUSIP: 95709TAQ3<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |     87000 | PA      | $60064.91     | 0.00%             | 2049-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NEW MOUNTAIN FINANCE COR                                                         | New Mountain Finance Corp                                                       | CUSIP: 647551AG5<br>LEI: 549300L1MPTT1H7SES77 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25509.99     | 0.00%             | 2027-10-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                            | Province of Ontario Canada                                                      | CUSIP: 683234DB1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    400000 | PA      | $395879.61    | 0.01%             | 2027-05-19      | Fixed         | 3.10%                 | No            |                  2 | On Loan: —       |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    341000 | PA      | $304584.93    | 0.01%             | 2031-07-23      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| AUTODESK INC                                                                     | Autodesk Inc                                                                    | CUSIP: 052769AG1<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |     74000 | PA      | $69863.92     | 0.00%             | 2030-01-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CBS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6786000 | PA      | $6405347.81   | 0.18%             | 2028-03-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179XFJ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    342575 | PA      | $342821.10    | 0.01%             | 2052-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 3618N5JF7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    461976 | PA      | $474912.40    | 0.01%             | 2055-03-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                             | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAZ9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    163000 | PA      | $142593.07    | 0.00%             | 2049-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                               | Analog Devices Inc                                                              | CUSIP: 032654BC8<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49167.70     | 0.00%             | 2054-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | MetLife Inc                                                                     | CUSIP: 59156RAY4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106034.06    | 0.00%             | 2041-02-06      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3500000 | PA      | $2982109.38   | 0.08%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | Florida Power & Light Co                                                        | CUSIP: 341081FA0<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     50000 | PA      | $54336.07     | 0.00%             | 2038-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    200000 | PA      | $183724.23    | 0.01%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Q8LY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     93359 | PA      | $87869.85     | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                                                      | NVIDIA Corp                                                                     | CUSIP: 67066GAN4<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    121000 | PA      | $108729.72    | 0.00%             | 2031-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661ES2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111006.60    | 0.00%             | 2063-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448EU8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    121000 | PA      | $92721.32     | 0.00%             | 2050-03-19      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769KH6<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    315000 | PA      | $326419.90    | 0.01%             | 2030-03-18      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179WXL7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    482695 | PA      | $442635.89    | 0.01%             | 2052-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| University of Virginia                                                           | UNIV OF VIRGINIA VA UNIV REVENUES                                               | CUSIP: 915217XF5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    120000 | PA      | $70579.57     | 0.00%             | 2050-09-01      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31402CPL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9642 | PA      | $9758.19      | 0.00%             | 2033-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                            | CUSIP: 94106LBV0<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77006.15     | 0.00%             | 2029-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179XX68<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    787003 | PA      | $797699.77    | 0.02%             | 2053-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                          | CUSIP: 202795JX9<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30597.41     | 0.00%             | 2033-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 94974BGE4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    230000 | PA      | $203620.66    | 0.01%             | 2044-11-04      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                         | CUSIP: 55336VAK6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    171000 | PA      | $170759.18    | 0.00%             | 2027-03-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                           | Marvell Technology Inc                                                          | CUSIP: 573874AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     82000 | PA      | $75730.77     | 0.00%             | 2031-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CNOOC PETROLEUM NORTH                                                            | CNOOC Petroleum North America ULC                                               | CUSIP: 65334HAG7<br>LEI: 549300I04PB7X2824122 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $176899.50    | 0.00%             | 2037-05-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | Florida Power & Light Co                                                        | CUSIP: 341081FU6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     87000 | PA      | $70201.57     | 0.00%             | 2049-03-01      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                            | Panama Government International Bonds                                           | CUSIP: 698299BT0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    400000 | PA      | $414600.00    | 0.01%             | 2035-02-14      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XEP7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    175000 | PA      | $183976.60    | 0.01%             | 2034-01-07      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                           | Blackstone Private Credit Fund                                                  | CUSIP: 09261HAD9<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73232.16     | 0.00%             | 2026-12-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWLT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    961075 | PA      | $970443.64    | 0.03%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ONE Gas Inc                                                                      | ONE Gas Inc                                                                     | CUSIP: 68235PAF5<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |     87000 | PA      | $78426.92     | 0.00%             | 2044-02-01      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALT                                                         | Rexford Industrial Realty LP                                                    | CUSIP: 76169XAC8<br>LEI: 549300028US163ELJN70 | Long             | DBT              |  | US        |     30000 | PA      | $30502.33     | 0.00%             | 2028-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PFM9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    210000 | PA      | $209077.83    | 0.01%             | 2064-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                          | American Electric Power Co Inc                                                  | CUSIP: 025537BA8<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     50000 | PA      | $54112.64     | 0.00%             | 2054-12-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: —       |
| JOHNS HOPKINS HEALTH SYS                                                         | Johns Hopkins Health System Corp/The                                            | CUSIP: 478111AC1<br>LEI: 549300D81FCFUS7TQR04 | Long             | DBT              | CORP              | US        |     62000 | PA      | $49826.55     | 0.00%             | 2046-05-15      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830BK4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    141000 | PA      | $137989.98    | 0.00%             | 2036-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                              | CommonSpirit Health                                                             | CUSIP: 20268JAT0<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96289.63     | 0.00%             | 2054-12-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                                 | Ryder System Inc                                                                | CUSIP: 78355HLE7<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51243.64     | 0.00%             | 2030-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                                                 | Black Hills Corp                                                                | CUSIP: 092113AR0<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |     73000 | PA      | $69331.43     | 0.00%             | 2029-10-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                            | CUSIP: 78016HZZ6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    125000 | PA      | $127908.27    | 0.00%             | 2030-08-02      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QBZ8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     87000 | PA      | $68263.31     | 0.00%             | 2049-05-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                                               | Province of Quebec Canada                                                       | CUSIP: 748148SB0<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    341000 | PA      | $304377.17    | 0.01%             | 2030-05-28      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | General Motors Co                                                               | CUSIP: 37045VAF7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152539.64    | 0.00%             | 2043-10-02      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CARLISLE COS INC                                                                 | Carlisle Cos Inc                                                                | CUSIP: 142339AJ9<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |    189000 | PA      | $177085.77    | 0.00%             | 2030-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                     | CUSIP: 74340XBP5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     95000 | PA      | $63554.07     | 0.00%             | 2050-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BE3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     60000 | PA      | $56175.24     | 0.00%             | 2039-03-07      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DMT96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    475552 | PA      | $400864.80    | 0.01%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                            | CUSIP: 78017FZQ9<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     65000 | PA      | $65220.88     | 0.00%             | 2027-10-18      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                             | CUSIP: 459058JN4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $470051.33    | 0.01%             | 2027-11-24      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                                         | Baltimore Gas and Electric Co                                                   | CUSIP: 059165ER7<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26002.63     | 0.00%             | 2034-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    390000 | PA      | $411473.45    | 0.01%             | 2036-04-17      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| IBM INTERNAT CAPITAL                                                             | IBM International Capital Pte Ltd                                               | CUSIP: 449276AG9<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |    200000 | PA      | $191402.76    | 0.01%             | 2054-02-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Bank5                                                                            | BANK5 2024-5YR11                                                                | CUSIP: 06644WBD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $525887.60    | 0.01%             | 2057-11-15      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308JH1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    154000 | PA      | $116678.61    | 0.00%             | 2040-08-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                              | CUSIP: 756109CG7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |     50000 | PA      | $51268.04     | 0.00%             | 2034-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J8AM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    130456 | PA      | $126824.70    | 0.00%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| QUEENS HEALTH SYSTEMS                                                            | Queen's Health Systems/The                                                      | CUSIP: 74825QAB6<br>LEI: 5493002Y81US5EEDOV69 | Long             | DBT              | CORP              | US        |     67000 | PA      | $59998.55     | 0.00%             | 2052-07-01      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                                                           | GE HealthCare Technologies Inc                                                  | CUSIP: 36267VAH6<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105949.99    | 0.00%             | 2030-03-15      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833EJ5<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     70000 | PA      | $61606.14     | 0.00%             | 2031-08-05      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 63743HFS6<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51789.14     | 0.00%             | 2029-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                           | CUSIP: 91087BAD2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    390000 | PA      | $308100.00    | 0.01%             | 2048-02-10      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XDS2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     75000 | PA      | $67569.71     | 0.00%             | 2032-01-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ACV5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206371.84    | 0.01%             | 2033-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC INC                                                                    | Medtronic Inc                                                                   | CUSIP: 585055AY2<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86009.20     | 0.00%             | 2043-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| REPUBLIC SERVICES INC                                                            | Republic Services Inc                                                           | CUSIP: 760759BJ8<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51619.86     | 0.00%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                  | CUSIP: 594918CQ5<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    171000 | PA      | $170307.56    | 0.00%             | 2027-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31416WUD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6810 | PA      | $6974.06      | 0.00%             | 2040-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                  | CUSIP: 10373QBK5<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    171000 | PA      | $169858.71    | 0.00%             | 2027-04-06      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $74913.21     | 0.00%             | 2050-02-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | Duke Energy Progress LLC                                                        | CUSIP: 26442UAG9<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64501.03     | 0.00%             | 2028-09-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                   | CUSIP: 172967BL4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     74000 | PA      | $82083.21     | 0.00%             | 2032-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                                      | Ovintiv Inc                                                                     | CUSIP: 69047QAD4<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |     40000 | PA      | $43194.63     | 0.00%             | 2053-07-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | Duke Energy Progress LLC                                                        | CUSIP: 26442RAD3<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     87000 | PA      | $73843.67     | 0.00%             | 2044-12-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XDR4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    171000 | PA      | $166572.65    | 0.00%             | 2027-02-26      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| MAYO CLINIC                                                                      | Mayo Clinic                                                                     | CUSIP: 578454AF7<br>LEI: 5493001OHMD58DCY4635 | Long             | DBT              | CORP              | US        |     66000 | PA      | $42718.77     | 0.00%             | 2061-11-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KK7E3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1678025 | PA      | $1363611.65   | 0.04%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FACTSET RESEARCH SYSTEMS                                                         | FactSet Research Systems Inc                                                    | CUSIP: 303075AA3<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73627.72     | 0.00%             | 2027-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Q7UL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12749 | PA      | $12251.02     | 0.00%             | 2032-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Eaton Corp                                                                       | Eaton Corp                                                                      | CUSIP: 278062AE4<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    187000 | PA      | $165255.47    | 0.00%             | 2042-11-02      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                               | CUSIP: 857477CN1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    175000 | PA      | $176873.68    | 0.00%             | 2029-02-20      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| BLACKROCK CASH FUNDS TREASURY SL AGENCY SHARES                                   | BlackRock Cash Funds: Treasury, SL Agency Shares                                | CUSIP: 066922477<br>LEI: 5493008LW2651I1QB503 | Long             | STIV             | RF                | US        |    100000 | NS      | $100000.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TGY5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    300000 | PA      | $290509.97    | 0.01%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650EM8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66112.12     | 0.00%             | 2065-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| DEUTSCHE BANK NY                                                                 | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CP2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    353000 | PA      | $345277.20    | 0.01%             | 2027-11-16      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | Prudential Financial Inc                                                        | CUSIP: 744320BF8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    171000 | PA      | $174167.26    | 0.00%             | 2048-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                         | CUSIP: 55336VAT7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    121000 | PA      | $112645.55    | 0.00%             | 2049-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CAPITAL CORP                                                            | Blue Owl Capital Corp                                                           | CUSIP: 69121KAJ3<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41132.06     | 0.00%             | 2030-07-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                           | Blackstone Private Credit Fund                                                  | CUSIP: 09261HBY2<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24709.08     | 0.00%             | 2030-09-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES OPER LP                                                          | Sun Communities Operating LP                                                    | CUSIP: 866677AF4<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              |  | US        |     79000 | PA      | $74692.92     | 0.00%             | 2028-11-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132XS6Q8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9695 | PA      | $9820.62      | 0.00%             | 2047-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XEG7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     45000 | PA      | $47064.83     | 0.00%             | 2030-04-06      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Applied Materials Inc                                                            | Applied Materials Inc                                                           | CUSIP: 038222AL9<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    171000 | PA      | $169706.61    | 0.00%             | 2027-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Co                                                                | NSTAR Electric Co                                                               | CUSIP: 67021CAJ6<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43674.52     | 0.00%             | 2044-03-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                     | AutoZone Inc                                                                    | CUSIP: 053332BK7<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51856.00     | 0.00%             | 2034-07-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179WP93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3078597 | PA      | $2545139.97   | 0.07%             | 2051-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANK NA                                                              | Fifth Third Bank NA                                                             | CUSIP: 31677QBU2<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252523.86    | 0.01%             | 2028-01-28      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140F0JX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     60573 | PA      | $58452.68     | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CGD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1096296 | PA      | $990721.29    | 0.03%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418C4W1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     98958 | PA      | $94802.90     | 0.00%             | 2048-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J5DM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     89893 | PA      | $86463.28     | 0.00%             | 2032-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280CY3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $180266.99    | 0.01%             | 2032-11-22      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                                         | Constellation Energy Generation LLC                                             | CUSIP: 210385AD2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     25000 | PA      | $27205.52     | 0.00%             | 2034-01-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 94973VBB2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89720.88     | 0.00%             | 2043-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138M5GF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6633 | PA      | $6492.19      | 0.00%             | 2032-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                                                               | Diageo Capital PLC                                                              | CUSIP: 25243YBD0<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $181889.34    | 0.01%             | 2030-04-29      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140EVTJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     70286 | PA      | $67632.42     | 0.00%             | 2046-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                   | Starbucks Corp                                                                  | CUSIP: 855244AU3<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     75000 | PA      | $63169.54     | 0.00%             | 2049-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752BJ1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74544.27     | 0.00%             | 2032-09-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                              | Nomura Holdings Inc                                                             | CUSIP: 65535HCB3<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $205824.62    | 0.01%             | 2035-06-29      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                            | CUSIP: 94106LBX6<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55957.73     | 0.00%             | 2027-07-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138AG3P1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8358 | PA      | $8365.56      | 0.00%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OEKB OEST. KONTROLLBANK                                                          | Oesterreichische Kontrollbank AG                                                | CUSIP: 676167CN7<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |    300000 | PA      | $299807.46    | 0.01%             | 2029-09-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PACKAGING CORP OF AMERIC                                                         | Packaging Corp of America                                                       | CUSIP: 695156AU3<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |     70000 | PA      | $66850.72     | 0.00%             | 2029-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650DR8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     79000 | PA      | $68572.98     | 0.00%             | 2031-09-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| ROLLINS INC                                                                      | Rollins Inc                                                                     | CUSIP: 775711AC8<br>LEI: 549300F2A0BXT4SGWD84 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50881.41     | 0.00%             | 2035-02-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PCR1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    307000 | PA      | $279272.36    | 0.01%             | 2045-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                                         | GOLDEN ST TOBACCO SECURITIZATION CORP CA TOBACCO SETTLEMENT                     | CUSIP: 38122NB50<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $53529.30     | 0.00%             | 2034-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132QL4T7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11235 | PA      | $10828.50     | 0.00%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MFP4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    240000 | PA      | $238122.47    | 0.01%             | 2027-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                         | Visa Inc                                                                        | CUSIP: 92826CAQ5<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    189000 | PA      | $104995.96    | 0.00%             | 2050-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| Lincoln National Corp                                                            | Lincoln National Corp                                                           | CUSIP: 534187BH1<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     57000 | PA      | $56298.23     | 0.00%             | 2028-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     87000 | PA      | $73012.23     | 0.00%             | 2047-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3142J6A60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1564731 | PA      | $1599112.40   | 0.04%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                     | NiSource Inc                                                                    | CUSIP: 65473PAX3<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102102.70    | 0.00%             | 2035-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CEM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $3894062.48   | 0.11%             | 2029-04-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                                        | IQVIA Inc                                                                       | CUSIP: 46266TAC2<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206340.00    | 0.01%             | 2028-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                                         | Host Hotels & Resorts LP                                                        | CUSIP: 44107TAZ9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |    100000 | PA      | $93885.64     | 0.00%             | 2030-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | Alphabet Inc                                                                    | CUSIP: 02079KAF4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    340000 | PA      | $193531.07    | 0.01%             | 2050-08-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAW1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     87000 | PA      | $74236.14     | 0.00%             | 2045-04-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                 | CUSIP: 125523AJ9<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    171000 | PA      | $163175.08    | 0.00%             | 2038-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                           | Roper Technologies Inc                                                          | CUSIP: 776743AN6<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     65000 | PA      | $61790.87     | 0.00%             | 2027-09-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS CO                                                              | Vulcan Materials Co                                                             | CUSIP: 929160BB4<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40960.20     | 0.00%             | 2029-12-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140JAND6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31754 | PA      | $30559.19     | 0.00%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QUNH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1983283 | PA      | $2004123.44   | 0.06%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                      | CUSIP: 14040HCS2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    180000 | PA      | $181853.83    | 0.01%             | 2028-05-10      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER                                                          | Reinsurance Group of America Inc                                                | CUSIP: 759351AP4<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94355.03     | 0.00%             | 2030-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                     | CUSIP: 02665WDW8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     93000 | PA      | $88410.54     | 0.00%             | 2028-03-24      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                          | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550AV8<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     74000 | PA      | $80121.65     | 0.00%             | 2037-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Federal Home Loan Mortgage Corp                                                 | CUSIP: 3134A4KX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |    562000 | PA      | $637947.16    | 0.02%             | 2032-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280CC1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    611000 | PA      | $601749.86    | 0.02%             | 2030-05-22      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31335B7C4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     82156 | PA      | $79245.38     | 0.00%             | 2046-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AGREE LP                                                                         | Agree LP                                                                        | CUSIP: 008513AF0<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              |  | US        |     25000 | PA      | $26063.56     | 0.00%             | 2035-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Q8WM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    315048 | PA      | $302826.84    | 0.01%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KBM1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     86000 | PA      | $81289.34     | 0.00%             | 2029-11-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                | Eversource Energy                                                               | CUSIP: 30040WAX6<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77446.04     | 0.00%             | 2034-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                 | Welltower OP LLC                                                                | CUSIP: 95040QAF1<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    100000 | PA      | $93841.07     | 0.00%             | 2048-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                            | Micron Technology Inc                                                           | CUSIP: 595112BV4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    150000 | PA      | $163057.72    | 0.00%             | 2029-11-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                                  | Caterpillar Inc                                                                 | CUSIP: 149123CK5<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    157000 | PA      | $140439.42    | 0.00%             | 2031-03-12      | Fixed         | 1.90%                 | No            |                  2 | On Loan: —       |
| ERP OPERATING LP                                                                 | ERP Operating LP                                                                | CUSIP: 26884ABP7<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |     75000 | PA      | $74112.86     | 0.00%             | 2034-09-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                       | 3M Co                                                                           | CUSIP: 88579YBJ9<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    169000 | PA      | $158270.00    | 0.00%             | 2029-08-26      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US Bancorp                                                                      | CUSIP: 91159HHS2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    341000 | PA      | $340408.98    | 0.01%             | 2028-04-26      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PBM7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    189000 | PA      | $148528.79    | 0.00%             | 2041-04-22      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                   | CUSIP: 744448CG4<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     87000 | PA      | $68586.89     | 0.00%             | 2042-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752AS2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    170000 | PA      | $121696.26    | 0.00%             | 2051-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                                                              | Delta Air Lines Inc                                                             | CUSIP: 247361A32<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102019.22    | 0.00%             | 2030-07-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ORIX CORP                                                                        | ORIX Corp                                                                       | CUSIP: 686330AR2<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    100000 | PA      | $103394.51    | 0.00%             | 2032-09-13      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| ALABAMA POWER CO                                                                 | Alabama Power Co                                                                | CUSIP: 010392FY9<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99810.69     | 0.00%             | 2027-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA Inc                                                                         | CUSIP: 404121AJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    250000 | PA      | $257958.09    | 0.01%             | 2028-09-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                         | Visa Inc                                                                        | CUSIP: 92826CAF9<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    469000 | PA      | $414027.02    | 0.01%             | 2045-12-14      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XBA5<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45463.63     | 0.00%             | 2052-10-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687FX9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    344000 | PA      | $320053.01    | 0.01%             | 2031-01-13      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                             | CUSIP: 025816DP1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    210000 | PA      | $212818.19    | 0.01%             | 2028-02-16      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448ER5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73718.92     | 0.00%             | 2027-03-19      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VBR3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    171000 | PA      | $169831.25    | 0.00%             | 2078-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| ELECTRONIC ARTS INC                                                              | Electronic Arts Inc                                                             | CUSIP: 285512AE9<br>LEI: 549300O7A67PUEYKDL45 | Long             | DBT              | CORP              | US        |     72000 | PA      | $68364.69     | 0.00%             | 2031-02-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc                                                                       | Ecolab Inc                                                                      | CUSIP: 278865BA7<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20525.91     | 0.00%             | 2047-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179VZQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3075608 | PA      | $2542751.97   | 0.07%             | 2050-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                                                   | Solventum Corp                                                                  | CUSIP: 83444MAS0<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128375.87    | 0.00%             | 2054-04-30      | Fixed         | 5.90%                 | No            |                  2 | On Loan: —       |
| ROYALTY PHARMA PLC                                                               | Royalty Pharma PLC                                                              | CUSIP: 78081BAM5<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $70257.10     | 0.00%             | 2050-09-02      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738ECR4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $207799.60    | 0.01%             | 2030-03-12      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                   | Air Lease Corp                                                                  | CUSIP: 00914AAQ5<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     87000 | PA      | $81375.05     | 0.00%             | 2028-09-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| BLOCK FINANCIAL LLC                                                              | Block Financial LLC                                                             | CUSIP: 093662AK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $25201.04     | 0.00%             | 2032-09-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                                                      | Cummins Inc                                                                     | CUSIP: 231021AT3<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88478.01     | 0.00%             | 2030-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                                                               | Coterra Energy Inc                                                              | CUSIP: 127097AM5<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100798.15    | 0.00%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                                                      | Ovintiv Inc                                                                     | CUSIP: 012873AK1<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |     87000 | PA      | $96923.04     | 0.00%             | 2031-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                           | CUSIP: 89788MAT9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102916.00    | 0.00%             | 2032-08-05      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| BRITISH COLUMBIA PROV OF                                                         | Province of British Columbia Canada                                             | CUSIP: 110709AN2<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    200000 | PA      | $204981.92    | 0.01%             | 2034-06-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NDK4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     91000 | PA      | $90125.81     | 0.00%             | 2027-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | Westpac Banking Corp                                                            | CUSIP: 961214DK6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     75000 | PA      | $74471.19     | 0.00%             | 2027-03-08      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138EJX52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3797 | PA      | $3797.07      | 0.00%             | 2042-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                 | Welltower OP LLC                                                                | CUSIP: 95040QAH7<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    171000 | PA      | $170765.45    | 0.00%             | 2029-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                                                                         | Flex Ltd                                                                        | CUSIP: 33938XAB1<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |     50000 | PA      | $50476.50     | 0.00%             | 2030-05-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                             | CUSIP: 459058JW4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $472311.82    | 0.01%             | 2028-04-20      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                           | Roper Technologies Inc                                                          | CUSIP: 776696AG1<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25238.07     | 0.00%             | 2029-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HALEON US CAPITAL LLC                                                            | Haleon US Capital LLC                                                           | CUSIP: 36264FAK7<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    290000 | PA      | $286988.36    | 0.01%             | 2027-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | Eversource Energy                                                               | CUSIP: 30040WAE8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    257000 | PA      | $251579.62    | 0.01%             | 2028-01-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                              | Nomura Holdings Inc                                                             | CUSIP: 65535HBH1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $206791.86    | 0.01%             | 2028-01-18      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | Apple Inc                                                                       | CUSIP: 037833BX7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    438000 | PA      | $409582.12    | 0.01%             | 2046-02-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F0426A6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5542000 | PA      | $5374952.20   | 0.15%             | 2055-10-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                         | Western Midstream Operating LP                                                  | CUSIP: 958667AE7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    200000 | PA      | $211284.09    | 0.01%             | 2033-04-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                              | CUSIP: 756109CX0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |     50000 | PA      | $49453.50     | 0.00%             | 2033-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XMY42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    648855 | PA      | $549168.09    | 0.02%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PPG INDUSTRIES INC                                                               | PPG Industries Inc                                                              | CUSIP: 693506BR7<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |    171000 | PA      | $162738.07    | 0.00%             | 2029-08-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448GD4<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50384.52     | 0.00%             | 2027-02-07      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AON CORP                                                                         | Aon Corp                                                                        | CUSIP: 037389BE2<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93859.78     | 0.00%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PFH0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256157.75    | 0.01%             | 2032-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 94973VBK2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     62000 | PA      | $54990.62     | 0.00%             | 2044-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| ROYALTY PHARMA PLC                                                               | Royalty Pharma PLC                                                              | CUSIP: 78081BAS2<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     50000 | PA      | $49773.05     | 0.00%             | 2054-09-02      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                             | Targa Resources Corp                                                            | CUSIP: 87612GAA9<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     81000 | PA      | $76958.47     | 0.00%             | 2033-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                         | Northern States Power Co/MN                                                     | CUSIP: 665772CJ6<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     70000 | PA      | $54480.10     | 0.00%             | 2042-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                                                         | Archer-Daniels-Midland Co                                                       | CUSIP: 039483BH4<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |     66000 | PA      | $55750.09     | 0.00%             | 2043-04-16      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Michigan State University                                                        | MICHIGAN ST UNIV REVENUES                                                       | CUSIP: 594712WY3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     82000 | PA      | $60871.09     | 0.00%             | 2122-08-15      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JCZ5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41371.91     | 0.00%             | 2035-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                                               | Expand Energy Corp                                                              | CUSIP: 845467AT6<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73708.12     | 0.00%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                               | Analog Devices Inc                                                              | CUSIP: 032654AU9<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    130000 | PA      | $121746.07    | 0.00%             | 2028-10-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARE                                                         | First Citizens BancShares Inc/NC                                                | CUSIP: 31959XAF0<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25326.80     | 0.00%             | 2040-03-12      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CBK9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147119.98    | 0.00%             | 2053-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448EM6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     75000 | PA      | $54849.68     | 0.00%             | 2049-07-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NED9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81038.10     | 0.00%             | 2029-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark 2024-V5 Mortgage Trust                                                | CUSIP: 08163XBB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $203801.90    | 0.01%             | 2057-01-10      | Variable      | 6.06%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133L8GS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    516069 | PA      | $475549.89    | 0.01%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                                          | Fidelity National Information Services Inc                                      | CUSIP: 31620MBS4<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    118000 | PA      | $111208.62    | 0.00%             | 2028-03-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: —       |
| EQUINOR ASA                                                                      | Equinor ASA                                                                     | CUSIP: 29446MAK8<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    171000 | PA      | $158222.93    | 0.00%             | 2030-05-22      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179SQY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7643 | PA      | $7586.31      | 0.00%             | 2046-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                               | CUSIP: 478160BU7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    330000 | PA      | $302231.46    | 0.01%             | 2036-03-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135BY1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    291000 | PA      | $275648.04    | 0.01%             | 2028-05-12      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QTQF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    890094 | PA      | $934961.65    | 0.03%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ELECTRONIC ARTS INC                                                              | Electronic Arts Inc                                                             | CUSIP: 285512AF6<br>LEI: 549300O7A67PUEYKDL45 | Long             | DBT              | CORP              | US        |     69000 | PA      | $59839.10     | 0.00%             | 2051-02-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                                            | Waste Connections Inc                                                           | CUSIP: 94106BAJ0<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |     45000 | PA      | $46366.71     | 0.00%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| CANADIAN NATL RAILWAY                                                            | Canadian National Railway Co                                                    | CUSIP: 136375CK6<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    140000 | PA      | $101949.34    | 0.00%             | 2046-08-02      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                                                         | Aon Corp / Aon Global Holdings PLC                                              | CUSIP: 03740LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     59000 | PA      | $53127.49     | 0.00%             | 2031-12-02      | Fixed         | 2.60%                 | No            |                  2 | On Loan: —       |
| Duke Energy Indiana LLC                                                          | Duke Energy Indiana LLC                                                         | CUSIP: 263901AF7<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |     87000 | PA      | $81569.14     | 0.00%             | 2043-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119CT4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    225000 | PA      | $233882.88    | 0.01%             | 2031-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                            | CUSIP: 94106LCD9<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102177.73    | 0.00%             | 2032-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    257000 | PA      | $228961.84    | 0.01%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687EH5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    214000 | PA      | $247207.25    | 0.01%             | 2037-11-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822CL6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $203010.42    | 0.01%             | 2028-07-20      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | Meta Platforms Inc                                                              | CUSIP: 30303M8S4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111398.88    | 0.00%             | 2029-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448FX1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76332.96     | 0.00%             | 2029-07-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SAFEHOLD GL HOLDINGS LLC                                                         | Safehold GL Holdings LLC                                                        | CUSIP: 78646UAB5<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              |  | US        |     50000 | PA      | $44366.45     | 0.00%             | 2032-01-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 31427M5E7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2048060 | PA      | $2119966.83   | 0.06%             | 2055-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                           | Diamondback Energy Inc                                                          | CUSIP: 25278XAQ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     87000 | PA      | $70232.42     | 0.00%             | 2051-03-24      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                     | CUSIP: 02665WEV9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52129.52     | 0.00%             | 2028-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                                              | Quanta Services Inc                                                             | CUSIP: 74762EAP7<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50128.43     | 0.00%             | 2035-08-09      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                         | CUSIP: 742718GG8<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50741.30     | 0.00%             | 2034-01-29      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135BU9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    171000 | PA      | $101145.83    | 0.00%             | 2060-06-03      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650EE6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126814.11    | 0.00%             | 2044-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VES9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    341000 | PA      | $338543.98    | 0.01%             | 2029-02-08      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KQQF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    802366 | PA      | $823686.53    | 0.02%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MDC HOLDINGS INC                                                                 | MDC Holdings Inc                                                                | CUSIP: 552676AT5<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48024.97     | 0.00%             | 2030-01-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 36180KJQ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2928 | PA      | $2737.54      | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Patterson-UTI Energy Inc                                                         | Patterson-UTI Energy Inc                                                        | CUSIP: 703481AB7<br>LEI: 254900XGFBKIXD6G0697 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97677.94     | 0.00%             | 2028-02-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PDF0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202253.00    | 0.01%             | 2030-06-14      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                                                             | Appalachian Power Co                                                            | CUSIP: 037735CY1<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |     70000 | PA      | $50916.29     | 0.00%             | 2050-05-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| WALMART INC                                                                      | Walmart Inc                                                                     | CUSIP: 931142FD0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    180000 | PA      | $178741.01    | 0.00%             | 2033-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31307ULW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8313 | PA      | $8219.88      | 0.00%             | 2032-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QSVP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    682205 | PA      | $708979.98    | 0.02%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RNC2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148828.91    | 0.00%             | 2035-11-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| KENNAMETAL INC                                                                   | Kennametal Inc                                                                  | CUSIP: 489170AF7<br>LEI: 549300GZDSG25XUV0Y08 | Long             | DBT              | CORP              | US        |     55000 | PA      | $50132.65     | 0.00%             | 2031-03-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  23427000 | PA      | $20277166.76  | 0.57%             | 2031-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132HMVZ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16459 | PA      | $15550.97     | 0.00%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                | ILLINOIS ST                                                                     | CUSIP: 452151LF8<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    868186 | PA      | $878730.32    | 0.02%             | 2033-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KP6Y9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    330328 | PA      | $331084.21    | 0.01%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                                                               | Southwest Gas Corp                                                              | CUSIP: 845011AD7<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |     50000 | PA      | $34136.74     | 0.00%             | 2051-08-15      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137H9UD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $1002108.20   | 0.03%             | 2033-01-25      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                                                          | Principal Financial Group Inc                                                   | CUSIP: 74251VAU6<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44861.33     | 0.00%             | 2053-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PBN5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    291000 | PA      | $201201.24    | 0.01%             | 2051-04-22      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140FCY69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5936 | PA      | $5868.74      | 0.00%             | 2046-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Texas Transportation Commission                                                  | TEXAS ST TRANSPRTN COMMISSION                                                   | CUSIP: 882830BH4<br>LEI: 5493006JSGNPGVJS7691 | Long             | DBT              | MUN               | US        |    185000 | PA      | $130388.02    | 0.00%             | 2044-10-01      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31297SH73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2254 | PA      | $2308.60      | 0.00%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                            | Republic Services Inc                                                           | CUSIP: 760759BM1<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    135000 | PA      | $139392.02    | 0.00%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                                                         | Baxter International Inc                                                        | CUSIP: 071813BP3<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     87000 | PA      | $62141.03     | 0.00%             | 2046-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | Westpac Banking Corp                                                            | CUSIP: 961214DW0<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     87000 | PA      | $86084.00     | 0.00%             | 2028-01-25      | Fixed         | 3.40%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CBL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10517000 | PA      | $9190050.34   | 0.26%             | 2031-02-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                            | General Dynamics Corp                                                           | CUSIP: 369550BP2<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |     61000 | PA      | $55101.51     | 0.00%             | 2031-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| GLOBE LIFE INC                                                                   | Globe Life Inc                                                                  | CUSIP: 37959EAB8<br>LEI: 5493001JFHKQOPP6XA71 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50343.99     | 0.00%             | 2032-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                                                   | Phillips 66 Co                                                                  | CUSIP: 718547AT9<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71156.37     | 0.00%             | 2027-12-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                                                          | Duke Energy Indiana LLC                                                         | CUSIP: 26443TAC0<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    100000 | PA      | $63518.40     | 0.00%             | 2050-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES                                                           | CenterPoint Energy Resources Corp                                               | CUSIP: 15189WAH3<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |     87000 | PA      | $89578.27     | 0.00%             | 2041-01-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YCY3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    210000 | PA      | $206723.96    | 0.01%             | 2035-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                                                              | Emerson Electric Co                                                             | CUSIP: 291011BS2<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |     58000 | PA      | $37257.28     | 0.00%             | 2051-12-21      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140F0UQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4385 | PA      | $4239.03      | 0.00%             | 2044-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                 | CUSIP: 125523AZ3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    171000 | PA      | $166796.47    | 0.00%             | 2027-10-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133L8T39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    597198 | PA      | $550290.02    | 0.02%             | 2036-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                  | Chevron USA Inc                                                                 | CUSIP: 166756BF2<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76911.42     | 0.00%             | 2035-04-15      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| SIERRA PACIFIC POWER CO                                                          | Sierra Pacific Power Co                                                         | CUSIP: 826418BR5<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25022.23     | 0.00%             | 2055-12-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                           | CUSIP: 91087BAG5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    273000 | PA      | $210824.25    | 0.01%             | 2050-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| TRANSCANADA PIPELINES                                                            | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HAE9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     87000 | PA      | $100452.91    | 0.00%             | 2038-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                                                 | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CCB3<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99814.26     | 0.00%             | 2027-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | Simon Property Group LP                                                         | CUSIP: 828807CZ8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     87000 | PA      | $73726.28     | 0.00%             | 2046-11-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                            | Indonesia Government International Bond                                         | CUSIP: 455780DM5<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $200486.00    | 0.01%             | 2027-09-20      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QNK68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    609544 | PA      | $520470.58    | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680CF8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141610.55    | 0.00%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833EU0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80859.51     | 0.00%             | 2030-05-10      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CLK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1153000 | PA      | $1150207.57   | 0.03%             | 2029-08-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A2E1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    205000 | PA      | $204844.42    | 0.01%             | 2032-06-08      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                                              | General Electric Co                                                             | CUSIP: 36962GXZ2<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $227531.37    | 0.01%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                                             | Shell Finance US Inc                                                            | CUSIP: 822905AF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    171000 | PA      | $160448.80    | 0.00%             | 2029-11-07      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200KX8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252607.96    | 0.01%             | 2028-02-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076BZ4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    104000 | PA      | $72103.21     | 0.00%             | 2049-12-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                      | CUSIP: 60687YDL0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $202354.27    | 0.01%             | 2031-07-08      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                                                   | Solventum Corp                                                                  | CUSIP: 83444MAN1<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20324.53     | 0.00%             | 2027-02-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                           | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607LNG4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     60000 | PA      | $61375.92     | 0.00%             | 2028-04-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752AK9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    150000 | PA      | $110141.98    | 0.00%             | 2049-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                                            | Unilever Capital Corp                                                           | CUSIP: 904764BV8<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200982.79    | 0.01%             | 2034-08-12      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAJ9<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     87000 | PA      | $82073.47     | 0.00%             | 2030-05-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FCF6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77566.59     | 0.00%             | 2030-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power                                          | LOS ANGELES CA DEPT WTR & PWR REVENUE                                           | CUSIP: 544495VY7<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |    125000 | PA      | $133048.10    | 0.00%             | 2045-07-01      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                     | CUSIP: 438516BL9<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    300000 | PA      | $295175.09    | 0.01%             | 2026-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC CO                                                                | Tampa Electric Co                                                               | CUSIP: 875127BL5<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |     35000 | PA      | $31837.75     | 0.00%             | 2052-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CGC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8500000 | PA      | $8546816.39   | 0.24%             | 2027-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                         | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556BY7<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     87000 | PA      | $73516.14     | 0.00%             | 2047-08-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                           | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607QFD9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $25042.69     | 0.00%             | 2028-09-08      | Fixed         | 4.24%                 | No            |                  2 | On Loan: —       |
| AEP TEXAS INC                                                                    | AEP Texas Inc                                                                   | CUSIP: 00108WAU4<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89597.72     | 0.00%             | 2055-10-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                                            | Southern California Gas Co                                                      | CUSIP: 842434DC3<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77760.67     | 0.00%             | 2035-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                         | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 03523TBU1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    171000 | PA      | $176680.00    | 0.00%             | 2039-01-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| TAKEDA US FIN                                                                    | Takeda US Financing Inc                                                         | CUSIP: 87406BAB8<br>LEI: 254900ZGPIBGBZ2N3A33 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206033.72    | 0.01%             | 2055-07-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                                                            | Oglethorpe Power Corp                                                           | CUSIP: 677050AW6<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75006.25     | 0.00%             | 2054-06-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833FA3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102052.78    | 0.00%             | 2032-05-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140ECRN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28989 | PA      | $27102.86     | 0.00%             | 2046-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| State of Israel                                                                  | Israel Government International Bond                                            | CUSIP: 46513YJJ8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    322000 | PA      | $249851.88    | 0.01%             | 2048-01-17      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                        | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $186562.22    | 0.01%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                                         | Air Products and Chemicals Inc                                                  | CUSIP: 009158AZ9<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |     87000 | PA      | $64900.36     | 0.00%             | 2040-05-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                                                      | Cummins Inc                                                                     | CUSIP: 231021BA3<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51620.22     | 0.00%             | 2035-05-09      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140W1YT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1322901 | PA      | $1119340.02   | 0.03%             | 2054-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $63129.13     | 0.00%             | 2043-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                                                               | Sonoco Products Co                                                              | CUSIP: 835495AL6<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70862.24     | 0.00%             | 2030-05-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FUNDING ASIA                                                          | Prudential Funding Asia PLC                                                     | CUSIP: 744330AB7<br>LEI: 2549005TNASWKLR0XC37 | Long             | DBT              | CORP              | GB        |     87000 | PA      | $82859.67     | 0.00%             | 2032-03-24      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    343000 | PA      | $311839.71    | 0.01%             | 2033-01-21      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QRU68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1728141 | PA      | $1768299.08   | 0.05%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX Corp                                                                        | CUSIP: 126408HM8<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200762.09    | 0.01%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | Simon Property Group LP                                                         | CUSIP: 828807CL9<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     74000 | PA      | $68174.96     | 0.00%             | 2042-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769KC7<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    600000 | PA      | $606067.71    | 0.02%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| ALLSTATE CORP                                                                    | Allstate Corp/The                                                               | CUSIP: 020002BJ9<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86264.40     | 0.00%             | 2030-12-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                           | CUSIP: 91087BBB5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $210500.00    | 0.01%             | 2030-05-13      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WKQD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     73247 | PA      | $68435.98     | 0.00%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                                            | Quest Diagnostics Inc                                                           | CUSIP: 74834LBE9<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    225000 | PA      | $227798.41    | 0.01%             | 2027-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VBL6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    191000 | PA      | $190879.20    | 0.01%             | 2027-02-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    171000 | PA      | $161280.25    | 0.00%             | 2038-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VBA0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    121000 | PA      | $111282.68    | 0.00%             | 2044-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 912828Z94<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5240000 | PA      | $4778429.67   | 0.13%             | 2030-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WJQ27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    215938 | PA      | $201712.71    | 0.01%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae                                                                      | CUSIP: 21H0406A6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6450000 | PA      | $6063638.03   | 0.17%             | 2055-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179UH62<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    135137 | PA      | $137046.65    | 0.00%             | 2048-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                                          | Royal Caribbean Cruises Ltd                                                     | CUSIP: 78017TAB9<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     25000 | PA      | $25145.79     | 0.00%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAU8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     71000 | PA      | $56918.56     | 0.00%             | 2048-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650ED8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    125000 | PA      | $130443.21    | 0.00%             | 2034-06-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076CB6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70646.22     | 0.00%             | 2030-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122CR7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    400000 | PA      | $331629.95    | 0.01%             | 2049-10-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                              | Fifth Third Bancorp                                                             | CUSIP: 316773DF4<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     61000 | PA      | $59451.29     | 0.00%             | 2033-04-25      | Fixed         | 4.34%                 | No            |                  2 | On Loan: —       |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                             | CUSIP: 03027XBD1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    132000 | PA      | $88408.67     | 0.00%             | 2050-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | MetLife Inc                                                                     | CUSIP: 59156RBR8<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    200000 | PA      | $182746.65    | 0.01%             | 2046-05-13      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| NY & PRESBYTERIAN HOSPIT                                                         | New York and Presbyterian Hospital/The                                          | CUSIP: 649322AH7<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |     87000 | PA      | $60862.37     | 0.00%             | 2040-08-01      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                            | Panama Government International Bonds                                           | CUSIP: 698299BN3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    690000 | PA      | $559452.00    | 0.02%             | 2032-09-29      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119DB2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    150000 | PA      | $156821.14    | 0.00%             | 2035-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                             | Targa Resources Corp                                                            | CUSIP: 87612KAC6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101993.93    | 0.00%             | 2052-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                                | Brown & Brown Inc                                                               | CUSIP: 115236AN1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     80000 | PA      | $84182.05     | 0.00%             | 2055-06-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NOVANT HEALTH INC                                                                | Novant Health Inc                                                               | CUSIP: 66988AAJ3<br>LEI: 549300ZUXEGFGE8EP917 | Long             | DBT              | CORP              | US        |     76000 | PA      | $49863.41     | 0.00%             | 2061-11-01      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J8EY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     61837 | PA      | $61073.12     | 0.00%             | 2033-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140MCAF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2740074 | PA      | $2221207.19   | 0.06%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                                         | GOLDEN ST TOBACCO SECURITIZATION CORP CA TOBACCO SETTLEMENT                     | CUSIP: 38122NB76<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $26835.82     | 0.00%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29278NAN3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101734.01    | 0.00%             | 2027-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XHYQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    536441 | PA      | $524767.69    | 0.01%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                         | Rogers Communications Inc                                                       | CUSIP: 775109CG4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     73000 | PA      | $71958.98     | 0.00%             | 2027-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                           | CUSIP: 882508CJ1<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    175000 | PA      | $168745.14    | 0.00%             | 2054-02-08      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| STRYKER CORP                                                                     | Stryker Corp                                                                    | CUSIP: 863667BM2<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128906.59    | 0.00%             | 2035-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WBQ65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28806 | PA      | $28626.18     | 0.00%             | 2044-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                                          | Pfizer Investment Enterprises Pte Ltd                                           | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    730000 | PA      | $705462.22    | 0.02%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | Ventas Realty LP                                                                | CUSIP: 92277GAV9<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |     50000 | PA      | $50613.48     | 0.00%             | 2030-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PDW3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    195000 | PA      | $198877.47    | 0.01%             | 2027-10-22      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    171000 | PA      | $124762.23    | 0.00%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| City of Atlanta GA Water & Wastewater Revenue                                    | ATLANTA GA WTR & WSTWTR REVENUE                                                 | CUSIP: 047870SN1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $67632.53     | 0.00%             | 2035-11-01      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                                                           | GE HealthCare Technologies Inc                                                  | CUSIP: 36266GAC1<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25914.64     | 0.00%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 36178EAG4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2046 | PA      | $1909.93      | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                                               | Cenovus Energy Inc                                                              | CUSIP: 15135UAM1<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $49996.70     | 0.00%             | 2027-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FORTIS INC                                                                       | Fortis Inc/Canada                                                               | CUSIP: 349553AM9<br>LEI: 549300MQYQ9Y065XPR71 | Long             | DBT              | CORP              | CA        |    171000 | PA      | $169032.21    | 0.00%             | 2026-10-04      | Fixed         | 3.06%                 | No            |                  2 | On Loan: —       |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAK0<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    133000 | PA      | $120564.63    | 0.00%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Citibank Credit Card Issuance Trust                                              | Citibank Credit Card Issuance Trust                                             | CUSIP: 17305EDT9<br>LEI: R8AG6FXVDQAMDKCSJJ64 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $110378.29    | 0.00%             | 2039-06-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                                            | Becton Dickinson & Co                                                           | CUSIP: 075887CL1<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    185000 | PA      | $163183.00    | 0.00%             | 2031-02-11      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X7M89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1051683 | PA      | $971095.49    | 0.03%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                  | CUSIP: 57636QAS3<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     90000 | PA      | $80160.73     | 0.00%             | 2031-03-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                            | CUSIP: 94106LBQ1<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     86000 | PA      | $80037.33     | 0.00%             | 2029-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| International Paper Co                                                           | International Paper Co                                                          | CUSIP: 460146CN1<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46402.20     | 0.00%             | 2046-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967QH7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    320000 | PA      | $323247.32    | 0.01%             | 2036-09-11      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179SLT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7644 | PA      | $7327.14      | 0.00%             | 2046-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EASTERN GAS TRAN                                                                 | Eastern Gas Transmission & Storage Inc                                          | CUSIP: 276480AD2<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |    150000 | PA      | $130906.22    | 0.00%             | 2044-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432MS1<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    107000 | PA      | $103662.77    | 0.00%             | 2032-11-01      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076BD3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94891.15     | 0.00%             | 2044-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38143YAC7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    110000 | PA      | $121022.27    | 0.00%             | 2036-05-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                                 | Alabama Power Co                                                                | CUSIP: 010392FT0<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     65000 | PA      | $47628.38     | 0.00%             | 2049-10-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DCB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    181635 | PA      | $178856.63    | 0.01%             | 2049-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179WR26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    623727 | PA      | $537229.37    | 0.02%             | 2051-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ALLEGION US HOLDING CO                                                           | Allegion US Holding Co Inc                                                      | CUSIP: 01748TAC5<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41765.40     | 0.00%             | 2032-07-01      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                            | Republic Services Inc                                                           | CUSIP: 760759AT7<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300074.76    | 0.01%             | 2028-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                                                            | Amrize Finance US LLC                                                           | CUSIP: 43475RAA4<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    225000 | PA      | $226338.69    | 0.01%             | 2027-04-07      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JCK8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74884.31     | 0.00%             | 2032-09-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp                                                            | Lincoln National Corp                                                           | CUSIP: 534187AW9<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     87000 | PA      | $93203.76     | 0.00%             | 2037-10-09      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CDG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6179000 | PA      | $6010284.32   | 0.17%             | 2026-10-31      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CEB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6940000 | PA      | $6546642.95   | 0.18%             | 2029-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                                                      | Paychex Inc                                                                     | CUSIP: 704326AC1<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    150000 | PA      | $157032.32    | 0.00%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                            | CUSIP: 06051GGM5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    257000 | PA      | $239633.43    | 0.01%             | 2038-04-24      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | Walmart Inc                                                                     | CUSIP: 931142EC3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    132000 | PA      | $111262.84    | 0.00%             | 2048-06-29      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| FOX CORP                                                                         | Fox Corp                                                                        | CUSIP: 35137LAL9<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193726.65    | 0.01%             | 2030-04-08      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179WLP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5113268 | PA      | $4405758.99   | 0.12%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                             | Waste Management Inc                                                            | CUSIP: 94106LBK4<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     87000 | PA      | $72707.61     | 0.00%             | 2049-07-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                       | TELUS Corp                                                                      | CUSIP: 87971MBH5<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $64568.62     | 0.00%             | 2048-11-16      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QCU8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35698.78     | 0.00%             | 2035-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738EDD4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $200353.30    | 0.01%             | 2029-11-11      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| REVVITY INC                                                                      | Revvity Inc                                                                     | CUSIP: 714046AM1<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |     90000 | PA      | $83889.78     | 0.00%             | 2028-09-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| ORIX CORP                                                                        | ORIX Corp                                                                       | CUSIP: 686330AP6<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |     67000 | PA      | $64880.83     | 0.00%             | 2032-04-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| EXXON MOBIL CORPORATION                                                          | Exxon Mobil Corp                                                                | CUSIP: 30231GAW2<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    271000 | PA      | $229779.78    | 0.01%             | 2046-03-01      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                     | Synopsys Inc                                                                    | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252307.70    | 0.01%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 75513ECT6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101649.62    | 0.00%             | 2026-11-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                                         | eBay Inc                                                                        | CUSIP: 278642AZ6<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    137000 | PA      | $102478.47    | 0.00%             | 2051-05-10      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680CE1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246544.90    | 0.01%             | 2034-11-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                                         | Host Hotels & Resorts LP                                                        | CUSIP: 44107TAY2<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |    171000 | PA      | $162546.96    | 0.00%             | 2029-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748CD2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    175000 | PA      | $171573.78    | 0.00%             | 2055-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| AON NORTH AMERICA INC                                                            | Aon North America Inc                                                           | CUSIP: 03740MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $102858.73    | 0.00%             | 2029-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                      | CUSIP: 14040HCV5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51394.41     | 0.00%             | 2030-07-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KKQY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1493373 | PA      | $1270574.93   | 0.04%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GLU1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    550000 | PA      | $589328.39    | 0.02%             | 2034-09-15      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752BG7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45184.76     | 0.00%             | 2026-10-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179T7L3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    240869 | PA      | $238280.89    | 0.01%             | 2048-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179XBV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     56279 | PA      | $56286.00     | 0.00%             | 2052-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                        | CUSIP: 341081GP6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35644.59     | 0.00%             | 2030-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Illinois Tool Works Inc                                                          | Illinois Tool Works Inc                                                         | CUSIP: 452308AQ2<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |    181000 | PA      | $175641.48    | 0.00%             | 2041-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DSMT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    136815 | PA      | $141916.66    | 0.00%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CFJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $9795312.50   | 0.27%             | 2029-08-31      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179TV93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10289 | PA      | $10612.31     | 0.00%             | 2048-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP                                                           | Boardwalk Pipelines LP                                                          | CUSIP: 096630AJ7<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    200000 | PA      | $185105.74    | 0.01%             | 2032-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                                                    | AppLovin Corp                                                                   | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102300.62    | 0.00%             | 2029-12-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY SOUTH                                                            | Dominion Energy South Carolina Inc                                              | CUSIP: 837004CJ7<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45541.70     | 0.00%             | 2065-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Corning Inc                                                                      | Corning Inc                                                                     | CUSIP: 219350BF1<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    130000 | PA      | $107685.77    | 0.00%             | 2057-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179UKZ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     88727 | PA      | $90072.94     | 0.00%             | 2049-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179RXE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7227 | PA      | $6934.82      | 0.00%             | 2046-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36180AB93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    924512 | PA      | $920533.08    | 0.03%             | 2054-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                     | Stryker Corp                                                                    | CUSIP: 863667BC4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51209.00     | 0.00%             | 2028-12-08      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                     | CUSIP: 74340XCC3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     50000 | PA      | $33703.27     | 0.00%             | 2050-03-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179RVB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     37698 | PA      | $35066.58     | 0.00%             | 2045-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122CQ9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    287000 | PA      | $260000.10    | 0.01%             | 2039-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XD3V6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    527009 | PA      | $488215.36    | 0.01%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                 | Welltower OP LLC                                                                | CUSIP: 95040QAN4<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    108000 | PA      | $101131.68    | 0.00%             | 2029-01-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PBU5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    104000 | PA      | $96277.94     | 0.00%             | 2041-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | Oracle Corp                                                                     | CUSIP: 68389XAE5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    200000 | PA      | $219317.41    | 0.01%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                   | CUSIP: 744448CW9<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     80000 | PA      | $78432.76     | 0.00%             | 2032-06-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: —       |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                  | CUSIP: 10373QBW9<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76485.71     | 0.00%             | 2034-04-10      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY INC                                                                | Suncor Energy Inc                                                               | CUSIP: 867224AE7<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    129000 | PA      | $92754.78     | 0.00%             | 2051-03-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| LEIDOS INC                                                                       | Leidos Inc                                                                      | CUSIP: 52532XAH8<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    130000 | PA      | $115998.94    | 0.00%             | 2031-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448FT0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     60000 | PA      | $53841.02     | 0.00%             | 2053-02-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FBY6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    115000 | PA      | $119490.60    | 0.00%             | 2031-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418EDB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    508411 | PA      | $411683.12    | 0.01%             | 2052-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CHURCH & DWIGHT CO INC                                                           | Church & Dwight Co Inc                                                          | CUSIP: 17136MAA0<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |    171000 | PA      | $151465.98    | 0.00%             | 2031-12-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | Humana Inc                                                                      | CUSIP: 444859BV3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52605.17     | 0.00%             | 2033-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140HJ2A8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14401 | PA      | $14457.71     | 0.00%             | 2048-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIV OF CALIFORNIA CA REVENUES                                                  | CUSIP: 91412HFG3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $107842.58    | 0.00%             | 2029-07-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: —       |
| ORLANDO HEALTH OBL GRP                                                           | Orlando Health Obligated Group                                                  | CUSIP: 686514AH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     67000 | PA      | $47673.11     | 0.00%             | 2050-10-01      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH                                                           | Massachusetts Institute of Technology                                           | CUSIP: 575718AE1<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |     98000 | PA      | $90653.51     | 0.00%             | 2038-07-01      | Fixed         | 3.96%                 | No            |                  2 | On Loan: —       |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBB2<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     87000 | PA      | $78242.64     | 0.00%             | 2032-01-26      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                     | CUSIP: 03040WBC8<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49373.01     | 0.00%             | 2054-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                                         | Air Products and Chemicals Inc                                                  | CUSIP: 009158BJ4<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102374.01    | 0.00%             | 2031-02-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORP                                                           | Regions Financial Corp                                                          | CUSIP: 7591EPAU4<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52111.39     | 0.00%             | 2030-06-06      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DQP91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1033456 | PA      | $1036146.53   | 0.03%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AUTOMATIC DATA PROCESSNG                                                         | Automatic Data Processing Inc                                                   | CUSIP: 053015AF0<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |    341000 | PA      | $298506.32    | 0.01%             | 2030-09-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                         | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 03523TBF4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    197000 | PA      | $254217.76    | 0.01%             | 2039-01-15      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                            | CUSIP: 06051GGF0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    366000 | PA      | $364297.59    | 0.01%             | 2028-01-20      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J5WM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    110960 | PA      | $103885.64    | 0.00%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SMITH & NEPHEW PLC                                                               | Smith & Nephew PLC                                                              | CUSIP: 83192PAA6<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |    125000 | PA      | $111741.42    | 0.00%             | 2030-10-14      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                                 | Alabama Power Co                                                                | CUSIP: 010392FV5<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    104000 | PA      | $70389.03     | 0.00%             | 2051-07-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | Pfizer Inc                                                                      | CUSIP: 717081DE0<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     87000 | PA      | $76456.95     | 0.00%             | 2043-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MFC3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     87000 | PA      | $75312.53     | 0.00%             | 2047-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     87000 | PA      | $85547.76     | 0.00%             | 2043-09-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                          | American Electric Power Co Inc                                                  | CUSIP: 025537AV3<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103240.64    | 0.00%             | 2027-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818FN3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    200000 | PA      | $119824.81    | 0.00%             | 2062-09-16      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RNE8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    225000 | PA      | $222382.18    | 0.01%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                                              | Kimco Realty OP LLC                                                             | CUSIP: 49446RBA6<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |     75000 | PA      | $74609.81     | 0.00%             | 2033-02-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CFM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6000000 | PA      | $6057890.64   | 0.17%             | 2027-09-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                      | Exelon Corp                                                                     | CUSIP: 30161NBR1<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51552.01     | 0.00%             | 2031-03-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                            | CUSIP: 961214FK4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $257998.16    | 0.01%             | 2027-11-18      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                                            | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 874060AX4<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $181634.22    | 0.01%             | 2030-03-31      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132GVG97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     37986 | PA      | $37001.17     | 0.00%             | 2042-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140FS3Z4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5724 | PA      | $5652.57      | 0.00%             | 2047-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                               | Essex Portfolio LP                                                              | CUSIP: 29717PBB2<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |     75000 | PA      | $77389.19     | 0.00%             | 2035-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179SYR2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    236432 | PA      | $214156.20    | 0.01%             | 2047-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661EE3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     72000 | PA      | $52133.27     | 0.00%             | 2041-09-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132QVJB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7132 | PA      | $6866.42      | 0.00%             | 2046-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                      | Target Corp                                                                     | CUSIP: 87612EBM7<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     74000 | PA      | $72243.70     | 0.00%             | 2027-01-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: —       |
| ROGERS COMMUNICATIONS IN                                                         | Rogers Communications Inc                                                       | CUSIP: 775109CH2<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    133000 | PA      | $125636.76    | 0.00%             | 2032-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                                                      | Bell Telephone Co of Canada or Bell Canada                                      | CUSIP: 0778FPAL3<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    135000 | PA      | $137381.39    | 0.00%             | 2033-05-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| ARIZONA PUBLIC SERVICE                                                           | Arizona Public Service Co                                                       | CUSIP: 040555DH4<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26193.74     | 0.00%             | 2034-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                  | AstraZeneca PLC                                                                 | CUSIP: 046353AM0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    163000 | PA      | $145350.29    | 0.00%             | 2045-11-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QBHB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    345228 | PA      | $333256.74    | 0.01%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172DM8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75555.40     | 0.00%             | 2027-11-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                   | CUSIP: 744448DA6<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    125000 | PA      | $127398.78    | 0.00%             | 2054-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830CB3<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    140000 | PA      | $134738.79    | 0.00%             | 2055-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308KL0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31383.21     | 0.00%             | 2029-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CAL5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6786000 | PA      | $6365851.19   | 0.18%             | 2027-09-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: —       |
| Union Pacific Corp                                                               | Union Pacific Corp                                                              | CUSIP: 907818EC8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     50000 | PA      | $38396.20     | 0.00%             | 2055-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KDM9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    105000 | PA      | $108211.61    | 0.00%             | 2055-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                                                 | Black Hills Corp                                                                | CUSIP: 092113AV1<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103831.13    | 0.00%             | 2028-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                                              | LYB International Finance III LLC                                               | CUSIP: 50249AAG8<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    117000 | PA      | $104447.18    | 0.00%             | 2030-10-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                       | CUSIP: 911312AZ9<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     78000 | PA      | $58017.19     | 0.00%             | 2046-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                                         | Indonesia Government International Bonds                                        | CUSIP: 455780DN3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $200750.00    | 0.01%             | 2032-09-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                       | Fiserv Inc                                                                      | CUSIP: 337738BD9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61685.03     | 0.00%             | 2028-03-02      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                                | General Mills Inc                                                               | CUSIP: 370334CP7<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    180000 | PA      | $117428.11    | 0.00%             | 2051-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                         | Caterpillar Financial Services Corp                                             | CUSIP: 14913UAN0<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50317.15     | 0.00%             | 2026-10-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: —       |
| CHUBB INA HOLDINGS LLC                                                           | Chubb INA Holdings LLC                                                          | CUSIP: 00440EAW7<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88178.42     | 0.00%             | 2045-11-03      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BT1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102444.73    | 0.00%             | 2027-10-20      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                    | AEP Texas Inc                                                                   | CUSIP: 00108WAQ3<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     70000 | PA      | $64538.11     | 0.00%             | 2052-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967MM0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149418.91    | 0.00%             | 2041-03-26      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128CUWF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10978 | PA      | $10624.25     | 0.00%             | 2033-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31335AGC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20021 | PA      | $19495.24     | 0.00%             | 2042-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                                               | Ingersoll Rand Inc                                                              | CUSIP: 45687VAG1<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101779.01    | 0.00%             | 2054-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                            | Northrop Grumman Corp                                                           | CUSIP: 666807BU5<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144445.01    | 0.00%             | 2050-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    530000 | PA      | $549266.49    | 0.02%             | 2029-07-25      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I                                                         | Stanley Black & Decker Inc                                                      | CUSIP: 854502AQ4<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |     76000 | PA      | $68350.61     | 0.00%             | 2032-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWHZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    945855 | PA      | $940116.03    | 0.03%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHRISTUS HEALTH                                                                  | CHRISTUS Health                                                                 | CUSIP: 17108JAA1<br>LEI: OQUVMAC1TV7BMO6XVW61 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55130.22     | 0.00%             | 2028-07-01      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                           | Sempra                                                                          | CUSIP: 816851BT5<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153268.50    | 0.00%             | 2054-10-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 9128284N7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6617000 | PA      | $6493189.71   | 0.18%             | 2028-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OP CO                                                             | Public Storage Operating Co                                                     | CUSIP: 74464AAD3<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |     40000 | PA      | $40456.04     | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES                                                            | Keysight Technologies Inc                                                       | CUSIP: 49338LAE3<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100462.70    | 0.00%             | 2027-04-06      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CCM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    162148 | PA      | $156416.15    | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                            | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    700000 | PA      | $689320.21    | 0.02%             | 2028-12-20      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                           | Brookfield Finance Inc                                                          | CUSIP: 11271LAQ5<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |     35000 | PA      | $35184.76     | 0.00%             | 2036-01-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804GK4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45796.20     | 0.00%             | 2033-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    350000 | PA      | $361407.37    | 0.01%             | 2031-04-17      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179W2U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    976827 | PA      | $841358.98    | 0.02%             | 2052-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                                            | AvalonBay Communities Inc                                                       | CUSIP: 05348EBC2<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    191000 | PA      | $187525.82    | 0.01%             | 2028-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                                                 | Ventas Realty LP                                                                | CUSIP: 92277GAU1<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |     50000 | PA      | $47333.32     | 0.00%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132L93U7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    141400 | PA      | $132304.95    | 0.00%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132CWYW8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     84481 | PA      | $83108.13     | 0.00%             | 2037-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                            | Entergy Louisiana LLC                                                           | CUSIP: 29364WBM9<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    225000 | PA      | $233470.30    | 0.01%             | 2034-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                         | CUSIP: 742718FH7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    171000 | PA      | $164099.53    | 0.00%             | 2030-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TLB9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    225000 | PA      | $232810.36    | 0.01%             | 2028-09-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                                         | Constellation Energy Generation LLC                                             | CUSIP: 210385AC4<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53414.18     | 0.00%             | 2033-03-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | Gilead Sciences Inc                                                             | CUSIP: 375558AS2<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    181000 | PA      | $189310.90    | 0.01%             | 2041-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX Corp                                                                        | CUSIP: 126408HC0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     79000 | PA      | $62807.22     | 0.00%             | 2050-05-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: —       |
| Bank of America Corp                                                             | Bank of America Corp                                                            | CUSIP: 06051GHM4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    324000 | PA      | $325121.22    | 0.01%             | 2029-07-23      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128M9TQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     37222 | PA      | $35148.78     | 0.00%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804FX7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    130000 | PA      | $129042.09    | 0.00%             | 2027-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                                              | Peru Government International Bonds                                             | CUSIP: 715638DW9<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     75000 | PA      | $47737.50     | 0.00%             | 2072-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162CT5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    300000 | PA      | $292705.08    | 0.01%             | 2027-02-21      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FCA7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85221.69     | 0.00%             | 2028-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| JACOBS ENGINEERING GROUP                                                         | Jacobs Engineering Group Inc                                                    | CUSIP: 469814AB3<br>LEI: 549300CZ8QS1GE53O776 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105595.02    | 0.00%             | 2028-08-18      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| PROV ST JOSEPH HLTH OBL                                                          | Providence St Joseph Health Obligated Group                                     | CUSIP: 743820AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     82000 | PA      | $76621.83     | 0.00%             | 2029-10-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| SMURFIT KAPPA TREASURY                                                           | Smurfit Kappa Treasury ULC                                                      | CUSIP: 83272GAE1<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $207351.92    | 0.01%             | 2034-04-03      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                            | CUSIP: 94106LCE7<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202996.85    | 0.01%             | 2035-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PEU2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    140000 | PA      | $140488.22    | 0.00%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| SIERRA PACIFIC POWER CO                                                          | Sierra Pacific Power Co                                                         | CUSIP: 826418BQ7<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76367.07     | 0.00%             | 2054-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 969457CL2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25446.38     | 0.00%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PDX7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     79000 | PA      | $71609.49     | 0.00%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                            | CUSIP: 06051GHU6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    171000 | PA      | $152334.03    | 0.00%             | 2040-04-23      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179RD55<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     39963 | PA      | $35266.42     | 0.00%             | 2045-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                                                          | Connecticut Light and Power Co/The                                              | CUSIP: 207597EN1<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    140000 | PA      | $123661.49    | 0.00%             | 2031-07-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179UD90<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    196626 | PA      | $188115.87    | 0.01%             | 2048-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ASSURED GUARANTY US HLDG                                                         | Assured Guaranty US Holdings Inc                                                | CUSIP: 04621WAD2<br>LEI: 5493007YCE0652G9TZ64 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46877.04     | 0.00%             | 2031-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                     | AutoZone Inc                                                                    | CUSIP: 053332BC5<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    145000 | PA      | $146277.76    | 0.00%             | 2028-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                                   | PECO Energy Co                                                                  | CUSIP: 693304BG1<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96823.02     | 0.00%             | 2054-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | Nutrien Ltd                                                                     | CUSIP: 67077MAR9<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     87000 | PA      | $79971.04     | 0.00%             | 2043-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN ASSETS TRUST LP                                                         | American Assets Trust LP                                                        | CUSIP: 02401LAB0<br>LEI: 549300V1TI0SMG9Z6U69 | Long             | DBT              |  | US        |     75000 | PA      | $76326.16     | 0.00%             | 2034-10-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                           | Motorola Solutions Inc                                                          | CUSIP: 620076BZ1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    175000 | PA      | $181395.78    | 0.01%             | 2034-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS Health Corp                                                                 | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    950000 | PA      | $845250.66    | 0.02%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| COREBRIDGE FINANCIAL INC                                                         | Corebridge Financial Inc                                                        | CUSIP: 21871XAS8<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52593.64     | 0.00%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                            | Uber Technologies Inc                                                           | CUSIP: 90353TAT7<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99086.72     | 0.00%             | 2031-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                                                         | Targa Resources Partners LP / Targa Resources Partners Finance Corp             | CUSIP: 87612BBG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    171000 | PA      | $171191.09    | 0.00%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                                             | Verisk Analytics Inc                                                            | CUSIP: 92345YAJ5<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41238.53     | 0.00%             | 2034-06-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                               | Ford Motor Co                                                                   | CUSIP: 345370CS7<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    200000 | PA      | $168504.91    | 0.00%             | 2046-12-08      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| ARROW ELECTRONICS INC                                                            | Arrow Electronics Inc                                                           | CUSIP: 04273WAE1<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26201.36     | 0.00%             | 2034-04-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400HS5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51301.03     | 0.00%             | 2027-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ER2G4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    170482 | PA      | $160963.41    | 0.00%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                                      | Ovintiv Inc                                                                     | CUSIP: 69047QAC6<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |     40000 | PA      | $42192.70     | 0.00%             | 2033-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FTZQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    450000 | PA      | $404466.12    | 0.01%             | 2030-04-25      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES                                                           | CenterPoint Energy Resources Corp                                               | CUSIP: 15189YAF3<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |     91000 | PA      | $80554.40     | 0.00%             | 2030-10-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CJW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6000000 | PA      | $6064921.86   | 0.17%             | 2029-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                                                                | National Grid PLC                                                               | CUSIP: 636274AE2<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $106605.29    | 0.00%             | 2033-06-12      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162DE7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     73000 | PA      | $68546.09     | 0.00%             | 2032-02-22      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                       | CUSIP: 911312CJ3<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    145000 | PA      | $150038.42    | 0.00%             | 2035-05-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 36178EDG1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     20524 | PA      | $18775.60     | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5029000 | PA      | $3781179.38   | 0.11%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                                | Atmos Energy Corp                                                               | CUSIP: 049560BE4<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54360.79     | 0.00%             | 2056-01-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJZP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     72698 | PA      | $69978.10     | 0.00%             | 2047-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                            | Republic Services Inc                                                           | CUSIP: 760759BH2<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41334.21     | 0.00%             | 2033-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                             | CUSIP: 025816DV8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    265000 | PA      | $269521.58    | 0.01%             | 2028-07-26      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YCZ0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    200000 | PA      | $185289.01    | 0.01%             | 2042-10-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VFE9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    171000 | PA      | $163522.33    | 0.00%             | 2030-03-22      | Fixed         | 3.15%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QFFJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1178340 | PA      | $1003161.81   | 0.03%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140FXGQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    166921 | PA      | $161569.38    | 0.00%             | 2047-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC CO                                                                | Tampa Electric Co                                                               | CUSIP: 875127BG6<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |     80000 | PA      | $58845.07     | 0.00%             | 2050-06-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172AW9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     79000 | PA      | $67527.60     | 0.00%             | 2043-03-04      | Fixed         | 4.13%                 | No            |                  2 | On Loan: —       |
| KLA CORP                                                                         | KLA Corp                                                                        | CUSIP: 482480AP5<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50509.64     | 0.00%             | 2034-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137H1YS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $440002.15    | 0.01%             | 2031-06-25      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280DS5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $351827.00    | 0.01%             | 2033-11-03      | Fixed         | 8.11%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                         | BHP Billiton Finance USA Ltd                                                    | CUSIP: 055451BL1<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    150000 | PA      | $156084.62    | 0.00%             | 2035-02-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 75513ECP4<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    100000 | PA      | $65922.83     | 0.00%             | 2052-03-15      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                              | Consumers Energy Co                                                             | CUSIP: 210518DD5<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    171000 | PA      | $146408.60    | 0.00%             | 2049-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179SEG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    200649 | PA      | $182046.74    | 0.01%             | 2046-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140BU3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     87000 | PA      | $76102.00     | 0.00%             | 2031-08-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                                                   | Phillips 66 Co                                                                  | CUSIP: 718547AW2<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47901.49     | 0.00%             | 2054-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MEDSTAR HEALTH INC                                                               | MedStar Health Inc                                                              | CUSIP: 58506YAS1<br>LEI: 549300ICFOCGDEPVJE31 | Long             | DBT              | CORP              | US        |     74000 | PA      | $54081.61     | 0.00%             | 2049-08-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                               | CUSIP: 478160CF9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     87000 | PA      | $79018.97     | 0.00%             | 2037-03-03      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                               | Royalty Pharma PLC                                                              | CUSIP: 78081BAL7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    171000 | PA      | $131185.49    | 0.00%             | 2040-09-02      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORP                                                                | Toyota Motor Corp                                                               | CUSIP: 892331AQ2<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $257539.28    | 0.01%             | 2028-07-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| KEY BANK NA                                                                      | KeyBank NA/Cleveland OH                                                         | CUSIP: 49327M3F9<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    250000 | PA      | $257920.77    | 0.01%             | 2027-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WJTD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     68139 | PA      | $61788.82     | 0.00%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                                            | Rio Tinto Finance USA PLC                                                       | CUSIP: 76720AAQ9<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |     45000 | PA      | $45290.28     | 0.00%             | 2027-03-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                                                         | Aon Corp / Aon Global Holdings PLC                                              | CUSIP: 03740LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     87000 | PA      | $76434.19     | 0.00%             | 2031-08-23      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | Commonwealth Edison Co                                                          | CUSIP: 202795HK9<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53671.47     | 0.00%             | 2036-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                        | GATX Corp                                                                       | CUSIP: 361448BG7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43645.10     | 0.00%             | 2031-06-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                            | CUSIP: 961214EW9<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    171000 | PA      | $161028.28    | 0.00%             | 2028-11-20      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                             | Keurig Dr Pepper Inc                                                            | CUSIP: 26138EAT6<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82641.32     | 0.00%             | 2045-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                                  | AstraZeneca PLC                                                                 | CUSIP: 046353AZ1<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $68949.33     | 0.00%             | 2051-05-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CARLYLE GROUP INC/THE                                                            | Carlyle Group Inc/The                                                           | CUSIP: 14316JAA6<br>LEI: 529900NGGVF94UK6PG95 | Long             | DBT              | CORP              | US        |     95000 | PA      | $94667.79     | 0.00%             | 2035-09-19      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RMT6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    125000 | PA      | $129918.13    | 0.00%             | 2034-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | Comcast Corp                                                                    | CUSIP: 20030NBY6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    171000 | PA      | $169533.07    | 0.00%             | 2027-02-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                      | Target Corp                                                                     | CUSIP: 87612EBK1<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     99000 | PA      | $92256.06     | 0.00%             | 2030-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                              | Citigroup Commercial Mortgage Trust 2019-C7                                     | CUSIP: 17328CAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $181815.06    | 0.01%             | 2072-12-15      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                     | CUSIP: 02665WFD8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50574.88     | 0.00%             | 2027-03-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ4F4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     39705 | PA      | $40173.10     | 0.00%             | 2048-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP                                                             | Western Digital Corp                                                            | CUSIP: 958102AR6<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |     80000 | PA      | $72354.75     | 0.00%             | 2032-02-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WKTU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23801 | PA      | $21508.46     | 0.00%             | 2047-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QPK55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    305608 | PA      | $297892.63    | 0.01%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                                            | Vale Overseas Ltd                                                               | CUSIP: 91911TAK9<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |     28000 | PA      | $31342.08     | 0.00%             | 2039-11-10      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| Union Pacific Corp                                                               | Union Pacific Corp                                                              | CUSIP: 907818FC7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     75000 | PA      | $63308.25     | 0.00%             | 2049-03-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                                                      | Ovintiv Inc                                                                     | CUSIP: 698900AG2<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |     80000 | PA      | $88221.93     | 0.00%             | 2031-11-01      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAS2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    222000 | PA      | $220491.67    | 0.01%             | 2028-03-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280DG1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $610247.83    | 0.02%             | 2028-08-11      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| EASTMAN CHEMICAL CO                                                              | Eastman Chemical Co                                                             | CUSIP: 277432AY6<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77236.47     | 0.00%             | 2034-02-20      | Fixed         | 5.63%                 | No            |                  2 | On Loan: —       |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122EK0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    380000 | PA      | $378730.95    | 0.01%             | 2054-02-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    300000 | PA      | $319204.05    | 0.01%             | 2034-05-25      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                           | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664BV2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     87000 | PA      | $78472.23     | 0.00%             | 2043-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                            | Novartis Capital Corp                                                           | CUSIP: 66989HAN8<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    427000 | PA      | $422496.77    | 0.01%             | 2027-05-17      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752AM5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    146000 | PA      | $96585.44     | 0.00%             | 2050-05-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBC8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $155413.61    | 0.00%             | 2028-06-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Panama Government International Bonds                                            | Panama Government International Bonds                                           | CUSIP: 698299AW4<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    462000 | PA      | $488708.22    | 0.01%             | 2036-01-26      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                             | CUSIP: 459058LL5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    350000 | PA      | $343376.27    | 0.01%             | 2034-08-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                                         | Public Service Enterprise Group Inc                                             | CUSIP: 744573AX4<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53976.57     | 0.00%             | 2033-10-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200LF6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101428.28    | 0.00%             | 2028-02-10      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                                         | TotalEnergies Capital SA                                                        | CUSIP: 89157XAE1<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |     75000 | PA      | $72046.34     | 0.00%             | 2054-09-10      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DPP93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    475704 | PA      | $475838.67    | 0.01%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                            | Novartis Capital Corp                                                           | CUSIP: 66989HAS7<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    190000 | PA      | $124587.38    | 0.00%             | 2050-08-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                                         | GOLDEN ST TOBACCO SECURITIZATION CORP CA TOBACCO SETTLEMENT                     | CUSIP: 38122ND58<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $62572.03     | 0.00%             | 2041-06-01      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31417GHN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16743 | PA      | $15391.10     | 0.00%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132D6NW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1920851 | PA      | $1817186.97   | 0.05%             | 2035-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                           | ConocoPhillips Co                                                               | CUSIP: 20826FBC9<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    370000 | PA      | $303638.65    | 0.01%             | 2042-03-15      | Fixed         | 3.76%                 | No            |                  2 | On Loan: —       |
| KLA Corp                                                                         | KLA Corp                                                                        | CUSIP: 482480AH3<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47349.59     | 0.00%             | 2049-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RENAISSANCERE HOLDINGS L                                                         | RenaissanceRe Holdings Ltd                                                      | CUSIP: 75968NAG6<br>LEI: EK6GB9U3U58PDI411C94 | Long             | DBT              | CORP              | BM        |     25000 | PA      | $26213.12     | 0.00%             | 2035-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179TLT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    363461 | PA      | $347735.76    | 0.01%             | 2047-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                  | DTE Electric Co                                                                 | CUSIP: 23338VAJ5<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80520.63     | 0.00%             | 2049-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                 | CUSIP: 125523CK4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    171000 | PA      | $120036.88    | 0.00%             | 2050-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                                                              | Dollar General Corp                                                             | CUSIP: 256677AK1<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70593.85     | 0.00%             | 2027-11-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                                          | AEP Transmission Co LLC                                                         | CUSIP: 00115AAP4<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43119.86     | 0.00%             | 2052-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J8M34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     89580 | PA      | $87274.97     | 0.00%             | 2032-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX Corp                                                                        | CUSIP: 126408HK2<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    130000 | PA      | $110382.86    | 0.00%             | 2048-03-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                           | ConocoPhillips Co                                                               | CUSIP: 20826FAC0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    171000 | PA      | $147523.61    | 0.00%             | 2044-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CBH7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     89000 | PA      | $81909.93     | 0.00%             | 2030-06-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                          | CUSIP: 045167FP3<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $494956.02    | 0.01%             | 2027-08-20      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ADVENTHEALTH OBL GRP                                                             | AdventHealth Obligated Group                                                    | CUSIP: 00778XAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     73000 | PA      | $45813.48     | 0.00%             | 2051-11-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                       | CUSIP: 911312BV7<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    171000 | PA      | $170944.39    | 0.00%             | 2040-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| Mastercard Inc                                                                   | Mastercard Inc                                                                  | CUSIP: 57636QAG9<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197822.44    | 0.01%             | 2026-11-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 292480AL4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    171000 | PA      | $173821.94    | 0.00%             | 2028-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179VDN7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2278994 | PA      | $2042357.16   | 0.06%             | 2050-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132A9U21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    134617 | PA      | $132750.98    | 0.00%             | 2033-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CMY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11769000 | PA      | $11785550.16  | 0.33%             | 2027-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    695000 | PA      | $609473.47    | 0.02%             | 2032-03-15      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                         | CUSIP: 828807DP9<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    121000 | PA      | $116998.42    | 0.00%             | 2027-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830BL2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    130000 | PA      | $119339.65    | 0.00%             | 2046-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                   | Starbucks Corp                                                                  | CUSIP: 855244BJ7<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25521.46     | 0.00%             | 2034-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                                                                | CBRE Services Inc                                                               | CUSIP: 12505BAK6<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51500.53     | 0.00%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418XXB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2019 | PA      | $2021.93      | 0.00%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140FXFM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    183254 | PA      | $173115.24    | 0.00%             | 2057-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL FINANCIAL                                                          | Fidelity National Financial Inc                                                 | CUSIP: 31620RAK1<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |     75000 | PA      | $66445.11     | 0.00%             | 2031-03-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179UCA8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     43935 | PA      | $40732.21     | 0.00%             | 2048-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PAF3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    300000 | PA      | $297378.06    | 0.01%             | 2028-05-01      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680CU5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30754.31     | 0.00%             | 2034-09-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CKX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19000000 | PA      | $19377773.39  | 0.54%             | 2029-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| POTOMAC ELECTRIC POWER                                                           | Potomac Electric Power Co                                                       | CUSIP: 737679DB3<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $111969.93    | 0.00%             | 2037-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                            | Province of Ontario Canada                                                      | CUSIP: 683234AW8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    200000 | PA      | $199077.24    | 0.01%             | 2029-09-17      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| NiSource Inc                                                                     | NiSource Inc                                                                    | CUSIP: 65473QBC6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     87000 | PA      | $79161.56     | 0.00%             | 2044-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CHZ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $4157812.48   | 0.12%             | 2030-09-30      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJYD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     30975 | PA      | $29820.07     | 0.00%             | 2046-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                 | CUSIP: 125523DA5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    120000 | PA      | $124476.17    | 0.00%             | 2056-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                                  | Caterpillar Inc                                                                 | CUSIP: 149123CF6<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    171000 | PA      | $123342.47    | 0.00%             | 2049-09-19      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RND0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148508.80    | 0.00%             | 2045-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RMX7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152552.83    | 0.00%             | 2030-08-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804FL3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     87000 | PA      | $72633.53     | 0.00%             | 2043-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 9128285M8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8031000 | PA      | $7908652.69   | 0.22%             | 2028-11-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XCN3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65911.57     | 0.00%             | 2030-05-06      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                            | CUSIP: 06051GGA1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    236000 | PA      | $232919.13    | 0.01%             | 2027-10-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XDCT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    208645 | PA      | $170407.64    | 0.00%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                                | L3Harris Technologies Inc                                                       | CUSIP: 502431AU3<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    135000 | PA      | $139897.86    | 0.00%             | 2034-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                          | Duke Energy Florida LLC                                                         | CUSIP: 26444HAH4<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     59000 | PA      | $55427.80     | 0.00%             | 2029-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Q7JK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27432 | PA      | $26381.83     | 0.00%             | 2047-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140W2SF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    203856 | PA      | $208988.40    | 0.01%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804FG4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    150000 | PA      | $202018.68    | 0.01%             | 2038-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QN4A7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    704544 | PA      | $620500.78    | 0.02%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                        | Orange SA                                                                       | CUSIP: 35177PAX5<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $99778.70     | 0.00%             | 2042-01-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                                                           | Puget Sound Energy Inc                                                          | CUSIP: 745332CK0<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |     50000 | PA      | $31654.27     | 0.00%             | 2051-09-15      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U2Z5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    389000 | PA      | $341746.13    | 0.01%             | 2053-04-25      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                             | CUSIP: 025816CS6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    392000 | PA      | $384338.67    | 0.01%             | 2027-03-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | Gilead Sciences Inc                                                             | CUSIP: 375558CE1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75905.27     | 0.00%             | 2064-11-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                         | CUSIP: 742718FG9<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73971.42     | 0.00%             | 2027-03-25      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                                                  | Deere & Co                                                                      | CUSIP: 244199BK0<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79056.13     | 0.00%             | 2050-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140FS2U6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2105 | PA      | $2079.08      | 0.00%             | 2047-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830CD9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50553.20     | 0.00%             | 2034-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                               | CUSIP: 478160CP7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142712.84    | 0.00%             | 2027-09-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7400000 | PA      | $7270500.00   | 0.20%             | 2054-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                                | Cisco Systems Inc                                                               | CUSIP: 17275RBR2<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    450000 | PA      | $461759.67    | 0.01%             | 2029-02-26      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 94974BGQ7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    257000 | PA      | $234031.91    | 0.01%             | 2045-11-17      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XFA9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201190.44    | 0.01%             | 2034-09-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Q7XS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     71004 | PA      | $66959.26     | 0.00%             | 2044-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31335BC20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    107653 | PA      | $97427.57     | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                | CUSIP: 925524AX8<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     87000 | PA      | $92282.86     | 0.00%             | 2036-04-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                              | Fifth Third Bancorp                                                             | CUSIP: 316773DD9<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    171000 | PA      | $166187.37    | 0.00%             | 2027-11-01      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| COUNCIL OF EUROPE                                                                | Council Of Europe Development Bank                                              | CUSIP: 222213BH2<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | XX        |    200000 | PA      | $199686.67    | 0.01%             | 2028-05-08      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                                              | FS KKR Capital Corp                                                             | CUSIP: 302635AN7<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76822.00     | 0.00%             | 2029-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448FM5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68360.21     | 0.00%             | 2032-07-18      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                 | Bank of Montreal                                                                | CUSIP: 06368MXU3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $99858.37     | 0.00%             | 2028-09-22      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                      | Equinor ASA                                                                     | CUSIP: 29446MAN2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |     75000 | PA      | $77275.58     | 0.00%             | 2035-06-03      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| HORMEL FOODS CORP                                                                | Hormel Foods Corp                                                               | CUSIP: 440452AH3<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |    223000 | PA      | $210094.43    | 0.01%             | 2028-06-03      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT Capital Corp                                                                | CUSIP: 05526DBP9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     87000 | PA      | $87576.06     | 0.00%             | 2027-04-02      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                                       | Nasdaq Inc                                                                      | CUSIP: 63111XAK7<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52345.83     | 0.00%             | 2053-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | Lloyds Banking Group PLC                                                        | CUSIP: 539439AQ2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $197373.79    | 0.01%             | 2028-11-07      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                                 | Berry Global Inc                                                                | CUSIP: 08576PAQ4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |     80000 | PA      | $83355.53     | 0.00%             | 2034-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| Amazon.com Inc                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135BJ4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    400000 | PA      | $338393.44    | 0.01%             | 2047-08-22      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    185000 | PA      | $195945.06    | 0.01%             | 2029-10-23      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Nevada Power Co                                                                  | Nevada Power Co                                                                 | CUSIP: 641423CC0<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196773.34    | 0.01%             | 2029-05-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                | CUSIP: 05526DBR5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    204000 | PA      | $194944.24    | 0.01%             | 2028-03-25      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                                                 | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CCA5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99392.87     | 0.00%             | 2030-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                                                      | Bell Telephone Co of Canada or Bell Canada                                      | CUSIP: 0778FPAB5<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |     67000 | PA      | $53796.20     | 0.00%             | 2049-07-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162DG2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    275000 | PA      | $220134.40    | 0.01%             | 2062-02-22      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                      | Southern Co/The                                                                 | CUSIP: 842587DD6<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101691.35    | 0.00%             | 2027-08-01      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                               | Analog Devices Inc                                                              | CUSIP: 032654AX3<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    165000 | PA      | $108991.28    | 0.00%             | 2051-10-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810SJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4242000 | PA      | $2707589.06   | 0.08%             | 2049-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PBR6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    300000 | PA      | $290791.46    | 0.01%             | 2028-06-01      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                | CUSIP: 02209SBV4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25275.41     | 0.00%             | 2035-08-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    475000 | PA      | $490615.65    | 0.01%             | 2035-07-22      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CBT1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99369.49     | 0.00%             | 2032-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| ALBEMARLE CORP                                                                   | Albemarle Corp                                                                  | CUSIP: 012653AD3<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75077.10     | 0.00%             | 2027-06-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark 2025-V14 Mortgage Trust                                               | CUSIP: 08164BAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $261549.53    | 0.01%             | 2057-04-15      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                            | CUSIP: 06051GFG9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     51000 | PA      | $48909.87     | 0.00%             | 2044-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PEH5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    165000 | PA      | $175788.86    | 0.00%             | 2035-04-22      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VGC2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    403000 | PA      | $283870.82    | 0.01%             | 2061-03-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ET6Y7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36820 | PA      | $35967.35     | 0.00%             | 2031-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YFL4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    300000 | PA      | $312463.28    | 0.01%             | 2035-01-18      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                                            | Unilever Capital Corp                                                           | CUSIP: 904764BS5<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102749.91    | 0.00%             | 2028-09-08      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                         | Corebridge Financial Inc                                                        | CUSIP: 21871XAF6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    175000 | PA      | $172309.96    | 0.00%             | 2029-04-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X8NS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    260539 | PA      | $240900.84    | 0.01%             | 2035-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS CO                                                                 | Genuine Parts Co                                                                | CUSIP: 372460AA3<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43985.51     | 0.00%             | 2030-11-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics Inc                                                             | Verisk Analytics Inc                                                            | CUSIP: 92345YAE6<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74406.52     | 0.00%             | 2045-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ABN4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    300000 | PA      | $204474.81    | 0.01%             | 2051-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                              | Consumers Energy Co                                                             | CUSIP: 210518DX1<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25530.36     | 0.00%             | 2030-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PDA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    472000 | PA      | $473166.18    | 0.01%             | 2028-04-26      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                           | CUSIP: 882508CC6<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28228.76     | 0.00%             | 2053-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                     | CUSIP: 438516CZ7<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76349.13     | 0.00%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                               | CUSIP: 24703DBP5<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149519.27    | 0.00%             | 2030-02-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| NIKE INC                                                                         | NIKE Inc                                                                        | CUSIP: 654106AL7<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    171000 | PA      | $138558.37    | 0.00%             | 2040-03-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                                             | Freeport-McMoRan Inc                                                            | CUSIP: 35671DBC8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    206000 | PA      | $198415.20    | 0.01%             | 2043-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| WRKCo Inc                                                                        | WRKCo Inc                                                                       | CUSIP: 96145DAH8<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    171000 | PA      | $170047.98    | 0.00%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| POTOMAC ELECTRIC POWER                                                           | Potomac Electric Power Co                                                       | CUSIP: 737679DJ6<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24850.32     | 0.00%             | 2054-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    259000 | PA      | $235332.76    | 0.01%             | 2031-02-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| MEMORIAL HEALTH SERVICES                                                         | Memorial Health Services                                                        | CUSIP: 58601VAC6<br>LEI: 549300FTIZOMIONZZ882 | Long             | DBT              | CORP              | US        |     62000 | PA      | $44605.48     | 0.00%             | 2049-11-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark 2018-B5 Mortgage Trust                                                | CUSIP: 08160BAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    511000 | PA      | $508146.98    | 0.01%             | 2051-07-15      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                 | CUSIP: 23338VAY2<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51445.25     | 0.00%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Q7VR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22207 | PA      | $21986.68     | 0.00%             | 2047-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XAT5<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     75000 | PA      | $62860.70     | 0.00%             | 2049-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ETQP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44704 | PA      | $44266.44     | 0.00%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HP INC                                                                           | HP Inc                                                                          | CUSIP: 40434LAM7<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50671.15     | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GA53<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    200000 | PA      | $224235.30    | 0.01%             | 2034-10-24      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QCV6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50220.01     | 0.00%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENACT HOLDINGS INC                                                               | Enact Holdings Inc                                                              | CUSIP: 29249EAA7<br>LEI: 9845003CA5664B741N19 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52281.66     | 0.00%             | 2029-05-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 3617B5CZ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    150766 | PA      | $138835.36    | 0.00%             | 2047-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PacifiCorp                                                                      | CUSIP: 695114DA3<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     80000 | PA      | $75550.03     | 0.00%             | 2054-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7500000 | PA      | $6194531.25   | 0.17%             | 2053-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418D7E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5302261 | PA      | $4298379.03   | 0.12%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                             | CUSIP: 025816DB2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    140000 | PA      | $145041.85    | 0.00%             | 2027-11-05      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EWR6<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50958.48     | 0.00%             | 2028-01-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                | CUSIP: 02209SBL6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    208000 | PA      | $183096.22    | 0.01%             | 2032-02-04      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                  | DTE Electric Co                                                                 | CUSIP: 23338VAA4<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     53000 | PA      | $44535.76     | 0.00%             | 2043-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| LLOYDS BANKING GROUP PLC                                                         | Lloyds Banking Group PLC                                                        | CUSIP: 539439AW9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    225000 | PA      | $261996.57    | 0.01%             | 2033-11-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                                         | Indonesia Government International Bonds                                        | CUSIP: 455780CT1<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    322000 | PA      | $265972.00    | 0.01%             | 2050-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EWK1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100470.99    | 0.00%             | 2027-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5723000 | PA      | $4240161.77   | 0.12%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29273RAT6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     87000 | PA      | $78972.85     | 0.00%             | 2043-02-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ABL8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    241000 | PA      | $181092.96    | 0.01%             | 2041-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | Amgen Inc                                                                       | CUSIP: 031162BE9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    141000 | PA      | $133284.71    | 0.00%             | 2041-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                                                            | Aon North America Inc                                                           | CUSIP: 03740MAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $104155.34    | 0.00%             | 2031-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                     | CUSIP: 02665WER8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53156.77     | 0.00%             | 2030-10-04      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MFRK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    263170 | PA      | $260137.89    | 0.01%             | 2033-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140F4TE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12886 | PA      | $12041.09     | 0.00%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DRT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     66519 | PA      | $59061.52     | 0.00%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                | Eversource Energy                                                               | CUSIP: 30040WAW8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78527.63     | 0.00%             | 2029-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                                              | Kimco Realty OP LLC                                                             | CUSIP: 49446RAS8<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |    100000 | PA      | $99509.64     | 0.00%             | 2027-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                      | CUSIP: 60687YBX6<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    380000 | PA      | $366337.50    | 0.01%             | 2030-05-22      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271BC2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |     40000 | PA      | $40217.10     | 0.00%             | 2036-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                                      | Citibank NA                                                                     | CUSIP: 17325FBG2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    250000 | PA      | $264947.63    | 0.01%             | 2034-04-30      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNOLOGIES INC                                                         | Agilent Technologies Inc                                                        | CUSIP: 00846UAL5<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    111000 | PA      | $104994.82    | 0.00%             | 2029-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MASS GENERAL BRIGHAM INC                                                         | Mass General Brigham Inc                                                        | CUSIP: 70213HAD0<br>LEI: 5493007Z86EDN0QFYU66 | Long             | DBT              | CORP              | US        |     85000 | PA      | $65778.92     | 0.00%             | 2048-07-01      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | Alphabet Inc                                                                    | CUSIP: 02079KAL1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150128.66    | 0.00%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                                         | Host Hotels & Resorts LP                                                        | CUSIP: 44107TBA3<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |     71000 | PA      | $63175.90     | 0.00%             | 2031-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                                | Ares Capital Corp                                                               | CUSIP: 04010LBB8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    178000 | PA      | $169944.08    | 0.00%             | 2028-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CMV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9001000 | PA      | $9027721.72   | 0.25%             | 2027-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132E0ZP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    164333 | PA      | $170279.32    | 0.00%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137HLJ52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $520996.75    | 0.01%             | 2035-02-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                                  | CSAIL 2016-C7 Commercial Mortgage Trust                                         | CUSIP: 12637UAW9<br>LEI: 5493006MX7HG5PC85C29 | Long             | ABS-MBS          | CORP              | US        |    816000 | PA      | $808065.05    | 0.02%             | 2049-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAH7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     87000 | PA      | $87945.52     | 0.00%             | 2040-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                               | Vodafone Group PLC                                                              | CUSIP: 92857WBS8<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    150000 | PA      | $133095.94    | 0.00%             | 2049-06-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YBH7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45245.42     | 0.00%             | 2028-05-17      | Fixed         | 4.05%                 | No            |                  2 | On Loan: —       |
| MARRIOTT INTERNATIONAL                                                           | Marriott International Inc/MD                                                   | CUSIP: 571903BE2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    171000 | PA      | $172706.85    | 0.00%             | 2030-06-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457BV9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    171000 | PA      | $167873.04    | 0.00%             | 2029-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                                                                   | CUSIP: 13063A7D0<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    460000 | PA      | $537569.73    | 0.02%             | 2039-10-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VBN2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    130000 | PA      | $129860.22    | 0.00%             | 2077-08-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                           | Roper Technologies Inc                                                          | CUSIP: 776743AL0<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     86000 | PA      | $74949.83     | 0.00%             | 2031-02-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FBG5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    225000 | PA      | $176086.45    | 0.00%             | 2051-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QQU45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    812554 | PA      | $794506.56    | 0.02%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                      | CUSIP: 14040HCZ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    140000 | PA      | $146861.69    | 0.00%             | 2029-06-08      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp                                                                | Hyatt Hotels Corp                                                               | CUSIP: 448579AG7<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    276000 | PA      | $276403.70    | 0.01%             | 2028-09-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| EXPORT DEVELOPMNT CANADA                                                         | Export Development Canada                                                       | CUSIP: 30216BKH4<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |    300000 | PA      | $300428.02    | 0.01%             | 2027-09-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HP INC                                                                           | HP Inc                                                                          | CUSIP: 40434LAS4<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26536.11     | 0.00%             | 2035-04-25      | Fixed         | 6.10%                 | No            |                  2 | On Loan: —       |
| PUBLIC STORAGE OP CO                                                             | Public Storage Operating Co                                                     | CUSIP: 74460DAJ8<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |     87000 | PA      | $76983.18     | 0.00%             | 2031-11-09      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBD8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    118000 | PA      | $117565.54    | 0.00%             | 2029-04-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119DC0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154842.36    | 0.00%             | 2055-03-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: —       |
| REGIONS FINANCIAL CORP                                                           | Regions Financial Corp                                                          | CUSIP: 7591EPAT7<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |    341000 | PA      | $319608.54    | 0.01%             | 2028-08-12      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                            | Republic Services Inc                                                           | CUSIP: 760759BL3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40974.27     | 0.00%             | 2030-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                         | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556CL4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     87000 | PA      | $76872.20     | 0.00%             | 2031-10-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| GE HEALTHCARE TECH INC                                                           | GE HealthCare Technologies Inc                                                  | CUSIP: 36267VAK9<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    200000 | PA      | $215202.50    | 0.01%             | 2032-11-22      | Fixed         | 5.91%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179UGC0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    222049 | PA      | $212117.39    | 0.01%             | 2048-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680BN2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $159568.43    | 0.00%             | 2053-09-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                        | CUSIP: 298785KB1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $1009069.20   | 0.03%             | 2027-03-19      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135BR6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    341000 | PA      | $327042.18    | 0.01%             | 2027-06-03      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERV                                                         | Southwestern Public Service Co                                                  | CUSIP: 845743BY8<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51045.35     | 0.00%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                                                          | Connecticut Light and Power Co/The                                              | CUSIP: 207597EJ0<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |     87000 | PA      | $86053.52     | 0.00%             | 2027-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                        | CUSIP: 126408HS5<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     96000 | PA      | $74383.02     | 0.00%             | 2050-04-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                                         | Province of British Columbia Canada                                             | CUSIP: 11070TAM0<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    400000 | PA      | $397216.43    | 0.01%             | 2033-07-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| BIOGEN INC                                                                       | Biogen Inc                                                                      | CUSIP: 09062XAL7<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    150000 | PA      | $157192.21    | 0.00%             | 2035-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CBN4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    100000 | PA      | $70463.21     | 0.00%             | 2051-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XM7G5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    202035 | PA      | $209262.44    | 0.01%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                            | CUSIP: 78016HZW3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    130000 | PA      | $135434.52    | 0.00%             | 2034-02-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| KEURIG DR PEPPER INC                                                             | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAU4<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51104.82     | 0.00%             | 2031-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DUF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    666256 | PA      | $512502.08    | 0.01%             | 2050-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NVENT FINANCE SARL                                                               | nVent Finance Sarl                                                              | CUSIP: 67078AAF0<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |     40000 | PA      | $41765.64     | 0.00%             | 2033-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140FCP69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7890 | PA      | $7370.54      | 0.00%             | 2046-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                         | Northern States Power Co/MN                                                     | CUSIP: 665772CU1<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     80000 | PA      | $56252.13     | 0.00%             | 2052-04-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY SOUTH                                                            | Dominion Energy South Carolina Inc                                              | CUSIP: 25731VAC8<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30980.03     | 0.00%             | 2035-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Salt River Project Agricultural Improvement & Power District                     | SALT RIVER AZ PROJ AGRIC IMPT & PWR DIST ELEC                                   | CUSIP: 79575DE63<br>LEI: SHB8HO6GKXJ83RX5OV39 | Long             | DBT              | MUN               | US        |     85000 | PA      | $83362.44     | 0.00%             | 2041-01-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                      | Exelon Corp                                                                     | CUSIP: 30161NBK6<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72524.35     | 0.00%             | 2033-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJYM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    286200 | PA      | $259016.21    | 0.01%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MMWW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9254 | PA      | $9145.22      | 0.00%             | 2032-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                 | Bank of Montreal                                                                | CUSIP: 06368FAJ8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    133000 | PA      | $130530.62    | 0.00%             | 2027-03-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MMUM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7464 | PA      | $7300.04      | 0.00%             | 2031-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                     | CUSIP: 02665WEM9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    300000 | PA      | $307629.22    | 0.01%             | 2028-07-07      | Fixed         | 5.13%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XPU98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1705700 | PA      | $1653049.06   | 0.05%             | 2038-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280CK3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $181017.29    | 0.01%             | 2031-08-18      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                                           | Chubb INA Holdings LLC                                                          | CUSIP: 171239AL0<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76475.20     | 0.00%             | 2029-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | Florida Power & Light Co                                                        | CUSIP: 341081FC6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     87000 | PA      | $91756.81     | 0.00%             | 2040-03-01      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KN4Q3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1554119 | PA      | $1369292.96   | 0.04%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | MetLife Inc                                                                     | CUSIP: 59156RBD9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     75000 | PA      | $64509.02     | 0.00%             | 2042-08-13      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | Pfizer Inc                                                                      | CUSIP: 717081EV1<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    171000 | PA      | $138609.42    | 0.00%             | 2049-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES                                                            | Keysight Technologies Inc                                                       | CUSIP: 49338LAG8<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100632.73    | 0.00%             | 2034-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                                                          | Connecticut Light and Power Co/The                                              | CUSIP: 207597EQ4<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25323.12     | 0.00%             | 2033-07-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                             | CUSIP: 260543DP5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50249.12     | 0.00%             | 2036-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| BERKSHIRE HATHAWAY ENERG                                                         | Berkshire Hathaway Energy Co                                                    | CUSIP: 084659AP6<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     87000 | PA      | $67109.38     | 0.00%             | 2048-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                                                 | Black Hills Corp                                                                | CUSIP: 092113AX7<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26612.16     | 0.00%             | 2035-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL IN                                                         | Brighthouse Financial Inc                                                       | CUSIP: 10922NAG8<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |     71000 | PA      | $72821.56     | 0.00%             | 2030-05-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: —       |
| ESSENTIAL UTILITIES INC                                                          | Essential Utilities Inc                                                         | CUSIP: 29670GAK8<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25122.17     | 0.00%             | 2035-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP                                                                     | Newmont Corp                                                                    | CUSIP: 651639AV8<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50260.66     | 0.00%             | 2044-06-09      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29273RAZ2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     53000 | PA      | $52328.62     | 0.00%             | 2043-10-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179TNR2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     83280 | PA      | $77633.42     | 0.00%             | 2047-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                                                      | NVIDIA Corp                                                                     | CUSIP: 67066GAF1<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    114000 | PA      | $108939.23    | 0.00%             | 2030-04-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                                                               | Ameren Illinois Co                                                              | CUSIP: 02361DBC3<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    125000 | PA      | $127382.77    | 0.00%             | 2055-03-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| EXPORT DEVELOPMNT CANADA                                                         | Export Development Canada                                                       | CUSIP: 30216BKK7<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |    120000 | PA      | $121096.28    | 0.00%             | 2030-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                                                             | BAT International Finance PLC                                                   | CUSIP: 05530QAP5<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |     96000 | PA      | $96578.94     | 0.00%             | 2028-03-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833DU1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    240000 | PA      | $216904.18    | 0.01%             | 2030-05-11      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                  | CUSIP: 10373QBV1<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    160000 | PA      | $162317.78    | 0.00%             | 2033-09-11      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YEK7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    269000 | PA      | $263289.06    | 0.01%             | 2028-01-21      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680BH5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101266.69    | 0.00%             | 2026-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                                              | Kimco Realty OP LLC                                                             | CUSIP: 49446RAT6<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |     62000 | PA      | $53299.11     | 0.00%             | 2047-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                                                       | Biogen Inc                                                                      | CUSIP: 09062XAH6<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    188000 | PA      | $171522.06    | 0.00%             | 2030-05-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    171000 | PA      | $141402.36    | 0.00%             | 2049-07-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: —       |
| INTL FINANCE CORP                                                                | International Finance Corp                                                      | CUSIP: 45950KCX6<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |    341000 | PA      | $330495.80    | 0.01%             | 2026-10-08      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCQ1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141450.75    | 0.00%             | 2053-02-28      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                                                           | PPL Electric Utilities Corp                                                     | CUSIP: 69351UBD4<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100816.95    | 0.00%             | 2055-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                                                                | National Grid PLC                                                               | CUSIP: 636274AF9<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $103717.13    | 0.00%             | 2034-01-11      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                                  | San Diego Gas & Electric Co                                                     | CUSIP: 797440CB8<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91670.79     | 0.00%             | 2032-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COTTAGE HEALTH SYSTEM                                                            | Cottage Health Obligated Group                                                  | CUSIP: 22170QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     46000 | PA      | $32563.70     | 0.00%             | 2049-11-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: —       |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VBX0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    149000 | PA      | $140794.16    | 0.00%             | 2030-01-31      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Costco Wholesale Corp                                                            | Costco Wholesale Corp                                                           | CUSIP: 22160KAM7<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |    257000 | PA      | $253953.00    | 0.01%             | 2027-05-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QUHJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    887765 | PA      | $903093.18    | 0.03%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XBB58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    557453 | PA      | $525624.09    | 0.01%             | 2036-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                             | Kraft Heinz Foods Co                                                            | CUSIP: 50077LBM7<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51233.66     | 0.00%             | 2032-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QKNS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    375416 | PA      | $309347.46    | 0.01%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                                            | Becton Dickinson & Co                                                           | CUSIP: 075887BX6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    162000 | PA      | $143141.19    | 0.00%             | 2047-06-06      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680BB8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    171000 | PA      | $161476.16    | 0.00%             | 2030-03-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076CC4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    189000 | PA      | $154869.78    | 0.00%             | 2040-04-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172DJ5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    275000 | PA      | $283962.15    | 0.01%             | 2034-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                                              | General Electric Co                                                             | CUSIP: 369604BZ5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110653.44    | 0.00%             | 2030-07-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    250000 | PA      | $199844.26    | 0.01%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FXYV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1856000 | PA      | $1679860.03   | 0.05%             | 2031-01-25      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132WQAT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13170 | PA      | $12305.92     | 0.00%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Co                                                             | Appalachian Power Co                                                            | CUSIP: 037735CT2<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |     87000 | PA      | $73312.68     | 0.00%             | 2044-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| SMURFIT WESTROCK FIN                                                             | Smurfit Westrock Financing DAC                                                  | CUSIP: 83272YAB8<br>LEI: 6354005S6ZLHLVX7VT12 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $206094.13    | 0.01%             | 2035-01-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                     | CUSIP: 02665WFQ9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150787.00    | 0.00%             | 2029-09-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400HD8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    166000 | PA      | $147190.69    | 0.00%             | 2031-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Q8WW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25070 | PA      | $24732.59     | 0.00%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YBA2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    100000 | PA      | $71822.34     | 0.00%             | 2040-06-24      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL BDC                                                                | Golub Capital BDC Inc                                                           | CUSIP: 38173MAE2<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |    225000 | PA      | $229908.97    | 0.01%             | 2029-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                                                               | Sonoco Products Co                                                              | CUSIP: 835495AP7<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    171000 | PA      | $154175.26    | 0.00%             | 2032-02-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: —       |
| Dupont De Nemours Inc                                                            | DuPont de Nemours Inc                                                           | CUSIP: 26078JAD2<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |    257000 | PA      | $258990.16    | 0.01%             | 2028-11-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS INTL PL                                                         | Johnson Controls International plc                                              | CUSIP: 478375AN8<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |     64000 | PA      | $55777.63     | 0.00%             | 2064-07-02      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                                | Atmos Energy Corp                                                               | CUSIP: 049560AZ8<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     75000 | PA      | $81330.16     | 0.00%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds                                | Republic of Poland Government International Bonds                               | CUSIP: 731011AY8<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    379000 | PA      | $387375.90    | 0.01%             | 2034-09-18      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                                                              | Kimberly-Clark Corp                                                             | CUSIP: 494368CB7<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95984.34     | 0.00%             | 2030-03-26      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                             | CUSIP: 260543CV3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81609.16     | 0.00%             | 2049-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| PACKAGING CORP OF AMERIC                                                         | Packaging Corp of America                                                       | CUSIP: 695156AV1<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |    112000 | PA      | $88942.76     | 0.00%             | 2049-12-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                                               | Steel Dynamics Inc                                                              | CUSIP: 858119BQ2<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51689.84     | 0.00%             | 2034-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 969457CP3<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155662.73    | 0.00%             | 2035-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                               | CUSIP: 49456BAG6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     87000 | PA      | $88763.48     | 0.00%             | 2034-12-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CBH6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     78000 | PA      | $57418.32     | 0.00%             | 2052-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111GE7<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51996.90     | 0.00%             | 2033-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31417GHP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20393 | PA      | $18745.43     | 0.00%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EXPORT DEVELOPMNT CANADA                                                         | Export Development Canada                                                       | CUSIP: 30216BKF8<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |    250000 | PA      | $261413.39    | 0.01%             | 2034-06-05      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                            | Panama Government International Bonds                                           | CUSIP: 698299BK9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    200000 | PA      | $186200.00    | 0.01%             | 2030-01-23      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| NorthWestern Corp                                                                | NorthWestern Corp                                                               | CUSIP: 668074AU1<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41866.09     | 0.00%             | 2044-11-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 75513ECM1<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    171000 | PA      | $148783.34    | 0.00%             | 2031-09-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216DQ0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     87000 | PA      | $66885.75     | 0.00%             | 2041-05-05      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                                                               | Southwest Gas Corp                                                              | CUSIP: 845011AC9<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    171000 | PA      | $155368.47    | 0.00%             | 2030-06-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                                       | Zoetis Inc                                                                      | CUSIP: 98978VAM5<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     87000 | PA      | $69821.24     | 0.00%             | 2047-09-12      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                                                               | Honda Motor Co Ltd                                                              | CUSIP: 438127AD4<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |    100000 | PA      | $100572.67    | 0.00%             | 2028-07-08      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MFK5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    151000 | PA      | $113115.25    | 0.00%             | 2049-09-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Bio-Rad Laboratories Inc                                                         | Bio-Rad Laboratories Inc                                                        | CUSIP: 090572AQ1<br>LEI: 549300ZC1GPV35XYDK53 | Long             | DBT              | CORP              | US        |    117000 | PA      | $109367.31    | 0.00%             | 2032-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | Alphabet Inc                                                                    | CUSIP: 02079KAN7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    170000 | PA      | $169155.50    | 0.00%             | 2065-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29278NAF0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111897.34    | 0.00%             | 2028-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XCZ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    130000 | PA      | $134023.08    | 0.00%             | 2032-02-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 31427NHU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    565929 | PA      | $578936.71    | 0.02%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                                                           | Boston Scientific Corp                                                          | CUSIP: 101137AT4<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    130000 | PA      | $124036.27    | 0.00%             | 2039-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | Oracle Corp                                                                     | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    316000 | PA      | $253792.61    | 0.01%             | 2040-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216DK3<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    158000 | PA      | $141967.26    | 0.00%             | 2031-03-05      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAK2<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     76000 | PA      | $98774.14     | 0.00%             | 2046-07-15      | Fixed         | 8.35%                 | No            |                  2 | On Loan: —       |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687FW1<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    171000 | PA      | $165006.73    | 0.00%             | 2028-01-13      | Fixed         | 2.20%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140EU4M8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6971 | PA      | $6900.18      | 0.00%             | 2046-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                            | TransCanada PipeLines Ltd                                                       | CUSIP: 893526DF7<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     87000 | PA      | $90003.42     | 0.00%             | 2034-03-31      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680BL6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    400000 | PA      | $424155.40    | 0.01%             | 2033-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                                              | Cardinal Health Inc                                                             | CUSIP: 14149YBN7<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25716.24     | 0.00%             | 2029-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: —       |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EWL9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100161.66    | 0.00%             | 2032-09-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WKUB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    106328 | PA      | $98312.96     | 0.00%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | Gilead Sciences Inc                                                             | CUSIP: 375558AX1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    189000 | PA      | $176534.35    | 0.00%             | 2044-04-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                           | CUSIP: 89788MAC6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    155000 | PA      | $147017.33    | 0.00%             | 2027-08-03      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                                | Union Electric Co                                                               | CUSIP: 906548CZ3<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    120000 | PA      | $113343.33    | 0.00%             | 2055-03-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                        | CUSIP: 26442UAU8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152417.24    | 0.00%             | 2035-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                   | CUSIP: 501044DG3<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    150000 | PA      | $127885.76    | 0.00%             | 2047-02-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                  | CUSIP: 10373QBG4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    221000 | PA      | $146177.99    | 0.00%             | 2050-02-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VDR2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    104000 | PA      | $99189.11     | 0.00%             | 2039-03-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| ASSURED GUARANTY US HLDG                                                         | Assured Guaranty US Holdings Inc                                                | CUSIP: 04621WAF7<br>LEI: 5493007YCE0652G9TZ64 | Long             | DBT              | CORP              | US        |    300000 | PA      | $315401.85    | 0.01%             | 2028-09-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ2T6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16340 | PA      | $15676.66     | 0.00%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                     | CUSIP: 931142FN8<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    130000 | PA      | $132133.76    | 0.00%             | 2030-04-28      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | Simon Property Group LP                                                         | CUSIP: 828807CT2<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     87000 | PA      | $74322.45     | 0.00%             | 2044-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                 | Georgia Power Co                                                                | CUSIP: 373334KQ3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91086.71     | 0.00%             | 2032-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| COLGATE-PALMOLIVE CO                                                             | Colgate-Palmolive Co                                                            | CUSIP: 194162AP8<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |     65000 | PA      | $60961.78     | 0.00%             | 2032-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PER9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    180000 | PA      | $188134.58    | 0.01%             | 2033-02-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | Entergy Louisiana LLC                                                           | CUSIP: 29364WBA5<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     87000 | PA      | $83510.08     | 0.00%             | 2033-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                         | CUSIP: 55336VCB4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74817.25     | 0.00%             | 2033-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179UKW1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     51959 | PA      | $48233.75     | 0.00%             | 2049-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X8TY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2728477 | PA      | $2409636.48   | 0.07%             | 2050-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                                                              | Dollar General Corp                                                             | CUSIP: 256677AG0<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96044.08     | 0.00%             | 2030-04-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                           | Extra Space Storage LP                                                          | CUSIP: 30225VAG2<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |     70000 | PA      | $60751.47     | 0.00%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31335BCZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    190711 | PA      | $172675.20    | 0.00%             | 2047-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818FS2<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    141000 | PA      | $99261.27     | 0.00%             | 2071-04-06      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                                                           | Zimmer Biomet Holdings Inc                                                      | CUSIP: 98956PAV4<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    189000 | PA      | $169841.99    | 0.00%             | 2031-11-24      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER                                                         | Wisconsin Electric Power Co                                                     | CUSIP: 976656CM8<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |     86000 | PA      | $81111.96     | 0.00%             | 2028-06-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: —       |
| NiSource Inc                                                                     | NiSource Inc                                                                    | CUSIP: 65473QBG7<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     87000 | PA      | $69164.32     | 0.00%             | 2048-03-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                  | AstraZeneca PLC                                                                 | CUSIP: 046353AN8<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |     87000 | PA      | $86033.10     | 0.00%             | 2027-06-12      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                           | Extra Space Storage LP                                                          | CUSIP: 30225VAN7<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |     21000 | PA      | $20784.68     | 0.00%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HORMEL FOODS CORP                                                                | Hormel Foods Corp                                                               | CUSIP: 440452AK6<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45505.63     | 0.00%             | 2027-03-30      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | Humana Inc                                                                      | CUSIP: 444859CD2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203751.71    | 0.01%             | 2035-05-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                                                         | Huntington Ingalls Industries Inc                                               | CUSIP: 446413AT3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73958.20     | 0.00%             | 2030-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T Inc                                                                        | CUSIP: 00206RBH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    150000 | PA      | $129612.98    | 0.00%             | 2042-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QCH7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    141000 | PA      | $123659.42    | 0.00%             | 2031-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QVRB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    991435 | PA      | $1014068.31   | 0.03%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132D6N48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    608078 | PA      | $562623.72    | 0.02%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS CO                                                                 | Genuine Parts Co                                                                | CUSIP: 372460AE5<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26544.57     | 0.00%             | 2028-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                               | Ford Motor Co                                                                   | CUSIP: 345370CR9<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149355.21    | 0.00%             | 2026-12-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Diageo Investment Corp                                                           | Diageo Investment Corp                                                          | CUSIP: 25245BAA5<br>LEI: S4G8DPIPDVCF6CB81Z61 | Long             | DBT              | CORP              | US        |     87000 | PA      | $75949.28     | 0.00%             | 2042-05-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XPDH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    786815 | PA      | $781756.74    | 0.02%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                             | CUSIP: 03027XBS8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    124000 | PA      | $109561.17    | 0.00%             | 2031-09-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                               | CUSIP: 857477CU5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151923.95    | 0.00%             | 2028-02-28      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                   | Starbucks Corp                                                                  | CUSIP: 855244AZ2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    140000 | PA      | $128496.38    | 0.00%             | 2030-11-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                    | DTE Energy Co                                                                   | CUSIP: 233331BP1<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49668.48     | 0.00%             | 2035-10-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QLPQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1984333 | PA      | $1688629.47   | 0.05%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                               | Athene Holding Ltd                                                              | CUSIP: 04686JAM3<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51213.75     | 0.00%             | 2055-06-28      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XBH0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24909.39     | 0.00%             | 2035-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QQF91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    359138 | PA      | $368698.51    | 0.01%             | 2052-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                                         | Public Service Enterprise Group Inc                                             | CUSIP: 744573BB1<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51518.17     | 0.00%             | 2035-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH OF NEW YORK & NEW JERSEY NY                                           | CUSIP: 73358WRQ9<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     75000 | PA      | $74390.96     | 0.00%             | 2046-08-01      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XDRQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    505673 | PA      | $431780.46    | 0.01%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LENNOX INTERNATIONAL INC                                                         | Lennox International Inc                                                        | CUSIP: 526107AG2<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62025.84     | 0.00%             | 2028-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                     | CUSIP: 74340XCB5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     75000 | PA      | $66016.57     | 0.00%             | 2032-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QKHM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1034703 | PA      | $842378.66    | 0.02%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                          | Astrazeneca Finance LLC                                                         | CUSIP: 04636NAK9<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101124.66    | 0.00%             | 2027-02-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                        | CUSIP: 26442UAN4<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     67000 | PA      | $63259.07     | 0.00%             | 2032-04-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DEM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    131249 | PA      | $128057.27    | 0.00%             | 2034-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    457000 | PA      | $416160.93    | 0.01%             | 2033-02-04      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | Equinor ASA                                                                     | CUSIP: 85771PAC6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    189000 | PA      | $189881.31    | 0.01%             | 2040-08-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650EL0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128653.89    | 0.00%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TLY9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152353.20    | 0.00%             | 2027-03-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                                          | Japan Bank for International Cooperation                                        | CUSIP: 471048BT4<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    690000 | PA      | $679085.37    | 0.02%             | 2028-07-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ2G4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     22906 | PA      | $21420.98     | 0.00%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                  | Chevron USA Inc                                                                 | CUSIP: 166756AL0<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    114000 | PA      | $108471.98    | 0.00%             | 2027-08-12      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                                          | Fidelity National Information Services Inc                                      | CUSIP: 31620MBU9<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |     89000 | PA      | $67192.73     | 0.00%             | 2041-03-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140HEXQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     56488 | PA      | $55797.62     | 0.00%             | 2048-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                                                              | Invitation Homes Operating Partnership LP                                       | CUSIP: 46188BAB8<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |     79000 | PA      | $74584.16     | 0.00%             | 2028-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                                            | Southern California Gas Co                                                      | CUSIP: 842434CX8<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21826.05     | 0.00%             | 2052-11-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: —       |
| Lincoln National Corp                                                            | Lincoln National Corp                                                           | CUSIP: 534187BG3<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     35000 | PA      | $28853.60     | 0.00%             | 2048-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PacifiCorp                                                                      | CUSIP: 695114CL0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    250000 | PA      | $261288.72    | 0.01%             | 2039-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JAS3<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74000.35     | 0.00%             | 2042-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                   | Air Lease Corp                                                                  | CUSIP: 00914AAX0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50931.85     | 0.00%             | 2031-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                                         | Sabine Pass Liquefaction LLC                                                    | CUSIP: 785592AZ9<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     58343 | PA      | $61349.44     | 0.00%             | 2037-09-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818GC6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93182.99     | 0.00%             | 2052-09-09      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| REPUBLIC OF INDONESIA                                                            | Indonesia Government International Bond                                         | CUSIP: 455780DK9<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    300000 | PA      | $248157.00    | 0.01%             | 2052-03-31      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                                                           | TotalEnergies Capital International SA                                          | CUSIP: 89153VAU3<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |     87000 | PA      | $63645.50     | 0.00%             | 2049-07-12      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687FQ4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    171000 | PA      | $169088.87    | 0.00%             | 2030-03-22      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| GLOBE LIFE INC                                                                   | Globe Life Inc                                                                  | CUSIP: 37959EAA0<br>LEI: 5493001JFHKQOPP6XA71 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35930.67     | 0.00%             | 2030-08-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830BD0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    125000 | PA      | $102083.98    | 0.00%             | 2045-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Capital I                                                          | Goldman Sachs Capital I                                                         | CUSIP: 38143VAA7<br>LEI: 5299005MCIJK7R2NP351 | Long             | DBT              | CORP              | US        |     87000 | PA      | $92950.62     | 0.00%             | 2034-02-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                              | CUSIP: 05971KAG4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $362986.99    | 0.01%             | 2030-12-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023CJ2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $180902.56    | 0.01%             | 2034-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                                            | Canadian National Railway Co                                                    | CUSIP: 136375CZ3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |     81000 | PA      | $48717.24     | 0.00%             | 2050-05-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457DE5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126627.53    | 0.00%             | 2035-10-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448GA0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50695.29     | 0.00%             | 2028-02-07      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133G6HZ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     38288 | PA      | $37048.97     | 0.00%             | 2034-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                         | EQT Corp                                                                        | CUSIP: 26884LBD0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149694.19    | 0.00%             | 2031-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XR5E1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    774607 | PA      | $803591.34    | 0.02%             | 2054-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RENAISSANCERE HOLDINGS L                                                         | RenaissanceRe Holdings Ltd                                                      | CUSIP: 75968NAE1<br>LEI: EK6GB9U3U58PDI411C94 | Long             | DBT              | CORP              | BM        |     60000 | PA      | $62975.34     | 0.00%             | 2033-06-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GMT3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    300000 | PA      | $303716.73    | 0.01%             | 2029-05-09      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                | CUSIP: 92556HAC1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    171000 | PA      | $135948.58    | 0.00%             | 2050-05-19      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 94974BGK0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    197000 | PA      | $161434.33    | 0.00%             | 2045-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                           | CUSIP: 882508CB8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30898.36     | 0.00%             | 2033-03-14      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F0406A0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  10610000 | PA      | $9998465.70   | 0.28%             | 2055-10-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119CH0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    153000 | PA      | $150848.70    | 0.00%             | 2027-03-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                  | Xcel Energy Inc                                                                 | CUSIP: 98389BAU4<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     87000 | PA      | $86139.64     | 0.00%             | 2026-12-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XCSU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1657645 | PA      | $1276513.21   | 0.04%             | 2051-07-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                       | Fiserv Inc                                                                      | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    381000 | PA      | $370308.90    | 0.01%             | 2029-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YDY8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    371000 | PA      | $325429.40    | 0.01%             | 2045-01-27      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31417VQ30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1421 | PA      | $1455.69      | 0.00%             | 2040-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                                         | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105859.76    | 0.00%             | 2033-06-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WJR75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14726 | PA      | $14345.27     | 0.00%             | 2032-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                 | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CT4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $219848.67    | 0.01%             | 2034-02-10      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XCV5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    175000 | PA      | $160271.06    | 0.00%             | 2064-09-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                | CUSIP: 02209SBP7<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    121000 | PA      | $89304.30     | 0.00%             | 2061-02-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| PUBLIC STORAGE OP CO                                                             | Public Storage Operating Co                                                     | CUSIP: 74460WAH0<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |    125000 | PA      | $123536.25    | 0.00%             | 2053-08-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                                             | Freeport-McMoRan Inc                                                            | CUSIP: 35671DCD5<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     71000 | PA      | $71920.31     | 0.00%             | 2029-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133BPXV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    264095 | PA      | $263429.89    | 0.01%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WJTG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    394838 | PA      | $355605.55    | 0.01%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade FL Aviation Revenue                                         | MIAMI-DADE CNTY FL AVIATION REVENUE                                             | CUSIP: 59333P3W6<br>LEI: 549300QG0NBD9HULR263 | Long             | DBT              | MUN               | US        |    125000 | PA      | $114781.06    | 0.00%             | 2041-10-01      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                  | Chevron USA Inc                                                                 | CUSIP: 166756BG0<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50210.94     | 0.00%             | 2027-08-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WECQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28248 | PA      | $27449.46     | 0.00%             | 2045-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DARDEN RESTAURANTS INC                                                           | Darden Restaurants Inc                                                          | CUSIP: 237194AP0<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25095.76     | 0.00%             | 2027-10-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CHUBB CORP                                                                       | Chubb Corp/The                                                                  | CUSIP: 171232AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     74000 | PA      | $84054.36     | 0.00%             | 2038-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46625HHV5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     66000 | PA      | $68394.45     | 0.00%             | 2040-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                    | CUSIP: 29250NBF1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    171000 | PA      | $145561.12    | 0.00%             | 2033-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                         | EQT Corp                                                                        | CUSIP: 26884LAG4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     79000 | PA      | $86010.74     | 0.00%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                    | AEP Texas Inc                                                                   | CUSIP: 00108WAT7<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104066.74    | 0.00%             | 2034-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                                               | Steel Dynamics Inc                                                              | CUSIP: 858119BK5<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     90000 | PA      | $86662.53     | 0.00%             | 2030-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216CV0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    220000 | PA      | $197856.98    | 0.01%             | 2030-06-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    707000 | PA      | $419540.57    | 0.01%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                              | PayPal Holdings Inc                                                             | CUSIP: 70450YAM5<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |     90000 | PA      | $84481.38     | 0.00%             | 2052-06-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36180ACA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2653672 | PA      | $2675840.36   | 0.07%             | 2054-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752AU7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     81000 | PA      | $67817.92     | 0.00%             | 2052-05-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448GK8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    175000 | PA      | $178263.36    | 0.00%             | 2035-07-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Foothill-Eastern Transportation Corridor Agency                                  | FOOTHILL ESTRN TRANSPRTN CORRIDOR AGY CA TOLL ROAD REVENUE                      | CUSIP: 345105JE1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $63168.49     | 0.00%             | 2049-01-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                                            | Alibaba Group Holding Ltd                                                       | CUSIP: 01609WAY8<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $149240.00    | 0.00%             | 2041-02-09      | Fixed         | 2.70%                 | No            |                  2 | On Loan: —       |
| Puget Sound Energy Inc                                                           | Puget Sound Energy Inc                                                          | CUSIP: 745332CG9<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41707.84     | 0.00%             | 2045-05-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NATIONAL HEALTH INVESTOR                                                         | National Health Investors Inc                                                   | CUSIP: 63633DAF1<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | DBT              |  | US        |     45000 | PA      | $40717.48     | 0.00%             | 2031-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                            | Northrop Grumman Corp                                                           | CUSIP: 666807CH3<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100697.21    | 0.00%             | 2033-03-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967NU1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    500000 | PA      | $506042.11    | 0.01%             | 2033-05-24      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SAU                                                         | Telefonica Emisiones SA                                                         | CUSIP: 87938WAT0<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    150000 | PA      | $149697.44    | 0.00%             | 2027-03-08      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179YHU1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1792721 | PA      | $1846486.38   | 0.05%             | 2053-10-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752BE2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148462.55    | 0.00%             | 2055-02-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    350000 | PA      | $361936.99    | 0.01%             | 2031-04-23      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XJYN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    573250 | PA      | $575007.72    | 0.02%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                                | Atmos Energy Corp                                                               | CUSIP: 049560AS4<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    110000 | PA      | $79138.93     | 0.00%             | 2049-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| California State University                                                      | CALIFORNIA ST UNIV REVENUE                                                      | CUSIP: 13077DKU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    180000 | PA      | $123663.92    | 0.00%             | 2051-11-01      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| EVERGY METRO                                                                     | Evergy Metro Inc                                                                | CUSIP: 30037DAD7<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26000.04     | 0.00%             | 2034-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                     | CUSIP: 438516CY0<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    275000 | PA      | $280331.95    | 0.01%             | 2030-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                                              | Moody's Corp                                                                    | CUSIP: 615369AE5<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73432.49     | 0.00%             | 2044-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                                                          | Principal Financial Group Inc                                                   | CUSIP: 74251VAR3<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98058.38     | 0.00%             | 2029-05-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY SOUTH                                                            | Dominion Energy South Carolina Inc                                              | CUSIP: 25731VAA2<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |     70000 | PA      | $61951.87     | 0.00%             | 2031-12-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833EC0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    450000 | PA      | $424246.96    | 0.01%             | 2028-02-08      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QDDQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    297841 | PA      | $264758.00    | 0.01%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                                                 | ERP Operating LP                                                                | CUSIP: 26884ABL6<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |    128000 | PA      | $122913.72    | 0.00%             | 2029-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191559.17    | 0.01%             | 2031-02-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | Pfizer Inc                                                                      | CUSIP: 717081EA7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    130000 | PA      | $128745.11    | 0.00%             | 2026-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                           | CUSIP: 89788MAS1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    235000 | PA      | $246602.19    | 0.01%             | 2035-01-24      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                             | Kraft Heinz Foods Co                                                            | CUSIP: 50076QAN6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     79000 | PA      | $85530.87     | 0.00%             | 2040-02-09      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ACT0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    341000 | PA      | $233653.04    | 0.01%             | 2052-10-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179SUT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    135869 | PA      | $119895.60    | 0.00%             | 2047-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QQUJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    577556 | PA      | $579233.55    | 0.02%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                                                | Store Capital LLC                                                               | CUSIP: 862123AA4<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              |  | US        |     50000 | PA      | $50923.12     | 0.00%             | 2030-04-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FBT7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    108000 | PA      | $105911.83    | 0.00%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31335BRY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1382768 | PA      | $1273094.21   | 0.04%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                     | CUSIP: 13645RBF0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    119000 | PA      | $105961.57    | 0.00%             | 2031-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| SHARP HEALTHCARE                                                                 | Sharp HealthCare                                                                | CUSIP: 819892AL4<br>LEI: 549300DEPBQ9WUW1K512 | Long             | DBT              | CORP              | US        |     91000 | PA      | $56852.92     | 0.00%             | 2050-08-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                | CUSIP: 22822VBD2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     75000 | PA      | $77931.38     | 0.00%             | 2029-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    338000 | PA      | $294796.25    | 0.01%             | 2032-02-13      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                                            | Lincoln National Corp                                                           | CUSIP: 534187BQ1<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46279.62     | 0.00%             | 2032-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 75513ECK5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    171000 | PA      | $146443.44    | 0.00%             | 2047-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                                                          | Southwestern Electric Power Co                                                  | CUSIP: 845437BR2<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    171000 | PA      | $170450.44    | 0.00%             | 2028-09-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J7N27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8488 | PA      | $8442.52      | 0.00%             | 2046-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    295000 | PA      | $304655.60    | 0.01%             | 2031-01-24      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| EASTMAN CHEMICAL CO                                                              | Eastman Chemical Co                                                             | CUSIP: 277432AZ3<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152755.29    | 0.00%             | 2029-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                     | CUSIP: 438516CX2<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75889.67     | 0.00%             | 2027-07-30      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $151123.75    | 0.00%             | 2027-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JBU7<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    171000 | PA      | $160422.61    | 0.00%             | 2030-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                                              | Cardinal Health Inc                                                             | CUSIP: 14149YBS6<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    138000 | PA      | $141850.46    | 0.00%             | 2034-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NBCUniversal Media LLC                                                           | NBCUniversal Media LLC                                                          | CUSIP: 63946BAJ9<br>LEI: VTBDOQJ6KOGQ6K786R46 | Long             | DBT              | CORP              | US        |     72000 | PA      | $62802.82     | 0.00%             | 2043-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER & LIGHT                                                          | Wisconsin Power and Light Co                                                    | CUSIP: 976826BQ9<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95983.57     | 0.00%             | 2032-09-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418FE29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    273078 | PA      | $270957.17    | 0.01%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                            | CUSIP: 94106LBT5<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101704.50    | 0.00%             | 2030-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PAK2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    187000 | PA      | $154977.75    | 0.00%             | 2048-07-24      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                              | Sherwin-Williams Co/The                                                         | CUSIP: 824348BV7<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50319.56     | 0.00%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687FS0<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    198000 | PA      | $180668.16    | 0.01%             | 2050-03-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                    | Owens Corning                                                                   | CUSIP: 690742AH4<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    171000 | PA      | $142297.04    | 0.00%             | 2048-01-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                                                 | Black Hills Corp                                                                | CUSIP: 092113AS8<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |     50000 | PA      | $37477.24     | 0.00%             | 2049-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                                              | Cardinal Health Inc                                                             | CUSIP: 14149YBQ0<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35240.97     | 0.00%             | 2026-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PEH1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    120000 | PA      | $119605.44    | 0.00%             | 2029-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119DA4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62509.88     | 0.00%             | 2032-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Hess Corp                                                                        | Hess Corp                                                                       | CUSIP: 42809HAG2<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75247.67     | 0.00%             | 2027-04-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CJN2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8000000 | PA      | $8172812.48   | 0.23%             | 2028-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Biogen Inc                                                                       | Biogen Inc                                                                      | CUSIP: 09062XAD5<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    150000 | PA      | $138393.07    | 0.00%             | 2045-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                                                                    | Sutter Health                                                                   | CUSIP: 86944BAH6<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |     62000 | PA      | $48824.01     | 0.00%             | 2040-08-15      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| INTERPUBLIC GROUP COS                                                            | Interpublic Group of Cos Inc/The                                                | CUSIP: 460690BR0<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |    171000 | PA      | $171774.70    | 0.00%             | 2030-03-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QMRT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1255359 | PA      | $1071602.59   | 0.03%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                           | CUSIP: 91086QBF4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    318000 | PA      | $255672.00    | 0.01%             | 2046-01-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QRR62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1141021 | PA      | $1167638.45   | 0.03%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810TZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4890429.70   | 0.14%             | 2044-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MCCORMICK & CO                                                                   | McCormick & Co Inc/MD                                                           | CUSIP: 579780AU1<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73522.62     | 0.00%             | 2034-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MCW8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $210900.18    | 0.01%             | 2030-01-13      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    407000 | PA      | $378237.26    | 0.01%             | 2031-02-11      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                         | CUSIP: 808513CE3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    300000 | PA      | $321070.27    | 0.01%             | 2034-05-19      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | Boeing Co/The                                                                   | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    240000 | PA      | $261387.58    | 0.01%             | 2031-05-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 3622A2TM4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    139130 | PA      | $132607.93    | 0.00%             | 2045-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of San Antonio TX Electric & Gas Systems Revenue                            | SAN ANTONIO TX ELEC & GAS REVENUE                                               | CUSIP: 796253Y30<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |     95000 | PA      | $97043.50     | 0.00%             | 2041-02-01      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WRP20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     97078 | PA      | $89257.01     | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $160289.57    | 0.00%             | 2034-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179V7E4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2789149 | PA      | $2407999.01   | 0.07%             | 2051-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics Inc                                                             | Verisk Analytics Inc                                                            | CUSIP: 92345YAF3<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |     87000 | PA      | $86794.34     | 0.00%             | 2029-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418EAS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3006157 | PA      | $2762587.86   | 0.08%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark 2019-B9 Mortgage Trust                                                | CUSIP: 08160JAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    511000 | PA      | $501159.88    | 0.01%             | 2052-03-15      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    255000 | PA      | $261026.04    | 0.01%             | 2029-04-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                                                           | Bunge Ltd Finance Corp                                                          | CUSIP: 120568BQ2<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50318.33     | 0.00%             | 2030-08-04      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89114TZQ8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     87000 | PA      | $77309.90     | 0.00%             | 2032-01-12      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 3622A2SG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    237783 | PA      | $215825.76    | 0.01%             | 2046-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                              | Carrier Global Corp                                                             | CUSIP: 14448CAR5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    171000 | PA      | $138052.23    | 0.00%             | 2040-04-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ABB Finance USA Inc                                                              | ABB Finance USA Inc                                                             | CUSIP: 00037BAC6<br>LEI: 5493002Y01YAFV45F528 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89855.30     | 0.00%             | 2042-05-08      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                            | CUSIP: 78017DAC2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $154535.77    | 0.00%             | 2031-02-04      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ4B3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     33234 | PA      | $31971.30     | 0.00%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                         | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556CU4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     95000 | PA      | $98217.71     | 0.00%             | 2032-11-21      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                         | CUSIP: 06418GAL1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    125000 | PA      | $125649.21    | 0.00%             | 2028-09-08      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                         | Constellation Brands Inc                                                        | CUSIP: 21036PBS6<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25354.77     | 0.00%             | 2030-05-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XCT0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    325000 | PA      | $317389.01    | 0.01%             | 2034-09-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                                                             | National Fuel Gas Co                                                            | CUSIP: 636180BR1<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |     87000 | PA      | $79384.48     | 0.00%             | 2031-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                                                            | Oglethorpe Power Corp                                                           | CUSIP: 677050AS5<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |     61000 | PA      | $51550.26     | 0.00%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                                            | Waste Connections Inc                                                           | CUSIP: 94106BAA9<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $140780.90    | 0.00%             | 2030-02-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                              | Dow Chemical Co/The                                                             | CUSIP: 260543CE1<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     74000 | PA      | $68276.83     | 0.00%             | 2041-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CNF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6170000 | PA      | $6248089.06   | 0.17%             | 2032-05-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                                | Travelers Cos Inc/The                                                           | CUSIP: 89417EAJ8<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    148000 | PA      | $134651.01    | 0.00%             | 2043-08-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                                         | Baltimore Gas and Electric Co                                                   | CUSIP: 059165ET3<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103872.80    | 0.00%             | 2035-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | Ventas Realty LP                                                                | CUSIP: 92277GAL1<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |     50000 | PA      | $49804.72     | 0.00%             | 2027-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PDS8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    124000 | PA      | $118311.69    | 0.00%             | 2029-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Grupo Televisa SAB                                                               | Grupo Televisa SAB                                                              | CUSIP: 40049JAZ0<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |     87000 | PA      | $80052.18     | 0.00%             | 2040-01-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: —       |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GVS0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    200000 | PA      | $182704.71    | 0.01%             | 2045-10-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RPM INTERNATIONAL INC                                                            | RPM International Inc                                                           | CUSIP: 749685AY9<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |     86000 | PA      | $77615.42     | 0.00%             | 2032-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Rutgers The State University of New Jersey                                       | RUTGERS NJ ST UNIV                                                              | CUSIP: 783186TP4<br>LEI: 549300BOYDHNW8J60112 | Long             | DBT              | MUN               | US        |     74000 | PA      | $50431.29     | 0.00%             | 2119-05-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                                                           | PPL Electric Utilities Corp                                                     | CUSIP: 69351UAR4<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |     87000 | PA      | $80563.11     | 0.00%             | 2043-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                         | CUSIP: 828807DT1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    200000 | PA      | $179222.18    | 0.01%             | 2032-02-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280EG0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $210409.48    | 0.01%             | 2032-05-17      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                              | CUSIP: 756109BA1<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |     72000 | PA      | $59633.39     | 0.00%             | 2033-03-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                             | Boston Properties LP                                                            | CUSIP: 10112RBB9<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    100000 | PA      | $95974.66     | 0.00%             | 2029-06-21      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                                                          | Transcontinental Gas Pipe Line Co LLC                                           | CUSIP: 893574AR4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     87000 | PA      | $68149.48     | 0.00%             | 2050-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RJX1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    450000 | PA      | $436703.25    | 0.01%             | 2027-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                                             | Chile Government International Bonds                                            | CUSIP: 168863EE4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    200000 | PA      | $210400.00    | 0.01%             | 2037-01-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111GC1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     60000 | PA      | $40631.66     | 0.00%             | 2051-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                                                             | Republic of Italy Government International Bond                                 | CUSIP: 465410BG2<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    130000 | PA      | $137059.27    | 0.00%             | 2033-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RCB1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51356.80     | 0.00%             | 2031-02-11      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| CGI INC                                                                          | CGI Inc                                                                         | CUSIP: 12532HAK0<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $25451.35     | 0.00%             | 2030-03-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J9D65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    139842 | PA      | $136706.29    | 0.00%             | 2032-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CR97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    102065 | PA      | $98337.78     | 0.00%             | 2047-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS                                                            | Universal Health Services Inc                                                   | CUSIP: 913903BB5<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49951.39     | 0.00%             | 2029-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| TOLEDO EDISON COMPANY                                                            | Toledo Edison Co/The                                                            | CUSIP: 889175BD6<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     74000 | PA      | $80350.46     | 0.00%             | 2037-05-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076DJ8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39655.82     | 0.00%             | 2030-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179UV74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    204970 | PA      | $184145.37    | 0.01%             | 2049-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    295000 | PA      | $295354.73    | 0.01%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                                                         | Take-Two Interactive Software Inc                                               | CUSIP: 874054AH2<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |     76000 | PA      | $73131.34     | 0.00%             | 2032-04-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CI FINANCIAL CORP                                                                | CI Financial Corp                                                               | CUSIP: 125491AP5<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |     40000 | PA      | $28932.53     | 0.00%             | 2051-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179VSH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    293959 | PA      | $263618.21    | 0.01%             | 2050-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                      | MetLife Inc                                                                     | CUSIP: 59156RCE6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52668.39     | 0.00%             | 2033-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                           | Arizona Public Service Co                                                       | CUSIP: 040555CX0<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     87000 | PA      | $70693.82     | 0.00%             | 2048-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                                  | Israel Government International Bond                                            | CUSIP: 46514Y8B6<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    200000 | PA      | $206687.50    | 0.01%             | 2035-02-19      | Fixed         | 5.63%                 | No            |                  2 | On Loan: —       |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                               | CUSIP: 49456BAT8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    191000 | PA      | $134307.49    | 0.00%             | 2051-02-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418EKU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    471346 | PA      | $470575.97    | 0.01%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                                                               | Ameren Illinois Co                                                              | CUSIP: 02361DAQ3<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |     87000 | PA      | $73074.62     | 0.00%             | 2046-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                            | CUSIP: 94106LBR9<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $75845.58     | 0.00%             | 2041-06-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XGG94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1351407 | PA      | $1251931.48   | 0.04%             | 2037-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                                         | African Development Bank                                                        | CUSIP: 00828EEP0<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $506809.88    | 0.01%             | 2027-11-03      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132LKA83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13600 | PA      | $13389.39     | 0.00%             | 2030-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Northwestern University                                                          | Northwestern University                                                         | CUSIP: 668444AQ5<br>LEI: OBWWNZE695DUK77DTI34 | Long             | DBT              | CORP              | US        |     58000 | PA      | $42712.05     | 0.00%             | 2057-12-01      | Fixed         | 3.66%                 | No            |                  2 | On Loan: —       |
| EXTRA SPACE STORAGE LP                                                           | Extra Space Storage LP                                                          | CUSIP: 30225VAF4<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |     87000 | PA      | $78274.42     | 0.00%             | 2031-06-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Oregon State University                                                          | OREGON ST UNIV GEN REVENUE                                                      | CUSIP: 68608WAL6<br>LEI: 549300UBMR6O3SFCEV73 | Long             | DBT              | MUN               | US        |     62000 | PA      | $43562.86     | 0.00%             | 2060-03-01      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                           | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664CU3<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     87000 | PA      | $79469.62     | 0.00%             | 2030-03-12      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F0306A1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9300000 | PA      | $8167270.88   | 0.23%             | 2055-10-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | MetLife Inc                                                                     | CUSIP: 59156RBN7<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     87000 | PA      | $73342.64     | 0.00%             | 2045-03-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BK0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    135000 | PA      | $138455.69    | 0.00%             | 2028-12-02      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Southern Power Co                                                                | Southern Power Co                                                               | CUSIP: 843646AU4<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |     71000 | PA      | $63714.86     | 0.00%             | 2046-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA INSTITUTE OF                                                          | California Institute of Technology                                              | CUSIP: 13034VAD6<br>LEI: 549300CITPNHOTVPHC04 | Long             | DBT              | CORP              | US        |    171000 | PA      | $111482.55    | 0.00%             | 2119-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                   | CUSIP: 172967LP4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    371000 | PA      | $367726.60    | 0.01%             | 2028-07-24      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PEP7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    135000 | PA      | $136153.45    | 0.00%             | 2028-10-22      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MMTJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     44240 | PA      | $43449.65     | 0.00%             | 2030-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X9CL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    676127 | PA      | $638377.81    | 0.02%             | 2035-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                              | CUSIP: 05964HBG9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $209933.34    | 0.01%             | 2031-07-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308KP1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     90000 | PA      | $99827.23     | 0.00%             | 2034-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DVMX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1057522 | PA      | $1095926.77   | 0.03%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC                                                                 | Markel Group Inc                                                                | CUSIP: 570535AV6<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |     87000 | PA      | $68503.94     | 0.00%             | 2050-09-17      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 3618N5C64<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1530243 | PA      | $1543716.02   | 0.04%             | 2054-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                     | AutoZone Inc                                                                    | CUSIP: 053332AZ5<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98712.66     | 0.00%             | 2030-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                            | CUSIP: 78017DAH1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    125000 | PA      | $127997.50    | 0.00%             | 2031-05-02      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | Intel Corp                                                                      | CUSIP: 458140AY6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     87000 | PA      | $67933.31     | 0.00%             | 2047-05-11      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                                                           | Corp Andina de Fomento                                                          | CUSIP: 219868CL8<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | XX        |    250000 | PA      | $258851.64    | 0.01%             | 2030-01-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KPLY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    182866 | PA      | $172915.26    | 0.00%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QTQB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    481066 | PA      | $507931.74    | 0.01%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | Nutrien Ltd                                                                     | CUSIP: 67077MAU2<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    130000 | PA      | $118607.84    | 0.00%             | 2049-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                   | CUSIP: 172967LJ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    171000 | PA      | $145258.95    | 0.00%             | 2048-04-24      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| CARLISLE COS INC                                                                 | Carlisle Cos Inc                                                                | CUSIP: 142339AL4<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |     75000 | PA      | $64831.30     | 0.00%             | 2032-03-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    180000 | PA      | $179446.29    | 0.01%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE OKLAHOMA                                                          | Public Service Co of Oklahoma                                                   | CUSIP: 744533BR0<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101234.59    | 0.00%             | 2035-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                         | Rogers Communications Inc                                                       | CUSIP: 775109CJ8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     59000 | PA      | $51365.01     | 0.00%             | 2042-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CGI INC                                                                          | CGI Inc                                                                         | CUSIP: 12532HAF1<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |     87000 | PA      | $76489.44     | 0.00%             | 2031-09-14      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BX1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $177133.56    | 0.00%             | 2032-07-20      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650EB2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    125000 | PA      | $129250.88    | 0.00%             | 2029-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Enel Chile SA                                                                    | Enel Chile SA                                                                   | CUSIP: 29278DAA3<br>LEI: 549300YM5CWCAUVOPB53 | Long             | DBT              | CORP              | CL        |    100000 | PA      | $101540.00    | 0.00%             | 2028-06-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                                           | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HAL2<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     87000 | PA      | $64278.21     | 0.00%             | 2042-02-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    341000 | PA      | $301432.95    | 0.01%             | 2032-02-04      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400HZ9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99401.70     | 0.00%             | 2034-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CKR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6000000 | PA      | $6078281.28   | 0.17%             | 2027-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                           | Arizona Public Service Co                                                       | CUSIP: 040555DJ0<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66559.86     | 0.00%             | 2055-08-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280EC9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $227618.43    | 0.01%             | 2034-11-13      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | Apple Inc                                                                       | CUSIP: 037833CH1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     87000 | PA      | $76096.00     | 0.00%             | 2047-02-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                             | CUSIP: 459058HJ5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $462867.63    | 0.01%             | 2029-10-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| SOUTHWESTERN ELEC POWER                                                          | Southwestern Electric Power Co                                                  | CUSIP: 845437BT8<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |     71000 | PA      | $47304.60     | 0.00%             | 2051-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                 | CUSIP: 4581X0DG0<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $474732.46    | 0.01%             | 2029-06-18      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| CMS ENERGY CORP                                                                  | CMS Energy Corp                                                                 | CUSIP: 125896BU3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48763.33     | 0.00%             | 2050-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687ET9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101510.73    | 0.00%             | 2043-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES                                                            | Keysight Technologies Inc                                                       | CUSIP: 49338LAF0<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |    140000 | PA      | $133125.85    | 0.00%             | 2029-10-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                 | Bank of Montreal                                                                | CUSIP: 06368DH72<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    241000 | PA      | $214525.23    | 0.01%             | 2037-01-10      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 3622A2FW7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    185216 | PA      | $172385.09    | 0.00%             | 2043-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                           | ConocoPhillips Co                                                               | CUSIP: 20826FBM7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    115000 | PA      | $112659.46    | 0.00%             | 2055-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| ANHEUSER-BUSCH INBEV WOR                                                         | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 03523TBW7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    271000 | PA      | $282490.04    | 0.01%             | 2059-01-23      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CBB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5940000 | PA      | $5560164.86   | 0.16%             | 2027-12-31      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Sales Tax Securitization Corp                                                    | SALES TAX SECURITIZATION CORP IL                                                | CUSIP: 79467BDX0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    230000 | PA      | $188336.36    | 0.01%             | 2042-01-01      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     71000 | PA      | $48061.42     | 0.00%             | 2051-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAW0<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75740.27     | 0.00%             | 2027-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                                          | Marathon Petroleum Corp                                                         | CUSIP: 56585ABK7<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51389.08     | 0.00%             | 2030-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VFV1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    275000 | PA      | $166591.44    | 0.00%             | 2060-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833EK2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    200000 | PA      | $127644.22    | 0.00%             | 2051-08-05      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F0124A1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2300000 | PA      | $2057287.30   | 0.06%             | 2040-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432NV3<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    144000 | PA      | $133795.92    | 0.00%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| HELMERICH & PAYNE INC                                                            | Helmerich & Payne Inc                                                           | CUSIP: 423452AN1<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48991.68     | 0.00%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29273VAZ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46305.52     | 0.00%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                                      | Freddie Mac Non Gold Pool                                                       | CUSIP: 31300LQK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       886 | PA      | $917.03       | 0.00%             | 2041-08-01      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CBJ2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    160000 | PA      | $164496.11    | 0.00%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                     | CUSIP: 74340XCJ8<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    100000 | PA      | $101607.77    | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CJG7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3500000 | PA      | $3678964.84   | 0.10%             | 2030-10-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179TLR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    326541 | PA      | $295166.55    | 0.01%             | 2047-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HALEON US CAPITAL LLC                                                            | Haleon US Capital LLC                                                           | CUSIP: 36264FAM3<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    338000 | PA      | $320302.60    | 0.01%             | 2032-03-24      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967NE7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    484000 | PA      | $429973.56    | 0.01%             | 2032-11-03      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XDRM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    749192 | PA      | $639634.98    | 0.02%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133BAFH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    551002 | PA      | $488298.18    | 0.01%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 94974BFP0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    255000 | PA      | $249147.82    | 0.01%             | 2043-11-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128CUWB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11706 | PA      | $11317.31     | 0.00%             | 2033-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                         | CUSIP: 55336VAN0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83730.26     | 0.00%             | 2048-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738ECV5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $405774.70    | 0.01%             | 2035-09-10      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                                                         | KLA Corp                                                                        | CUSIP: 482480AN0<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72031.89     | 0.00%             | 2062-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Cooperatieve Rabobank UA                                                         | Cooperatieve Rabobank UA                                                        | CUSIP: 21684AAB2<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $255043.23    | 0.01%             | 2043-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ORIX CORP                                                                        | ORIX Corp                                                                       | CUSIP: 686330AS0<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |     25000 | PA      | $25302.48     | 0.00%             | 2029-09-10      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    250000 | PA      | $233572.17    | 0.01%             | 2037-03-08      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4100000 | PA      | $3444320.29   | 0.10%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                                                               | Coterra Energy Inc                                                              | CUSIP: 127097AN3<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |     85000 | PA      | $82038.70     | 0.00%             | 2055-02-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31416WYF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         5 | PA      | $5.04         | 0.00%             | 2025-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31403DGZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1880 | PA      | $1955.97      | 0.00%             | 2036-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BERKLEY (WR) CORPORATION                                                         | W R Berkley Corp                                                                | CUSIP: 084423AV4<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | DBT              | CORP              | US        |     87000 | PA      | $61741.87     | 0.00%             | 2052-03-30      | Fixed         | 3.55%                 | No            |                  2 | On Loan: —       |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661EX1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    125000 | PA      | $123965.75    | 0.00%             | 2035-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                                         | Omega Healthcare Investors Inc                                                  | CUSIP: 681936BP4<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |     25000 | PA      | $25380.47     | 0.00%             | 2030-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                 | Georgia Power Co                                                                | CUSIP: 373334LB5<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76855.18     | 0.00%             | 2035-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EXY0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50394.19     | 0.00%             | 2027-01-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XEH5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56994.76     | 0.00%             | 2028-06-23      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                           | ConocoPhillips Co                                                               | CUSIP: 20826FBJ4<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152914.48    | 0.00%             | 2030-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                                                   | AutoNation Inc                                                                  | CUSIP: 05329WAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     78000 | PA      | $68106.41     | 0.00%             | 2031-08-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                             | CUSIP: 260543DN0<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49790.31     | 0.00%             | 2031-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T Inc                                                                        | CUSIP: 00206RHJ4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    350000 | PA      | $351554.35    | 0.01%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Textron Inc                                                                      | Textron Inc                                                                     | CUSIP: 883203BX8<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74249.83     | 0.00%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                            | CUSIP: 78016FZX5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $103279.94    | 0.00%             | 2033-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| JBS USA HOLD/FOOD/LUX CO                                                         | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                      | CUSIP: 46590XAX4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    250000 | PA      | $263435.00    | 0.01%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AMCOR GROUP FINANCE                                                              | Amcor Group Finance PLC                                                         | CUSIP: 02344BAA4<br>LEI: 2549008XHB8M1L64J275 | Long             | DBT              | CORP              | GB        |     50000 | PA      | $51659.11     | 0.00%             | 2029-05-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                 | CUSIP: 125523CQ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    200000 | PA      | $139161.31    | 0.00%             | 2051-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT                                                         | Apollo Global Management Inc                                                    | CUSIP: 03769MAD8<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29802.16     | 0.00%             | 2054-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 3622ACP46<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    292441 | PA      | $257115.87    | 0.01%             | 2052-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NCZ2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    150000 | PA      | $104861.13    | 0.00%             | 2050-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJYA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5538 | PA      | $5503.55      | 0.00%             | 2046-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                     | CUSIP: 74340XBN0<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     30000 | PA      | $29170.53     | 0.00%             | 2027-04-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Northwest Pipeline LLC                                                           | Northwest Pipeline LLC                                                          | CUSIP: 66775VAB1<br>LEI: 549300FFKMN9OW536A14 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74823.14     | 0.00%             | 2027-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Capital One Prime Auto Receivables Trust                                         | Capital One Prime Auto Receivables Trust 2024-1                                 | CUSIP: 14043NAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $503987.95    | 0.01%             | 2029-07-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DNQC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    372057 | PA      | $363934.62    | 0.01%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GLOBE LIFE INC                                                                   | Globe Life Inc                                                                  | CUSIP: 891027AS3<br>LEI: 5493001JFHKQOPP6XA71 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50442.86     | 0.00%             | 2028-09-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833EN6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195782.21    | 0.01%             | 2029-08-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                               | CUSIP: 478160CW2<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105092.24    | 0.00%             | 2034-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BM5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $192649.97    | 0.01%             | 2029-07-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308KG1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104546.79    | 0.00%             | 2032-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                                          | AEP Transmission Co LLC                                                         | CUSIP: 00115AAL3<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     71000 | PA      | $48687.37     | 0.00%             | 2049-09-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                              | Carrier Global Corp                                                             | CUSIP: 14448CAP9<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     77000 | PA      | $75364.29     | 0.00%             | 2027-02-15      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                               | Ally Financial Inc                                                              | CUSIP: 02005NCA6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50185.17     | 0.00%             | 2033-07-31      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MGA6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111447.35    | 0.00%             | 2035-03-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| PHILLIPS 66 CO                                                                   | Phillips 66 Co                                                                  | CUSIP: 718547AY8<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98982.59     | 0.00%             | 2035-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GMK2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    325000 | PA      | $331007.34    | 0.01%             | 2029-01-24      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179X5H5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    530233 | PA      | $536968.39    | 0.02%             | 2053-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                            | Time Warner Cable LLC                                                           | CUSIP: 88732JAY4<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     87000 | PA      | $83160.94     | 0.00%             | 2040-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                        | CUSIP: 341081GV3<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71566.13     | 0.00%             | 2054-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140EUQ51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21287 | PA      | $20011.83     | 0.00%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 75513ECW9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    120000 | PA      | $131399.22    | 0.00%             | 2034-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                                                               | Honda Motor Co Ltd                                                              | CUSIP: 438127AC6<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |    133000 | PA      | $121186.89    | 0.00%             | 2032-03-10      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                        | CUSIP: 341081GK7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41045.64     | 0.00%             | 2028-04-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| San Diego County Water Authority                                                 | SAN DIEGO CNTY CA WTR AUTH FING AGY WTR REVENUE                                 | CUSIP: 79741TAR5<br>LEI: 549300Y0QN5OFKA1G520 | Long             | DBT              | MUN               | US        |     85000 | PA      | $88311.27     | 0.00%             | 2049-05-01      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| LEAR CORP                                                                        | Lear Corp                                                                       | CUSIP: 521865BB0<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |     75000 | PA      | $71718.93     | 0.00%             | 2030-05-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                           | Marriott International Inc/MD                                                   | CUSIP: 571903BL6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102083.31    | 0.00%             | 2029-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 63743HFZ0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50135.14     | 0.00%             | 2028-08-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140F4NA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18027 | PA      | $16739.05     | 0.00%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                   | Starbucks Corp                                                                  | CUSIP: 855244BN8<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25245.88     | 0.00%             | 2028-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TRUSTEES PRINCETON UNIV                                                          | Trustees of Princeton University/The                                            | CUSIP: 89837LAB1<br>LEI: 549300PJZYINN64GDJ90 | Long             | DBT              | CORP              | US        |     87000 | PA      | $93745.99     | 0.00%             | 2039-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | Altria Group Inc                                                                | CUSIP: 02209SAR4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    226000 | PA      | $222268.82    | 0.01%             | 2044-01-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| INVITATION HOMES OP                                                              | Invitation Homes Operating Partnership LP                                       | CUSIP: 46188BAE2<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |     60000 | PA      | $62420.11     | 0.00%             | 2030-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AUTOMATIC DATA PROCESSNG                                                         | Automatic Data Processing Inc                                                   | CUSIP: 053015AG8<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94699.31     | 0.00%             | 2028-05-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                                                           | Mid-America Apartments LP                                                       | CUSIP: 59523UAW7<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |     25000 | PA      | $26013.75     | 0.00%             | 2032-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                      | Southern Co/The                                                                 | CUSIP: 842587DT1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     75000 | PA      | $79211.55     | 0.00%             | 2034-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                                            | Southern California Gas Co                                                      | CUSIP: 842434CT7<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39116.73     | 0.00%             | 2050-02-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ITC Holdings Corp                                                                | ITC Holdings Corp                                                               | CUSIP: 465685AH8<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33565.19     | 0.00%             | 2043-07-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AGCO CORP                                                                        | AGCO Corp                                                                       | CUSIP: 001084AS1<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51975.77     | 0.00%             | 2034-03-21      | Fixed         | 5.80%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140EU2A6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2458 | PA      | $2439.82      | 0.00%             | 2045-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                                | Union Electric Co                                                               | CUSIP: 906548CY6<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51513.19     | 0.00%             | 2034-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                               | VICI Properties LP                                                              | CUSIP: 925650AH6<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |     45000 | PA      | $45657.92     | 0.00%             | 2031-11-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076CN0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     79000 | PA      | $77867.76     | 0.00%             | 2027-04-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                                            | Quest Diagnostics Inc                                                           | CUSIP: 74834LBF6<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50763.88     | 0.00%             | 2029-12-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | Merck & Co Inc                                                                  | CUSIP: 806605AH4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    300000 | PA      | $345157.81    | 0.01%             | 2037-09-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                | General Motors Co                                                               | CUSIP: 37045VAZ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103852.89    | 0.00%             | 2032-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| BROOKFIELD FINANCE INC                                                           | Brookfield Finance Inc                                                          | CUSIP: 11271LAE2<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |     87000 | PA      | $86931.23     | 0.00%             | 2030-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES HLDGS LLC                                                           | Baker Hughes Holdings LLC                                                       | CUSIP: 057224AZ0<br>LEI: 549300XU3XH6F05YEQ93 | Long             | DBT              | CORP              | US        |     74000 | PA      | $72583.51     | 0.00%             | 2040-09-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DA85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     73443 | PA      | $74486.39     | 0.00%             | 2049-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                                                | International Finance Corp                                                      | CUSIP: 45950VUS3<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |    250000 | PA      | $251122.69    | 0.01%             | 2030-07-02      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36184Q2N3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     48263 | PA      | $43788.75     | 0.00%             | 2045-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                                                     | Illumina Inc                                                                    | CUSIP: 452327AP4<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102838.37    | 0.00%             | 2027-12-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                                          | Shell International Finance BV                                                  | CUSIP: 822582CK6<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |     87000 | PA      | $64495.88     | 0.00%             | 2041-11-26      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Enel Americas SA                                                                 | Enel Americas SA                                                                | CUSIP: 29274FAF1<br>LEI: 549300LKH11TFCJLZK20 | Long             | DBT              | CORP              | CL        |    100000 | PA      | $99835.00     | 0.00%             | 2026-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400GG2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    171000 | PA      | $129365.17    | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448GC6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    130000 | PA      | $133073.36    | 0.00%             | 2035-02-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FB4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     71000 | PA      | $61849.61     | 0.00%             | 2042-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | Sysco Corp                                                                      | CUSIP: 871829BN6<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    214000 | PA      | $237814.63    | 0.01%             | 2050-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: —       |
| 3M COMPANY                                                                       | 3M Co                                                                           | CUSIP: 88579YBQ3<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25561.43     | 0.00%             | 2030-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J9W56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46039 | PA      | $45500.13     | 0.00%             | 2032-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | Oracle Corp                                                                     | CUSIP: 68389XBP9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    130000 | PA      | $112388.61    | 0.00%             | 2037-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                           | CUSIP: 89788MAU6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128161.64    | 0.00%             | 2031-05-20      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DXK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3325765 | PA      | $2702283.64   | 0.08%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAV6<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100869.50    | 0.00%             | 2029-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140H3XW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    165652 | PA      | $154147.62    | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP                                                          | Digital Realty Trust LP                                                         | CUSIP: 25389JAV8<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              |  | US        |    285000 | PA      | $293359.89    | 0.01%             | 2028-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CAPITAL CORP                                                            | Blue Owl Capital Corp                                                           | CUSIP: 69121KAF1<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72969.00     | 0.00%             | 2027-01-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                           | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607HR53<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $142489.78    | 0.00%             | 2032-04-07      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DP5W4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    351774 | PA      | $356733.71    | 0.01%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X4Z66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14188 | PA      | $14128.62     | 0.00%             | 2032-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 6174468N2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    271000 | PA      | $276097.85    | 0.01%             | 2051-03-24      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ENQR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40761 | PA      | $41071.09     | 0.00%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | Comcast Corp                                                                    | CUSIP: 20030NBT7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    137000 | PA      | $116726.25    | 0.00%             | 2036-07-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FS7<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     87000 | PA      | $86993.60     | 0.00%             | 2028-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830CL1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70546.72     | 0.00%             | 2030-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Emera US Finance LP                                                              | Emera US Finance LP                                                             | CUSIP: 29103DAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    112000 | PA      | $96640.68     | 0.00%             | 2046-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX Corp                                                                        | CUSIP: 126408GS6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    100000 | PA      | $110518.31    | 0.00%             | 2040-04-30      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                                                         | Archer-Daniels-Midland Co                                                       | CUSIP: 039482AB0<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144259.68    | 0.00%             | 2030-03-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX Corp                                                                        | CUSIP: 126408HJ5<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    227000 | PA      | $226080.28    | 0.01%             | 2028-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: —       |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111GK3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128115.94    | 0.00%             | 2054-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                     | CUSIP: 02665WDT5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43657.26     | 0.00%             | 2031-01-13      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                                                           | Morgan Stanley Bank NA                                                          | CUSIP: 61690U7W4<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254887.09    | 0.01%             | 2026-10-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                      | CUSIP: 91159HJD3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     87000 | PA      | $77836.26     | 0.00%             | 2033-01-27      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FedEx Corp                                                                      | CUSIP: 31428XBE5<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    114000 | PA      | $98503.69     | 0.00%             | 2045-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                                            | RIO TINTO FIN USA PLC                                                           | CUSIP: 76720AAV8<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    165000 | PA      | $169810.71    | 0.00%             | 2055-03-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                               | CUSIP: 857477CC5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62157.61     | 0.00%             | 2034-05-18      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Eaton Corp                                                                       | Eaton Corp                                                                      | CUSIP: 278062AD6<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73408.54     | 0.00%             | 2032-11-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                         | Devon Energy Corp                                                               | CUSIP: 25179MBE2<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    112000 | PA      | $112007.65    | 0.00%             | 2028-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                         | Constellation Brands Inc                                                        | CUSIP: 21036PBF4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93564.89     | 0.00%             | 2030-05-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ACQ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    130000 | PA      | $116533.81    | 0.00%             | 2032-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EWZ8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112848.50    | 0.00%             | 2030-06-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                                            | American Homes 4 Rent LP                                                        | CUSIP: 02666TAH0<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |     75000 | PA      | $77284.83     | 0.00%             | 2034-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                                | General Mills Inc                                                               | CUSIP: 370334DA9<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51044.79     | 0.00%             | 2030-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                         | CUSIP: 06418GAD9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     60000 | PA      | $61887.80     | 0.00%             | 2028-06-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MISSISSIPPI POWER CO                                                             | Mississippi Power Co                                                            | CUSIP: 605417CD4<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |     87000 | PA      | $58684.69     | 0.00%             | 2051-07-30      | Fixed         | 3.10%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179MVS6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     96994 | PA      | $92020.59     | 0.00%             | 2042-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                            | Northrop Grumman Corp                                                           | CUSIP: 666807CJ9<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    125000 | PA      | $114735.44    | 0.00%             | 2053-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31403DDX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3261 | PA      | $3393.37      | 0.00%             | 2036-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                          | CUSIP: 045167FT5<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    125000 | PA      | $124123.97    | 0.00%             | 2032-09-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CI FINANCIAL CORP                                                                | CI Financial Corp                                                               | CUSIP: 125491AN0<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |    104000 | PA      | $93331.35     | 0.00%             | 2030-12-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC                                                                 | Markel Group Inc                                                                | CUSIP: 570535AY0<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40814.44     | 0.00%             | 2054-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                         | CUSIP: 55336VBQ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    153000 | PA      | $140466.62    | 0.00%             | 2030-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                               | Ally Financial Inc                                                              | CUSIP: 02005NBP4<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93463.94     | 0.00%             | 2028-11-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: —       |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    450000 | PA      | $383179.16    | 0.01%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | Duke Energy Florida LLC                                                         | CUSIP: 26444HAA9<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     87000 | PA      | $64405.72     | 0.00%             | 2046-10-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                            | CUSIP: 06051GGC7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    171000 | PA      | $171078.84    | 0.00%             | 2027-11-25      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5200000 | PA      | $4710265.61   | 0.13%             | 2043-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                      | Target Corp                                                                     | CUSIP: 87612EBQ8<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149962.83    | 0.00%             | 2033-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076CK6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     87000 | PA      | $54858.73     | 0.00%             | 2051-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| INTERPUBLIC GROUP COS                                                            | Interpublic Group of Cos Inc/The                                                | CUSIP: 460690BU3<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |     28000 | PA      | $28575.67     | 0.00%             | 2033-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                          | Duke Energy Florida LLC                                                         | CUSIP: 26444HAJ0<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     82000 | PA      | $73400.69     | 0.00%             | 2030-06-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                                                     | NNN REIT Inc                                                                    | CUSIP: 637417AT3<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              |  | US        |     50000 | PA      | $51870.69     | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29273VAR1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76397.77     | 0.00%             | 2026-12-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F0326A7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8725000 | PA      | $7970472.38   | 0.22%             | 2055-10-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                                                               | Sonoco Products Co                                                              | CUSIP: 835495AN2<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    277000 | PA      | $269809.68    | 0.01%             | 2027-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818FT0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     75000 | PA      | $58804.18     | 0.00%             | 2041-05-20      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAH7<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     87000 | PA      | $73620.36     | 0.00%             | 2048-09-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 63743HFT4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50178.37     | 0.00%             | 2027-09-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MMU35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     24060 | PA      | $23529.98     | 0.00%             | 2031-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIV OF CALIFORNIA REVENUES                                                     | CUSIP: 91412GHA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $63990.93     | 0.00%             | 2112-05-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                               | Essex Portfolio LP                                                              | CUSIP: 29717PAZ0<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |     60000 | PA      | $53724.78     | 0.00%             | 2031-06-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HLDINGS                                                         | Medtronic Global Holdings SCA                                                   | CUSIP: 58507LBB4<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |    185000 | PA      | $186305.73    | 0.01%             | 2028-03-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                 | CUSIP: 4581X0ER5<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    250000 | PA      | $246221.12    | 0.01%             | 2031-09-17      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Vale SA                                                                          | Vale SA                                                                         | CUSIP: 91912EAA3<br>LEI: 254900SMTWBX7RU2SR20 | Long             | DBT              | CORP              | BR        |    171000 | PA      | $173992.50    | 0.00%             | 2042-09-11      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| University of Virginia                                                           | UNIV OF VIRGINIA VA UNIV REVENUES                                               | CUSIP: 915217WX7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $45680.73     | 0.00%             | 2117-09-01      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076DE9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    320000 | PA      | $327672.34    | 0.01%             | 2034-06-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NEWMONT / NEWCREST FIN                                                           | Newmont Corp / Newcrest Finance Pty Ltd                                         | CUSIP: 65163LAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $83557.39     | 0.00%             | 2050-05-13      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QPA98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    228908 | PA      | $227550.33    | 0.01%             | 2052-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 31427NM63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    654241 | PA      | $660585.96    | 0.02%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS CO                                                                 | Genuine Parts Co                                                                | CUSIP: 372460AC9<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |     75000 | PA      | $66494.49     | 0.00%             | 2032-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                 | Deutsche Bank AG/New York NY                                                    | CUSIP: 25160PAM9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $204985.50    | 0.01%             | 2027-09-09      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| FOX CORP                                                                         | Fox Corp                                                                        | CUSIP: 35137LAJ4<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    175000 | PA      | $175666.00    | 0.00%             | 2039-01-25      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J92F7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    261675 | PA      | $251580.94    | 0.01%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DT6A3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    814005 | PA      | $822075.92    | 0.02%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UTAH ACQUISITION SUB                                                             | Utah Acquisition Sub Inc                                                        | CUSIP: 62854AAP9<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |     87000 | PA      | $72294.87     | 0.00%             | 2046-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| TAMPA ELECTRIC CO                                                                | Tampa Electric Co                                                               | CUSIP: 875127BN1<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50690.57     | 0.00%             | 2035-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GKJ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    362000 | PA      | $354535.90    | 0.01%             | 2028-02-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138Y64A9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12161 | PA      | $12166.97     | 0.00%             | 2042-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WRTB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17610 | PA      | $16186.01     | 0.00%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                | Eversource Energy                                                               | CUSIP: 30040WAQ1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     67000 | PA      | $65800.73     | 0.00%             | 2027-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust 2018-C43                                  | CUSIP: 95001LAX0<br>LEI: 549300RVQJTKIK3XGD11 | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $98328.49     | 0.00%             | 2051-03-15      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                     | CUSIP: 74340XCN9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     50000 | PA      | $50671.89     | 0.00%             | 2035-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GHV4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    251000 | PA      | $241762.55    | 0.01%             | 2030-07-23      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                      | Phillips 66 Co                                                                  | CUSIP: 718547AM4<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42784.32     | 0.00%             | 2045-02-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | Altria Group Inc                                                                | CUSIP: 02209SAV5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    100000 | PA      | $76652.11     | 0.00%             | 2046-09-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 75513ECR0<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    125000 | PA      | $129467.87    | 0.00%             | 2033-02-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U3T8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    300000 | PA      | $305712.47    | 0.01%             | 2029-04-23      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | Union Pacific Corp                                                              | CUSIP: 907818EQ7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    214000 | PA      | $189693.67    | 0.01%             | 2037-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179WXK9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2012147 | PA      | $1797671.76   | 0.05%             | 2052-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                                                   | AutoNation Inc                                                                  | CUSIP: 05329RAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $74952.52     | 0.00%             | 2032-03-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                                                           | Zimmer Biomet Holdings Inc                                                      | CUSIP: 98956PAH5<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |     87000 | PA      | $76237.64     | 0.00%             | 2045-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: —       |
| KENTUCKY UTILITIES CO                                                            | Kentucky Utilities Co                                                           | CUSIP: 491674BM8<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |     75000 | PA      | $52262.48     | 0.00%             | 2050-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 3622ACNP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    462022 | PA      | $469605.46    | 0.01%             | 2053-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                     | CUSIP: 03040WAV7<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     87000 | PA      | $71018.61     | 0.00%             | 2049-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                                                             | Duke Energy Ohio Inc                                                            | CUSIP: 26442EAL4<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24973.42     | 0.00%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE OKLAHOMA                                                          | Public Service Co of Oklahoma                                                   | CUSIP: 744533BQ2<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102845.63    | 0.00%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Non Gold Pool                                                       | CUSIP: 3128S5E34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1130 | PA      | $1170.33      | 0.00%             | 2040-09-01      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAH9<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    120000 | PA      | $128720.25    | 0.00%             | 2030-07-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                      | Exelon Corp                                                                     | CUSIP: 30161NBB6<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     53000 | PA      | $51957.30     | 0.00%             | 2027-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DQ7H3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    506774 | PA      | $526663.05    | 0.01%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WLCK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    126025 | PA      | $121189.09    | 0.00%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                               | CUSIP: 478160DK7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77805.76     | 0.00%             | 2032-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY PARTNERS LL                                                         | Viper Energy Partners LLC                                                       | CUSIP: 92764MAA2<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50372.83     | 0.00%             | 2030-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                               | Essex Portfolio LP                                                              | CUSIP: 29717PBA4<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |     25000 | PA      | $25964.17     | 0.00%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                                                     | NNN REIT Inc                                                                    | CUSIP: 637417AS5<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              |  | US        |     50000 | PA      | $52301.54     | 0.00%             | 2033-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CMN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6369000 | PA      | $6459310.45   | 0.18%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                 | CUSIP: 125523CS7<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     70000 | PA      | $73029.07     | 0.00%             | 2033-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NDL2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    149000 | PA      | $90963.28     | 0.00%             | 2051-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132CWC85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     52657 | PA      | $52118.93     | 0.00%             | 2034-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                            | CUSIP: 961214FW8<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    150000 | PA      | $154669.86    | 0.00%             | 2035-11-20      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6650000 | PA      | $6704031.25   | 0.19%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 86765BAM1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     87000 | PA      | $77064.02     | 0.00%             | 2043-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| YALE-NEW HAVEN HLTH SRVC                                                         | Yale-New Haven Health Services Corp                                             | CUSIP: 98459HAA0<br>LEI: 549300AVJD56IH6OKW11 | Long             | DBT              | CORP              | US        |     64000 | PA      | $37795.73     | 0.00%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 63743HFK3<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25406.50     | 0.00%             | 2026-11-13      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140FQTZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50716 | PA      | $47679.78     | 0.00%             | 2046-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | Pfizer Inc                                                                      | CUSIP: 717081ET6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    240000 | PA      | $236120.61    | 0.01%             | 2029-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KQPN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    499608 | PA      | $510365.84    | 0.01%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                     | CUSIP: 13645RAD6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     87000 | PA      | $98918.38     | 0.00%             | 2031-10-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                                   | Fannie Mae-Aces                                                                 | CUSIP: 3136B6XJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    744010 | PA      | $703534.54    | 0.02%             | 2029-08-25      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                                              | Peru Government International Bonds                                             | CUSIP: 715638DQ2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    214000 | PA      | $120054.00    | 0.00%             | 2060-12-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: —       |
| America Movil SAB de CV                                                          | America Movil SAB de CV                                                         | CUSIP: 02364WBH7<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    244000 | PA      | $237819.48    | 0.01%             | 2029-04-22      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308KR7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    125000 | PA      | $129520.47    | 0.00%             | 2034-05-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                                                                   | CUSIP: 13063A5G5<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    250000 | PA      | $302185.48    | 0.01%             | 2039-04-01      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179WQB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1694018 | PA      | $1513717.04   | 0.04%             | 2051-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172CV9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204336.85    | 0.01%             | 2027-11-17      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                          | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AU3<br>LEI: N/A                  | Long             | DBT              |  | US        |     50000 | PA      | $50373.00     | 0.00%             | 2054-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| GLAXOSMITHKLINE CAP INC                                                          | GlaxoSmithKline Capital Inc                                                     | CUSIP: 377372AB3<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |     87000 | PA      | $91899.59     | 0.00%             | 2034-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29273VAP5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102934.55    | 0.00%             | 2028-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                         | Caterpillar Financial Services Corp                                             | CUSIP: 14913UAU4<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153640.05    | 0.00%             | 2029-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14990000 | PA      | $14760465.63  | 0.41%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400GU1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    171000 | PA      | $153311.55    | 0.00%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                               | Royalty Pharma PLC                                                              | CUSIP: 78081BAV5<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     50000 | PA      | $50214.12     | 0.00%             | 2055-09-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| AVALONBAY COMMUNITIES                                                            | AvalonBay Communities Inc                                                       | CUSIP: 053484AC5<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |    104000 | PA      | $97246.99     | 0.00%             | 2028-12-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111GD9<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53823.14     | 0.00%             | 2052-11-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 75513ECA7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     87000 | PA      | $83803.33     | 0.00%             | 2040-10-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448DP0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     89000 | PA      | $68078.83     | 0.00%             | 2046-10-06      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                         | CUSIP: 06417XAP6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     60000 | PA      | $61429.11     | 0.00%             | 2030-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAZ3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49980.30     | 0.00%             | 2028-05-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 9128283W8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4242000 | PA      | $4157988.51   | 0.12%             | 2028-02-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | Union Electric Co                                                               | CUSIP: 906548CN0<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     71000 | PA      | $57042.09     | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138EPUP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24790 | PA      | $24676.34     | 0.00%             | 2045-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                      | MetLife Inc                                                                     | CUSIP: 59156RCC0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    110000 | PA      | $102788.61    | 0.00%             | 2052-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | Humana Inc                                                                      | CUSIP: 444859BX9<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92352.71     | 0.00%             | 2053-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                   | Air Lease Corp                                                                  | CUSIP: 00914AAU6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203613.06    | 0.01%             | 2028-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                           | Extra Space Storage LP                                                          | CUSIP: 30225VAK3<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |     25000 | PA      | $26064.38     | 0.00%             | 2030-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EVL0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    155000 | PA      | $135707.56    | 0.00%             | 2031-01-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: —       |
| PIEDMONT NATURAL GAS CO                                                          | Piedmont Natural Gas Co Inc                                                     | CUSIP: 720186AQ8<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41571.80     | 0.00%             | 2033-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL                                                          | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                         | CUSIP: 05723KAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    257000 | PA      | $207232.02    | 0.01%             | 2047-12-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111ES8<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    200000 | PA      | $221005.59    | 0.01%             | 2037-08-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KKLM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    833791 | PA      | $714133.59    | 0.02%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 36290TVJ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6214 | PA      | $6557.23      | 0.00%             | 2036-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Medtronic Inc                                                                    | Medtronic Inc                                                                   | CUSIP: 585055BU9<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |    200000 | PA      | $183741.82    | 0.01%             | 2045-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CMR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4851000 | PA      | $4916374.79   | 0.14%             | 2032-02-29      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                                            | AvalonBay Communities Inc                                                       | CUSIP: 05348EAZ2<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |     87000 | PA      | $69938.63     | 0.00%             | 2046-10-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                            | CUSIP: 961214EP4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    237000 | PA      | $212677.93    | 0.01%             | 2035-11-15      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QGLY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1718669 | PA      | $1404195.98   | 0.04%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810SK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3667000 | PA      | $2399306.66   | 0.07%             | 2049-11-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                               | CUSIP: 478160CQ5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    200000 | PA      | $176795.07    | 0.00%             | 2030-09-01      | Fixed         | 1.30%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 312945LK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16561 | PA      | $16597.19     | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| American Municipal Power Inc                                                     | AMERICAN MUNI PWR-OHIO INC OH REVENUE                                           | CUSIP: 02765UEK6<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |    100000 | PA      | $128308.49    | 0.00%             | 2050-02-15      | Fixed         | 8.08%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | Prudential Financial Inc                                                        | CUSIP: 744320AY8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     87000 | PA      | $69697.72     | 0.00%             | 2047-12-07      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                                              | Suzano Austria GmbH                                                             | CUSIP: 86964WAJ1<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    261000 | PA      | $246971.25    | 0.01%             | 2031-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Commonwealth Financing Authority                                                 | CMWLTH FING AUTH PA                                                             | CUSIP: 20281PNE8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    225000 | PA      | $171634.32    | 0.00%             | 2042-06-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: —       |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CCF0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50513.82     | 0.00%             | 2054-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBP1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100495.83    | 0.00%             | 2034-02-01      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                                                | General Mills Inc                                                               | CUSIP: 370334BJ2<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49869.98     | 0.00%             | 2040-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                               | Ford Motor Co                                                                   | CUSIP: 345370DB3<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204873.60    | 0.01%             | 2032-08-19      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                              | CUSIP: 756109BK9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |     87000 | PA      | $83460.62     | 0.00%             | 2029-12-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140FCXJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1816 | PA      | $1793.60      | 0.00%             | 2046-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216DZ0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146944.41    | 0.00%             | 2055-01-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                 | ERP Operating LP                                                                | CUSIP: 26884ABJ1<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    171000 | PA      | $168973.80    | 0.00%             | 2028-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MCCORMICK & CO                                                                   | McCormick & Co Inc/MD                                                           | CUSIP: 579780AS6<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |     71000 | PA      | $62152.57     | 0.00%             | 2031-02-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                                                                        | Mosaic Co/The                                                                   | CUSIP: 61945CAH6<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51531.45     | 0.00%             | 2028-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                       | Philippines Government International Bonds                                      | CUSIP: 718286BG1<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    250000 | PA      | $281375.00    | 0.01%             | 2034-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| TEXTRON INC                                                                      | Textron Inc                                                                     | CUSIP: 883203CC3<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90042.57     | 0.00%             | 2031-03-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179UQ70<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    469406 | PA      | $476186.46    | 0.01%             | 2049-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432PC3<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25478.65     | 0.00%             | 2034-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp                                                            | Oglethorpe Power Corp                                                           | CUSIP: 677050AN6<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |     41000 | PA      | $37282.00     | 0.00%             | 2048-10-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Chicago Transit Authority Sales & Transfer Tax Receipts Revenue                  | CHICAGO IL TRANSIT AUTH SALES & TRANSFER TAX RECPTS REVENUE                     | CUSIP: 167725AC4<br>LEI: 549300CB8XLRGIPN3E12 | Long             | DBT              | MUN               | US        |    164246 | PA      | $183270.47    | 0.01%             | 2040-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                                                       | Kenvue Inc                                                                      | CUSIP: 49177JAM4<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |     70000 | PA      | $67522.99     | 0.00%             | 2043-03-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| INGREDION INC                                                                    | Ingredion Inc                                                                   | CUSIP: 457187AD4<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | DBT              | CORP              | US        |     87000 | PA      | $64972.25     | 0.00%             | 2050-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418EAN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12536596 | PA      | $10601984.12  | 0.30%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bank5                                                                            | BANK5 2023-5YR4                                                                 | CUSIP: 06211FAV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    432807 | PA      | $456541.87    | 0.01%             | 2056-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                                                  | Deere & Co                                                                      | CUSIP: 244199BF1<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |     96000 | PA      | $83092.16     | 0.00%             | 2042-06-09      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                  | CUSIP: 61744YAL2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    246000 | PA      | $220031.58    | 0.01%             | 2038-07-22      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CCB9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     95000 | PA      | $95922.49     | 0.00%             | 2027-01-05      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | John Deere Capital Corp                                                         | CUSIP: 24422ETW9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24535.70     | 0.00%             | 2027-09-08      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                  | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    330000 | PA      | $331579.76    | 0.01%             | 2030-01-23      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                                            | AvalonBay Communities Inc                                                       | CUSIP: 053484AB7<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |    130000 | PA      | $113628.65    | 0.00%             | 2032-01-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: —       |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ACW3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197609.03    | 0.01%             | 2053-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X9FM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    307295 | PA      | $283712.75    | 0.01%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                | General Motors Co                                                               | CUSIP: 37045VBA7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51836.19     | 0.00%             | 2030-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140W0ZE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2165601 | PA      | $2101110.41   | 0.06%             | 2055-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                                                         | Aptiv Swiss Holdings Ltd                                                        | CUSIP: 00217GAC7<br>LEI: 254900HTTDFIJZ32GX53 | Long             | DBT              | CORP              | JE        |    137000 | PA      | $103616.08    | 0.00%             | 2052-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                             | CUSIP: 03027XCD0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     40000 | PA      | $41873.10     | 0.00%             | 2033-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                                                          | European Bank for Reconstruction & Development                                  | CUSIP: 29874QFA7<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |    400000 | PA      | $405265.31    | 0.01%             | 2029-01-25      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138EHBB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26286 | PA      | $26920.03     | 0.00%             | 2041-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29278NAE3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147831.09    | 0.00%             | 2048-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EVS5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    200000 | PA      | $177797.86    | 0.00%             | 2031-06-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NEB3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105971.40    | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER CO                                                         | Tucson Electric Power Co                                                        | CUSIP: 898813AU4<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |     87000 | PA      | $80241.81     | 0.00%             | 2032-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | Exelon Corp                                                                     | CUSIP: 30161NAX9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    171000 | PA      | $169148.70    | 0.00%             | 2030-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAJ3<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    400000 | PA      | $396545.20    | 0.01%             | 2028-09-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| Johnson & Johnson                                                                | Johnson & Johnson                                                               | CUSIP: 478160BV5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     87000 | PA      | $71571.57     | 0.00%             | 2046-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BA1<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    357000 | PA      | $352683.06    | 0.01%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                     | CUSIP: 931142FL2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45306.04     | 0.00%             | 2027-04-28      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140E26C0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11517 | PA      | $10995.88     | 0.00%             | 2045-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QF2E8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    239046 | PA      | $212022.68    | 0.01%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XB3V0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1570209 | PA      | $1345192.71   | 0.04%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SPIRE MISSOURI INC                                                               | Spire Missouri Inc                                                              | CUSIP: 84859DAD9<br>LEI: 06LJQCOVPRXOPDHFC707 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51391.90     | 0.00%             | 2034-08-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    240000 | PA      | $245576.38    | 0.01%             | 2028-04-22      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| PEPSICO SINGAPORE FIN                                                            | Pepsico Singapore Financing I Pte Ltd                                           | CUSIP: 713466AB6<br>LEI: 254900DOMTCMUFROFJ76 | Long             | DBT              | CORP              | SG        |     50000 | PA      | $50804.69     | 0.00%             | 2029-02-16      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                                          | Canadian Natural Resources Ltd                                                  | CUSIP: 136385BA8<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     87000 | PA      | $81515.69     | 0.00%             | 2030-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680BS1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70998.36     | 0.00%             | 2030-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                      | CUSIP: 91159HJK7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151659.34    | 0.00%             | 2029-02-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                     | GS Mortgage Securities Trust 2018-GS10                                          | CUSIP: 36250SAE9<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |    511000 | PA      | $502797.43    | 0.01%             | 2051-07-10      | Variable      | 4.16%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark 2019-B11 Mortgage Trust                                               | CUSIP: 08162BBD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    681000 | PA      | $656289.10    | 0.02%             | 2052-05-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280CL1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $191604.62    | 0.01%             | 2028-09-22      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076CD2<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    100000 | PA      | $72221.06     | 0.00%             | 2050-04-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448DN5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    171000 | PA      | $168579.34    | 0.00%             | 2026-10-06      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                                      | Ovintiv Inc                                                                     | CUSIP: 69047QAB8<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61794.49     | 0.00%             | 2028-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | Intel Corp                                                                      | CUSIP: 458140AX8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196772.46    | 0.01%             | 2027-05-11      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | Amgen Inc                                                                       | CUSIP: 031162BK5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     87000 | PA      | $84557.55     | 0.00%             | 2041-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QNWY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    634033 | PA      | $562788.35    | 0.02%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844CN6<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     78000 | PA      | $58211.89     | 0.00%             | 2053-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                                               | Province of Quebec Canada                                                       | CUSIP: 748148M91<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    400000 | PA      | $409156.82    | 0.01%             | 2029-04-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                       | Philippines Government International Bonds                                      | CUSIP: 718286CB1<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    397000 | PA      | $332686.00    | 0.01%             | 2042-02-02      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                                            | PACCAR Financial Corp                                                           | CUSIP: 69371RT55<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40310.04     | 0.00%             | 2026-11-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                            | CUSIP: 693475AT2<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24672.20     | 0.00%             | 2027-05-19      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KMXU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1384471 | PA      | $1130647.06   | 0.03%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                             | CUSIP: 03027XCC2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     40000 | PA      | $41138.41     | 0.00%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                               | BMO 2024-5C6 Mortgage Trust                                                     | CUSIP: 05593QAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    125000 | PA      | $125281.46    | 0.00%             | 2057-09-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                     | Centene Corp                                                                    | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    350000 | PA      | $301494.90    | 0.01%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp                                                                 | FirstEnergy Corp                                                                | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149080.08    | 0.00%             | 2027-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| MDC HOLDINGS INC                                                                 | MDC Holdings Inc                                                                | CUSIP: 552676AU2<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |     70000 | PA      | $61770.39     | 0.00%             | 2031-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                  | CUSIP: 10373QBM1<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     90000 | PA      | $80170.62     | 0.00%             | 2030-08-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                                 | Ryder System Inc                                                                | CUSIP: 78355HLA5<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40619.56     | 0.00%             | 2027-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 969457CK4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206207.82    | 0.01%             | 2028-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133BJAB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     45374 | PA      | $44205.72     | 0.00%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804GS7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74322.29     | 0.00%             | 2054-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                                                         | Interstate Power and Light Co                                                   | CUSIP: 461070AX2<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51946.84     | 0.00%             | 2035-06-29      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JBR4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     86000 | PA      | $58199.47     | 0.00%             | 2049-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                                                           | Mid-America Apartments LP                                                       | CUSIP: 59523UAQ0<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |     87000 | PA      | $86346.82     | 0.00%             | 2029-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CBZ7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     75000 | PA      | $79662.12     | 0.00%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89114TZV7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    213000 | PA      | $197775.69    | 0.01%             | 2032-03-10      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                          | American Electric Power Co Inc                                                  | CUSIP: 025537AN1<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     75000 | PA      | $68639.80     | 0.00%             | 2030-03-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    490000 | PA      | $514696.54    | 0.01%             | 2034-07-25      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PAN6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    200000 | PA      | $161254.69    | 0.00%             | 2049-01-23      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                       | TELUS Corp                                                                      | CUSIP: 87971MBF9<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $99135.23     | 0.00%             | 2027-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140GYJ26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    381294 | PA      | $356526.14    | 0.01%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138AQAW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3928 | PA      | $3819.81      | 0.00%             | 2041-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| THE CAMPBELLS COMPANY                                                            | Campbell's Company/The                                                          | CUSIP: 134429BN8<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51342.33     | 0.00%             | 2029-03-21      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                                              | Quanta Services Inc                                                             | CUSIP: 74762EAL6<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51260.10     | 0.00%             | 2034-08-09      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Carlisle Cos Inc                                                                 | Carlisle Cos Inc                                                                | CUSIP: 142339AH3<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99230.41     | 0.00%             | 2027-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                           | ConocoPhillips Co                                                               | CUSIP: 20826FBE5<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    160000 | PA      | $152522.39    | 0.00%             | 2053-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| SUZANO AUSTRIA GMBH                                                              | Suzano Austria GmbH                                                             | CUSIP: 86964WAF9<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    200000 | PA      | $207284.00    | 0.01%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RPM International Inc                                                            | RPM International Inc                                                           | CUSIP: 749685AU7<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |     87000 | PA      | $83880.93     | 0.00%             | 2045-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                     | CUSIP: 13648TAC1<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     63000 | PA      | $59821.73     | 0.00%             | 2029-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                   | Morgan Stanley Capital I Trust 2018-H3                                          | CUSIP: 61767YAY6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    383614 | PA      | $379168.59    | 0.01%             | 2051-07-15      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                            | Uber Technologies Inc                                                           | CUSIP: 90353TAN0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200578.80    | 0.01%             | 2030-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ERX39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     89151 | PA      | $80842.01     | 0.00%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MAREX GROUP PLC                                                                  | Marex Group PLC                                                                 | CUSIP: 566539AB8<br>LEI: 549300DWX0SVICJAL507 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $101451.47    | 0.00%             | 2028-05-08      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                                                         | Targa Resources Partners LP / Targa Resources Partners Finance Corp             | CUSIP: 87612BBN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     71000 | PA      | $72326.57     | 0.00%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| EASTERN ENERGY GAS                                                               | Eastern Energy Gas Holdings LLC                                                 | CUSIP: 27636AAA0<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73890.28     | 0.00%             | 2054-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| RADIAN GROUP INC                                                                 | Radian Group Inc                                                                | CUSIP: 750236AW1<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50138.34     | 0.00%             | 2027-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J6E94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    193310 | PA      | $181363.95    | 0.01%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | Commonwealth Edison Co                                                          | CUSIP: 202795JF8<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     87000 | PA      | $68902.49     | 0.00%             | 2045-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U3J0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    425000 | PA      | $437706.76    | 0.01%             | 2030-01-23      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172CZ0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    175000 | PA      | $178148.23    | 0.00%             | 2028-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                | CUSIP: 22822VAN1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     25000 | PA      | $23781.50     | 0.00%             | 2029-11-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                                  | Israel Government International Bond                                            | CUSIP: 46514BRM1<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    200000 | PA      | $189308.00    | 0.01%             | 2054-03-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                            | CUSIP: 94106LBW8<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76713.59     | 0.00%             | 2034-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 3618N5GR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    311074 | PA      | $319571.68    | 0.01%             | 2055-02-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                       | Fiserv Inc                                                                      | CUSIP: 337738BM9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50723.98     | 0.00%             | 2030-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752AH6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     80000 | PA      | $68389.13     | 0.00%             | 2048-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                                         | African Development Bank                                                        | CUSIP: 00828EER6<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |    600000 | PA      | $609572.00    | 0.02%             | 2028-03-14      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ORIX CORP                                                                        | ORIX Corp                                                                       | CUSIP: 686329AB9<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |     50000 | PA      | $51584.38     | 0.00%             | 2035-02-25      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| HCA Inc                                                                          | HCA Inc                                                                         | CUSIP: 404119BV0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    171000 | PA      | $163127.20    | 0.00%             | 2047-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31419LZM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16117 | PA      | $16136.44     | 0.00%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138EP5N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15956 | PA      | $15810.33     | 0.00%             | 2030-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738ECG8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $215155.77    | 0.01%             | 2034-05-09      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YBM6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    195000 | PA      | $183234.47    | 0.01%             | 2053-05-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| ARTHUR J GALLAGHER & CO                                                          | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAH2<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    300000 | PA      | $310670.62    | 0.01%             | 2034-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                              | CUSIP: 756109AX2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    116000 | PA      | $109805.68    | 0.00%             | 2031-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QCB0<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     71000 | PA      | $66260.77     | 0.00%             | 2030-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| PRES & FELLOWS OF HARVAR                                                         | President and Fellows of Harvard College                                        | CUSIP: 740816AN3<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |    121000 | PA      | $84417.85     | 0.00%             | 2056-07-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Q8KB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    726383 | PA      | $673702.40    | 0.02%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PRES & FELLOWS OF HARVAR                                                         | President and Fellows of Harvard College                                        | CUSIP: 740816AP8<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |     71000 | PA      | $43747.06     | 0.00%             | 2050-10-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                       | Philippines Government International Bonds                                      | CUSIP: 718286DA2<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    200000 | PA      | $209600.00    | 0.01%             | 2034-05-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CONSOLIDATED                                                           | Coca-Cola Consolidated Inc                                                      | CUSIP: 191098AM4<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51678.87     | 0.00%             | 2029-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                         | CUSIP: 06418GAU1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $49890.30     | 0.00%             | 2028-09-15      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 31427MYU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    720041 | PA      | $731361.42    | 0.02%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BRUNSWICK CORP                                                                   | Brunswick Corp/DE                                                               | CUSIP: 117043AV1<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |     71000 | PA      | $56926.30     | 0.00%             | 2052-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CGH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $3989375.00   | 0.11%             | 2028-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UDR INC                                                                          | UDR Inc                                                                         | CUSIP: 90265EAR1<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              |  | US        |     87000 | PA      | $80320.25     | 0.00%             | 2031-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                           | CUSIP: 91087BAN0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    400000 | PA      | $253200.00    | 0.01%             | 2061-05-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ2M1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    332448 | PA      | $310631.20    | 0.01%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                           | Marvell Technology Inc                                                          | CUSIP: 573874AS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $51546.65     | 0.00%             | 2035-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| Ford Motor Credit Co LLC                                                         | Ford Motor Credit Co LLC                                                        | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198516.61    | 0.01%             | 2029-05-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                       | CUSIP: 911312CF1<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73919.63     | 0.00%             | 2064-05-22      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    427000 | PA      | $411496.69    | 0.01%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                                                           | CNH Industrial Capital LLC                                                      | CUSIP: 12592BAS3<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51197.99     | 0.00%             | 2029-04-20      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| WAKEMED                                                                          | WakeMed                                                                         | CUSIP: 931108AA2<br>LEI: 549300RAN6BZ6UMO7Z44 | Long             | DBT              | CORP              | US        |     66000 | PA      | $45393.43     | 0.00%             | 2052-10-01      | Fixed         | 3.29%                 | No            |                  2 | On Loan: —       |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 63743HFG2<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    125000 | PA      | $127313.66    | 0.00%             | 2028-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    250000 | PA      | $278162.65    | 0.01%             | 2052-11-09      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DV5Y7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    439404 | PA      | $405124.82    | 0.01%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448FF0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     87000 | PA      | $63298.00     | 0.00%             | 2041-10-21      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                | CUSIP: 05526DCD5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78421.96     | 0.00%             | 2055-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MDQ0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    100000 | PA      | $104849.96    | 0.00%             | 2044-07-09      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                | CUSIP: 05526DBK0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85102.50     | 0.00%             | 2049-09-06      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457CK2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101565.96    | 0.00%             | 2029-02-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CBP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6876000 | PA      | $6483853.13   | 0.18%             | 2028-02-29      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                            | Republic Services Inc                                                           | CUSIP: 760759AX8<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    153000 | PA      | $132537.41    | 0.00%             | 2031-02-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust 2019-C49                                  | CUSIP: 95001WBB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    655000 | PA      | $647641.21    | 0.02%             | 2052-03-15      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XFK7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52290.06     | 0.00%             | 2035-07-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Eaton Corp                                                                       | Eaton Corp                                                                      | CUSIP: 278062AG9<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    118000 | PA      | $116456.35    | 0.00%             | 2027-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                      | Exelon Corp                                                                     | CUSIP: 30161NBE0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    200000 | PA      | $186836.50    | 0.01%             | 2032-03-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810RV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3055000 | PA      | $2332778.91   | 0.07%             | 2047-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    487000 | PA      | $453336.08    | 0.01%             | 2033-03-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967PU9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    315000 | PA      | $329989.25    | 0.01%             | 2036-01-24      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 312936NA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9789 | PA      | $9857.69      | 0.00%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810RD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4262000 | PA      | $3773701.34   | 0.11%             | 2043-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER CO                                                                | Southern Power Co                                                               | CUSIP: 843646AX8<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49698.50     | 0.00%             | 2030-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Darden Restaurants Inc                                                           | Darden Restaurants Inc                                                          | CUSIP: 237194AL9<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99523.52     | 0.00%             | 2027-05-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 36180HVD7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7094 | PA      | $6631.80      | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                                  | San Diego Gas & Electric Co                                                     | CUSIP: 797440CD4<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     95000 | PA      | $91314.68     | 0.00%             | 2053-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 31329QYG0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    565230 | PA      | $528351.48    | 0.01%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                            | CUSIP: 78016FZU1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $103975.77    | 0.00%             | 2027-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                                                   | AutoNation Inc                                                                  | CUSIP: 05329WAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     74000 | PA      | $69410.42     | 0.00%             | 2028-08-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KK3U1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1353734 | PA      | $1152014.02   | 0.03%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                   | Starbucks Corp                                                                  | CUSIP: 855244AR0<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     87000 | PA      | $86850.62     | 0.00%             | 2028-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                                            | Waste Connections Inc                                                           | CUSIP: 94106BAE1<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |     73000 | PA      | $67596.49     | 0.00%             | 2032-06-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308HL4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     74000 | PA      | $59369.40     | 0.00%             | 2045-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                                                          | Piedmont Natural Gas Co Inc                                                     | CUSIP: 720186AM7<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |     71000 | PA      | $49051.95     | 0.00%             | 2050-06-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: —       |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PAJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    321000 | PA      | $289020.07    | 0.01%             | 2038-07-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                 | CUSIP: 125523CW8<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196671.30    | 0.01%             | 2054-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| America Movil SAB de CV                                                          | America Movil SAB de CV                                                         | CUSIP: 02364WAW5<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    300000 | PA      | $321459.00    | 0.01%             | 2040-03-30      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                | Eversource Energy                                                               | CUSIP: 30040WAU2<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    115000 | PA      | $116601.55    | 0.00%             | 2033-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Koninklijke Philips NV                                                           | Koninklijke Philips NV                                                          | CUSIP: 500472AE5<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | DBT              | CORP              | NL        |     87000 | PA      | $81766.73     | 0.00%             | 2042-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | Comcast Corp                                                                    | CUSIP: 20030NBE0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90749.73     | 0.00%             | 2042-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810QW1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    476000 | PA      | $386173.59    | 0.01%             | 2042-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119CS6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    150000 | PA      | $128360.51    | 0.00%             | 2042-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                                         | TotalEnergies Capital SA                                                        | CUSIP: 89157XAF8<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    175000 | PA      | $168500.78    | 0.00%             | 2064-09-10      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140HAFM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     77505 | PA      | $76557.91     | 0.00%             | 2048-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MAGNA INTERNATIONAL INC                                                          | Magna International Inc                                                         | CUSIP: 559222BA1<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |    225000 | PA      | $230416.74    | 0.01%             | 2029-03-14      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| TAKEDA PHARMACEUTICAL                                                            | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 874060BK1<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $205957.89    | 0.01%             | 2034-07-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400HT3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     40000 | PA      | $42155.39     | 0.00%             | 2032-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy Inc                                                           | Puget Sound Energy Inc                                                          | CUSIP: 745332CH7<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |     87000 | PA      | $71315.24     | 0.00%             | 2048-06-15      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                                         | African Development Bank                                                        | CUSIP: 00828EEZ8<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $1004600.97   | 0.03%             | 2027-02-25      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DQA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    247482 | PA      | $219966.42    | 0.01%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                     | ING Groep NV                                                                    | CUSIP: 456837BM4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $207770.60    | 0.01%             | 2035-03-19      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ERJH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23228 | PA      | $20998.85     | 0.00%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                  | DTE Electric Co                                                                 | CUSIP: 23338VAG1<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     70000 | PA      | $54445.40     | 0.00%             | 2047-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                                          | Jefferies Financial Group Inc                                                   | CUSIP: 47233WBM0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    120000 | PA      | $124939.16    | 0.00%             | 2028-07-21      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J8DM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    293416 | PA      | $254456.74    | 0.01%             | 2047-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XDUC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2284584 | PA      | $1868868.85   | 0.05%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JCD4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     74000 | PA      | $45441.24     | 0.00%             | 2051-11-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                                                      | Bell Telephone Co of Canada or Bell Canada                                      | CUSIP: 0778FPAG4<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |     87000 | PA      | $74812.51     | 0.00%             | 2032-02-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CXT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29445 | PA      | $28956.99     | 0.00%             | 2038-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Highwoods Realty LP                                                              | Highwoods Realty LP                                                             | CUSIP: 431282AQ5<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |     87000 | PA      | $86034.27     | 0.00%             | 2028-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XQT80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    724227 | PA      | $752054.96    | 0.02%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661EA1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    171000 | PA      | $156057.38    | 0.00%             | 2031-04-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X8WQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    722521 | PA      | $591938.81    | 0.02%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                      | Exelon Corp                                                                     | CUSIP: 30161NBL4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97758.45     | 0.00%             | 2053-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                       | 3M Co                                                                           | CUSIP: 88579YBD2<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    150000 | PA      | $121480.17    | 0.00%             | 2048-09-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| BUNGE LTD FINANCE CORP                                                           | Bunge Ltd Finance Corp                                                          | CUSIP: 120568BN9<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93653.89     | 0.00%             | 2031-04-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                  | CUSIP: 594918CS1<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     69000 | PA      | $61140.34     | 0.00%             | 2030-09-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X8H26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    112693 | PA      | $108962.48    | 0.00%             | 2035-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CEC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6395000 | PA      | $6237373.23   | 0.17%             | 2027-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GMW6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    300000 | PA      | $312763.26    | 0.01%             | 2036-05-09      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                                                | Healthpeak OP LLC                                                               | CUSIP: 42250PAD5<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |     75000 | PA      | $70227.52     | 0.00%             | 2028-12-01      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    473000 | PA      | $472902.24    | 0.01%             | 2033-04-27      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                     | CUSIP: 438516CT1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    225000 | PA      | $216566.51    | 0.01%             | 2054-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                                 | Berry Global Inc                                                                | CUSIP: 08576PAF8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |     87000 | PA      | $84276.52     | 0.00%             | 2027-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                  | CUSIP: 10373QCA6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    265000 | PA      | $273714.01    | 0.01%             | 2034-11-17      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YEU5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    220000 | PA      | $223386.68    | 0.01%             | 2033-07-20      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAB1<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    345000 | PA      | $341909.83    | 0.01%             | 2027-07-21      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                             | Boston Properties LP                                                            | CUSIP: 10112RBH6<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |     75000 | PA      | $80885.87     | 0.00%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                              | Fifth Third Bancorp                                                             | CUSIP: 316773DL1<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    200000 | PA      | $209670.10    | 0.01%             | 2032-01-29      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PCD6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    392000 | PA      | $305753.89    | 0.01%             | 2042-04-22      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457CH9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92297.54     | 0.00%             | 2063-02-27      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XFB7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51215.91     | 0.00%             | 2030-01-07      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | Alabama Power Co                                                                | CUSIP: 010392FM5<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     87000 | PA      | $69108.47     | 0.00%             | 2045-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                                                 | Ventas Realty LP                                                                | CUSIP: 92277GAX5<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |     25000 | PA      | $26032.03     | 0.00%             | 2034-07-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                                                    | McKesson Corp                                                                   | CUSIP: 581557BW4<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76283.00     | 0.00%             | 2030-05-30      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VBW2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    192000 | PA      | $156621.50    | 0.00%             | 2050-01-31      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PacifiCorp                                                                      | CUSIP: 695114CV8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     87000 | PA      | $67675.76     | 0.00%             | 2050-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                    | CUSIP: 29250NCA1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $50756.15     | 0.00%             | 2027-04-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133BTHE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    301751 | PA      | $315266.02    | 0.01%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                                                | Store Capital LLC                                                               | CUSIP: 862121AD2<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              |  | US        |     87000 | PA      | $76163.04     | 0.00%             | 2031-12-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                     | CUSIP: 13645RAX2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     87000 | PA      | $89755.76     | 0.00%             | 2115-09-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                           | Santander Drive Auto Receivables Trust 2024-1                                   | CUSIP: 80288AAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    210000 | PA      | $211182.76    | 0.01%             | 2028-12-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| GEORGE WASHINGTON UNIVER                                                         | George Washington University/The                                                | CUSIP: 372546AU5<br>LEI: 5493002S4P5IVD462L47 | Long             | DBT              | CORP              | US        |     74000 | PA      | $68702.40     | 0.00%             | 2045-09-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CGM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11000000 | PA      | $10679023.41  | 0.30%             | 2033-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | Gilead Sciences Inc                                                             | CUSIP: 375558BT9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    200000 | PA      | $129139.31    | 0.00%             | 2050-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                                           | Mondelez International Inc                                                      | CUSIP: 609207BF1<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100457.53    | 0.00%             | 2028-05-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                          | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550BH8<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     87000 | PA      | $92925.83     | 0.00%             | 2041-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WE3W7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    116354 | PA      | $109386.33    | 0.00%             | 2045-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                            | Mexico Government International Bond                                            | CUSIP: 91087BBE9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    400000 | PA      | $414400.00    | 0.01%             | 2032-07-02      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | Cooperatieve Rabobank UA                                                        | CUSIP: 21685WCJ4<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    176000 | PA      | $177119.60    | 0.00%             | 2041-05-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                             | Boston Properties LP                                                            | CUSIP: 10112RBF0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    100000 | PA      | $81817.46     | 0.00%             | 2033-10-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| LINEAGE OP LP                                                                    | Lineage OP LP                                                                   | CUSIP: 53567YAA7<br>LEI: 254900CSRDL1G4SRQE89 | Long             | DBT              |  | US        |     50000 | PA      | $50682.06     | 0.00%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X4Z33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    353795 | PA      | $344140.92    | 0.01%             | 2033-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                               | VICI Properties LP                                                              | CUSIP: 925650AG8<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |    100000 | PA      | $101334.37    | 0.00%             | 2054-04-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DX3<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     71000 | PA      | $52049.10     | 0.00%             | 2062-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                  | CUSIP: 10373QBS8<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    287000 | PA      | $186774.94    | 0.01%             | 2052-03-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     87000 | PA      | $62661.39     | 0.00%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830BT5<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    140000 | PA      | $113242.38    | 0.00%             | 2062-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                           | Motorola Solutions Inc                                                          | CUSIP: 620076BY4<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25598.26     | 0.00%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                          | CUSIP: 045167GL1<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    440000 | PA      | $446485.01    | 0.01%             | 2030-05-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                                                 | Progressive Corp/The                                                            | CUSIP: 743315AP8<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     74000 | PA      | $65046.75     | 0.00%             | 2044-04-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                                | Brown & Brown Inc                                                               | CUSIP: 115236AE1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96485.78     | 0.00%             | 2032-03-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                         | CUSIP: 55336VBU3<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    340000 | PA      | $341077.13    | 0.01%             | 2032-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                             | CUSIP: 25746UDV8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    125000 | PA      | $129366.00    | 0.00%             | 2055-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                             | Las Vegas Sands Corp                                                            | CUSIP: 517834AF4<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72550.33     | 0.00%             | 2029-08-08      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| SABRA HEALTH CARE LP                                                             | Sabra Health Care LP                                                            | CUSIP: 78574MAA1<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              |  | US        |     87000 | PA      | $78998.17     | 0.00%             | 2031-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| PHILLIPS EDISON GROCERY                                                          | Phillips Edison Grocery Center Operating Partnership I LP                       | CUSIP: 71845JAD0<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              |  | US        |     25000 | PA      | $25550.38     | 0.00%             | 2032-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | Gilead Sciences Inc                                                             | CUSIP: 375558CA9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    105000 | PA      | $105989.32    | 0.00%             | 2053-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                                                            | Jackson Financial Inc                                                           | CUSIP: 46817MAL1<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |    171000 | PA      | $154399.40    | 0.00%             | 2031-11-23      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U2D4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    371000 | PA      | $370841.33    | 0.01%             | 2029-01-24      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J9GM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    734598 | PA      | $682595.36    | 0.02%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                                               | Steel Dynamics Inc                                                              | CUSIP: 858119BT6<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40782.81     | 0.00%             | 2055-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                                                              | Emerson Electric Co                                                             | CUSIP: 291011BQ6<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |     87000 | PA      | $81849.61     | 0.00%             | 2028-12-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3142GQSU7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    468186 | PA      | $485401.55    | 0.01%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CHILDREN'S HEATH SYS TX                                                          | Children's Health System of Texas                                               | CUSIP: 16876HAB5<br>LEI: 254900FK4IY1J5YO2L69 | Long             | DBT              | CORP              | US        |     71000 | PA      | $42225.75     | 0.00%             | 2050-08-15      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    320000 | PA      | $328260.92    | 0.01%             | 2030-02-13      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EUU1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98269.81     | 0.00%             | 2029-03-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804GL2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97634.68     | 0.00%             | 2053-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RMZ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    180000 | PA      | $186574.37    | 0.01%             | 2056-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                                                   | Phillips 66 Co                                                                  | CUSIP: 718547AU6<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77813.02     | 0.00%             | 2031-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| State Board of Administration Finance Corp                                       | FLORIDA ST BRD OF ADMIN FIN CORP REVENUE                                        | CUSIP: 341271AH7<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |    100000 | PA      | $104162.27    | 0.00%             | 2034-07-01      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                                              | Peru Government International Bonds                                             | CUSIP: 715638DU3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    388000 | PA      | $336590.00    | 0.01%             | 2034-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY SOUTH                                                            | Dominion Energy South Carolina Inc                                              | CUSIP: 837004CE8<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    121000 | PA      | $122832.61    | 0.00%             | 2041-02-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                            | CUSIP: 94106LBP3<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    171000 | PA      | $148174.55    | 0.00%             | 2031-03-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DHD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    547280 | PA      | $520124.05    | 0.01%             | 2034-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX Corp                                                                        | CUSIP: 126408HH9<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    341000 | PA      | $336784.68    | 0.01%             | 2027-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687DZ6<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     62000 | PA      | $69952.75     | 0.00%             | 2034-12-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140F5AD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41483 | PA      | $37488.55     | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                      | Exelon Corp                                                                     | CUSIP: 30161NBS9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152602.68    | 0.00%             | 2055-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| COUNCIL OF EUROPE                                                                | Council Of Europe Development Bank                                              | CUSIP: 222213BG4<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | XX        |     50000 | PA      | $51429.55     | 0.00%             | 2030-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                              | CUSIP: 05964HBK0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $214919.06    | 0.01%             | 2035-01-17      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MFKV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    108600 | PA      | $104656.32    | 0.00%             | 2033-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNOLOGIES INC                                                         | Agilent Technologies Inc                                                        | CUSIP: 00846UAR2<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49833.37     | 0.00%             | 2034-09-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                               | CUSIP: 478160DG6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75850.49     | 0.00%             | 2027-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31335BPG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    193102 | PA      | $177685.02    | 0.00%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680CW1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47406.04     | 0.00%             | 2044-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                                         | Omega Healthcare Investors Inc                                                  | CUSIP: 681936BM1<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |    100000 | PA      | $92796.38     | 0.00%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38148LAF3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    232000 | PA      | $218940.14    | 0.01%             | 2045-05-22      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| REGENERON PHARMACEUTICAL                                                         | Regeneron Pharmaceuticals Inc                                                   | CUSIP: 75886FAF4<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |     94000 | PA      | $58454.61     | 0.00%             | 2050-09-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: —       |
| ARES CAPITAL CORP                                                                | Ares Capital Corp                                                               | CUSIP: 04010LBG7<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206631.62    | 0.01%             | 2029-07-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418EKK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    163795 | PA      | $161249.36    | 0.00%             | 2037-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS Health Corp                                                                 | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    627000 | PA      | $587647.78    | 0.02%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | Meta Platforms Inc                                                              | CUSIP: 30303M8T2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101967.02    | 0.00%             | 2031-08-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172CP2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91130.44     | 0.00%             | 2030-05-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418VWW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2570 | PA      | $2631.60      | 0.00%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                                              | Moody's Corp                                                                    | CUSIP: 615369AV7<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     63000 | PA      | $45509.20     | 0.00%             | 2041-08-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | General Motors Co                                                               | CUSIP: 37045VAQ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     75000 | PA      | $68386.72     | 0.00%             | 2048-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                                                       | Intuit Inc                                                                      | CUSIP: 46124HAH9<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |    175000 | PA      | $176275.67    | 0.00%             | 2053-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| ALBEMARLE CORP                                                                   | Albemarle Corp                                                                  | CUSIP: 012653AE1<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74045.09     | 0.00%             | 2032-06-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| American Tower Corp                                                              | American Tower Corp                                                             | CUSIP: 03027XAR1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    100000 | PA      | $98773.02     | 0.00%             | 2028-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JCM4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45549.44     | 0.00%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                                      | Citibank NA                                                                     | CUSIP: 17325FBP2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256858.01    | 0.01%             | 2030-05-29      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8143000 | PA      | $4770652.93   | 0.13%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418D3H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    793698 | PA      | $673234.33    | 0.02%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QGLT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1636782 | PA      | $1342243.27   | 0.04%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                       | FedEx Corp                                                                      | CUSIP: 31428XCE4<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    147000 | PA      | $109927.04    | 0.00%             | 2041-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DICK'S SPORTING GOODS                                                            | Dick's Sporting Goods Inc                                                       | CUSIP: 253393AG7<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |     70000 | PA      | $52116.36     | 0.00%             | 2052-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                             | CUSIP: 260543DL4<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49711.60     | 0.00%             | 2035-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                      | CUSIP: 14040HDG7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    135000 | PA      | $139758.88    | 0.00%             | 2030-07-26      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PEL2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $175859.88    | 0.00%             | 2062-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89115KAB6<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $76638.07     | 0.00%             | 2030-06-03      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FCW9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44923.24     | 0.00%             | 2030-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PacifiCorp                                                                      | CUSIP: 695114CZ9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92204.93     | 0.00%             | 2053-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                               | Ford Motor Co                                                                   | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    300000 | PA      | $262492.10    | 0.01%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                         | BHP Billiton Finance USA Ltd                                                    | CUSIP: 055451BN7<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     25000 | PA      | $25372.47     | 0.00%             | 2036-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| SOUTHERN CALIF GAS CO                                                            | Southern California Gas Co                                                      | CUSIP: 842434CW0<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    110000 | PA      | $108350.23    | 0.00%             | 2027-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| TRACTOR SUPPLY CO                                                                | Tractor Supply Co                                                               | CUSIP: 892356AB2<br>LEI: 549300OJ9VZHZRO6I137 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20621.96     | 0.00%             | 2033-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| TRAVELERS COS INC                                                                | Travelers Cos Inc/The                                                           | CUSIP: 89417EAH2<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204021.77    | 0.01%             | 2040-11-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO                                                                  | Weyerhaeuser Co                                                                 | CUSIP: 962166CB8<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              |  | US        |     55000 | PA      | $42727.71     | 0.00%             | 2052-03-09      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| SUZANO AUSTRIA GMBH                                                              | Suzano Austria GmbH                                                             | CUSIP: 86964WAL6<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    100000 | PA      | $94105.00     | 0.00%             | 2028-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL HEALTH INVESTOR                                                         | National Health Investors Inc                                                   | CUSIP: 63633DAG9<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | DBT              |  | US        |     50000 | PA      | $49595.76     | 0.00%             | 2033-02-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                                            | AvalonBay Communities Inc                                                       | CUSIP: 053484AG6<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |     50000 | PA      | $50403.17     | 0.00%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Progress Energy Inc                                                              | Progress Energy Inc                                                             | CUSIP: 743263AE5<br>LEI: 549300FBMTW0JYWMNB26 | Long             | DBT              | CORP              | US        |     50000 | PA      | $57628.94     | 0.00%             | 2031-03-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844CU0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     75000 | PA      | $79229.26     | 0.00%             | 2064-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                | Eversource Energy                                                               | CUSIP: 30040WAR9<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50282.25     | 0.00%             | 2027-07-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                              | CUSIP: 756109CF9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |     50000 | PA      | $50948.76     | 0.00%             | 2029-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                         | Occidental Petroleum Corp                                                       | CUSIP: 674599EH4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90942.30     | 0.00%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457CR7<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    195000 | PA      | $195730.71    | 0.01%             | 2034-08-14      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89116CQJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    120000 | PA      | $121462.23    | 0.00%             | 2034-09-10      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MFU3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51065.11     | 0.00%             | 2028-08-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SENTARA HEALTHCARE                                                               | Sentara Health                                                                  | CUSIP: 81728XAA6<br>LEI: 5493002B0YWN6UH30V71 | Long             | DBT              | CORP              | US        |     71000 | PA      | $45353.57     | 0.00%             | 2051-11-01      | Fixed         | 2.93%                 | No            |                  2 | On Loan: —       |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844CD8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     59000 | PA      | $42517.51     | 0.00%             | 2049-11-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XBC1<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29379.47     | 0.00%             | 2053-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PDZ2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    221000 | PA      | $142470.67    | 0.00%             | 2050-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133ALJP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    443972 | PA      | $362730.48    | 0.01%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                              | CUSIP: 756109BP8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |     90000 | PA      | $95384.20     | 0.00%             | 2032-10-13      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CEDARS-SINAI HEALTH SYS                                                          | Cedars-Sinai Health System                                                      | CUSIP: 15073LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $62662.71     | 0.00%             | 2031-08-15      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                                                          | Blackstone Secured Lending Fund                                                 | CUSIP: 09261XAK8<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25175.37     | 0.00%             | 2030-06-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179MNH9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    141346 | PA      | $134156.47    | 0.00%             | 2042-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| South Carolina Public Service Authority                                          | SOUTH CAROLINA ST PUBLIC SVC AUTH REVENUE                                       | CUSIP: 837151AA7<br>LEI: EMBXY64GWKA9MZGFUD26 | Long             | DBT              | MUN               | US        |     74000 | PA      | $80835.43     | 0.00%             | 2050-01-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179UWA6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    183926 | PA      | $181021.90    | 0.01%             | 2049-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                                      | Phillips 66                                                                     | CUSIP: 718546AL8<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    214000 | PA      | $190935.83    | 0.01%             | 2044-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                                                          | Essential Utilities Inc                                                         | CUSIP: 29670GAE2<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    171000 | PA      | $116520.23    | 0.00%             | 2050-04-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                                                          | Principal Financial Group Inc                                                   | CUSIP: 74251VAM4<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    171000 | PA      | $169049.84    | 0.00%             | 2026-11-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                                  | Caterpillar Inc                                                                 | CUSIP: 149123CB5<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    200000 | PA      | $168930.43    | 0.00%             | 2042-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                               | VICI Properties LP                                                              | CUSIP: 925650AE3<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |    111000 | PA      | $105832.87    | 0.00%             | 2052-05-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132WNJK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13251 | PA      | $13135.23     | 0.00%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                            | CUSIP: 961214FC2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    150000 | PA      | $150605.56    | 0.00%             | 2027-08-26      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ER5K2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    137012 | PA      | $129249.94    | 0.00%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | Lloyds Banking Group PLC                                                        | CUSIP: 53944YBC6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $203561.45    | 0.01%             | 2028-11-26      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Boardwalk Pipelines LP                                                           | Boardwalk Pipelines LP                                                          | CUSIP: 096630AF5<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50101.75     | 0.00%             | 2027-07-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                                          | Landwirtschaftliche Rentenbank                                                  | CUSIP: 515110CD4<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $201031.22    | 0.01%             | 2028-06-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179TSF3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    105852 | PA      | $95648.50     | 0.00%             | 2048-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132QQTX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13657 | PA      | $13230.68     | 0.00%             | 2045-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804GE8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     87000 | PA      | $76886.32     | 0.00%             | 2031-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                                               | Conagra Brands Inc                                                              | CUSIP: 205887CD2<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    171000 | PA      | $164173.00    | 0.00%             | 2038-11-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                    | DTE Energy Co                                                                   | CUSIP: 233331BN6<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103040.48    | 0.00%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                                 | Ryder System Inc                                                                | CUSIP: 78355HKW8<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41087.00     | 0.00%             | 2028-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                           | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664CZ2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    133000 | PA      | $130231.86    | 0.00%             | 2027-03-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                 | Georgia Power Co                                                                | CUSIP: 373334KT7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102009.32    | 0.00%             | 2033-05-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| WOODSIDE FINANCE LTD                                                             | Woodside Finance Ltd                                                            | CUSIP: 980236AS2<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    100000 | PA      | $95645.15     | 0.00%             | 2054-09-12      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                                              | Wells Fargo Bank NA                                                             | CUSIP: 92976GAJ0<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |    250000 | PA      | $282321.64    | 0.01%             | 2038-01-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400GE7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     87000 | PA      | $63311.40     | 0.00%             | 2045-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                                | Travelers Cos Inc/The                                                           | CUSIP: 89417EAK5<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     87000 | PA      | $75572.68     | 0.00%             | 2045-08-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 94974BGU8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    235000 | PA      | $208544.02    | 0.01%             | 2046-12-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                         | Berkshire Hathaway Energy Co                                                    | CUSIP: 084659AM3<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     87000 | PA      | $85451.49     | 0.00%             | 2028-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EXPORT DEVELOPMNT CANADA                                                         | Export Development Canada                                                       | CUSIP: 30216BJR4<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |    300000 | PA      | $296246.37    | 0.01%             | 2027-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                      | Southern Co/The                                                                 | CUSIP: 842587DS3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77983.50     | 0.00%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DV5F8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     21732 | PA      | $20728.51     | 0.00%             | 2050-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HP INC                                                                           | HP Inc                                                                          | CUSIP: 40434LAK1<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    115000 | PA      | $113813.57    | 0.00%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Republic of Korea                                                                | Korea International Bond                                                        | CUSIP: 50064FAN4<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $170154.00    | 0.00%             | 2048-09-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| XYLEM INC                                                                        | Xylem Inc/NY                                                                    | CUSIP: 98419MAK6<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |     87000 | PA      | $73760.76     | 0.00%             | 2046-11-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VBC6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142245.53    | 0.00%             | 2045-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| LEAR CORP                                                                        | Lear Corp                                                                       | CUSIP: 521865BC8<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |     71000 | PA      | $62383.39     | 0.00%             | 2032-01-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| KKR & CO INC                                                                     | KKR & Co Inc                                                                    | CUSIP: 48251WAB0<br>LEI: 54930013V5I303TF9571 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100180.80    | 0.00%             | 2035-08-07      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CFH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12217200 | PA      | $12104095.48  | 0.34%             | 2027-08-31      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                                              | Province of Alberta Canada                                                      | CUSIP: 013051EM5<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |    341000 | PA      | $302475.15    | 0.01%             | 2030-07-22      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                           | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607LWT6<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $50939.14     | 0.00%             | 2026-10-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CGP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6500000 | PA      | $6557382.78   | 0.18%             | 2028-02-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EMBRAER NETHERLANDS FINA                                                         | Embraer Netherlands Finance BV                                                  | CUSIP: 29082HAF9<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |    125000 | PA      | $124296.88    | 0.00%             | 2038-01-09      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WF6U5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    105665 | PA      | $99336.64     | 0.00%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                                     | WP Carey Inc                                                                    | CUSIP: 92936UAF6<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |     82000 | PA      | $80708.54     | 0.00%             | 2029-07-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                           | CUSIP: 91087BBC3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    400000 | PA      | $431800.00    | 0.01%             | 2037-05-13      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRA HLDS                                                         | South Bow USA Infrastructure Holdings LLC                                       | CUSIP: 83007CAF9<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    130000 | PA      | $130698.70    | 0.00%             | 2034-10-01      | Fixed         | 5.58%                 | No            |                  2 | On Loan: —       |
| FISERV INC                                                                       | Fiserv Inc                                                                      | CUSIP: 337738BH0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52492.58     | 0.00%             | 2033-08-21      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J75K7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20980 | PA      | $20178.32     | 0.00%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                            | CUSIP: 78016EZD2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    279000 | PA      | $277808.20    | 0.01%             | 2027-05-04      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WJRQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    203248 | PA      | $196019.18    | 0.01%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                                            | Rio Tinto Finance USA PLC                                                       | CUSIP: 76720AAP1<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    120000 | PA      | $113544.49    | 0.00%             | 2053-03-09      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MDG2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $208861.75    | 0.01%             | 2028-09-14      | Fixed         | 5.72%                 | No            |                  2 | On Loan: —       |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830CC1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45656.30     | 0.00%             | 2029-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400HN6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     70000 | PA      | $46546.62     | 0.00%             | 2052-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FCK5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    210000 | PA      | $213174.92    | 0.01%             | 2030-07-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WGB86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9899 | PA      | $9825.13      | 0.00%             | 2045-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                                                                   | CUSIP: 13063BBU5<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    280000 | PA      | $328770.16    | 0.01%             | 2039-11-01      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418EYV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43811 | PA      | $43102.58     | 0.00%             | 2038-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DUKE UNIVERSITY                                                                  | Duke University                                                                 | CUSIP: 26442TAH0<br>LEI: FY5ICUIRRDCHN4HHL592 | Long             | DBT              | CORP              | US        |     88000 | PA      | $55534.91     | 0.00%             | 2055-10-01      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAE3<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    249000 | PA      | $203597.84    | 0.01%             | 2048-01-09      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAL8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    176000 | PA      | $117520.83    | 0.00%             | 2050-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS PRIVATE CR                                                         | Goldman Sachs Private Credit Corp                                               | CUSIP: 38152BAA9<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25371.68     | 0.00%             | 2028-05-06      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| University of Minnesota                                                          | UNIV OF MINNESOTA MN                                                            | CUSIP: 914460WT3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     64000 | PA      | $52233.06     | 0.00%             | 2052-04-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | Meta Platforms Inc                                                              | CUSIP: 30303M8W5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    290000 | PA      | $287869.26    | 0.01%             | 2064-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                                          | Shell International Finance BV                                                  | CUSIP: 822582BE1<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |     50000 | PA      | $48063.18     | 0.00%             | 2035-05-11      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J9A35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1389909 | PA      | $1340767.71   | 0.04%             | 2046-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810FJ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1275000 | PA      | $1386413.08   | 0.04%             | 2029-08-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KKLP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    424779 | PA      | $361361.70    | 0.01%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                       | CUSIP: 911312BZ8<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61720.43     | 0.00%             | 2033-03-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| ADOBE INC                                                                        | Adobe Inc                                                                       | CUSIP: 00724PAD1<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    206000 | PA      | $191726.17    | 0.01%             | 2030-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YBE4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    200000 | PA      | $176685.54    | 0.00%             | 2031-12-10      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140BN9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    121000 | PA      | $102680.91    | 0.00%             | 2060-03-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UL SOLUTIONS INC                                                                 | UL Solutions Inc                                                                | CUSIP: 903731AC1<br>LEI: 549300F7CUV5ESKV9P71 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26324.34     | 0.00%             | 2028-10-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                               | CUSIP: 478160CS1<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    100000 | PA      | $60165.56     | 0.00%             | 2050-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp                                                         | TWDC Enterprises 18 Corp                                                        | CUSIP: 25468PDV5<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    130000 | PA      | $128196.44    | 0.00%             | 2027-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                                          | Fidelity National Information Services Inc                                      | CUSIP: 31620MBY1<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102481.11    | 0.00%             | 2032-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| PLAINS ALL AMER PIPELINE                                                         | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBH4<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87216.77     | 0.00%             | 2045-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31335ALX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     82769 | PA      | $82965.87     | 0.00%             | 2042-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                           | Blackstone Private Credit Fund                                                  | CUSIP: 09261HBU0<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50877.46     | 0.00%             | 2029-11-22      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31410LPE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47708 | PA      | $48858.59     | 0.00%             | 2042-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAJ5<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     69000 | PA      | $84080.46     | 0.00%             | 2036-07-15      | Fixed         | 8.10%                 | No            |                  2 | On Loan: —       |
| Northwell Healthcare Inc                                                         | Northwell Healthcare Inc                                                        | CUSIP: 667274AA2<br>LEI: 54930073NUTKK4QD3P47 | Long             | DBT              | CORP              | US        |     70000 | PA      | $55352.79     | 0.00%             | 2046-11-01      | Fixed         | 3.98%                 | No            |                  2 | On Loan: —       |
| Dow Chemical Co/The                                                              | Dow Chemical Co/The                                                             | CUSIP: 260543CG6<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     87000 | PA      | $70909.82     | 0.00%             | 2042-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | Equinor ASA                                                                     | CUSIP: 85771PAE2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |     75000 | PA      | $67842.48     | 0.00%             | 2041-11-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MANULIFE FINANCIAL CORP                                                          | Manulife Financial Corp                                                         | CUSIP: 56501RAK2<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |    171000 | PA      | $166623.34    | 0.00%             | 2027-05-19      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J8PJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40334 | PA      | $37970.22     | 0.00%             | 2048-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                           | CUSIP: 91087BAH3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    500000 | PA      | $472000.00    | 0.01%             | 2030-04-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| WEST VA HEALTH SYS OBL                                                           | West Virginia United Health System Obligated Group                              | CUSIP: 956708AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $38334.77     | 0.00%             | 2050-06-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                              | Carrier Global Corp                                                             | CUSIP: 14448CBC7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     96000 | PA      | $103012.17    | 0.00%             | 2034-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                                                | Expedia Group Inc                                                               | CUSIP: 30212PBL8<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76966.04     | 0.00%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                        | CUSIP: 345397C92<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207716.49    | 0.01%             | 2028-05-12      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                | CUSIP: 22822VAT8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    171000 | PA      | $152187.29    | 0.00%             | 2031-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| HOWARD UNIVERSITY                                                                | Howard University                                                               | CUSIP: 442851BH3<br>LEI: 5493000EDHIQDJSTOF89 | Long             | DBT              | CORP              | US        |     73000 | PA      | $64250.02     | 0.00%             | 2052-10-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                       | Ecolab Inc                                                                      | CUSIP: 278865BE9<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |     87000 | PA      | $89238.34     | 0.00%             | 2030-03-24      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                         | Baxter International Inc                                                        | CUSIP: 071813CV9<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     79000 | PA      | $50420.52     | 0.00%             | 2051-12-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140EUU72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10867 | PA      | $10447.92     | 0.00%             | 2046-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CBL8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    150000 | PA      | $135607.25    | 0.00%             | 2031-06-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Illinois State Toll Highway Authority                                            | ILLINOIS ST TOLL HIGHWAY AUTH                                                   | CUSIP: 452252FH7<br>LEI: 549300ISBFGI8MJJKM98 | Long             | DBT              | MUN               | US        |     87000 | PA      | $92936.05     | 0.00%             | 2034-01-01      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FQ3A9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1698000 | PA      | $1617611.76   | 0.05%             | 2029-09-25      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FBK6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    202000 | PA      | $186945.83    | 0.01%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BG6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    171000 | PA      | $172527.89    | 0.00%             | 2029-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                                            | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150BB9<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    260000 | PA      | $261135.07    | 0.01%             | 2028-08-04      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                | CUSIP: 22822VBF7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     90000 | PA      | $91292.84     | 0.00%             | 2029-09-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 3622A26S6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    336340 | PA      | $310105.46    | 0.01%             | 2048-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                     | CUSIP: 13648TAG2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     87000 | PA      | $63808.79     | 0.00%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179WP85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    141056 | PA      | $111751.52    | 0.00%             | 2051-10-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                                    | Amphenol Corp                                                                   | CUSIP: 032095AQ4<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52157.14     | 0.00%             | 2034-04-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JCY8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50340.54     | 0.00%             | 2027-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                         | CUSIP: 06417XAD3<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    171000 | PA      | $166771.71    | 0.00%             | 2027-02-02      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                                            | Becton Dickinson & Co                                                           | CUSIP: 075887CS6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61317.16     | 0.00%             | 2034-02-08      | Fixed         | 5.11%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CAU5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2814140.64   | 0.08%             | 2027-10-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Stanford Health Care                                                             | Stanford Health Care                                                            | CUSIP: 85434VAA6<br>LEI: 5493005311WCPXQGDG42 | Long             | DBT              | CORP              | US        |     64000 | PA      | $50548.99     | 0.00%             | 2048-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BORGWARNER INC                                                                   | BorgWarner Inc                                                                  | CUSIP: 099724AL0<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |    156000 | PA      | $151985.85    | 0.00%             | 2027-07-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: —       |
| WISCONSIN ELECTRIC POWER                                                         | Wisconsin Electric Power Co                                                     | CUSIP: 976656CN6<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81986.74     | 0.00%             | 2032-09-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Voya Financial Inc                                                               | Voya Financial Inc                                                              | CUSIP: 45685EAJ5<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |     87000 | PA      | $87504.50     | 0.00%             | 2043-07-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWC27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    157582 | PA      | $133311.78    | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138W9SE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    105498 | PA      | $96910.69     | 0.00%             | 2043-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                              | Cardinal Health Inc                                                             | CUSIP: 14149YBD9<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    200000 | PA      | $180459.94    | 0.01%             | 2045-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                                | L3Harris Technologies Inc                                                       | CUSIP: 502431AV1<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69576.17     | 0.00%             | 2054-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WASHINGTON UNIVERSITY                                                            | Washington University/The                                                       | CUSIP: 940663AC1<br>LEI: 2V765680J33YAZOYW441 | Long             | DBT              | CORP              | US        |     75000 | PA      | $55186.85     | 0.00%             | 2054-04-15      | Fixed         | 3.52%                 | No            |                  2 | On Loan: —       |
| Peru Government International Bonds                                              | Peru Government International Bonds                                             | CUSIP: 715638EC2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    200000 | PA      | $200600.00    | 0.01%             | 2054-08-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                                               | Steel Dynamics Inc                                                              | CUSIP: 858119BN9<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     87000 | PA      | $82741.78     | 0.00%             | 2027-10-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| BAYCARE HEALTH SYSTEM                                                            | BayCare Health System Inc                                                       | CUSIP: 072722AE1<br>LEI: 1H90SRZU22X0SF1UZR52 | Long             | DBT              | CORP              | US        |     72000 | PA      | $56051.40     | 0.00%             | 2050-11-15      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                             | CUSIP: 260543DD2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    137000 | PA      | $92803.04     | 0.00%             | 2050-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                                | General Mills Inc                                                               | CUSIP: 370334DB7<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101817.43    | 0.00%             | 2035-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| RYDER SYSTEM INC                                                                 | Ryder System Inc                                                                | CUSIP: 78355HKZ1<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51791.47     | 0.00%             | 2029-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                                             | WEC Energy Group Inc                                                            | CUSIP: 92939UAJ5<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101899.14    | 0.00%             | 2027-10-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WF2G0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2349 | PA      | $2314.11      | 0.00%             | 2030-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                            | CUSIP: 59022CAJ2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    250000 | PA      | $269667.18    | 0.01%             | 2037-01-29      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PEE8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    216000 | PA      | $164309.83    | 0.00%             | 2041-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                           | CUSIP: 882508BQ6<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20318.70     | 0.00%             | 2052-08-16      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                                            | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 874060AZ9<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $135371.23    | 0.00%             | 2050-07-09      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| Applied Materials Inc                                                            | Applied Materials Inc                                                           | CUSIP: 038222AG0<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |     75000 | PA      | $80163.19     | 0.00%             | 2041-06-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QCP9<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99849.69     | 0.00%             | 2053-08-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MANULIFE FINANCIAL CORP                                                          | Manulife Financial Corp                                                         | CUSIP: 56501RAN6<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |     67000 | PA      | $64108.08     | 0.00%             | 2032-03-16      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORP CHRISTI HD                                                         | Cheniere Corpus Christi Holdings LLC                                            | CUSIP: 16412XAL9<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |     87000 | PA      | $72970.91     | 0.00%             | 2039-12-31      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                                         | eBay Inc                                                                        | CUSIP: 278642AW3<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    171000 | PA      | $159921.29    | 0.00%             | 2030-03-11      | Fixed         | 2.70%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179SJV0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     36473 | PA      | $36193.61     | 0.00%             | 2046-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                                                          | Connecticut Light and Power Co/The                                              | CUSIP: 207597ER2<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25454.17     | 0.00%             | 2029-01-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179VXX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1219350 | PA      | $1008470.86   | 0.03%             | 2050-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                       | Ecolab Inc                                                                      | CUSIP: 278865BM1<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    171000 | PA      | $149704.20    | 0.00%             | 2032-02-01      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp                                                                 | Black Hills Corp                                                                | CUSIP: 092113AQ2<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |     71000 | PA      | $68417.48     | 0.00%             | 2033-05-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                                         | Province of British Columbia Canada                                             | CUSIP: 110709AJ1<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    250000 | PA      | $257415.75    | 0.01%             | 2028-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661EN3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120323.37    | 0.00%             | 2062-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                      | Nutrien Ltd                                                                     | CUSIP: 67077MBF4<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $77396.29     | 0.00%             | 2032-03-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ3J7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     77326 | PA      | $71940.59     | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    200000 | PA      | $210907.12    | 0.01%             | 2035-01-22      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | Sysco Corp                                                                      | CUSIP: 871829AY3<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     53000 | PA      | $48227.98     | 0.00%             | 2045-10-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3500000 | PA      | $3377773.42   | 0.09%             | 2043-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    365000 | PA      | $378081.90    | 0.01%             | 2033-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    600000 | PA      | $607932.93    | 0.02%             | 2028-07-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                 | CUSIP: 4581X0DS4<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    427000 | PA      | $372080.14    | 0.01%             | 2031-01-13      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                                                | EOG Resources Inc                                                               | CUSIP: 26875PAX9<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100918.41    | 0.00%             | 2028-07-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132HNRA9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     23228 | PA      | $22618.57     | 0.00%             | 2042-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 3617BKPT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     39334 | PA      | $37170.02     | 0.00%             | 2048-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KONINKIJKE AHOLD DLHAIZE                                                         | Koninklijke Ahold Delhaize NV                                                   | CUSIP: 24668PAE7<br>LEI: 724500C9GNBV20UYRX36 | Long             | DBT              | CORP              | NL        |     73000 | PA      | $75791.87     | 0.00%             | 2040-10-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | Entergy Louisiana LLC                                                           | CUSIP: 29364WBB3<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     87000 | PA      | $71458.53     | 0.00%             | 2048-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| University of Virginia                                                           | UNIV OF VIRGINIA VA UNIV REVENUES                                               | CUSIP: 915217XM0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $53127.63     | 0.00%             | 2051-11-01      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| CAPITAL SOUTHWEST CORP                                                           | Capital Southwest Corp                                                          | CUSIP: 140501AF4<br>LEI: 54930023YZ4YEJEDBO56 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25046.05     | 0.00%             | 2030-09-18      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                                                             | Entergy Arkansas LLC                                                            | CUSIP: 29366MAF5<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52264.94     | 0.00%             | 2034-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FQ1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    150000 | PA      | $125450.50    | 0.00%             | 2058-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                            | CUSIP: 961214EG4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    171000 | PA      | $158358.44    | 0.00%             | 2039-07-24      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GB86<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    350000 | PA      | $355400.09    | 0.01%             | 2045-11-19      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752AD5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    171000 | PA      | $142609.96    | 0.00%             | 2047-12-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | Gilead Sciences Inc                                                             | CUSIP: 375558BM4<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     87000 | PA      | $85775.12     | 0.00%             | 2027-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                    | CUSIP: 29250NCF0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $106042.80    | 0.00%             | 2054-06-27      | Fixed         | 7.20%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MFKU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     68322 | PA      | $65821.24     | 0.00%             | 2033-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                                                          | Laboratory Corp of America Holdings                                             | CUSIP: 50540RAU6<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |     87000 | PA      | $86268.07     | 0.00%             | 2027-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | Simon Property Group LP                                                         | CUSIP: 828807DC8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    130000 | PA      | $128652.54    | 0.00%             | 2027-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| DEUTSCHE BANK NY                                                                 | Deutsche Bank AG/New York NY                                                    | CUSIP: 25160PAH0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    192000 | PA      | $187793.19    | 0.01%             | 2028-01-07      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                               | CUSIP: 28368EAE6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    171000 | PA      | $198836.92    | 0.01%             | 2032-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X8MH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4682612 | PA      | $4000079.63   | 0.11%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                                                 | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CBZ1<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99886.94     | 0.00%             | 2028-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                 | CUSIP: 4581X0CE6<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |     75000 | PA      | $70746.36     | 0.00%             | 2044-01-24      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967ML2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    171000 | PA      | $158957.59    | 0.00%             | 2031-01-29      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| REVVITY INC                                                                      | Revvity Inc                                                                     | CUSIP: 714046AN9<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    219000 | PA      | $190129.80    | 0.01%             | 2031-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140GWFR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11453 | PA      | $10699.48     | 0.00%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    385000 | PA      | $402790.62    | 0.01%             | 2036-01-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                  | CUSIP: 10373QAV2<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     77000 | PA      | $76179.94     | 0.00%             | 2027-01-16      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31283HZN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1264 | PA      | $1282.54      | 0.00%             | 2034-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GEORGE WASHINGTON UNIVER                                                         | George Washington University/The                                                | CUSIP: 372546AW1<br>LEI: 5493002S4P5IVD462L47 | Long             | DBT              | CORP              | US        |     58000 | PA      | $47818.34     | 0.00%             | 2048-09-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830BX6<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    110000 | PA      | $113488.69    | 0.00%             | 2054-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| PROVINCE OF QUEBEC                                                               | Province of Quebec Canada                                                       | CUSIP: 748148SD6<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    500000 | PA      | $498314.47    | 0.01%             | 2028-04-13      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                                | Travelers Cos Inc/The                                                           | CUSIP: 89417EAU3<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77671.05     | 0.00%             | 2055-07-24      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PAX4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    427000 | PA      | $430533.52    | 0.01%             | 2029-12-05      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MAY6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    100000 | PA      | $98932.72     | 0.00%             | 2028-01-17      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| State of Connecticut                                                             | CONNECTICUT ST                                                                  | CUSIP: 20772GF45<br>LEI: 5493007GRO6CU0IKP741 | Long             | DBT              | MUN               | US        |    410000 | PA      | $440817.66    | 0.01%             | 2032-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| AON GLOBAL LTD                                                                   | Aon Global Ltd                                                                  | CUSIP: 00185AAG9<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |     87000 | PA      | $76817.98     | 0.00%             | 2044-06-14      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                                                 | Puget Energy Inc                                                                | CUSIP: 745310AN2<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |     61000 | PA      | $58418.45     | 0.00%             | 2032-03-15      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132E0AC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1090252 | PA      | $1129845.96   | 0.03%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                                                          | Duke Energy Indiana LLC                                                         | CUSIP: 26443TAE6<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25793.83     | 0.00%             | 2034-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                                                                | GXO Logistics Inc                                                               | CUSIP: 36262GAG6<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26878.87     | 0.00%             | 2034-05-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10558000 | PA      | $10972071.56  | 0.31%             | 2035-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJYE4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7178 | PA      | $7133.07      | 0.00%             | 2046-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                     | CUSIP: 74340XCK5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    125000 | PA      | $120929.64    | 0.00%             | 2054-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                        | CUSIP: 26442UAK0<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     87000 | PA      | $52147.87     | 0.00%             | 2050-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                        | CUSIP: 345397G23<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199501.72    | 0.01%             | 2029-09-06      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                                       | Zoetis Inc                                                                      | CUSIP: 98978VAP8<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     87000 | PA      | $75304.04     | 0.00%             | 2048-08-20      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3142GRC65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    667524 | PA      | $663008.77    | 0.02%             | 2054-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804FA7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    171000 | PA      | $183647.55    | 0.01%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                                                           | PPL Electric Utilities Corp                                                     | CUSIP: 69351UAW3<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |     60000 | PA      | $40177.96     | 0.00%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER                                                           | Indiana Michigan Power Co                                                       | CUSIP: 454889AV8<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35114.97     | 0.00%             | 2053-04-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                  | DTE Electric Co                                                                 | CUSIP: 23338VAF3<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     87000 | PA      | $68061.39     | 0.00%             | 2046-06-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KGGQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    399372 | PA      | $369109.39    | 0.01%             | 2049-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                         | BHP Billiton Finance USA Ltd                                                    | CUSIP: 055451BK3<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    100000 | PA      | $103592.61    | 0.00%             | 2032-02-21      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400HX4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     90000 | PA      | $86920.04     | 0.00%             | 2053-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4320000 | PA      | $4334850.00   | 0.12%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J8RJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     82918 | PA      | $81056.66     | 0.00%             | 2032-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                      | CUSIP: 60687YDM8<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $205586.72    | 0.01%             | 2036-07-08      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                  | CUSIP: 10373QBU3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252940.39    | 0.01%             | 2033-02-13      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBH7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $153421.58    | 0.00%             | 2034-01-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                       | CUSIP: 911312BW5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    171000 | PA      | $165677.97    | 0.00%             | 2050-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| OKLAHOMA G&E CO                                                                  | Oklahoma Gas and Electric Co                                                    | CUSIP: 678858BX8<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104575.23    | 0.00%             | 2033-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                         | Berkshire Hathaway Energy Co                                                    | CUSIP: 084659AR2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     87000 | PA      | $74184.17     | 0.00%             | 2049-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VGY4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    250000 | PA      | $245927.96    | 0.01%             | 2035-02-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $964749.80    | 0.03%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                        | CUSIP: 345397E74<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202472.48    | 0.01%             | 2027-05-17      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844CE6<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     58000 | PA      | $54549.04     | 0.00%             | 2029-11-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132D6BH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    724543 | PA      | $648255.35    | 0.02%             | 2037-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138YWNQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14967 | PA      | $14512.73     | 0.00%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NEG2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    180000 | PA      | $169647.46    | 0.00%             | 2064-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PCA8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     53000 | PA      | $44478.26     | 0.00%             | 2042-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                        | CUSIP: 26442UAS3<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25724.00     | 0.00%             | 2034-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FN8<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    130000 | PA      | $99844.20     | 0.00%             | 2057-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                          | Duke Energy Florida LLC                                                         | CUSIP: 26444HAL5<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     65000 | PA      | $42518.71     | 0.00%             | 2051-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TRUSTEES PRINCETON UNIV                                                          | Trustees of Princeton University/The                                            | CUSIP: 89837LAJ4<br>LEI: 549300PJZYINN64GDJ90 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5104.08      | 0.00%             | 2030-07-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179YKR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    653582 | PA      | $652806.96    | 0.02%             | 2053-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138XDJ43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1864 | PA      | $1841.96      | 0.00%             | 2028-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                          | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAJ8<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59794.15     | 0.00%             | 2054-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                | General Motors Co                                                               | CUSIP: 37045VAU4<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    104000 | PA      | $108497.41    | 0.00%             | 2027-10-01      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                                                    | McKesson Corp                                                                   | CUSIP: 581557BX2<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76798.91     | 0.00%             | 2032-05-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31402CVV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5107 | PA      | $5301.91      | 0.00%             | 2034-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CAMDEN PROPERTY TRUST                                                            | Camden Property Trust                                                           | CUSIP: 133131AZ5<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              |  | US        |    257000 | PA      | $241053.06    | 0.01%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC                                                                     | Assurant Inc                                                                    | CUSIP: 04621XAQ1<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50672.46     | 0.00%             | 2036-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3142GSRY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    761306 | PA      | $788404.96    | 0.02%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | Duke Energy Florida LLC                                                         | CUSIP: 341099CH0<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    200000 | PA      | $222274.63    | 0.01%             | 2037-09-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179WY93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1787575 | PA      | $1539674.84   | 0.04%             | 2052-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QTJ67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2197338 | PA      | $2271448.44   | 0.06%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    426000 | PA      | $382088.03    | 0.01%             | 2032-11-08      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAD5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $398443.02    | 0.01%             | 2027-01-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                                                      | Ovintiv Inc                                                                     | CUSIP: 292505AE4<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52980.62     | 0.00%             | 2037-08-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KDL1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    325000 | PA      | $336145.30    | 0.01%             | 2035-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                                                 | ERP Operating LP                                                                | CUSIP: 26884ABM4<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |     72000 | PA      | $67147.62     | 0.00%             | 2030-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650EA4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98511.79     | 0.00%             | 2063-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31335BPY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     57013 | PA      | $51587.56     | 0.00%             | 2047-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                              | CUSIP: 756109BS2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |     40000 | PA      | $40719.25     | 0.00%             | 2028-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds                                | Republic of Poland Government International Bonds                               | CUSIP: 731011AW2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    200000 | PA      | $193114.00    | 0.01%             | 2053-04-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QT4J5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    555673 | PA      | $590869.48    | 0.02%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                                         | Public Service Enterprise Group Inc                                             | CUSIP: 744573AY2<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51593.27     | 0.00%             | 2029-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140ADGX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1231023 | PA      | $1259713.38   | 0.04%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F0626A4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    850000 | PA      | $878376.14    | 0.02%             | 2054-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBP9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $155135.70    | 0.00%             | 2031-12-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38148YAA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    341000 | PA      | $305651.45    | 0.01%             | 2038-10-31      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179TAL9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     21328 | PA      | $20404.93     | 0.00%             | 2047-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                                                             | Kyndryl Holdings Inc                                                            | CUSIP: 50155QAM2<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    171000 | PA      | $138736.08    | 0.00%             | 2041-10-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | Gilead Sciences Inc                                                             | CUSIP: 375558CC5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77055.46     | 0.00%             | 2035-06-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                                                                 | HF Sinclair Corp                                                                | CUSIP: 403949AC4<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49260.86     | 0.00%             | 2030-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J8TH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    512344 | PA      | $494668.51    | 0.01%             | 2032-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CBP9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    109000 | PA      | $105186.91    | 0.00%             | 2082-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                                       | Nasdaq Inc                                                                      | CUSIP: 63111XAH4<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     79000 | PA      | $81456.37     | 0.00%             | 2028-06-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                                                            | Applied Materials Inc                                                           | CUSIP: 038222AN5<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |     72000 | PA      | $64727.44     | 0.00%             | 2030-06-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804GU2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75436.56     | 0.00%             | 2055-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                 | CUSIP: 23338VAT3<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39651.01     | 0.00%             | 2053-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 3622A2NA6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    102691 | PA      | $105277.77    | 0.00%             | 2042-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172DH9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77617.19     | 0.00%             | 2031-02-13      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RAV9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    171000 | PA      | $166083.61    | 0.00%             | 2026-10-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                                 | Peruvian Government International Bond                                          | CUSIP: 715638DA7<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     65000 | PA      | $61100.00     | 0.00%             | 2030-06-20      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                         | Western Midstream Operating LP                                                  | CUSIP: 958254AD6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    200000 | PA      | $181325.03    | 0.01%             | 2044-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                                                          | Connecticut Light and Power Co/The                                              | CUSIP: 207597EG6<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86873.22     | 0.00%             | 2044-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                                                          | O'Reilly Automotive Inc                                                         | CUSIP: 67103HAK3<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     78000 | PA      | $67986.52     | 0.00%             | 2031-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46625HJU5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    124000 | PA      | $118813.55    | 0.00%             | 2044-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| POTOMAC ELECTRIC POWER                                                           | Potomac Electric Power Co                                                       | CUSIP: 737679DH0<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25744.28     | 0.00%             | 2034-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| IBM INTERNAT CAPITAL                                                             | IBM International Capital Pte Ltd                                               | CUSIP: 449276AC8<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |    100000 | PA      | $101347.19    | 0.00%             | 2029-02-05      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 19-1AA PTT                                                          | American Airlines 2019-1 Class AA Pass Through Trust                            | CUSIP: 02377LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    119968 | PA      | $112323.42    | 0.00%             | 2032-02-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137HA2B1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1500000 | PA      | $1510727.70   | 0.04%             | 2033-02-25      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KQXX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    504816 | PA      | $515305.79    | 0.01%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RKA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    300000 | PA      | $216937.63    | 0.01%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                   | CUSIP: 172967JC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     53000 | PA      | $53084.13     | 0.00%             | 2026-11-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 31427PXR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1281000 | PA      | $1334909.78   | 0.04%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BANNER HEALTH                                                                    | Banner Health                                                                   | CUSIP: 06654DAC1<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |     63000 | PA      | $42920.41     | 0.00%             | 2050-01-01      | Fixed         | 3.18%                 | No            |                  2 | On Loan: —       |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                         | CUSIP: 742718FQ7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    171000 | PA      | $153744.60    | 0.00%             | 2031-04-23      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                         | Devon Energy Corp                                                               | CUSIP: 25179MBD4<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100007.37    | 0.00%             | 2027-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                     | QUALCOMM Inc                                                                    | CUSIP: 747525BP7<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    142000 | PA      | $120129.99    | 0.00%             | 2032-05-20      | Fixed         | 1.65%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3142GQ5U2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    402391 | PA      | $417744.56    | 0.01%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | Realty Income Corp                                                              | CUSIP: 756109AU8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |     50000 | PA      | $49584.11     | 0.00%             | 2028-01-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                   | CUSIP: 501044DK4<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     87000 | PA      | $75010.80     | 0.00%             | 2048-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                           | Arizona Public Service Co                                                       | CUSIP: 040555DE1<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    100000 | PA      | $109345.47    | 0.00%             | 2032-12-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                              | Nomura Holdings Inc                                                             | CUSIP: 65535HBC2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $208343.37    | 0.01%             | 2029-07-06      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                                          | Shell International Finance BV                                                  | CUSIP: 822582BF8<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $87702.22     | 0.00%             | 2045-05-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA Inc                                                                         | CUSIP: 404119BU2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500915.69    | 0.01%             | 2027-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448EV6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    150000 | PA      | $116413.74    | 0.00%             | 2060-03-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                                           | Roper Technologies Inc                                                          | CUSIP: 776743AF3<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100221.95    | 0.00%             | 2028-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822CE2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    220000 | PA      | $219763.54    | 0.01%             | 2028-04-19      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Corning Inc                                                                      | Corning Inc                                                                     | CUSIP: 219350BK0<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48428.36     | 0.00%             | 2048-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| OMNICOM GROUP INC                                                                | Omnicom Group Inc                                                               | CUSIP: 681919BB1<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |    121000 | PA      | $111112.83    | 0.00%             | 2030-04-30      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NEW YORK CITY NY MUNI WTR FIN AUTH WTR & SWR SYS REVENUE                        | CUSIP: 64972FT63<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     75000 | PA      | $74759.79     | 0.00%             | 2043-06-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                           | CenterPoint Energy Inc                                                          | CUSIP: 15189TBG1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51732.18     | 0.00%             | 2029-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                                         | TotalEnergies Capital SA                                                        | CUSIP: 89157XAD3<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |     75000 | PA      | $75500.27     | 0.00%             | 2034-09-10      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| DANAHER CORP                                                                     | Danaher Corp                                                                    | CUSIP: 235851AV4<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |     87000 | PA      | $54186.58     | 0.00%             | 2050-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: —       |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216DJ6<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    171000 | PA      | $162005.99    | 0.00%             | 2028-03-05      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                                             | Freeport-McMoRan Inc                                                            | CUSIP: 35671DCG8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     71000 | PA      | $70618.43     | 0.00%             | 2028-08-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650EC0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    125000 | PA      | $130749.40    | 0.00%             | 2031-06-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| INDIANA UNIV HEALTH INC                                                          | Indiana University Health Inc Obligated Group                                   | CUSIP: 455170AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     87000 | PA      | $55610.18     | 0.00%             | 2051-11-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                             | CUSIP: 260543DG5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53737.54     | 0.00%             | 2033-03-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179TQP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    109351 | PA      | $101507.99    | 0.00%             | 2048-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                                         | International Flavors & Fragrances Inc                                          | CUSIP: 459506AK7<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     87000 | PA      | $87302.23     | 0.00%             | 2028-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RKH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    400000 | PA      | $350183.43    | 0.01%             | 2032-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                         | Berkshire Hathaway Energy Co                                                    | CUSIP: 084659AV3<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    137000 | PA      | $134126.55    | 0.00%             | 2030-07-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    155000 | PA      | $105741.92    | 0.00%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EXF1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50394.19     | 0.00%             | 2027-01-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DMRV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1394917 | PA      | $1255811.63   | 0.04%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ4T4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     25576 | PA      | $25908.76     | 0.00%             | 2048-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                     | AutoZone Inc                                                                    | CUSIP: 053332BD3<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150229.07    | 0.00%             | 2033-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140FXGM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    149399 | PA      | $133854.21    | 0.00%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                   | CUSIP: 501044DQ1<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    182000 | PA      | $159024.80    | 0.00%             | 2031-01-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140GT5V8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13529 | PA      | $13006.87     | 0.00%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                   | S&P Global Inc                                                                  | CUSIP: 78409VBH6<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    160000 | PA      | $156699.08    | 0.00%             | 2027-03-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| NIKE Inc                                                                         | NIKE Inc                                                                        | CUSIP: 654106AG8<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    257000 | PA      | $192849.15    | 0.01%             | 2046-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Federal National Mortgage Association                                           | CUSIP: 31359MEU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    909000 | PA      | $988216.60    | 0.03%             | 2029-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                    | CUSIP: 29250NBZ7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     85000 | PA      | $94923.94     | 0.00%             | 2053-11-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: —       |
| HELMERICH & PAYNE INC                                                            | Helmerich & Payne Inc                                                           | CUSIP: 423452AM3<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49789.28     | 0.00%             | 2029-12-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $199084.32    | 0.01%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                                    | Allstate Corp/The                                                               | CUSIP: 020002BG5<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    171000 | PA      | $133847.99    | 0.00%             | 2049-08-10      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280EM7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $203565.35    | 0.01%             | 2028-11-19      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                                 | Ryder System Inc                                                                | CUSIP: 78355HLD9<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102221.77    | 0.00%             | 2029-12-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X4DF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     60190 | PA      | $56132.99     | 0.00%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                                                         | KLA Corp                                                                        | CUSIP: 482480AL4<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50739.15     | 0.00%             | 2032-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111GF4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52603.93     | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                                                                      | Ameren Corp                                                                     | CUSIP: 023608AQ5<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51108.51     | 0.00%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CFC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8500000 | PA      | $8180585.98   | 0.23%             | 2029-07-31      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $296762.24    | 0.01%             | 2027-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XCQ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    290000 | PA      | $274405.11    | 0.01%             | 2053-02-06      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810QL5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1279000 | PA      | $1242678.40   | 0.03%             | 2040-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                             | Keurig Dr Pepper Inc                                                            | CUSIP: 26138EAY5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     87000 | PA      | $70491.97     | 0.00%             | 2046-12-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                                           | Fairfax Financial Holdings Ltd                                                  | CUSIP: 303901BL5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     80000 | PA      | $83131.51     | 0.00%             | 2032-08-16      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SPIRE MISSOURI INC                                                               | Spire Missouri Inc                                                              | CUSIP: 84859DAC1<br>LEI: 06LJQCOVPRXOPDHFC707 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50408.07     | 0.00%             | 2033-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830BB4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    189000 | PA      | $163143.95    | 0.00%             | 2042-12-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29273VAT7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     40000 | PA      | $43352.64     | 0.00%             | 2030-12-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Nucor Corp                                                                       | Nucor Corp                                                                      | CUSIP: 670346AP0<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    171000 | PA      | $170580.10    | 0.00%             | 2028-05-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DUNW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    693482 | PA      | $674909.87    | 0.02%             | 2053-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                     | QUALCOMM Inc                                                                    | CUSIP: 747525BV4<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50926.43     | 0.00%             | 2032-05-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XDA1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    171000 | PA      | $166217.90    | 0.00%             | 2027-08-20      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA                                                                 | ArcelorMittal SA                                                                | CUSIP: 03938LBH6<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |     50000 | PA      | $52232.06     | 0.00%             | 2054-06-17      | Fixed         | 6.35%                 | No            |                  2 | On Loan: —       |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833ET3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1086249.02   | 0.03%             | 2028-05-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PacifiCorp                                                                      | CUSIP: 695114CW6<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92283.64     | 0.00%             | 2030-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                                            | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150BA1<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     73000 | PA      | $73496.26     | 0.00%             | 2033-05-17      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | Duke Energy Progress LLC                                                        | CUSIP: 26442UAB0<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     87000 | PA      | $73741.84     | 0.00%             | 2045-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132WDDB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3781 | PA      | $3756.15      | 0.00%             | 2046-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MD3H4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3682 | PA      | $3619.94      | 0.00%             | 2028-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | Alphabet Inc                                                                    | CUSIP: 02079KAJ6<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     93000 | PA      | $88214.33     | 0.00%             | 2027-08-15      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                              | CUSIP: 05964HBF1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $204052.84    | 0.01%             | 2028-07-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                               | Athene Holding Ltd                                                              | CUSIP: 04686JAH4<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152923.03    | 0.00%             | 2054-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                   | CUSIP: 172967LU3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    200000 | PA      | $175990.44    | 0.00%             | 2039-01-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KPMB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    184026 | PA      | $173954.37    | 0.00%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BX2<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    125000 | PA      | $130100.51    | 0.00%             | 2030-05-14      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200LG4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102332.98    | 0.00%             | 2030-02-10      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128M9R79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13387 | PA      | $12692.50     | 0.00%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140GSN73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7366 | PA      | $7452.79      | 0.00%             | 2047-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CYZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18306 | PA      | $18284.20     | 0.00%             | 2033-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810PT9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1559000 | PA      | $1636889.11   | 0.05%             | 2037-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Duke Energy Ohio Inc                                                             | Duke Energy Ohio Inc                                                            | CUSIP: 26442EAE0<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |     87000 | PA      | $67314.87     | 0.00%             | 2046-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                        | CUSIP: 341081GY7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    160000 | PA      | $165848.24    | 0.00%             | 2055-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 96950FAP9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44931.37     | 0.00%             | 2045-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ORIX CORP                                                                        | ORIX Corp                                                                       | CUSIP: 686330AN1<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |     87000 | PA      | $77648.13     | 0.00%             | 2031-03-09      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                     | Centene Corp                                                                    | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    200000 | PA      | $183937.39    | 0.01%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS CO                                                              | Vulcan Materials Co                                                             | CUSIP: 929160BC2<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77364.41     | 0.00%             | 2034-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179UUL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    206911 | PA      | $204944.32    | 0.01%             | 2049-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                                             | Chile Government International Bonds                                            | CUSIP: 168863EB0<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    200000 | PA      | $204400.00    | 0.01%             | 2029-01-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 86765BAP4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     74000 | PA      | $67778.18     | 0.00%             | 2044-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Brown-Forman Corp                                                                | Brown-Forman Corp                                                               | CUSIP: 115637AP5<br>LEI: 549300873K3LXF7ARU34 | Long             | DBT              | CORP              | US        |     75000 | PA      | $66327.78     | 0.00%             | 2045-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                     | CUSIP: 02665WFE6<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51048.06     | 0.00%             | 2029-03-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PCQ3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     97000 | PA      | $95660.11     | 0.00%             | 2035-07-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| AIR PRODUCTS & CHEMICALS                                                         | Air Products and Chemicals Inc                                                  | CUSIP: 009158BN5<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25226.19     | 0.00%             | 2028-06-11      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                                             | Chile Government International Bonds                                            | CUSIP: 168863DT2<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    390000 | PA      | $335205.00    | 0.01%             | 2033-07-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QGXX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1682873 | PA      | $1555966.87   | 0.04%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KDK3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     65000 | PA      | $67500.88     | 0.00%             | 2032-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                          | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAE9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     66000 | PA      | $65709.72     | 0.00%             | 2053-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| NUCOR CORP                                                                       | Nucor Corp                                                                      | CUSIP: 670346AZ8<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50775.78     | 0.00%             | 2030-06-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CHOICE HOTELS INTL INC                                                           | Choice Hotels International Inc                                                 | CUSIP: 169905AG1<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46809.25     | 0.00%             | 2031-01-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                                  | Israel Government International Bond                                            | CUSIP: 46514BRA7<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    200000 | PA      | $194600.00    | 0.01%             | 2033-01-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                   | Starbucks Corp                                                                  | CUSIP: 855244AT6<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    214000 | PA      | $209674.29    | 0.01%             | 2029-08-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                                         | Public Service Enterprise Group Inc                                             | CUSIP: 744573BA3<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45997.09     | 0.00%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                         | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556BZ4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    168000 | PA      | $158811.62    | 0.00%             | 2029-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                                                | General Mills Inc                                                               | CUSIP: 370334CG7<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    171000 | PA      | $171325.69    | 0.00%             | 2028-04-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ALLINA HEALTH SYSTEM                                                             | Allina Health System                                                            | CUSIP: 01959LAE2<br>LEI: 5493001V00JCD7SQ0G44 | Long             | DBT              | CORP              | US        |     70000 | PA      | $44435.95     | 0.00%             | 2051-11-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: —       |
| UDR Inc                                                                          | UDR Inc                                                                         | CUSIP: 90265EAP5<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |    171000 | PA      | $171604.85    | 0.00%             | 2029-01-26      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                  | Xcel Energy Inc                                                                 | CUSIP: 98388MAB3<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     87000 | PA      | $84069.20     | 0.00%             | 2027-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | Gilead Sciences Inc                                                             | CUSIP: 375558BZ5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52435.57     | 0.00%             | 2033-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J8K93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     96046 | PA      | $93580.30     | 0.00%             | 2033-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | Abbott Laboratories                                                             | CUSIP: 002824BN9<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |     87000 | PA      | $83048.23     | 0.00%             | 2043-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                         | Caterpillar Financial Services Corp                                             | CUSIP: 14913UAR1<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75816.54     | 0.00%             | 2027-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                               | Vodafone Group PLC                                                              | CUSIP: 92857WAQ3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     31000 | PA      | $33778.71     | 0.00%             | 2037-02-27      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | Oracle Corp                                                                     | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    500000 | PA      | $471117.48    | 0.01%             | 2030-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    225000 | PA      | $218459.17    | 0.01%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                           | Roper Technologies Inc                                                          | CUSIP: 776743AJ5<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     67000 | PA      | $60187.26     | 0.00%             | 2030-06-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                        | CUSIP: 298785KC9<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $517956.92    | 0.01%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                                          | Japan Bank for International Cooperation                                        | CUSIP: 471048CM8<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    514000 | PA      | $460149.44    | 0.01%             | 2031-04-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                                               | Steel Dynamics Inc                                                              | CUSIP: 858119BM1<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     72000 | PA      | $68020.21     | 0.00%             | 2031-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                                               | Conagra Brands Inc                                                              | CUSIP: 205887CK6<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50496.59     | 0.00%             | 2030-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132KFWH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     80218 | PA      | $77365.15     | 0.00%             | 2032-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457BY3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    300000 | PA      | $174690.76    | 0.00%             | 2050-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| Visa Inc                                                                         | Visa Inc                                                                        | CUSIP: 92826CAH5<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    197000 | PA      | $193332.16    | 0.01%             | 2027-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                                            | AvalonBay Communities Inc                                                       | CUSIP: 053484AE1<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |     25000 | PA      | $26003.14     | 0.00%             | 2033-12-07      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                                           | Chubb INA Holdings LLC                                                          | CUSIP: 171239AG1<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    346000 | PA      | $303176.69    | 0.01%             | 2030-09-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Wyeth LLC                                                                        | Wyeth LLC                                                                       | CUSIP: 983024AN0<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |     87000 | PA      | $94237.93     | 0.00%             | 2037-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179WFG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9125403 | PA      | $7860004.39   | 0.22%             | 2051-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                             | CUSIP: 25746UDL0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     82000 | PA      | $72566.18     | 0.00%             | 2031-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                   | Air Lease Corp                                                                  | CUSIP: 00914AAV4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50764.77     | 0.00%             | 2029-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                                                            | Unilever Capital Corp                                                           | CUSIP: 904764AY3<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    260000 | PA      | $256249.88    | 0.01%             | 2027-05-05      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CF Industries Inc                                                                | CF Industries Inc                                                               | CUSIP: 12527GAE3<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |     87000 | PA      | $83888.54     | 0.00%             | 2044-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Q7RS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    168283 | PA      | $166331.36    | 0.00%             | 2047-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179WR34<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1305831 | PA      | $1166843.45   | 0.03%             | 2051-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHILDREN'S HOSPITAL CORP                                                         | Children's Hospital Corp/The                                                    | CUSIP: 16876BAA0<br>LEI: 549300NXFO6BISJLOS32 | Long             | DBT              | CORP              | US        |     70000 | PA      | $58559.03     | 0.00%             | 2047-01-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                | CUSIP: 054989AF5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59374.28     | 0.00%             | 2033-03-22      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                             | Kraft Heinz Foods Co                                                            | CUSIP: 50077LBN5<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51086.51     | 0.00%             | 2035-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661DY0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     79000 | PA      | $69524.53     | 0.00%             | 2030-10-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| HELMERICH & PAYNE INC                                                            | Helmerich & Payne Inc                                                           | CUSIP: 423452AG6<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88342.29     | 0.00%             | 2031-09-29      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TGU3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     87000 | PA      | $80155.34     | 0.00%             | 2030-02-13      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138EQLB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4420 | PA      | $4477.45      | 0.00%             | 2039-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IDAHO POWER CO                                                                   | Idaho Power Co                                                                  | CUSIP: 45138LBK8<br>LEI: TN0LL73P2C8X3W6KM391 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25798.80     | 0.00%             | 2034-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                  | CUSIP: 61744YAR9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    211000 | PA      | $199159.91    | 0.01%             | 2039-04-22      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QHP33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    566814 | PA      | $536992.03    | 0.02%             | 2036-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179YFM1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1065849 | PA      | $1090195.27   | 0.03%             | 2053-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                                       | Nucor Corp                                                                      | CUSIP: 670346AW5<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $77643.18     | 0.00%             | 2052-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| COCA-COLA FEMSA SAB CV                                                           | Coca-Cola Femsa SAB de CV                                                       | CUSIP: 191241AJ7<br>LEI: 5493008KEVFYPMGTXO33 | Long             | DBT              | CORP              | MX        |    218000 | PA      | $182248.00    | 0.01%             | 2032-09-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: —       |
| Merck & Co Inc                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YAV7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     87000 | PA      | $77733.19     | 0.00%             | 2039-03-07      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO RECEIVABLES TRUST                                             | Mercedes-Benz Auto Receivables Trust 2025-1                                     | CUSIP: 58773DAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $506658.20    | 0.01%             | 2029-12-17      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds                                | Republic of Poland Government International Bonds                               | CUSIP: 857524AE2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    300000 | PA      | $320534.01    | 0.01%             | 2032-11-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HALEON US CAPITAL LLC                                                            | Haleon US Capital LLC                                                           | CUSIP: 36264FAL5<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    265000 | PA      | $257979.94    | 0.01%             | 2029-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                      | CUSIP: 91159HJF8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    260000 | PA      | $261968.67    | 0.01%             | 2028-07-22      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                               | Ally Financial Inc                                                              | CUSIP: 02005NBV1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    110000 | PA      | $113453.23    | 0.00%             | 2035-07-26      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                                                | Healthpeak OP LLC                                                               | CUSIP: 42250PAA1<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |     92000 | PA      | $86945.96     | 0.00%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                  | CUSIP: 594918CW2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    140000 | PA      | $87754.35     | 0.00%             | 2050-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EQUINIX EU 2 FINANCING C                                                         | Equinix Europe 2 Financing Corp LLC                                             | CUSIP: 29390XAA2<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              |  | US        |     50000 | PA      | $51902.04     | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                    | CUSIP: 29250NCD5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $154058.60    | 0.00%             | 2054-04-05      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    540000 | PA      | $557987.21    | 0.02%             | 2029-07-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                  | CUSIP: 57636QAR5<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     82000 | PA      | $81363.00     | 0.00%             | 2027-03-26      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                                                 | ERP Operating LP                                                                | CUSIP: 26884ABN2<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |     76000 | PA      | $66532.83     | 0.00%             | 2031-08-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DQ8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    130000 | PA      | $113910.08    | 0.00%             | 2030-11-13      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                | CUSIP: 92553PAU6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    189000 | PA      | $172622.19    | 0.00%             | 2043-09-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| University of Michigan                                                           | UNIV OF MICHIGAN MI                                                             | CUSIP: 914455UK4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     95000 | PA      | $71283.20     | 0.00%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EWH8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97488.07     | 0.00%             | 2032-06-07      | Fixed         | 3.90%                 | No            |                  2 | On Loan: —       |
| Uruguay Government International Bonds                                           | Uruguay Government International Bonds                                          | CUSIP: 760942BE1<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    150000 | PA      | $160875.00    | 0.00%             | 2034-10-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KL7K7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1345621 | PA      | $1099187.64   | 0.03%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                        | CUSIP: 345397C68<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $214079.87    | 0.01%             | 2030-03-06      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132CWYG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    161255 | PA      | $154860.59    | 0.00%             | 2037-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                            | General Dynamics Corp                                                           | CUSIP: 369550BL1<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74670.12     | 0.00%             | 2027-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                         | Constellation Brands Inc                                                        | CUSIP: 21036PBQ0<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25391.65     | 0.00%             | 2029-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YBG9<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    171000 | PA      | $102632.78    | 0.00%             | 2061-12-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                 | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CY3<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    150000 | PA      | $152955.69    | 0.00%             | 2035-09-11      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| NiSource Inc                                                                     | NiSource Inc                                                                    | CUSIP: 65473QBF9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     87000 | PA      | $73235.52     | 0.00%             | 2047-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                            | CUSIP: 961214FP3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     55000 | PA      | $61557.84     | 0.00%             | 2033-11-17      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                     | CUSIP: 931142FC2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    160000 | PA      | $161002.35    | 0.00%             | 2030-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140E9J80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6008 | PA      | $5877.01      | 0.00%             | 2031-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                       | Philippines Government International Bonds                                      | CUSIP: 718286BD8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    200000 | PA      | $222020.00    | 0.01%             | 2032-01-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PUB SVC NEW HAMP                                                                 | Public Service Co of New Hampshire                                              | CUSIP: 744482BP4<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |     45000 | PA      | $42728.73     | 0.00%             | 2053-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS GROUP S                                                         | Tyco Electronics Group SA                                                       | CUSIP: 902133BC0<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |     25000 | PA      | $25306.51     | 0.00%             | 2031-02-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QCS3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151394.53    | 0.00%             | 2034-08-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133A9HE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    824226 | PA      | $670905.24    | 0.02%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                                              | Quanta Services Inc                                                             | CUSIP: 74762EAJ1<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |     69000 | PA      | $51297.93     | 0.00%             | 2041-10-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| FIRST-CITIZENS BANK/TRST                                                         | First-Citizens Bank & Trust Co                                                  | CUSIP: 125581GX0<br>LEI: L9VVX1KT5TFTKS0MLF66 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77816.01     | 0.00%             | 2028-03-09      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                                          | Royal Caribbean Cruises Ltd                                                     | CUSIP: 780153AW2<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    120000 | PA      | $118078.34    | 0.00%             | 2028-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                             | CUSIP: 03027XCM0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     50000 | PA      | $51665.12     | 0.00%             | 2035-01-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VDY7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200152.86    | 0.01%             | 2027-03-16      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DTVS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    768467 | PA      | $786467.23    | 0.02%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                                         | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBL5<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |     87000 | PA      | $87150.04     | 0.00%             | 2026-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179W2T4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    500398 | PA      | $413679.89    | 0.01%             | 2052-04-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER                                                           | Indiana Michigan Power Co                                                       | CUSIP: 454889AQ9<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |     54000 | PA      | $47234.50     | 0.00%             | 2046-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                | CUSIP: 22822VBC4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     80000 | PA      | $80957.13     | 0.00%             | 2033-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP                                                           | Boardwalk Pipelines LP                                                          | CUSIP: 096630AK4<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25939.56     | 0.00%             | 2034-08-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                                               | Ingersoll Rand Inc                                                              | CUSIP: 45687VAD8<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51661.91     | 0.00%             | 2029-06-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: —       |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EYD5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75619.24     | 0.00%             | 2028-06-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830BY4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     40000 | PA      | $42367.15     | 0.00%             | 2063-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                         | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556DA7<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102910.76    | 0.00%             | 2029-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                                                   | AutoNation Inc                                                                  | CUSIP: 05329WAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $75411.75     | 0.00%             | 2030-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QLHK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    353427 | PA      | $300326.48    | 0.01%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432NZ4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29256.02     | 0.00%             | 2032-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NEK3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    190000 | PA      | $186463.55    | 0.01%             | 2054-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| CONSUMERS ENERGY CO                                                              | Consumers Energy Co                                                             | CUSIP: 210518DQ6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20546.00     | 0.00%             | 2052-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                                                        | Adobe Inc                                                                       | CUSIP: 00724PAG4<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51701.21     | 0.00%             | 2034-04-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122EF1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71875.85     | 0.00%             | 2029-02-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | Oracle Corp                                                                     | CUSIP: 68389XBQ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    257000 | PA      | $199173.56    | 0.01%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| HYATT HOTELS CORP                                                                | Hyatt Hotels Corp                                                               | CUSIP: 448579AU6<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25405.88     | 0.00%             | 2028-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    341000 | PA      | $319814.94    | 0.01%             | 2031-05-13      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2020-1 A PTT                                                          | United Airlines 2020-1 Class A Pass Through Trust                               | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    113215 | PA      | $116371.32    | 0.00%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CFY2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $4025781.24   | 0.11%             | 2029-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448EL8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    171000 | PA      | $162743.14    | 0.00%             | 2029-07-29      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                  | CUSIP: 10373QBP4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    250000 | PA      | $161547.82    | 0.00%             | 2051-06-04      | Fixed         | 2.94%                 | No            |                  2 | On Loan: —       |
| CENTERPOINT ENERGY INC                                                           | CenterPoint Energy Inc                                                          | CUSIP: 15189TBJ5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     75000 | PA      | $79552.80     | 0.00%             | 2055-02-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: —       |
| IDAHO POWER CO                                                                   | Idaho Power Co                                                                  | CUSIP: 45138LBJ1<br>LEI: TN0LL73P2C8X3W6KM391 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25661.66     | 0.00%             | 2054-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ARROW ELECTRONICS INC                                                            | Arrow Electronics Inc                                                           | CUSIP: 04273WAF8<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51186.57     | 0.00%             | 2029-08-21      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| OEKB OEST. KONTROLLBANK                                                          | Oesterreichische Kontrollbank AG                                                | CUSIP: 676167CJ6<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |    500000 | PA      | $506239.82    | 0.01%             | 2028-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| Union Pacific Corp                                                               | Union Pacific Corp                                                              | CUSIP: 907818EW4<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     87000 | PA      | $75663.64     | 0.00%             | 2048-09-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076DH2<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34873.67     | 0.00%             | 2028-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432NS0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98580.41     | 0.00%             | 2029-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                         | Northern States Power Co/MN                                                     | CUSIP: 665772DA4<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76956.91     | 0.00%             | 2055-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNOLOGIES INC                                                         | Agilent Technologies Inc                                                        | CUSIP: 00846UAM3<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45360.32     | 0.00%             | 2030-06-04      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179RJD2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    344215 | PA      | $312520.08    | 0.01%             | 2045-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                                                                 | HF Sinclair Corp                                                                | CUSIP: 403949AS9<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26132.47     | 0.00%             | 2035-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                 | CUSIP: 4581X0DC9<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    300000 | PA      | $295361.63    | 0.01%             | 2028-09-18      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                                                 | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CBW8<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191272.75    | 0.01%             | 2054-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae                                                                      | CUSIP: 21H0606A4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2025000 | PA      | $2059452.48   | 0.06%             | 2054-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                                           | Equitable Holdings Inc                                                          | CUSIP: 054561AM7<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    149000 | PA      | $136859.96    | 0.00%             | 2048-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448FW3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75986.24     | 0.00%             | 2026-11-10      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNOLOGIES INC                                                         | Agilent Technologies Inc                                                        | CUSIP: 00846UAN1<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    118000 | PA      | $105910.83    | 0.00%             | 2031-03-12      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                            | Uber Technologies Inc                                                           | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150281.55    | 0.00%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140W2PU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    942390 | PA      | $967443.66    | 0.03%             | 2054-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     87000 | PA      | $82861.81     | 0.00%             | 2044-04-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AW9<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |     73000 | PA      | $61705.99     | 0.00%             | 2032-05-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810QH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    410000 | PA      | $405723.83    | 0.01%             | 2040-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I                                                         | Stanley Black & Decker Inc                                                      | CUSIP: 854502AN1<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |     75000 | PA      | $44502.56     | 0.00%             | 2050-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                                            | Southern California Gas Co                                                      | CUSIP: 842434CS9<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    150000 | PA      | $124644.54    | 0.00%             | 2049-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| THE CAMPBELLS COMPANY                                                            | Campbell's Company/The                                                          | CUSIP: 134429BG3<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149826.48    | 0.00%             | 2028-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PBJ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    341000 | PA      | $344201.19    | 0.01%             | 2031-03-24      | Fixed         | 4.49%                 | No            |                  2 | On Loan: —       |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                           | CUSIP: 882508BP8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48050.82     | 0.00%             | 2032-08-16      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | Gilead Sciences Inc                                                             | CUSIP: 375558BG7<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    231000 | PA      | $228407.10    | 0.01%             | 2035-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                           | Arizona Public Service Co                                                       | CUSIP: 040555DA9<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     64000 | PA      | $45864.23     | 0.00%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                                             | Chile Government International Bonds                                            | CUSIP: 168863DX3<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    300000 | PA      | $294600.00    | 0.01%             | 2027-01-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PFB3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    275000 | PA      | $279310.54    | 0.01%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                                | Cisco Systems Inc                                                               | CUSIP: 17275RBW1<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |     95000 | PA      | $96460.73     | 0.00%             | 2028-02-24      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | Oracle Corp                                                                     | CUSIP: 68389XBE4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    137000 | PA      | $124861.18    | 0.00%             | 2035-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                 | Georgia Power Co                                                                | CUSIP: 373334KN0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    171000 | PA      | $130532.84    | 0.00%             | 2050-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN ASSETS TRUST LP                                                         | American Assets Trust LP                                                        | CUSIP: 02401LAA2<br>LEI: 549300V1TI0SMG9Z6U69 | Long             | DBT              |  | US        |     75000 | PA      | $68112.76     | 0.00%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BLACKROCK CASH FUNDS                                                             | BlackRock Cash Funds: Treasury, SL Agency Shares                                | CUSIP: 066922477<br>LEI: N/A                  | Long             | STIV             | RF                | US        | 151995018 | NS      | $152071015.27 | 4.25%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CEF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4267000 | PA      | $4194994.38   | 0.12%             | 2027-03-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                            | CUSIP: 78017DAM0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $101309.11    | 0.00%             | 2031-08-06      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCJ7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    135000 | PA      | $138032.28    | 0.00%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                         | Berkshire Hathaway Energy Co                                                    | CUSIP: 59562VAM9<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    337000 | PA      | $366691.68    | 0.01%             | 2036-04-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                                | Cisco Systems Inc                                                               | CUSIP: 17275RCA8<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |     85000 | PA      | $86488.68     | 0.00%             | 2055-02-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                           | Diamondback Energy Inc                                                          | CUSIP: 25278XBB4<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    170000 | PA      | $163656.03    | 0.00%             | 2064-04-18      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAZ8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $123256.36    | 0.00%             | 2041-10-29      | Fixed         | 3.85%                 | No            |                  2 | On Loan: —       |
| AT&T Inc                                                                         | AT&T Inc                                                                        | CUSIP: 00206RDJ8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    300000 | PA      | $254289.04    | 0.01%             | 2048-03-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                         | CUSIP: 808513CJ2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106127.88    | 0.00%             | 2029-11-17      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CHX2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $3061054.68   | 0.09%             | 2028-08-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                              | Consumers Energy Co                                                             | CUSIP: 210518DC7<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49717.74     | 0.00%             | 2028-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                                         | Province of British Columbia Canada                                             | CUSIP: 110709GQ9<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    350000 | PA      | $349892.25    | 0.01%             | 2030-08-27      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VFU3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    427000 | PA      | $272531.01    | 0.01%             | 2050-11-20      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| SOUTH BOW USA INFRA HLDS                                                         | South Bow USA Infrastructure Holdings LLC                                       | CUSIP: 83007CAD4<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101147.96    | 0.00%             | 2029-10-01      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                     | CUSIP: 13645RBK9<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $77296.42     | 0.00%             | 2035-03-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| SABINE PASS LIQUEFACTION                                                         | Sabine Pass Liquefaction LLC                                                    | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    141000 | PA      | $141491.84    | 0.00%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                              | CUSIP: 05964HBD6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $214421.47    | 0.01%             | 2034-03-14      | Fixed         | 6.35%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X5DK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     73242 | PA      | $70972.85     | 0.00%             | 2034-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                                                          | Principal Financial Group Inc                                                   | CUSIP: 74251VAN2<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |     87000 | PA      | $74393.93     | 0.00%             | 2046-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| JAPAN INT'L COOP AGENCY                                                          | Japan International Cooperation Agency                                          | CUSIP: 47109LAA2<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |    500000 | PA      | $490834.63    | 0.01%             | 2026-10-20      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner Trust                                              | Toyota Auto Receivables 2025-C Owner Trust                                      | CUSIP: 89238VAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    750000 | PA      | $753756.08    | 0.02%             | 2031-01-15      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Flex Ltd                                                                         | Flex Ltd                                                                        | CUSIP: 33938XAA3<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |     87000 | PA      | $87865.65     | 0.00%             | 2029-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAZ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    141000 | PA      | $114585.27    | 0.00%             | 2046-08-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                           | CUSIP: 91087BBD1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $220100.00    | 0.01%             | 2055-05-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076DB5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81324.05     | 0.00%             | 2027-06-25      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                                         | Baltimore Gas and Electric Co                                                   | CUSIP: 059165EL0<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |     80000 | PA      | $55252.13     | 0.00%             | 2049-09-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WQAW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    196973 | PA      | $181166.28    | 0.01%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                                                               | Ameren Illinois Co                                                              | CUSIP: 02361DAU4<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |     53000 | PA      | $37147.81     | 0.00%             | 2050-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 3622AADU5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     21119 | PA      | $20177.02     | 0.00%             | 2048-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                   | CUSIP: 744448DB4<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128633.14    | 0.00%             | 2055-05-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418FDA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1693762 | PA      | $1680610.20   | 0.05%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7857000 | PA      | $5003619.98   | 0.14%             | 2040-05-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PFC1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    175000 | PA      | $168065.00    | 0.00%             | 2054-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                                            | PACCAR Financial Corp                                                           | CUSIP: 69371RT97<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25066.48     | 0.00%             | 2028-08-08      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae                                                                      | CUSIP: 21H0326A3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7419000 | PA      | $6763279.47   | 0.19%             | 2055-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132AEPE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1234356 | PA      | $1186138.77   | 0.03%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                | CUSIP: 22822VBA8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     65000 | PA      | $65913.29     | 0.00%             | 2028-01-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EXPORT DEVELOPMNT CANADA                                                         | Export Development Canada                                                       | CUSIP: 30216BKC5<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |    750000 | PA      | $759926.17    | 0.02%             | 2029-02-13      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 88339WAB2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50925.95     | 0.00%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL                                                          | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                         | CUSIP: 05723KAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     79000 | PA      | $77878.21     | 0.00%             | 2027-12-15      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833EL0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    170000 | PA      | $103407.00    | 0.00%             | 2061-08-05      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark 2020-B21 Mortgage Trust                                               | CUSIP: 08163LAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    410000 | PA      | $360715.95    | 0.01%             | 2053-12-17      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ4J6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    235608 | PA      | $226670.80    | 0.01%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680BX0<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     87000 | PA      | $68228.13     | 0.00%             | 2046-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                       | CUSIP: 911312CD6<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77898.25     | 0.00%             | 2034-05-22      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| UNIVERSITY OF CHICAGO                                                            | University of Chicago/The                                                       | CUSIP: 91412NBE9<br>LEI: 54930099Y7GU6182V326 | Long             | DBT              | CORP              | US        |     73000 | PA      | $47514.75     | 0.00%             | 2050-04-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| DOVER CORP                                                                       | Dover Corp                                                                      | CUSIP: 260003AP3<br>LEI: 549300FMC2ALGA7N9E80 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57062.96     | 0.00%             | 2029-11-04      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200KU4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100003.40    | 0.00%             | 2032-07-27      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| KEURIG DR PEPPER INC                                                             | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAR1<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    122000 | PA      | $98557.72     | 0.00%             | 2052-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804FP4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    187000 | PA      | $169428.42    | 0.00%             | 2043-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GXR0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    300000 | PA      | $264729.30    | 0.01%             | 2032-01-27      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MidAmerican Energy Co                                                           | CUSIP: 595620AT2<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     87000 | PA      | $85731.58     | 0.00%             | 2029-04-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                                                      | Bell Telephone Co of Canada or Bell Canada                                      | CUSIP: 0778FPAJ8<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |     33000 | PA      | $23631.03     | 0.00%             | 2052-08-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: —       |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448GL6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75264.99     | 0.00%             | 2029-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                                       | Nasdaq Inc                                                                      | CUSIP: 63111XAB7<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     70000 | PA      | $48781.97     | 0.00%             | 2050-04-28      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                      | BBCMS MORTGAGE TRUST 2017-C1                                                    | CUSIP: 07332VBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    392000 | PA      | $386670.21    | 0.01%             | 2050-02-15      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | Oracle Corp                                                                     | CUSIP: 68389XBD6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    163000 | PA      | $155308.78    | 0.00%             | 2030-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                               | CUSIP: 478160CK8<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    171000 | PA      | $168038.40    | 0.00%             | 2028-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140W2RB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1028617 | PA      | $1040658.27   | 0.03%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                                                         | Martin Marietta Materials Inc                                                   | CUSIP: 573284BA3<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30616.49     | 0.00%             | 2034-12-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN UNIVERSITY                                                          | Northwestern University                                                         | CUSIP: 668444AS1<br>LEI: OBWWNZE695DUK77DTI34 | Long             | DBT              | CORP              | US        |     85000 | PA      | $53547.94     | 0.00%             | 2050-12-01      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                                                         | Interstate Power and Light Co                                                   | CUSIP: 461070AV6<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74575.46     | 0.00%             | 2034-09-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                                                       | Unum Group                                                                      | CUSIP: 91529YAN6<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |     71000 | PA      | $70088.61     | 0.00%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                           | Sempra                                                                          | CUSIP: 816851BR9<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52114.55     | 0.00%             | 2033-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QNQM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3276993 | PA      | $2787655.49   | 0.08%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J5EJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    161239 | PA      | $155567.45    | 0.00%             | 2032-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                             | CUSIP: 459058LR2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    735000 | PA      | $745883.23    | 0.02%             | 2030-03-20      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJY61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18415 | PA      | $16661.79     | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                               | Analog Devices Inc                                                              | CUSIP: 032654BB0<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51858.50     | 0.00%             | 2034-04-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XBE7<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40969.67     | 0.00%             | 2034-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138YUHZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16681 | PA      | $16060.32     | 0.00%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                                                            | Aon North America Inc                                                           | CUSIP: 03740MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $208340.85    | 0.01%             | 2034-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co                                                               | Ameren Illinois Co                                                              | CUSIP: 02361DAS9<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49813.15     | 0.00%             | 2028-05-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CEC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     66453 | PA      | $64096.80     | 0.00%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YFQ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    390000 | PA      | $407243.68    | 0.01%             | 2030-04-18      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                                                               | Honda Motor Co Ltd                                                              | CUSIP: 438127AE2<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |    175000 | PA      | $176543.33    | 0.00%             | 2030-07-08      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 913017CW7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     87000 | PA      | $81872.14     | 0.00%             | 2038-11-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418SYS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1013 | PA      | $1038.16      | 0.00%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                          | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550AT3<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    171000 | PA      | $179186.15    | 0.01%             | 2035-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                      | Nutrien Ltd                                                                     | CUSIP: 67077MAX6<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     87000 | PA      | $67545.19     | 0.00%             | 2050-05-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                                                    | J M Smucker Co/The                                                              | CUSIP: 832696AZ1<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    125000 | PA      | $137916.80    | 0.00%             | 2053-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QBBH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    119372 | PA      | $114398.42    | 0.00%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                       | CUSIP: 911312AY2<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    141000 | PA      | $138638.58    | 0.00%             | 2026-11-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179Q6N6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    234577 | PA      | $213280.73    | 0.01%             | 2045-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31417FBL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20330 | PA      | $20881.48     | 0.00%             | 2037-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MEMORIAL SLOAN-KETTERING                                                         | Memorial Sloan-Kettering Cancer Center                                          | CUSIP: 586054AA6<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |     70000 | PA      | $67591.91     | 0.00%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NVENT FINANCE SARL                                                               | nVent Finance Sarl                                                              | CUSIP: 67078AAE3<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |     65000 | PA      | $57998.16     | 0.00%             | 2031-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QUYV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    636383 | PA      | $664612.86    | 0.02%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 969457CJ7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105021.15    | 0.00%             | 2033-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                             | Las Vegas Sands Corp                                                            | CUSIP: 517834AK3<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26038.12     | 0.00%             | 2029-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | Meta Platforms Inc                                                              | CUSIP: 30303M8K1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    200000 | PA      | $171523.39    | 0.00%             | 2062-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QMPG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    202198 | PA      | $181629.57    | 0.01%             | 2036-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                           | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664CR0<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    171000 | PA      | $146555.01    | 0.00%             | 2049-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts School Building Authority                                          | MASSACHUSETTS ST SCH BLDG AUTH SALES TAX REVENUE                                | CUSIP: 576000KV4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    115000 | PA      | $120429.35    | 0.00%             | 2039-08-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X9SX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3865620 | PA      | $2979245.50   | 0.08%             | 2051-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418D2L5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2700547 | PA      | $2192842.54   | 0.06%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138A7G28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       127 | PA      | $126.90       | 0.00%             | 2026-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD GRP/CO                                                         | JBS USA Holding Lux Sarl / JBS USA Foods Group Holdings Inc / JBS USA Food Co   | CUSIP: 472140AG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $153808.50    | 0.00%             | 2056-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                         | Baxter International Inc                                                        | CUSIP: 071813CP2<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    209000 | PA      | $196169.85    | 0.01%             | 2028-12-01      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 31329PNA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    168347 | PA      | $166116.28    | 0.00%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DV7M1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    606721 | PA      | $537944.15    | 0.02%             | 2050-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                                | Atmos Energy Corp                                                               | CUSIP: 049560BA2<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     50000 | PA      | $54995.05     | 0.00%             | 2053-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                                | Ares Capital Corp                                                               | CUSIP: 04010LBL6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24819.68     | 0.00%             | 2031-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 63743HFX5<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61804.97     | 0.00%             | 2030-02-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 63743HFJ6<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51318.24     | 0.00%             | 2028-09-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT Capital Corp                                                                | CUSIP: 05526DBN4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    104000 | PA      | $106018.03    | 0.00%             | 2030-04-02      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                             | Boston Properties LP                                                            | CUSIP: 10112RBC7<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |     83000 | PA      | $77050.11     | 0.00%             | 2030-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                      | CUSIP: 14040HCX1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102551.34    | 0.00%             | 2029-02-01      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NEC1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    160000 | PA      | $160709.37    | 0.00%             | 2033-02-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                         | Export-Import Bank of Korea                                                     | CUSIP: 302154EK1<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $206704.00    | 0.01%             | 2030-01-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ADVANCED MICRO DEVICES                                                           | Advanced Micro Devices Inc                                                      | CUSIP: 007903BF3<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73353.98     | 0.00%             | 2032-06-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128M9SS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18354 | PA      | $17337.19     | 0.00%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | Oracle Corp                                                                     | CUSIP: 68389XBF1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80357.15     | 0.00%             | 2045-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Q9EZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31580 | PA      | $30346.96     | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                                          | Jefferies Financial Group Inc                                                   | CUSIP: 47233JGT9<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    121000 | PA      | $107619.98    | 0.00%             | 2031-10-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                       | FedEx Corp                                                                      | CUSIP: 31428XBV7<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95821.37     | 0.00%             | 2029-08-05      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                                      | Cencora Inc                                                                     | CUSIP: 03073EAN5<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     87000 | PA      | $73076.23     | 0.00%             | 2045-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                              | CUSIP: 756109BH6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |     87000 | PA      | $85757.67     | 0.00%             | 2028-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: —       |
| SONOCO PRODUCTS CO                                                               | Sonoco Products Co                                                              | CUSIP: 835495AS1<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98910.33     | 0.00%             | 2034-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Apple Inc                                                                        | Apple Inc                                                                       | CUSIP: 037833DD9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    300000 | PA      | $241243.43    | 0.01%             | 2047-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Chicago O'Hare International Airport                                             | CHICAGO IL O'HARE INTERNATIONAL ARPT REVENUE                                    | CUSIP: 167593H62<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $57022.35     | 0.00%             | 2049-01-01      | Fixed         | 4.47%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179WBZ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    991377 | PA      | $887881.71    | 0.02%             | 2051-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                | CUSIP: 22822VAH4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    100000 | PA      | $98960.72     | 0.00%             | 2027-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                                                | EOG Resources Inc                                                               | CUSIP: 26875PAZ4<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128344.53    | 0.00%             | 2036-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137HBP73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $525909.85    | 0.01%             | 2033-12-25      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                                                          | Blackstone Secured Lending Fund                                                 | CUSIP: 09261XAJ1<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25341.97     | 0.00%             | 2028-04-13      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| AUTODESK INC                                                                     | Autodesk Inc                                                                    | CUSIP: 052769AJ5<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51383.05     | 0.00%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                                                                | CBRE Services Inc                                                               | CUSIP: 12505BAG5<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26665.89     | 0.00%             | 2034-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DQF76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    446042 | PA      | $455310.01    | 0.01%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                              | Consumers Energy Co                                                             | CUSIP: 210518DF0<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     75000 | PA      | $51512.35     | 0.00%             | 2050-08-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ANDREW W MELLON FOUNDATI                                                         | Andrew W Mellon Foundation/The                                                  | CUSIP: 03444RAB4<br>LEI: HVIJIPOQ5TXYVD3NET54 | Long             | DBT              | CORP              | US        |     83000 | PA      | $78390.88     | 0.00%             | 2027-08-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| BROADCOM CRP / CAYMN FI                                                          | Broadcom Corp / Broadcom Cayman Finance Ltd                                     | CUSIP: 11134LAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    270000 | PA      | $269797.33    | 0.01%             | 2027-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAU8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249665.00    | 0.01%             | 2027-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                     | Stryker Corp                                                                    | CUSIP: 863667BJ9<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75617.64     | 0.00%             | 2027-02-10      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | Florida Power & Light Co                                                        | CUSIP: 341081FR3<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     57000 | PA      | $47219.86     | 0.00%             | 2048-06-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PATTERSON-UTI ENERGY INC                                                         | Patterson-UTI Energy Inc                                                        | CUSIP: 703481AC5<br>LEI: 254900XGFBKIXD6G0697 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50034.41     | 0.00%             | 2029-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| LOUISVILLE GAS & ELEC                                                            | Louisville Gas and Electric Co                                                  | CUSIP: 546676BA4<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61674.98     | 0.00%             | 2055-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CFB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3500000 | PA      | $3445312.50   | 0.10%             | 2027-07-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JDA9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51424.89     | 0.00%             | 2055-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                         | BHP Billiton Finance USA Ltd                                                    | CUSIP: 055451BD9<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    125000 | PA      | $130276.24    | 0.00%             | 2030-09-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                              | Abbott Laboratories                                                             | CUSIP: 002824BP4<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |     92000 | PA      | $86656.03     | 0.00%             | 2028-01-30      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179TCX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    671233 | PA      | $623093.26    | 0.02%             | 2047-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                                  | Sands China Ltd                                                                 | CUSIP: 80007RAL9<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $196400.00    | 0.01%             | 2030-06-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179V4U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1581602 | PA      | $1308070.53   | 0.04%             | 2051-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                | NatWest Group PLC                                                               | CUSIP: 78009PEH0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    450000 | PA      | $459601.74    | 0.01%             | 2030-01-27      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 94974BGT1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    244000 | PA      | $206365.81    | 0.01%             | 2046-06-14      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                              | Global Payments Inc                                                             | CUSIP: 37940XAD4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    150000 | PA      | $138823.84    | 0.00%             | 2030-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FCM1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    325000 | PA      | $334945.36    | 0.01%             | 2035-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                                                    | Westlake Corp                                                                   | CUSIP: 960413AW2<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |     75000 | PA      | $71452.61     | 0.00%             | 2030-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 969457BV1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75676.13     | 0.00%             | 2044-06-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EMBRAER NETHERLANDS FINA                                                         | Embraer Netherlands Finance BV                                                  | CUSIP: 29082HAE2<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |     70000 | PA      | $73824.10     | 0.00%             | 2035-02-11      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    415000 | PA      | $461103.47    | 0.01%             | 2034-10-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                               | Vodafone Group PLC                                                              | CUSIP: 92857WBY5<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    150000 | PA      | $146001.43    | 0.00%             | 2053-02-10      | Fixed         | 5.63%                 | No            |                  2 | On Loan: —       |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280DW6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    225000 | PA      | $247467.29    | 0.01%             | 2044-03-09      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                            | CUSIP: 961214EL3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    138000 | PA      | $130214.80    | 0.00%             | 2030-01-16      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                                                  | Hershey Co/The                                                                  | CUSIP: 427866BD9<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |     87000 | PA      | $81633.55     | 0.00%             | 2029-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418AVV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49238 | PA      | $47512.59     | 0.00%             | 2033-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                  | CUSIP: 57636QAQ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    181000 | PA      | $145037.00    | 0.00%             | 2050-03-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448FE3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    169000 | PA      | $148567.08    | 0.00%             | 2031-10-21      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                         | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556DB5<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104144.06    | 0.00%             | 2034-01-31      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818FE3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    135000 | PA      | $102359.93    | 0.00%             | 2059-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                                           | Santander Holdings USA Inc                                                      | CUSIP: 80282KAZ9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    341000 | PA      | $337638.65    | 0.01%             | 2026-10-05      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                           | Brookfield Finance Inc                                                          | CUSIP: 11271LAH5<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    107000 | PA      | $97735.55     | 0.00%             | 2031-04-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | American Express Co                                                             | CUSIP: 025816BF5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    167000 | PA      | $144739.60    | 0.00%             | 2042-12-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                                                               | Ameren Illinois Co                                                              | CUSIP: 02361DAZ3<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52401.46     | 0.00%             | 2052-12-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| LKQ CORP                                                                         | LKQ Corp                                                                        | CUSIP: 501889AD1<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103360.09    | 0.00%             | 2028-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                              | Nomura Holdings Inc                                                             | CUSIP: 65535HAZ2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    222000 | PA      | $216499.38    | 0.01%             | 2027-01-22      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| BorgWarner Inc                                                                   | BorgWarner Inc                                                                  | CUSIP: 099724AH9<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |     75000 | PA      | $63491.05     | 0.00%             | 2045-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                        | CUSIP: 298785JP2<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    247000 | PA      | $239073.75    | 0.01%             | 2026-10-26      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                  | CUSIP: 57636QBB9<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150676.38    | 0.00%             | 2032-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | Exelon Corp                                                                     | CUSIP: 30161NAQ4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49403.73     | 0.00%             | 2035-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DTFF2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    552573 | PA      | $582389.19    | 0.02%             | 2054-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200JR3<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99133.17     | 0.00%             | 2027-01-27      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                | CUSIP: 054989AA6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $107952.19    | 0.00%             | 2030-08-02      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661DJ3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     71000 | PA      | $60426.20     | 0.00%             | 2045-09-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BN1<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     59000 | PA      | $53458.32     | 0.00%             | 2030-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KQDR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    340350 | PA      | $348661.32    | 0.01%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    500000 | PA      | $507964.27    | 0.01%             | 2033-07-25      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                        | GATX Corp                                                                       | CUSIP: 361448BS1<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77381.75     | 0.00%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EVEREST REINSURANCE HLDG                                                         | Everest Reinsurance Holdings Inc                                                | CUSIP: 299808AJ4<br>LEI: 254900P29PM5UJR3VU91 | Long             | DBT              | CORP              | US        |    155000 | PA      | $100063.53    | 0.00%             | 2052-10-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833ER7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    150000 | PA      | $121312.94    | 0.00%             | 2062-08-08      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                               | Ford Motor Co                                                                   | CUSIP: 345370CX6<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     50000 | PA      | $58257.30     | 0.00%             | 2030-04-22      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                                                         | Asian Infrastructure Investment Bank/The                                        | CUSIP: 04522KAQ9<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |    200000 | PA      | $205708.00    | 0.01%             | 2035-05-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                                                       | VMware LLC                                                                      | CUSIP: 928563AC9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249076.27    | 0.01%             | 2027-08-21      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                                                          | Piedmont Natural Gas Co Inc                                                     | CUSIP: 720186AN5<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |     87000 | PA      | $78486.42     | 0.00%             | 2031-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                       | Fiserv Inc                                                                      | CUSIP: 337738BG2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51556.32     | 0.00%             | 2028-08-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                         | CUSIP: 808513BP9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    140000 | PA      | $133735.85    | 0.00%             | 2028-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138XYCD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37257 | PA      | $35450.13     | 0.00%             | 2042-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                                           | Chubb INA Holdings LLC                                                          | CUSIP: 00440EAQ0<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     53000 | PA      | $46343.71     | 0.00%             | 2043-03-13      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                                                         | Interstate Power and Light Co                                                   | CUSIP: 461070AU8<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26214.81     | 0.00%             | 2033-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    295000 | PA      | $301356.65    | 0.01%             | 2029-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                           | Marriott International Inc/MD                                                   | CUSIP: 571903BU6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    175000 | PA      | $178839.29    | 0.01%             | 2037-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                         | CUSIP: 06418JAC5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $266100.11    | 0.01%             | 2034-02-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                                              | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    104000 | PA      | $99609.24     | 0.00%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                                                        | Adobe Inc                                                                       | CUSIP: 00724PAE9<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35513.50     | 0.00%             | 2027-04-04      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                              | CUSIP: 05964HAS4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $407637.88    | 0.01%             | 2027-08-18      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CAF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    166743 | PA      | $150755.59    | 0.00%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YBD6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    165000 | PA      | $154986.00    | 0.00%             | 2028-12-10      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                                | Union Electric Co                                                               | CUSIP: 906548CQ3<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     87000 | PA      | $59811.41     | 0.00%             | 2049-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                          | CUSIP: 04517PBT8<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    200000 | PA      | $197742.48    | 0.01%             | 2033-06-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                         | Constellation Brands Inc                                                        | CUSIP: 21036PBG2<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     87000 | PA      | $64031.00     | 0.00%             | 2050-05-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                    | CUSIP: 29250NCJ2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $51131.86     | 0.00%             | 2030-06-20      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    911000 | PA      | $630141.40    | 0.02%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X8RR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    978772 | PA      | $802379.17    | 0.02%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORP                                                                | Toyota Motor Corp                                                               | CUSIP: 892331AV1<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |     25000 | PA      | $25595.56     | 0.00%             | 2035-06-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                        | CUSIP: 345397G56<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205471.03    | 0.01%             | 2035-02-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| PUB SVC NEW HAMP                                                                 | Public Service Co of New Hampshire                                              | CUSIP: 744538AF6<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52319.24     | 0.00%             | 2033-10-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                     | CUSIP: 74340XBQ3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     50000 | PA      | $27455.04     | 0.00%             | 2050-10-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAE4<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     74000 | PA      | $80235.58     | 0.00%             | 2038-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                                                            | Evergy Kansas Central Inc                                                       | CUSIP: 95709TAM2<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    121000 | PA      | $102042.63    | 0.00%             | 2045-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DTAQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    814165 | PA      | $828223.41    | 0.02%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    441000 | PA      | $417539.50    | 0.01%             | 2030-10-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| LOUISVILLE GAS & ELEC                                                            | Louisville Gas and Electric Co                                                  | CUSIP: 546676AZ0<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | DBT              | CORP              | US        |    200000 | PA      | $209319.10    | 0.01%             | 2033-04-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                  | Chevron USA Inc                                                                 | CUSIP: 166756BD7<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76747.37     | 0.00%             | 2030-04-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 3617QG2H6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    115991 | PA      | $98112.20     | 0.00%             | 2050-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                     | CUSIP: 438516CQ7<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77119.35     | 0.00%             | 2029-09-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                                                              | Dollar General Corp                                                             | CUSIP: 256677AM7<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47904.15     | 0.00%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Fanniemae-Aces                                                                   | Fannie Mae-Aces                                                                 | CUSIP: 3136B4VT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    628644 | PA      | $608202.09    | 0.02%             | 2029-06-25      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                               | CUSIP: 478160AN4<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    200000 | PA      | $223622.63    | 0.01%             | 2037-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| FOMENTO ECONOMICO MEX                                                            | Fomento Economico Mexicano SAB de CV                                            | CUSIP: 344419AC0<br>LEI: 549300A8MDWDJNMLV153 | Long             | DBT              | CORP              | MX        |    150000 | PA      | $109375.50    | 0.00%             | 2050-01-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                            | CUSIP: 961214FN8<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    100000 | PA      | $104681.80    | 0.00%             | 2028-11-17      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140FE4G6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45903 | PA      | $44146.49     | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                         | Caterpillar Financial Services Corp                                             | CUSIP: 14913R2G1<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94899.39     | 0.00%             | 2027-09-14      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31417GNU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11315 | PA      | $10969.18     | 0.00%             | 2033-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810QB7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1999000 | PA      | $1968077.97   | 0.06%             | 2039-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31335CBP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4211 | PA      | $4049.58      | 0.00%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216DY3<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152662.81    | 0.00%             | 2034-08-14      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| ESSEX PORTFOLIO LP                                                               | Essex Portfolio LP                                                              | CUSIP: 29717PAV9<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |    100000 | PA      | $89125.14     | 0.00%             | 2032-03-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                     | Stryker Corp                                                                    | CUSIP: 863667BF7<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149267.93    | 0.00%             | 2034-09-11      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| State of Israel                                                                  | Israel Government International Bond                                            | CUSIP: 4651387N9<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    415000 | PA      | $360790.63    | 0.01%             | 2043-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                           | ConocoPhillips Co                                                               | CUSIP: 20826FBH8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49576.73     | 0.00%             | 2063-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| NETAPP INC                                                                       | NetApp Inc                                                                      | CUSIP: 64110DAK0<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46289.35     | 0.00%             | 2030-06-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| EVERGY METRO                                                                     | Evergy Metro Inc                                                                | CUSIP: 30037DAB1<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30460.40     | 0.00%             | 2033-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $106571.66    | 0.00%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EXT1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77046.74     | 0.00%             | 2029-06-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBK2<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    115000 | PA      | $116868.67    | 0.00%             | 2030-07-26      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                            | Northrop Grumman Corp                                                           | CUSIP: 666807BS0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    171000 | PA      | $172415.86    | 0.00%             | 2030-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAA2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     87000 | PA      | $93484.27     | 0.00%             | 2037-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                         | CUSIP: 828807DK0<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    171000 | PA      | $159246.63    | 0.00%             | 2030-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    310000 | PA      | $309263.99    | 0.01%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                         | Occidental Petroleum Corp                                                       | CUSIP: 674599EJ0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    155000 | PA      | $157278.19    | 0.00%             | 2029-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804FB5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     87000 | PA      | $93495.94     | 0.00%             | 2037-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                                          | Japan Bank for International Cooperation                                        | CUSIP: 471048BQ0<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    500000 | PA      | $489226.96    | 0.01%             | 2027-11-16      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| TENN VALLEY AUTHORITY                                                            | Tennessee Valley Authority                                                      | CUSIP: 880591FC1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |     50000 | PA      | $49840.04     | 0.00%             | 2055-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                              | Dow Chemical Co/The                                                             | CUSIP: 260543BY8<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     69000 | PA      | $90038.34     | 0.00%             | 2039-05-15      | Fixed         | 9.40%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 913017CR8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    171000 | PA      | $168536.21    | 0.00%             | 2027-05-04      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | Comcast Corp                                                                    | CUSIP: 20030NBW0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    148000 | PA      | $145048.10    | 0.00%             | 2027-01-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179TV85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    114856 | PA      | $116514.16    | 0.00%             | 2048-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                         | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AT7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90528.91     | 0.00%             | 2050-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AY5<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |     52000 | PA      | $44909.96     | 0.00%             | 2034-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XRS97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    758652 | PA      | $778400.53    | 0.02%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    341000 | PA      | $323004.77    | 0.01%             | 2029-06-14      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                   | Starbucks Corp                                                                  | CUSIP: 855244BG3<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25245.75     | 0.00%             | 2027-02-08      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                                 | Alabama Power Co                                                                | CUSIP: 010392FU7<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     51000 | PA      | $44693.50     | 0.00%             | 2030-09-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                                                              | Otis Worldwide Corp                                                             | CUSIP: 68902VAK3<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    171000 | PA      | $159209.71    | 0.00%             | 2030-02-15      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162DC1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    240000 | PA      | $157686.59    | 0.00%             | 2052-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                                | L3Harris Technologies Inc                                                       | CUSIP: 413875AW5<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    171000 | PA      | $172112.72    | 0.00%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XGHA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    169045 | PA      | $156235.73    | 0.00%             | 2037-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                   | CUSIP: 501044DN8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     75000 | PA      | $58338.13     | 0.00%             | 2050-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                                                         | FMC Corp                                                                        | CUSIP: 302491AT2<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54391.16     | 0.00%             | 2026-10-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810RX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3090000 | PA      | $2352503.89   | 0.07%             | 2047-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CDP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7091000 | PA      | $6602108.81   | 0.18%             | 2028-12-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    225000 | PA      | $225878.99    | 0.01%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 3618N5GM5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3991131 | PA      | $3872886.62   | 0.11%             | 2055-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CCV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5982000 | PA      | $5570503.84   | 0.16%             | 2028-08-31      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 36180KJR3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3826 | PA      | $3576.60      | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                                                   | Phillips 66 Co                                                                  | CUSIP: 718547AR3<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    110000 | PA      | $113154.95    | 0.00%             | 2033-06-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                                         | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAS0<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103958.94    | 0.00%             | 2034-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                         | Baxter International Inc                                                        | CUSIP: 071813CS6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    200000 | PA      | $175338.32    | 0.00%             | 2032-02-01      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400HR7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    150000 | PA      | $136175.89    | 0.00%             | 2052-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                           | Roper Technologies Inc                                                          | CUSIP: 776743AG1<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     76000 | PA      | $72430.39     | 0.00%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                             | CUSIP: 03027XAW0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    187000 | PA      | $183449.05    | 0.01%             | 2029-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                                               | Conagra Brands Inc                                                              | CUSIP: 205887CJ9<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50508.63     | 0.00%             | 2026-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK NY                                                                     | CUSIP: 64966SHN9<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     60000 | PA      | $57223.95     | 0.00%             | 2054-10-01      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179SGK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    297905 | PA      | $269945.88    | 0.01%             | 2046-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X7VT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4760880 | PA      | $4066956.22   | 0.11%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138EPWM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30995 | PA      | $29242.28     | 0.00%             | 2043-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133APVV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    805017 | PA      | $655218.46    | 0.02%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XNKU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2753276 | PA      | $2230501.54   | 0.06%             | 2052-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448FS2<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60561.88     | 0.00%             | 2033-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | Entergy Louisiana LLC                                                           | CUSIP: 29364WBC1<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    171000 | PA      | $139023.02    | 0.00%             | 2050-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | Humana Inc                                                                      | CUSIP: 444859BQ4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    132000 | PA      | $127044.03    | 0.00%             | 2027-02-03      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140EY4Q1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12266 | PA      | $11998.13     | 0.00%             | 2031-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NIKE Inc                                                                         | NIKE Inc                                                                        | CUSIP: 654106AE3<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |     87000 | PA      | $70850.24     | 0.00%             | 2045-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J6GR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    106329 | PA      | $102166.11    | 0.00%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132WFEH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15566 | PA      | $14587.49     | 0.00%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QU7J9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2079474 | PA      | $2104351.57   | 0.06%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Autodesk Inc                                                                     | Autodesk Inc                                                                    | CUSIP: 052769AE6<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49573.02     | 0.00%             | 2027-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J9SN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    429478 | PA      | $386128.26    | 0.01%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL CAP FND                                                            | Golub Capital Private Credit Fund                                               | CUSIP: 38179RAD7<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101731.58    | 0.00%             | 2030-05-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                               | CUSIP: 857477BS1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    111000 | PA      | $108286.19    | 0.00%             | 2028-02-07      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J9FE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46220 | PA      | $45627.44     | 0.00%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                     | CUSIP: 438516CL8<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40187.72     | 0.00%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457CL0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    600000 | PA      | $606625.42    | 0.02%             | 2034-02-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority Dedicated Tax Fund                         | MET TRANSPRTN AUTH NY DEDICATED TAX FUND                                        | CUSIP: 59259NZH9<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     90000 | PA      | $107349.06    | 0.00%             | 2039-11-15      | Fixed         | 7.34%                 | No            |                  2 | On Loan: No      |
| CLECO CORPORATE HOLDINGS                                                         | Cleco Corporate Holdings LLC                                                    | CUSIP: 18551PAD1<br>LEI: 5493002H80P81B3HXL31 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34804.70     | 0.00%             | 2046-05-01      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBR5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $149251.23    | 0.00%             | 2030-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140E7KF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6074 | PA      | $5947.80      | 0.00%             | 2030-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                                          | Japan Bank for International Cooperation                                        | CUSIP: 471048AZ1<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    500000 | PA      | $491238.58    | 0.01%             | 2026-11-04      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE OKLAHOMA                                                          | Public Service Co of Oklahoma                                                   | CUSIP: 744533BM1<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |     87000 | PA      | $76606.10     | 0.00%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                                            | AvalonBay Communities Inc                                                       | CUSIP: 05348EBG3<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |    100000 | PA      | $92201.11     | 0.00%             | 2030-03-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140FXF23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    202263 | PA      | $191072.45    | 0.01%             | 2057-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132HNH44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9933 | PA      | $9398.75      | 0.00%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179WVT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1736297 | PA      | $1435415.00   | 0.04%             | 2052-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 75513ECX7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    155000 | PA      | $173415.97    | 0.00%             | 2054-03-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| COUNCIL OF EUROPE                                                                | Council Of Europe Development Bank                                              | CUSIP: 222213BF6<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | XX        |    100000 | PA      | $101357.76    | 0.00%             | 2027-06-11      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | Humana Inc                                                                      | CUSIP: 444859BB7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    171000 | PA      | $148146.03    | 0.00%             | 2042-12-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bonds                                           | Uruguay Government International Bonds                                          | CUSIP: 760942AS1<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    300000 | PA      | $364950.00    | 0.01%             | 2036-03-21      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QKEX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     58803 | PA      | $47997.96     | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NIKE INC                                                                         | NIKE Inc                                                                        | CUSIP: 654106AJ2<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    341000 | PA      | $335693.99    | 0.01%             | 2027-03-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                         | CUSIP: 808513BT1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86765.78     | 0.00%             | 2031-12-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                                                | Hyatt Hotels Corp                                                               | CUSIP: 448579AV4<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26073.00     | 0.00%             | 2032-03-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                  | Xcel Energy Inc                                                                 | CUSIP: 98388MAD9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     83000 | PA      | $82347.39     | 0.00%             | 2032-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132CWMP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    453972 | PA      | $447334.72    | 0.01%             | 2034-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                                            | PACCAR Financial Corp                                                           | CUSIP: 69371RT63<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50694.85     | 0.00%             | 2028-03-03      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                           | Arizona Public Service Co                                                       | CUSIP: 040555CN2<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     71000 | PA      | $62567.91     | 0.00%             | 2042-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                 | Welltower OP LLC                                                                | CUSIP: 95040QAJ3<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    171000 | PA      | $163329.96    | 0.00%             | 2030-01-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ALLEGHANY CORP                                                                   | Alleghany Corp                                                                  | CUSIP: 017175AE0<br>LEI: 549300DCJE6AYX159479 | Long             | DBT              | CORP              | US        |    121000 | PA      | $118169.79    | 0.00%             | 2030-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET SPECIALTY                                                           | Sixth Street Specialty Lending Inc                                              | CUSIP: 83012AAD1<br>LEI: 549300TX61566GJWCN05 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50701.96     | 0.00%             | 2030-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| NY & PRESBYTERIAN HOSPIT                                                         | New York and Presbyterian Hospital/The                                          | CUSIP: 649322AF1<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |     72000 | PA      | $50648.93     | 0.00%             | 2119-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: —       |
| JEFFERIES FIN GROUP INC                                                          | Jefferies Financial Group Inc                                                   | CUSIP: 472319AM4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     30000 | PA      | $32201.41     | 0.00%             | 2043-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BJ0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    171000 | PA      | $157214.59    | 0.00%             | 2049-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WFAN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7243 | PA      | $7025.36      | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PEJ7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147857.61    | 0.00%             | 2032-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280EN5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $206300.74    | 0.01%             | 2030-11-19      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                     | CUSIP: 02665WFK2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253531.69    | 0.01%             | 2027-07-09      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH OF NEW YORK & NEW JERSEY NY                                           | CUSIP: 73358XJB9<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     50000 | PA      | $47447.89     | 0.00%             | 2053-07-15      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH                                                           | Massachusetts Institute of Technology                                           | CUSIP: 575718AG6<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |     73000 | PA      | $49800.33     | 0.00%             | 2050-07-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NEE7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80810.55     | 0.00%             | 2033-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| HUNTINGTON INGALLS INDUS                                                         | Huntington Ingalls Industries Inc                                               | CUSIP: 446413BB1<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52449.88     | 0.00%             | 2035-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| North Texas Tollway Authority                                                    | N TX TOLLWAY AUTH REVENUE                                                       | CUSIP: 66285WFB7<br>LEI: PQGZGRE0F2WPMYQQ1B78 | Long             | DBT              | MUN               | US        |     96000 | PA      | $107178.02    | 0.00%             | 2049-01-01      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                            | Novartis Capital Corp                                                           | CUSIP: 66989HAF5<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83613.48     | 0.00%             | 2042-09-21      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ADVANCED MICRO DEVICES                                                           | Advanced Micro Devices Inc                                                      | CUSIP: 007903BJ5<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50435.81     | 0.00%             | 2028-03-24      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844CL0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     74000 | PA      | $48045.70     | 0.00%             | 2051-08-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                        | CUSIP: 126408HZ9<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76592.06     | 0.00%             | 2035-06-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| Medtronic Inc                                                                    | Medtronic Inc                                                                   | CUSIP: 585055BT2<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |    362000 | PA      | $355277.76    | 0.01%             | 2035-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                   | CUSIP: 501044CT6<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     66000 | PA      | $62580.58     | 0.00%             | 2043-08-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                                 | Peruvian Government International Bond                                          | CUSIP: 715638FD9<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    250000 | PA      | $260630.00    | 0.01%             | 2055-06-30      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                        | CUSIP: 298785JT4<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $495899.77    | 0.01%             | 2027-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140FTW72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4594 | PA      | $4538.05      | 0.00%             | 2047-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                                                  | Tyson Foods Inc                                                                 | CUSIP: 902494BK8<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150115.29    | 0.00%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                                                               | Coterra Energy Inc                                                              | CUSIP: 127097AG8<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49671.52     | 0.00%             | 2027-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae                                                                      | CUSIP: 21H0206A8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3300000 | PA      | $2727084.89   | 0.08%             | 2055-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PFJ6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256589.21    | 0.01%             | 2034-07-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132J2SY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6191 | PA      | $5995.29      | 0.00%             | 2033-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SERVICENOW INC                                                                   | ServiceNow Inc                                                                  | CUSIP: 81762PAE2<br>LEI: 549300HJTQM36M0E1G39 | Long             | DBT              | CORP              | US        |    140000 | PA      | $122596.47    | 0.00%             | 2030-09-01      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                              | Sherwin-Williams Co/The                                                         | CUSIP: 824348BJ4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    108000 | PA      | $103144.19    | 0.00%             | 2029-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| WW GRAINGER INC                                                                  | WW Grainger Inc                                                                 | CUSIP: 384802AF1<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44469.40     | 0.00%             | 2034-09-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                                                       | Hasbro Inc                                                                      | CUSIP: 418056AZ0<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73050.87     | 0.00%             | 2029-11-19      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KN7C1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    632327 | PA      | $580673.30    | 0.02%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                     | QUALCOMM Inc                                                                    | CUSIP: 747525AK9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    130000 | PA      | $121869.63    | 0.00%             | 2045-05-20      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                             | CUSIP: 260543CR2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    121000 | PA      | $110305.89    | 0.00%             | 2048-11-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    405000 | PA      | $426880.02    | 0.01%             | 2036-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: —       |
| CME GROUP INC                                                                    | CME Group Inc                                                                   | CUSIP: 12572QAK1<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |     69000 | PA      | $62675.88     | 0.00%             | 2032-03-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GJP5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    291000 | PA      | $265341.55    | 0.01%             | 2032-03-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                              | CUSIP: 756109CQ5<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |     50000 | PA      | $48900.92     | 0.00%             | 2054-09-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                              | Sherwin-Williams Co/The                                                         | CUSIP: 824348BW5<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50875.17     | 0.00%             | 2035-08-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                                              | FS KKR Capital Corp                                                             | CUSIP: 302635AK3<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |     87000 | PA      | $80638.98     | 0.00%             | 2028-10-12      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX Corp                                                                        | CUSIP: 126408HA4<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     87000 | PA      | $74195.27     | 0.00%             | 2054-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KBY5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    154000 | PA      | $149758.74    | 0.00%             | 2027-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200BB6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     87000 | PA      | $94261.73     | 0.00%             | 2032-11-29      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                                          | Shell International Finance BV                                                  | CUSIP: 822582AN2<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |     75000 | PA      | $77660.47     | 0.00%             | 2040-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                             | CUSIP: 459058KA0<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    750000 | PA      | $657126.22    | 0.02%             | 2031-11-03      | Fixed         | 1.63%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 31427PG24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    968930 | PA      | $992014.60    | 0.03%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                              | Cardinal Health Inc                                                             | CUSIP: 14149YBM9<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     87000 | PA      | $72474.59     | 0.00%             | 2047-06-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                  | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    384000 | PA      | $379958.83    | 0.01%             | 2028-07-22      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                       | CUSIP: 264399ED4<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    100000 | PA      | $110674.61    | 0.00%             | 2032-10-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $101195.02    | 0.00%             | 2055-12-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                          | Astrazeneca Finance LLC                                                         | CUSIP: 04636NAH6<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102999.73    | 0.00%             | 2033-03-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140L6P99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    144502 | PA      | $117948.30    | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DUKE UNIVERSITY                                                                  | Duke University                                                                 | CUSIP: 26442TAF4<br>LEI: FY5ICUIRRDCHN4HHL592 | Long             | DBT              | CORP              | US        |     75000 | PA      | $54967.99     | 0.00%             | 2044-10-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                                                   | Halliburton Co                                                                  | CUSIP: 406216BA8<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44322.75     | 0.00%             | 2041-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179Y5L4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2459880 | PA      | $2482860.83   | 0.07%             | 2054-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138MAJZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10040 | PA      | $9501.01      | 0.00%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                      | CUSIP: 91159HJQ4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206783.71    | 0.01%             | 2030-01-23      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                     | QUALCOMM Inc                                                                    | CUSIP: 747525BJ1<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    240000 | PA      | $169664.48    | 0.00%             | 2050-05-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38145GAH3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    341000 | PA      | $338778.34    | 0.01%             | 2026-11-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179TZ65<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    192209 | PA      | $190139.66    | 0.01%             | 2048-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| XILINX INC                                                                       | Xilinx Inc                                                                      | CUSIP: 983919AK7<br>LEI: 6EY4K7ZMF9UX1CU6KC79 | Long             | DBT              | CORP              | US        |    240000 | PA      | $221976.20    | 0.01%             | 2030-06-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                 | CUSIP: 4581X0EJ3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $962488.86    | 0.03%             | 2033-04-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XAS7<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     87000 | PA      | $69909.46     | 0.00%             | 2048-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                      | Nutrien Ltd                                                                     | CUSIP: 67077MAW8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    171000 | PA      | $161137.33    | 0.00%             | 2030-05-13      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 969457CS7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101476.57    | 0.00%             | 2035-09-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                                                       | Leidos Inc                                                                      | CUSIP: 52532XAF2<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99685.93     | 0.00%             | 2030-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A2Y7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $102688.26    | 0.00%             | 2029-04-05      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                                              | Quanta Services Inc                                                             | CUSIP: 74762EAM4<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50235.94     | 0.00%             | 2028-08-09      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132D6HX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    561089 | PA      | $551970.74    | 0.02%             | 2039-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                 | CUSIP: 4581X0ES3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $514821.03    | 0.01%             | 2030-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL                                                           | American International Group Inc                                                | CUSIP: 026874DS3<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72010.75     | 0.00%             | 2033-03-27      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                                                 | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CBV0<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248056.12    | 0.01%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                                                              | American International Group Inc                                                | CUSIP: 026874DL8<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    171000 | PA      | $154719.93    | 0.00%             | 2048-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| CF Industries Inc                                                                | CF Industries Inc                                                               | CUSIP: 12527GAF0<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |     87000 | PA      | $87796.59     | 0.00%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Q7XJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     99397 | PA      | $93204.88     | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179RNX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     50244 | PA      | $48272.31     | 0.00%             | 2045-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WD4C2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36915 | PA      | $35860.66     | 0.00%             | 2045-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                                                   | Hyundai Auto Receivables Trust 2025-C                                           | CUSIP: 44935JAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $249715.78    | 0.01%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK NY                                                                     | CUSIP: 64966JAR7<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     85000 | PA      | $91756.04     | 0.00%             | 2037-12-01      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CJF9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9750000 | PA      | $10097343.75  | 0.28%             | 2028-10-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BA2<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    171000 | PA      | $152575.95    | 0.00%             | 2032-04-23      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                                              | Kimco Realty OP LLC                                                             | CUSIP: 49447BAC7<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |     50000 | PA      | $51111.21     | 0.00%             | 2036-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                         | CUSIP: 828807DV6<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    100000 | PA      | $103742.93    | 0.00%             | 2053-03-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179UGE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     70778 | PA      | $71698.21     | 0.00%             | 2048-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VGZ1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    280000 | PA      | $284735.87    | 0.01%             | 2035-04-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INF CAP                                                           | HA Sustainable Infrastructure Capital Inc                                       | CUSIP: 41068XAF7<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76329.54     | 0.00%             | 2034-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                                          | Shell International Finance BV                                                  | CUSIP: 822582AD4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    275000 | PA      | $311147.44    | 0.01%             | 2038-12-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                     | CUSIP: 74340XBT7<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    135000 | PA      | $135872.32    | 0.00%             | 2033-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co                                                              | Vulcan Materials Co                                                             | CUSIP: 929160AY5<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88896.19     | 0.00%             | 2048-03-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | General Motors Co                                                               | CUSIP: 37045VAH3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    130000 | PA      | $126634.72    | 0.00%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140BX7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     63000 | PA      | $37662.79     | 0.00%             | 2061-08-12      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36181GDE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     28338 | PA      | $26010.33     | 0.00%             | 2043-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | Alphabet Inc                                                                    | CUSIP: 02079KAE7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    159000 | PA      | $108650.61    | 0.00%             | 2040-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457DB1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120207.50    | 0.00%             | 2028-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WJM96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    203610 | PA      | $183437.31    | 0.01%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QRPW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    355640 | PA      | $357839.75    | 0.01%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680CB7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150162.37    | 0.00%             | 2027-09-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132WNK43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14726 | PA      | $14311.51     | 0.00%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust LP                                                          | Digital Realty Trust LP                                                         | CUSIP: 25389JAR7<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |    171000 | PA      | $169773.77    | 0.00%             | 2027-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                | CUSIP: 05526DBH7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     87000 | PA      | $84277.93     | 0.00%             | 2029-09-06      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076CT7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     80000 | PA      | $74646.28     | 0.00%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| ALIBABA GROUP HOLDING                                                            | Alibaba Group Holding Ltd                                                       | CUSIP: 01609WBA9<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $134286.00    | 0.00%             | 2061-02-09      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                           | CUSIP: 882508CH5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25653.60     | 0.00%             | 2034-02-08      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Q7NJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     72597 | PA      | $69796.23     | 0.00%             | 2047-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457CJ5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100851.60    | 0.00%             | 2027-02-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                                                          | O'Reilly Automotive Inc                                                         | CUSIP: 67103HAM9<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35603.36     | 0.00%             | 2026-11-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWCT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2660531 | PA      | $2156296.45   | 0.06%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XB3R9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    499419 | PA      | $424958.35    | 0.01%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                                                                        | Mosaic Co/The                                                                   | CUSIP: 61945CAE3<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49389.88     | 0.00%             | 2043-11-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132CWM84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    511952 | PA      | $493648.54    | 0.01%             | 2032-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CCE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5091000 | PA      | $4785937.71   | 0.13%             | 2028-05-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CANADA GOVERNMENT                                                                | Canada Government International Bond                                            | CUSIP: 43358BAB9<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    530000 | PA      | $535391.89    | 0.01%             | 2030-03-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California Health Facilities Financing Authority                                 | CALIFORNIA ST HLTH FACS FING AUTH REVENUE                                       | CUSIP: 13032UD88<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |     65000 | PA      | $61232.49     | 0.00%             | 2037-06-01      | Fixed         | 4.19%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Y6ZQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     51589 | PA      | $53679.94     | 0.00%             | 2055-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY DIRECT                                                            | Morgan Stanley Direct Lending Fund                                              | CUSIP: 61774AAD5<br>LEI: 549300QEX22T2J8IB029 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99848.23     | 0.00%             | 2027-02-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076DG4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49394.89     | 0.00%             | 2064-06-25      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                           | Motorola Solutions Inc                                                          | CUSIP: 620076BE8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74867.69     | 0.00%             | 2044-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Georgia-Pacific LLC                                                              | Georgia-Pacific LLC                                                             | CUSIP: 373298BR8<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |    100000 | PA      | $113423.66    | 0.00%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: —       |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200KK6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    345000 | PA      | $260913.22    | 0.01%             | 2040-05-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                                                                | CBRE Services Inc                                                               | CUSIP: 12505BAE0<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    107000 | PA      | $96736.82     | 0.00%             | 2031-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                                                        | Hess Corp                                                                       | CUSIP: 023551AM6<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    171000 | PA      | $198442.14    | 0.01%             | 2033-03-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                                          | National Bank of Canada                                                         | CUSIP: 63307A3B9<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $252192.29    | 0.01%             | 2029-10-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122CP1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    249000 | PA      | $242789.27    | 0.01%             | 2029-07-26      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                           | Brookfield Finance Inc                                                          | CUSIP: 11271LAM4<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $51861.90     | 0.00%             | 2035-01-15      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                      | CUSIP: 14040HDN2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197800.29    | 0.01%             | 2036-09-11      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                              | Consumers Energy Co                                                             | CUSIP: 210518DH6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    180000 | PA      | $133744.37    | 0.00%             | 2051-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                                                              | American International Group Inc                                                | CUSIP: 026874DF1<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91935.03     | 0.00%             | 2045-07-10      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                   | Starbucks Corp                                                                  | CUSIP: 855244AX7<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    171000 | PA      | $118646.04    | 0.00%             | 2050-03-12      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                       | CUSIP: 911312CL8<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78509.86     | 0.00%             | 2065-05-14      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                                                         | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                      | CUSIP: 47214BAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     47000 | PA      | $51958.67     | 0.00%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                                   | Fannie Mae-Aces                                                                 | CUSIP: 3136BCFX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    909930 | PA      | $816467.39    | 0.02%             | 2030-05-25      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROP LP                                                             | COPT Defense Properties LP                                                      | CUSIP: 22003BAM8<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              |  | US        |     50000 | PA      | $45264.21     | 0.00%             | 2031-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| AEP TRANSMISSION CO LLC                                                          | AEP Transmission Co LLC                                                         | CUSIP: 00115AAN9<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     71000 | PA      | $45059.78     | 0.00%             | 2051-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| INDIANA MICHIGAN POWER                                                           | Indiana Michigan Power Co                                                       | CUSIP: 454889AT3<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |     87000 | PA      | $70737.27     | 0.00%             | 2048-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    271000 | PA      | $187778.13    | 0.01%             | 2061-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                        | GATX Corp                                                                       | CUSIP: 361448AZ6<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     87000 | PA      | $86466.67     | 0.00%             | 2027-03-30      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                     | Stryker Corp                                                                    | CUSIP: 863667AZ4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     87000 | PA      | $58328.36     | 0.00%             | 2050-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MASSACHUSETTS ST                                                                | CUSIP: 57582RYY6<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     80000 | PA      | $54457.97     | 0.00%             | 2049-09-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                     | Centene Corp                                                                    | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    200000 | PA      | $178707.47    | 0.00%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | Abbott Laboratories                                                             | CUSIP: 002824BG4<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    384000 | PA      | $387517.51    | 0.01%             | 2036-11-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                                                              | Cheniere Energy Inc                                                             | CUSIP: 16411RAN9<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154626.04    | 0.00%             | 2034-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                              | CommonSpirit Health                                                             | CUSIP: 20268JAF0<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     78000 | PA      | $72085.82     | 0.00%             | 2030-10-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687DK9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     57000 | PA      | $56679.18     | 0.00%             | 2026-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076CF7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    275000 | PA      | $237027.55    | 0.01%             | 2031-03-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748CA8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    175000 | PA      | $177842.06    | 0.00%             | 2030-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBX4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101488.33    | 0.00%             | 2028-07-21      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844BQ0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     87000 | PA      | $76030.47     | 0.00%             | 2045-06-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                                           | Fairfax Financial Holdings Ltd                                                  | CUSIP: 303901BJ0<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $70745.83     | 0.00%             | 2031-03-03      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133GGX57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    284882 | PA      | $254880.56    | 0.01%             | 2037-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae                                                                      | CUSIP: 21H0526A1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8850000 | PA      | $8915864.18   | 0.25%             | 2054-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                                   | PECO Energy Co                                                                  | CUSIP: 693304BA4<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     63000 | PA      | $41560.49     | 0.00%             | 2051-03-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                                                        | Adobe Inc                                                                       | CUSIP: 00724PAJ8<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103632.72    | 0.00%             | 2030-01-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 36180MXS1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     19730 | PA      | $18413.69     | 0.00%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERICOLD REALTY OPER PA                                                         | Americold Realty Operating Partnership LP                                       | CUSIP: 03063UAA9<br>LEI: 549300FKD9KVWNHSUU79 | Long             | DBT              |  | US        |     50000 | PA      | $49160.64     | 0.00%             | 2034-09-12      | Fixed         | 5.41%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WUT52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17194 | PA      | $15794.40     | 0.00%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ARCH CAPITAL GROUP LTD                                                           | Arch Capital Group Ltd                                                          | CUSIP: 03939AAA5<br>LEI: 549300AYR4P8AFKDCE43 | Long             | DBT              | CORP              | BM        |    100000 | PA      | $74384.28     | 0.00%             | 2050-06-30      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830BQ1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $64812.20     | 0.00%             | 2050-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448ES3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    341000 | PA      | $322288.28    | 0.01%             | 2030-03-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                                  | CSAIL 2018-CX11 Commercial Mortgage Trust                                       | CUSIP: 12652UAZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $243822.18    | 0.01%             | 2051-04-15      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                            | Novartis Capital Corp                                                           | CUSIP: 66989HAR9<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    171000 | PA      | $157207.75    | 0.00%             | 2030-08-14      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TNB7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52286.73     | 0.00%             | 2035-01-09      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                  | Xcel Energy Inc                                                                 | CUSIP: 98388MAC1<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     71000 | PA      | $62495.45     | 0.00%             | 2031-11-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FH1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    171000 | PA      | $136772.38    | 0.00%             | 2046-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                                         | eBay Inc                                                                        | CUSIP: 278642AY9<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    201000 | PA      | $182908.10    | 0.01%             | 2031-05-10      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    429000 | PA      | $338956.49    | 0.01%             | 2041-03-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                                                | General Mills Inc                                                               | CUSIP: 370334BZ6<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     87000 | PA      | $85937.39     | 0.00%             | 2027-02-10      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WESA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     66946 | PA      | $65000.92     | 0.00%             | 2045-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FRANKLIN RESOURCES INC                                                           | Franklin Resources Inc                                                          | CUSIP: 354613AM3<br>LEI: RIFQSET379FOGTEFKS80 | Long             | DBT              | CORP              | US        |     75000 | PA      | $47849.15     | 0.00%             | 2051-08-12      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                                                           | Puget Sound Energy Inc                                                          | CUSIP: 745332CJ3<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |     50000 | PA      | $34563.58     | 0.00%             | 2049-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| eBay Inc                                                                         | eBay Inc                                                                        | CUSIP: 278642AU7<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    171000 | PA      | $169738.98    | 0.00%             | 2027-06-05      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                               | CUSIP: 857477BT9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     92000 | PA      | $82518.18     | 0.00%             | 2033-02-07      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| TRANE TECH FIN LTD                                                               | Trane Technologies Financing Ltd                                                | CUSIP: 456873AD0<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |    300000 | PA      | $296513.15    | 0.01%             | 2029-03-21      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                            | Micron Technology Inc                                                           | CUSIP: 595112BU6<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     87000 | PA      | $62231.37     | 0.00%             | 2051-11-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| NORDSON CORP                                                                     | Nordson Corp                                                                    | CUSIP: 655663AB8<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26677.58     | 0.00%             | 2033-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172AP4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    150000 | PA      | $135370.51    | 0.00%             | 2042-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                                                              | Otis Worldwide Corp                                                             | CUSIP: 68902VAJ6<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73151.24     | 0.00%             | 2027-04-05      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | Prudential Financial Inc                                                        | CUSIP: 744320AW2<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98738.56     | 0.00%             | 2047-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWBN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3337584 | PA      | $2564422.14   | 0.07%             | 2051-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                                           | Roper Technologies Inc                                                          | CUSIP: 776743AD8<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     87000 | PA      | $86680.08     | 0.00%             | 2026-12-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER                                                           | Indiana Michigan Power Co                                                       | CUSIP: 454889AR7<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |     71000 | PA      | $55165.59     | 0.00%             | 2047-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| O'Reilly Automotive Inc                                                          | O'Reilly Automotive Inc                                                         | CUSIP: 67103HAF4<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99109.02     | 0.00%             | 2027-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                | CUSIP: 124857AJ2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     82000 | PA      | $66744.96     | 0.00%             | 2042-07-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138MBKB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31463 | PA      | $30589.99     | 0.00%             | 2042-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                        | CUSIP: 126408HV8<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43146.74     | 0.00%             | 2052-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBL8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $151314.32    | 0.00%             | 2029-09-10      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FUNDING ASIA                                                          | Prudential Funding Asia PLC                                                     | CUSIP: 744330AA9<br>LEI: 2549005TNASWKLR0XC37 | Long             | DBT              | CORP              | GB        |    171000 | PA      | $163946.25    | 0.00%             | 2030-04-14      | Fixed         | 3.13%                 | No            |                  2 | On Loan: —       |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308JW8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    109000 | PA      | $105081.19    | 0.00%             | 2028-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                  | Chevron USA Inc                                                                 | CUSIP: 166756BB1<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76046.68     | 0.00%             | 2028-02-26      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                                                      | Bell Telephone Co of Canada or Bell Canada                                      | CUSIP: 0778FPAN9<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    125000 | PA      | $122128.70    | 0.00%             | 2054-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| BLUE OWL FINANCE LLC                                                             | Blue Owl Finance LLC                                                            | CUSIP: 09581JAS5<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47822.82     | 0.00%             | 2032-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                                            | Waste Connections Inc                                                           | CUSIP: 94106BAF8<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $98095.72     | 0.00%             | 2033-01-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138EGZ31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9419 | PA      | $9646.67      | 0.00%             | 2041-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                           | Arizona Public Service Co                                                       | CUSIP: 040555CZ5<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     87000 | PA      | $81681.10     | 0.00%             | 2029-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                             | CUSIP: 025816CX5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101869.23    | 0.00%             | 2033-05-26      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 6174468Y8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    271000 | PA      | $174608.11    | 0.00%             | 2052-01-25      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280DX4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $215882.60    | 0.01%             | 2034-06-20      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TNA9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51504.87     | 0.00%             | 2030-01-09      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                           | CUSIP: 91087BAF7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    300000 | PA      | $301200.00    | 0.01%             | 2029-04-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457CZ9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81909.20     | 0.00%             | 2065-02-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DMB53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    241699 | PA      | $226235.30    | 0.01%             | 2049-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                         | CUSIP: 06418BAE8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $73857.07     | 0.00%             | 2027-03-11      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    195000 | PA      | $175209.33    | 0.00%             | 2033-10-29      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                                           | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     67000 | PA      | $59504.71     | 0.00%             | 2032-02-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL                                                          | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                         | CUSIP: 05724BAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    119000 | PA      | $116162.44    | 0.00%             | 2026-12-15      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GES9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     87000 | PA      | $89138.79     | 0.00%             | 2027-01-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| QORVO INC                                                                        | Qorvo Inc                                                                       | CUSIP: 74736KAH4<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |     96000 | PA      | $94102.21     | 0.00%             | 2029-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                           | Extra Space Storage LP                                                          | CUSIP: 30225VAU1<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |     50000 | PA      | $51078.54     | 0.00%             | 2035-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| WOODSIDE FINANCE LTD                                                             | Woodside Finance Ltd                                                            | CUSIP: 980236AT0<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    150000 | PA      | $154040.31    | 0.00%             | 2030-05-19      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CADENCE DESIGN SYS INC                                                           | Cadence Design Systems Inc                                                      | CUSIP: 127387AP3<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99838.46     | 0.00%             | 2034-09-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 17327CAY9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    225000 | PA      | $227195.89    | 0.01%             | 2056-03-04      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179WTY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1155575 | PA      | $995318.45    | 0.03%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                              | Synchrony Financial                                                             | CUSIP: 87165BAX1<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50431.10     | 0.00%             | 2029-07-29      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CJA0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $4112500.00   | 0.12%             | 2028-09-30      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCV0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146810.22    | 0.00%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                | CUSIP: 02209SBT9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72669.58     | 0.00%             | 2035-02-06      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| City of San Francisco CA Public Utilities Commission Water Revenue               | SAN FRANCISCO CITY & CNTY CA PUBLIC UTILITIES COMMISSION WTR                    | CUSIP: 79765RTL3<br>LEI: 549300RA28ZEFOB6M782 | Long             | DBT              | MUN               | US        |     75000 | PA      | $83756.38     | 0.00%             | 2050-11-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                      | Phillips 66                                                                     | CUSIP: 718546AW4<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    171000 | PA      | $152652.68    | 0.00%             | 2030-12-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661EM5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    220000 | PA      | $218779.72    | 0.01%             | 2053-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: —       |
| Aetna Inc                                                                        | Aetna Inc                                                                       | CUSIP: 00817YAJ7<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |     87000 | PA      | $75209.26     | 0.00%             | 2042-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNOLOGIES INC                                                         | Agilent Technologies Inc                                                        | CUSIP: 00846UAQ4<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    175000 | PA      | $175175.45    | 0.00%             | 2027-09-09      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179UN99<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    583329 | PA      | $537412.70    | 0.02%             | 2049-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ETY75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    391496 | PA      | $380445.27    | 0.01%             | 2046-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                                         | Citizens Financial Group Inc                                                    | CUSIP: 174610BH7<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78310.38     | 0.00%             | 2032-07-23      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CFL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $3020507.82   | 0.08%             | 2029-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ5D8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8444 | PA      | $8340.33      | 0.00%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                                | Travelers Cos Inc/The                                                           | CUSIP: 89417EAP4<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     87000 | PA      | $71597.68     | 0.00%             | 2049-03-04      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                            | CUSIP: 961214GC1<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    100000 | PA      | $100889.50    | 0.00%             | 2030-07-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: —       |
| PARKER-HANNIFIN CORP                                                             | Parker-Hannifin Corp                                                            | CUSIP: 701094AP9<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     87000 | PA      | $70805.72     | 0.00%             | 2049-06-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CMS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5615000 | PA      | $5650313.07   | 0.16%             | 2028-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135BT2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    271000 | PA      | $167414.55    | 0.00%             | 2050-06-03      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| ANALOG DEVICES INC                                                               | Analog Devices Inc                                                              | CUSIP: 032654BE4<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50637.33     | 0.00%             | 2030-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Banc of America Commercial Mortgage Trust                                        | Bank of America Merrill Lynch Commercial Mortgage Trust 2017-BNK3               | CUSIP: 06427DAW3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $244309.98    | 0.01%             | 2050-02-15      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                                              | Estee Lauder Cos Inc/The                                                        | CUSIP: 29736RAQ3<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |     87000 | PA      | $81116.27     | 0.00%             | 2030-04-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: —       |
| SWEDISH EXPORT CREDIT                                                            | Svensk Exportkredit AB                                                          | CUSIP: 87031CAN3<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |    200000 | PA      | $209006.02    | 0.01%             | 2030-10-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                                             | Shell Finance US Inc                                                            | CUSIP: 822905AH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    155000 | PA      | $123062.60    | 0.00%             | 2046-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                          | CUSIP: 202795JY7<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38759.65     | 0.00%             | 2053-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179YHT4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1635763 | PA      | $1672666.66   | 0.05%             | 2053-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650DW7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101965.26    | 0.00%             | 2029-01-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                                                          | Southwestern Electric Power Co                                                  | CUSIP: 845437BP6<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98639.06     | 0.00%             | 2026-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31335BRK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    421673 | PA      | $381544.78    | 0.01%             | 2047-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | Exelon Corp                                                                     | CUSIP: 30161NAC5<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104264.30    | 0.00%             | 2035-06-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                                               | Ingersoll Rand Inc                                                              | CUSIP: 45687VAC0<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50835.73     | 0.00%             | 2027-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457DD7<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    105000 | PA      | $105824.15    | 0.00%             | 2032-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                                            | Quest Diagnostics Inc                                                           | CUSIP: 74834LBG4<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101217.66    | 0.00%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Chase Issuance Trust                                                             | Chase Issuance Trust                                                            | CUSIP: 161571HZ0<br>LEI: 5493008SHVCX2Y068L12 | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $503218.35    | 0.01%             | 2030-07-15      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138EGKE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15997 | PA      | $16382.90     | 0.00%             | 2041-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                              | PayPal Holdings Inc                                                             | CUSIP: 70450YAN3<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |     90000 | PA      | $85784.44     | 0.00%             | 2062-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31335AY69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     30097 | PA      | $29908.24     | 0.00%             | 2046-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                             | Edison International                                                            | CUSIP: 281020AN7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50583.96     | 0.00%             | 2027-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WHTS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     55414 | PA      | $53282.05     | 0.00%             | 2046-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111GA5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    171000 | PA      | $154921.76    | 0.00%             | 2031-06-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                                             | M&T Bank Corp                                                                   | CUSIP: 55261FAU8<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101238.26    | 0.00%             | 2029-01-16      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                             | CUSIP: 25746UDP1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49013.54     | 0.00%             | 2032-08-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CAMDEN PROPERTY TRUST                                                            | Camden Property Trust                                                           | CUSIP: 133131AX0<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              |  | US        |    100000 | PA      | $96274.42     | 0.00%             | 2029-07-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                          | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AT6<br>LEI: N/A                  | Long             | DBT              |  | US        |     95000 | PA      | $96151.78     | 0.00%             | 2034-09-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                                                         | Amcor Flexibles North America Inc                                               | CUSIP: 081437AT2<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |     70000 | PA      | $64576.32     | 0.00%             | 2030-06-19      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XEV4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103855.03    | 0.00%             | 2034-04-04      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                                                         | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                      | CUSIP: 47214BAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     50000 | PA      | $57335.85     | 0.00%             | 2053-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X6F63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    158946 | PA      | $148017.90    | 0.00%             | 2049-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PCW4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    111000 | PA      | $109257.92    | 0.00%             | 2028-02-24      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076DK5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74257.81     | 0.00%             | 2035-09-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                             | CUSIP: 25746UDY2<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126257.64    | 0.00%             | 2028-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XDL7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    122000 | PA      | $109068.84    | 0.00%             | 2031-06-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137HAGZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5000000 | PA      | $5038982.50   | 0.14%             | 2030-07-25      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                           | Arizona Public Service Co                                                       | CUSIP: 040555DG6<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    150000 | PA      | $156887.40    | 0.00%             | 2033-08-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL SPECIALTY F                                                         | Bain Capital Specialty Finance Inc                                              | CUSIP: 05684BAD9<br>LEI: 549300V2JL72R0EYBK64 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50255.79     | 0.00%             | 2030-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WKQR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    137372 | PA      | $128634.24    | 0.00%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| City of San Antonio TX Electric & Gas Systems Revenue                            | SAN ANTONIO TX ELEC & GAS REVENUE                                               | CUSIP: 796253Z21<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |     65000 | PA      | $62881.24     | 0.00%             | 2042-02-01      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| HANOVER INSURANCE GROUP                                                          | Hanover Insurance Group Inc/The                                                 | CUSIP: 410867AG0<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | DBT              | CORP              | US        |     87000 | PA      | $78489.82     | 0.00%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                                                    | McKesson Corp                                                                   | CUSIP: 581557BY0<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128749.57    | 0.00%             | 2035-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TORONTO DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89114TZN5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     87000 | PA      | $84875.08     | 0.00%             | 2027-01-12      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                            | CUSIP: 06051GGR4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    162000 | PA      | $160514.87    | 0.00%             | 2028-07-21      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5940000 | PA      | $3684424.23   | 0.10%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687FM3<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    271000 | PA      | $174704.04    | 0.00%             | 2049-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                              | Global Payments Inc                                                             | CUSIP: 37940XAC6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     62000 | PA      | $47107.54     | 0.00%             | 2049-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 9128282R0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5424000 | PA      | $5289459.36   | 0.15%             | 2027-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VAY9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    142000 | PA      | $125367.13    | 0.00%             | 2043-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                                | Union Electric Co                                                               | CUSIP: 906548CU4<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    100000 | PA      | $78164.79     | 0.00%             | 2052-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| University of Michigan                                                           | UNIV OF MICHIGAN MI                                                             | CUSIP: 914455UH1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $45160.49     | 0.00%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                             | CUSIP: 03027XCG3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     25000 | PA      | $25724.70     | 0.00%             | 2029-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                         | Caterpillar Financial Services Corp                                             | CUSIP: 14913UAQ3<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50688.90     | 0.00%             | 2029-08-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| CHEVRON USA INC                                                                  | Chevron USA Inc                                                                 | CUSIP: 166756BK1<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151191.48    | 0.00%             | 2032-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140JLMJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    138721 | PA      | $136827.58    | 0.00%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WHKC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44670 | PA      | $41773.74     | 0.00%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                                                                         | Flex Ltd                                                                        | CUSIP: 33938XAF2<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |     50000 | PA      | $51174.50     | 0.00%             | 2032-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                                           | Chubb INA Holdings LLC                                                          | CUSIP: 171239AH9<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     87000 | PA      | $56879.55     | 0.00%             | 2051-12-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                                      | Ovintiv Inc                                                                     | CUSIP: 012873AH8<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |     70000 | PA      | $79981.59     | 0.00%             | 2030-09-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                   | CUSIP: 172967ME8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    377000 | PA      | $372429.85    | 0.01%             | 2030-03-20      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| ALLEGION US HOLDING CO                                                           | Allegion US Holding Co Inc                                                      | CUSIP: 01748NAF1<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52186.27     | 0.00%             | 2034-05-29      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3142GRS35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    644518 | PA      | $677079.05    | 0.02%             | 2054-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                          | CUSIP: 202795JV3<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    141000 | PA      | $107477.04    | 0.00%             | 2052-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                           | Brookfield Finance Inc                                                          | CUSIP: 11271LAF9<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |     79000 | PA      | $55820.21     | 0.00%             | 2051-03-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6300000 | PA      | $4495640.63   | 0.13%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                      | Nutrien Ltd                                                                     | CUSIP: 67077MBA5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     30000 | PA      | $30519.63     | 0.00%             | 2028-03-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                                             | Chile Government International Bonds                                            | CUSIP: 168863DZ8<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    200000 | PA      | $201140.00    | 0.01%             | 2036-01-05      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                            | General Dynamics Corp                                                           | CUSIP: 369550BQ0<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |     83000 | PA      | $62201.01     | 0.00%             | 2041-06-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                           | CUSIP: 91086QBE7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    260000 | PA      | $242710.00    | 0.01%             | 2045-01-21      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XCB64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1096469 | PA      | $942028.44    | 0.03%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                             | Boston Properties LP                                                            | CUSIP: 10112RBA1<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    171000 | PA      | $170883.55    | 0.00%             | 2028-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XAB68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    221820 | PA      | $196582.82    | 0.01%             | 2051-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280BT5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $402829.58    | 0.01%             | 2029-06-19      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 3622A24E9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    205958 | PA      | $192021.44    | 0.01%             | 2047-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                                           | Mondelez International Inc                                                      | CUSIP: 609207AX3<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86727.62     | 0.00%             | 2031-02-04      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                         | Visa Inc                                                                        | CUSIP: 92826CAL6<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    341000 | PA      | $331434.07    | 0.01%             | 2027-04-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400JD6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47200.58     | 0.00%             | 2054-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AEP Texas Inc                                                                    | AEP Texas Inc                                                                   | CUSIP: 00108WAH3<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     87000 | PA      | $86314.02     | 0.00%             | 2028-06-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                      | Southern Co/The                                                                 | CUSIP: 842587EA1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49487.13     | 0.00%             | 2035-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BDC INC                                                            | Goldman Sachs BDC Inc                                                           | CUSIP: 38147UAF4<br>LEI: 6D01AGSGBNZIJSN77043 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25145.73     | 0.00%             | 2030-09-09      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                                           | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HAN8<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     75000 | PA      | $50198.25     | 0.00%             | 2051-11-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | Oracle Corp                                                                     | CUSIP: 68389XBG9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    164000 | PA      | $128763.43    | 0.00%             | 2055-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK & TR                                                           | State Street Bank & Trust Co                                                    | CUSIP: 857449AE2<br>LEI: 571474TGEMMWANRLN572 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256390.01    | 0.01%             | 2029-11-23      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| LENNAR CORP                                                                      | Lennar Corp                                                                     | CUSIP: 526057CY8<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51497.80     | 0.00%             | 2030-07-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179TV69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     71432 | PA      | $68163.64     | 0.00%             | 2048-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                         | CUSIP: 06418GAP2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $152527.39    | 0.00%             | 2029-02-14      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | Ventas Realty LP                                                                | CUSIP: 92277GAJ6<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     87000 | PA      | $86091.40     | 0.00%             | 2026-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WGVM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15416 | PA      | $15249.87     | 0.00%             | 2031-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179XNF9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1052523 | PA      | $1054471.88   | 0.03%             | 2052-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Aflac Inc                                                                        | Aflac Inc                                                                       | CUSIP: 001055AQ5<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |    130000 | PA      | $128504.74    | 0.00%             | 2026-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                                                       | Kenvue Inc                                                                      | CUSIP: 49177JAS1<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50721.81     | 0.00%             | 2032-05-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PacifiCorp                                                                      | CUSIP: 695114CY2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     74000 | PA      | $45127.13     | 0.00%             | 2052-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | Amgen Inc                                                                       | CUSIP: 031162BZ2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    250000 | PA      | $217081.78    | 0.01%             | 2045-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738ECU7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $202972.81    | 0.01%             | 2030-09-10      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                     | CUSIP: 03040WAR6<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     87000 | PA      | $67627.70     | 0.00%             | 2047-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                     | CUSIP: 03040WAS4<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    257000 | PA      | $255681.71    | 0.01%             | 2028-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                            | Indonesia Government International Bond                                         | CUSIP: 455780DT0<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $201600.00    | 0.01%             | 2029-03-10      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179RJE0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    470808 | PA      | $438750.87    | 0.01%             | 2045-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                           | Marriott International Inc/MD                                                   | CUSIP: 571903BQ5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    175000 | PA      | $179745.32    | 0.01%             | 2034-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XD3Q7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1652773 | PA      | $1410491.15   | 0.04%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PDE9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98043.51     | 0.00%             | 2027-10-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                             | CUSIP: 03027XAX8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     76000 | PA      | $74656.84     | 0.00%             | 2027-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                               | CUSIP: 478160CV4<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104241.43    | 0.00%             | 2031-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                              | PayPal Holdings Inc                                                             | CUSIP: 70450YAE3<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    229000 | PA      | $218319.53    | 0.01%             | 2029-10-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MEV2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    171000 | PA      | $153552.55    | 0.00%             | 2045-05-26      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                | CUSIP: 124857AX1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     87000 | PA      | $85126.50     | 0.00%             | 2028-06-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO                                                                  | Nevada Power Co                                                                 | CUSIP: 641423CF3<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50863.39     | 0.00%             | 2053-05-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                           | Diamondback Energy Inc                                                          | CUSIP: 25278XAX7<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152153.19    | 0.00%             | 2027-04-18      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680DC4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150563.95    | 0.00%             | 2035-10-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                                | Atmos Energy Corp                                                               | CUSIP: 049560AR6<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     74000 | PA      | $69955.60     | 0.00%             | 2029-09-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CXC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12851 | PA      | $13002.75     | 0.00%             | 2048-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                        | CUSIP: 345397E66<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200994.64    | 0.01%             | 2034-03-08      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    325000 | PA      | $309151.87    | 0.01%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                      | MetLife Inc                                                                     | CUSIP: 59156RCD8<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97428.03     | 0.00%             | 2054-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Equinor ASA                                                                      | Equinor ASA                                                                     | CUSIP: 85771PAQ5<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    200000 | PA      | $190456.40    | 0.01%             | 2043-11-08      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457CV8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76930.25     | 0.00%             | 2030-02-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CUBESMART LP                                                                     | CubeSmart LP                                                                    | CUSIP: 22966RAK2<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              |  | US        |    100000 | PA      | $99586.51     | 0.00%             | 2035-11-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CLQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9272000 | PA      | $9317635.67   | 0.26%             | 2027-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                                             | Verisk Analytics Inc                                                            | CUSIP: 92345YAL0<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76457.85     | 0.00%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179Y5M2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2430941 | PA      | $2478044.00   | 0.07%             | 2054-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                       | Ecolab Inc                                                                      | CUSIP: 278865BJ8<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |     50000 | PA      | $30903.80     | 0.00%             | 2055-08-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MAET2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     23447 | PA      | $22751.66     | 0.00%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                                            | Becton Dickinson & Co                                                           | CUSIP: 075887CP2<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     80000 | PA      | $78757.22     | 0.00%             | 2032-08-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TMS1<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75635.90     | 0.00%             | 2027-10-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                                         | Air Products and Chemicals Inc                                                  | CUSIP: 009158AY2<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |     73000 | PA      | $70671.89     | 0.00%             | 2027-05-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| PRES & FELLOWS OF HARVAR                                                         | President and Fellows of Harvard College                                        | CUSIP: 740816AM5<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |     62000 | PA      | $45683.31     | 0.00%             | 2046-07-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5700000 | PA      | $4169015.63   | 0.12%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                           | Blackstone Private Credit Fund                                                  | CUSIP: 09261HBX4<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103187.50    | 0.00%             | 2032-01-29      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Arch Capital Finance LLC                                                         | Arch Capital Finance LLC                                                        | CUSIP: 03939CAB9<br>LEI: 549300XG4URFY0200M65 | Long             | DBT              | CORP              | US        |     75000 | PA      | $69643.30     | 0.00%             | 2046-12-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | Pfizer Inc                                                                      | CUSIP: 717081EJ8<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    171000 | PA      | $155387.63    | 0.00%             | 2038-09-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179WVV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7269021 | PA      | $6494990.82   | 0.18%             | 2052-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                                         | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBA9<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45638.37     | 0.00%             | 2042-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XBT2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     87000 | PA      | $87098.88     | 0.00%             | 2027-01-17      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Los Angeles County Public Works Financing Authority                              | LOS ANGELES CNTY CA PUBLIC WKS FING AUTH LEASE REVENUE                          | CUSIP: 54473ENS9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $87878.42     | 0.00%             | 2040-08-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                           | Brookfield Finance Inc                                                          | CUSIP: 11271LAL6<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $103079.85    | 0.00%             | 2054-03-04      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810RE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1869000 | PA      | $1622306.60   | 0.05%             | 2044-02-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CGZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6540000 | PA      | $6477154.65   | 0.18%             | 2030-04-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                           | CUSIP: 89788MAB8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    141000 | PA      | $127019.46    | 0.00%             | 2030-06-05      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Federal National Mortgage Association                                           | CUSIP: 31359MFP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   3487000 | PA      | $4003259.63   | 0.11%             | 2030-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    700000 | PA      | $704042.70    | 0.02%             | 2028-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418EE30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3241424 | PA      | $2852999.28   | 0.08%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM CRP / CAYMN FI                                                          | Broadcom Corp / Broadcom Cayman Finance Ltd                                     | CUSIP: 11134LAR0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | XX        |     87000 | PA      | $85990.33     | 0.00%             | 2028-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                      | Equinix Inc                                                                     | CUSIP: 29444UBS4<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    152000 | PA      | $136999.12    | 0.00%             | 2031-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                               | Ford Motor Co                                                                   | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    200000 | PA      | $159463.16    | 0.00%             | 2043-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    331000 | PA      | $340607.04    | 0.01%             | 2034-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DS4<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    100000 | PA      | $60070.01     | 0.00%             | 2050-11-13      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                                   | PECO Energy Co                                                                  | CUSIP: 693304BE6<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42272.28     | 0.00%             | 2052-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AQ2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |     87000 | PA      | $75629.08     | 0.00%             | 2049-04-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650DG2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    191000 | PA      | $183101.65    | 0.01%             | 2029-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432NP6<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    341000 | PA      | $336033.26    | 0.01%             | 2028-02-07      | Fixed         | 3.40%                 | No            |                  2 | On Loan: —       |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46625HJB7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     96000 | PA      | $100394.80    | 0.00%             | 2041-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                                | Cisco Systems Inc                                                               | CUSIP: 17275RBT8<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    410000 | PA      | $424090.19    | 0.01%             | 2034-02-26      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                             | CUSIP: 03027XBY5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     70000 | PA      | $72140.76     | 0.00%             | 2028-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                             | Las Vegas Sands Corp                                                            | CUSIP: 517834AJ6<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25505.31     | 0.00%             | 2027-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| STANFORD UNIVERSITY                                                              | Leland Stanford Junior University/The                                           | CUSIP: 85440KAA2<br>LEI: JIUV0DC2REIJXQ26CR37 | Long             | DBT              | CORP              | US        |    130000 | PA      | $102798.42    | 0.00%             | 2048-05-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                                                      | NVIDIA Corp                                                                     | CUSIP: 67066GAM6<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    125000 | PA      | $117966.79    | 0.00%             | 2028-06-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| CHUBB CORP                                                                       | Chubb Corp/The                                                                  | CUSIP: 171232AQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $54701.37     | 0.00%             | 2037-05-11      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                  | CUSIP: 57636QAP9<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    144000 | PA      | $140142.38    | 0.00%             | 2030-03-26      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XDE3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    110000 | PA      | $97454.75     | 0.00%             | 2031-01-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| DOLLAR TREE INC                                                                  | Dollar Tree Inc                                                                 | CUSIP: 256746AJ7<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |     87000 | PA      | $77563.24     | 0.00%             | 2031-12-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Loews Corp                                                                       | Loews Corp                                                                      | CUSIP: 540424AR9<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42487.92     | 0.00%             | 2043-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132J65B6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     28903 | PA      | $26622.00     | 0.00%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                                | Brown & Brown Inc                                                               | CUSIP: 115236AL5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51265.95     | 0.00%             | 2032-06-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    387000 | PA      | $341796.14    | 0.01%             | 2032-07-21      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179YAN4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1227709 | PA      | $1129354.78   | 0.03%             | 2053-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAG1<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    214000 | PA      | $220977.38    | 0.01%             | 2029-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS/TYCO FI                                                         | Johnson Controls International plc / Tyco Fire & Security Finance SCA           | CUSIP: 477921AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     50000 | PA      | $52054.74     | 0.00%             | 2029-04-19      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CEW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4967578.10   | 0.14%             | 2027-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418UCL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1848 | PA      | $1892.47      | 0.00%             | 2040-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WJSA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5108 | PA      | $4987.55      | 0.00%             | 2031-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                              | Citigroup Commercial Mortgage Trust 2017-P7                                     | CUSIP: 17325HBP8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    384000 | PA      | $378925.52    | 0.01%             | 2050-04-14      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SAU                                                         | Telefonica Emisiones SA                                                         | CUSIP: 87938WAC7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    185000 | PA      | $208717.06    | 0.01%             | 2036-06-20      | Fixed         | 7.05%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DN2Q5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    951762 | PA      | $930645.29    | 0.03%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132LAV82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     55753 | PA      | $55069.51     | 0.00%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WHNK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24794 | PA      | $23183.93     | 0.00%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46625HRY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    341000 | PA      | $339490.39    | 0.01%             | 2028-02-01      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QK4D7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1227627 | PA      | $999315.62    | 0.03%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XBZ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    285000 | PA      | $228254.52    | 0.01%             | 2041-03-25      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29273VAY6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    300000 | PA      | $307800.23    | 0.01%             | 2034-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CADENCE DESIGN SYS INC                                                           | Cadence Design Systems Inc                                                      | CUSIP: 127387AM0<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35145.51     | 0.00%             | 2027-09-10      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                                            | Southern California Gas Co                                                      | CUSIP: 842434CR1<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     87000 | PA      | $70453.44     | 0.00%             | 2048-06-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                                | Ares Capital Corp                                                               | CUSIP: 04010LBH5<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50931.01     | 0.00%             | 2032-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3142GUSU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    486343 | PA      | $500530.24    | 0.01%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                                           | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAJ2<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |    100000 | PA      | $97886.47     | 0.00%             | 2030-07-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                  | Xcel Energy Inc                                                                 | CUSIP: 98389BAY6<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95856.62     | 0.00%             | 2030-06-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                | CUSIP: 124857AZ6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49153.90     | 0.00%             | 2029-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    335000 | PA      | $339269.47    | 0.01%             | 2030-10-23      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                                             | Chile Government International Bonds                                            | CUSIP: 168863DY1<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    200000 | PA      | $177000.00    | 0.00%             | 2042-03-07      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QTJ42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1306930 | PA      | $1340430.54   | 0.04%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264AAZ8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    295000 | PA      | $248159.55    | 0.01%             | 2050-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418ECV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    249751 | PA      | $234957.02    | 0.01%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PEF5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    287000 | PA      | $195722.62    | 0.01%             | 2051-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| JEFFERIES FIN GROUP INC                                                          | Jefferies Financial Group Inc                                                   | CUSIP: 47233WEJ4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    325000 | PA      | $345538.87    | 0.01%             | 2034-04-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: —       |
| NOMURA HOLDINGS INC                                                              | Nomura Holdings Inc                                                             | CUSIP: 65535HBV0<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $211802.87    | 0.01%             | 2034-07-03      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                   | S&P Global Inc                                                                  | CUSIP: 78409VBG8<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    171000 | PA      | $171768.84    | 0.00%             | 2029-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NY & PRESBYTERIAN HOSPIT                                                         | New York and Presbyterian Hospital/The                                          | CUSIP: 649322AA2<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |     53000 | PA      | $44274.21     | 0.00%             | 2045-08-01      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                                 | Ryder System Inc                                                                | CUSIP: 78355HKY4<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     45000 | PA      | $50399.17     | 0.00%             | 2033-12-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: —       |
| AT&T Inc                                                                         | AT&T Inc                                                                        | CUSIP: 00206RDQ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300495.59    | 0.01%             | 2027-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200LK5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101379.32    | 0.00%             | 2055-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CND9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3510000 | PA      | $3521242.95   | 0.10%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                              | CommonSpirit Health                                                             | CUSIP: 20268JAB9<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    194000 | PA      | $187369.56    | 0.01%             | 2029-10-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                            | Texas Instruments Inc                                                           | CUSIP: 882508BC7<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73690.74     | 0.00%             | 2027-11-03      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MGC2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50368.20     | 0.00%             | 2036-02-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140F4L95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24394 | PA      | $22832.86     | 0.00%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418C5Z3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1005057 | PA      | $964872.48    | 0.03%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP                                                                     | Newmont Corp                                                                    | CUSIP: 651639AP1<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    111000 | PA      | $107500.86    | 0.00%             | 2042-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                               | CUSIP: 49456BAW1<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94327.93     | 0.00%             | 2052-08-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CLJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6000000 | PA      | $5972812.50   | 0.17%             | 2031-08-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DY1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106956.06    | 0.00%             | 2031-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140HLJX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9093 | PA      | $8959.44      | 0.00%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31335BNP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     28178 | PA      | $27112.31     | 0.00%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                             | Kraft Heinz Foods Co                                                            | CUSIP: 50076QAE6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    163000 | PA      | $150474.53    | 0.00%             | 2042-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738EBD6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $405951.17    | 0.01%             | 2029-05-16      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J8GK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    268989 | PA      | $243093.55    | 0.01%             | 2047-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CJC6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11000000 | PA      | $11101706.99  | 0.31%             | 2026-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                | CUSIP: 22822VAP6<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    102000 | PA      | $78118.36     | 0.00%             | 2049-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ER5V8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    536504 | PA      | $484838.36    | 0.01%             | 2047-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                                         | Uruguay Government International Bond                                           | CUSIP: 760942AY8<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    100000 | PA      | $88100.00     | 0.00%             | 2045-11-20      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co                                                              | Vulcan Materials Co                                                             | CUSIP: 929160AV1<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |     87000 | PA      | $75794.32     | 0.00%             | 2047-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                     | AutoZone Inc                                                                    | CUSIP: 053332BM3<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25800.96     | 0.00%             | 2030-06-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                         | CUSIP: 55336VBP4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     87000 | PA      | $77825.46     | 0.00%             | 2047-12-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                               | CUSIP: 49456BAR2<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    155000 | PA      | $137411.40    | 0.00%             | 2031-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179TJZ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8677 | PA      | $8594.53      | 0.00%             | 2047-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                                           | Mondelez International Inc                                                      | CUSIP: 609207BE4<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49907.26     | 0.00%             | 2034-08-28      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| EXPORT-IMPORT BANK KOREA                                                         | Export-Import Bank of Korea                                                     | CUSIP: 302154DS5<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $203022.00    | 0.01%             | 2032-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DVME2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1704625 | PA      | $1669281.47   | 0.05%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XDDB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    572906 | PA      | $467577.30    | 0.01%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17200000 | PA      | $17597750.00  | 0.49%             | 2034-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER                                                         | Wisconsin Electric Power Co                                                     | CUSIP: 976656CQ9<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25749.17     | 0.00%             | 2029-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                                                       | Biogen Inc                                                                      | CUSIP: 09062XAK9<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    104000 | PA      | $68129.28     | 0.00%             | 2051-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752AW3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105090.29    | 0.00%             | 2032-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                 | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526DA4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    150000 | PA      | $153654.52    | 0.00%             | 2031-05-09      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                             | CUSIP: 03027XBG4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    100000 | PA      | $88439.11     | 0.00%             | 2030-10-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                   | S&P Global Inc                                                                  | CUSIP: 78409VBL7<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     76000 | PA      | $58593.29     | 0.00%             | 2052-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308JK4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    171000 | PA      | $167937.22    | 0.00%             | 2028-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119CC1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    171000 | PA      | $151698.41    | 0.00%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                      | CUSIP: 91159HJT8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76922.44     | 0.00%             | 2031-02-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NY & PRESBYTERIAN HOSPIT                                                         | New York and Presbyterian Hospital/The                                          | CUSIP: 649322AJ3<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |     87000 | PA      | $48567.30     | 0.00%             | 2060-08-01      | Fixed         | 2.61%                 | No            |                  2 | On Loan: —       |
| AbbVie Inc                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YBD0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    171000 | PA      | $158590.62    | 0.00%             | 2048-11-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    974000 | PA      | $671200.99    | 0.02%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | Dominion Energy Inc                                                             | CUSIP: 25746UBD0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     87000 | PA      | $99018.74     | 0.00%             | 2038-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    235000 | PA      | $234884.70    | 0.01%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A3C4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $76664.43     | 0.00%             | 2029-12-17      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                                         | Public Service Enterprise Group Inc                                             | CUSIP: 744573AU0<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88723.46     | 0.00%             | 2031-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WG6H2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11786 | PA      | $11041.16     | 0.00%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                     | CUSIP: 03040WBG9<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111722.45    | 0.00%             | 2055-09-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OP CO                                                             | Public Storage Operating Co                                                     | CUSIP: 74460WAD9<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |    207000 | PA      | $196295.65    | 0.01%             | 2028-05-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| TPG OPERATING GROUP II                                                           | TPG Operating Group II LP                                                       | CUSIP: 872652AB8<br>LEI: 2549001H9RJQNZT7MU11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100257.74    | 0.00%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                         | CUSIP: 06418GAW7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $49628.79     | 0.00%             | 2031-09-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844BT4<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    153000 | PA      | $150849.85    | 0.00%             | 2027-06-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAK6<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     87000 | PA      | $63077.21     | 0.00%             | 2050-05-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140HAFK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     64092 | PA      | $63349.34     | 0.00%             | 2048-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                                           | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAM5<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |     25000 | PA      | $25782.85     | 0.00%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                              | Synchrony Financial                                                             | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50948.29     | 0.00%             | 2031-03-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| Philippines Government International Bonds                                       | Philippines Government International Bonds                                      | CUSIP: 718286BZ9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    250000 | PA      | $224500.00    | 0.01%             | 2040-01-20      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                                    | Amphenol Corp                                                                   | CUSIP: 032095AJ0<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    171000 | PA      | $161795.96    | 0.00%             | 2030-02-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                           | BP Capital Markets PLC                                                          | CUSIP: 05565QDN5<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    187000 | PA      | $184688.32    | 0.01%             | 2027-09-19      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CBM6<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    121000 | PA      | $93134.69     | 0.00%             | 2041-06-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 3620ADSK9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9387 | PA      | $9581.09      | 0.00%             | 2039-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VER1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    369000 | PA      | $371634.45    | 0.01%             | 2028-09-21      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    171000 | PA      | $173238.74    | 0.00%             | 2029-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                                    | Amphenol Corp                                                                   | CUSIP: 032095AR2<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102030.23    | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QQLM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    828631 | PA      | $811079.16    | 0.02%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COLGATE-PALMOLIVE CO                                                             | Colgate-Palmolive Co                                                            | CUSIP: 194162AT0<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45352.55     | 0.00%             | 2030-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                     | CUSIP: 74340XBY6<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     93000 | PA      | $88529.63     | 0.00%             | 2029-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                         | EQT Corp                                                                        | CUSIP: 26884LAL3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70977.25     | 0.00%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                            | CUSIP: 693475CB9<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    115000 | PA      | $118820.49    | 0.00%             | 2031-01-29      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | Comcast Corp                                                                    | CUSIP: 20030NBZ3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     87000 | PA      | $68231.64     | 0.00%             | 2047-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                                           | Fairfax Financial Holdings Ltd                                                  | CUSIP: 303901BB7<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $101265.21    | 0.00%             | 2028-04-17      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Dell Inc                                                                         | Dell Inc                                                                        | CUSIP: 24702RAF8<br>LEI: 3E70L4WYANTIWWIPHC81 | Long             | DBT              | CORP              | US        |     71000 | PA      | $77037.79     | 0.00%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | Meta Platforms Inc                                                              | CUSIP: 30303M8N5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62123.35     | 0.00%             | 2033-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                               | CUSIP: 49456BBA8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90639.37     | 0.00%             | 2054-08-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BB9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     87000 | PA      | $82736.59     | 0.00%             | 2038-07-26      | Fixed         | 4.29%                 | No            |                  2 | On Loan: —       |
| KLA CORP                                                                         | KLA Corp                                                                        | CUSIP: 482480AM2<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    165000 | PA      | $154325.46    | 0.00%             | 2052-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XCH6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     70000 | PA      | $74647.23     | 0.00%             | 2029-11-09      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                            | CUSIP: 78016FZW7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $102040.03    | 0.00%             | 2028-01-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                           | CUSIP: 89788MAG7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    115000 | PA      | $115057.61    | 0.00%             | 2028-06-06      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KDJ6<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77225.02     | 0.00%             | 2030-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WKXZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28616 | PA      | $28265.11     | 0.00%             | 2032-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | Georgia Power Co                                                                | CUSIP: 373334JW2<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    221000 | PA      | $195076.44    | 0.01%             | 2042-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179YU69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1140447 | PA      | $1151777.50   | 0.03%             | 2054-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                         | Constellation Brands Inc                                                        | CUSIP: 21036PAS7<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    171000 | PA      | $169265.48    | 0.00%             | 2027-05-09      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                            | CUSIP: 94106LCF4<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    130000 | PA      | $128072.78    | 0.00%             | 2054-10-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                       | 3M Co                                                                           | CUSIP: 88579YBK6<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    175000 | PA      | $122797.32    | 0.00%             | 2049-08-26      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                                                         | Asian Infrastructure Investment Bank/The                                        | CUSIP: 04522KAJ5<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $503255.00    | 0.01%             | 2028-01-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448DY1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    162000 | PA      | $159518.45    | 0.00%             | 2027-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA G&E CO                                                                  | Oklahoma Gas and Electric Co                                                    | CUSIP: 678858BV2<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |    171000 | PA      | $164186.60    | 0.00%             | 2030-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZN7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    216000 | PA      | $170397.58    | 0.00%             | 2043-02-24      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                                                             | BAT International Finance PLC                                                   | CUSIP: 05530QAQ3<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $210037.39    | 0.01%             | 2029-02-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308JQ1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    241000 | PA      | $209615.49    | 0.01%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Dignity Health                                                                   | Dignity Health                                                                  | CUSIP: 254010AE1<br>LEI: TFVG45LTYVO3XKPZWP18 | Long             | DBT              | CORP              | US        |     74000 | PA      | $66930.91     | 0.00%             | 2064-11-01      | Fixed         | 5.27%                 | No            |                  2 | On Loan: —       |
| Berkshire Hathaway Inc                                                           | Berkshire Hathaway Inc                                                          | CUSIP: 084670BK3<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |    200000 | PA      | $189927.44    | 0.01%             | 2043-02-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XH7C5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    499852 | PA      | $472496.41    | 0.01%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                      | CUSIP: 91159HJM3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     55000 | PA      | $57239.91     | 0.00%             | 2029-06-12      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140F1T28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16508 | PA      | $15955.93     | 0.00%             | 2031-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128PYA46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       819 | PA      | $811.99       | 0.00%             | 2027-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DW5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    257000 | PA      | $191798.30    | 0.01%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ENDOWMENT/THE                                                         | California Endowment/The                                                        | CUSIP: 1301ETAA0<br>LEI: 54930046FICHFANLFV69 | Long             | DBT              | CORP              | US        |     84000 | PA      | $48761.02     | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | MetLife Inc                                                                     | CUSIP: 59156RAM0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    150000 | PA      | $160593.84    | 0.00%             | 2035-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                              | Sherwin-Williams Co/The                                                         | CUSIP: 824348BN5<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    189000 | PA      | $164779.52    | 0.00%             | 2032-03-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                               | Vodafone Group PLC                                                              | CUSIP: 92857WCB4<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    125000 | PA      | $124422.97    | 0.00%             | 2064-06-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140L23B7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    263739 | PA      | $213467.73    | 0.01%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                               | CUSIP: 24703DBS9<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99768.83     | 0.00%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822DN1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $200761.46    | 0.01%             | 2031-09-12      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132D6AM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    761420 | PA      | $717934.99    | 0.02%             | 2036-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EVERGY METRO                                                                     | Evergy Metro Inc                                                                | CUSIP: 30037DAA3<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45810.18     | 0.00%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                              | CUSIP: 756109CT9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    100000 | PA      | $101687.93    | 0.00%             | 2035-04-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                               | CUSIP: 857477BP7<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89189.57     | 0.00%             | 2031-03-03      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                                                          | O'Reilly Automotive Inc                                                         | CUSIP: 67103HAL1<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100845.18    | 0.00%             | 2032-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                   | CUSIP: 172967FX4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    127000 | PA      | $134641.54    | 0.00%             | 2042-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| TRITON CONTAINER/TAL INT                                                         | Triton Container International Ltd / TAL International Container Corp           | CUSIP: 89681LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     50000 | PA      | $44590.00     | 0.00%             | 2032-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ROSS STORES INC                                                                  | Ross Stores Inc                                                                 | CUSIP: 778296AG8<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |     71000 | PA      | $61955.53     | 0.00%             | 2031-04-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    450000 | PA      | $470018.97    | 0.01%             | 2030-04-22      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YBP9<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100221.25    | 0.00%             | 2027-09-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QAJQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     80131 | PA      | $80977.78     | 0.00%             | 2049-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                                                               | Coterra Energy Inc                                                              | CUSIP: 127097AL7<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51398.56     | 0.00%             | 2034-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                             | CUSIP: 03027XCF5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    100000 | PA      | $107185.77    | 0.00%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| BGC GROUP INC                                                                    | BGC Group Inc                                                                   | CUSIP: 05555LAC5<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76839.90     | 0.00%             | 2030-04-02      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OP CO                                                             | Public Storage Operating Co                                                     | CUSIP: 74460WAF4<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |     30000 | PA      | $30976.76     | 0.00%             | 2029-01-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: —       |
| International Paper Co                                                           | International Paper Co                                                          | CUSIP: 460146CK7<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |     77000 | PA      | $68562.96     | 0.00%             | 2044-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                        | CUSIP: 126408HY2<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45872.79     | 0.00%             | 2055-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TMK8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    300000 | PA      | $304584.74    | 0.01%             | 2029-08-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                                    | Amphenol Corp                                                                   | CUSIP: 032095AL5<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     82000 | PA      | $72769.88     | 0.00%             | 2031-09-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T Inc                                                                        | CUSIP: 04650NAB0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198392.40    | 0.01%             | 2040-09-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                                                         | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                      | CUSIP: 46590XAQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    100000 | PA      | $78621.63     | 0.00%             | 2052-02-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DV66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    349012 | PA      | $268334.62    | 0.01%             | 2051-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833EV8<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    580000 | PA      | $587615.72    | 0.02%             | 2033-05-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WHF56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37456 | PA      | $35023.79     | 0.00%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Precision Castparts Corp                                                         | Precision Castparts Corp                                                        | CUSIP: 740189AP0<br>LEI: 0XOOAY5P5J7Q734SEC89 | Long             | DBT              | CORP              | US        |     87000 | PA      | $76297.47     | 0.00%             | 2045-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                                                               | Honda Motor Co Ltd                                                              | CUSIP: 438127AF9<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |     95000 | PA      | $96797.17     | 0.00%             | 2035-07-08      | Fixed         | 5.34%                 | No            |                  2 | On Loan: —       |
| WW Grainger Inc                                                                  | WW Grainger Inc                                                                 | CUSIP: 384802AD6<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83906.30     | 0.00%             | 2047-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                | CUSIP: 22822VBE0<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     65000 | PA      | $68393.82     | 0.00%             | 2034-03-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687FR2<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    171000 | PA      | $164766.44    | 0.00%             | 2040-03-23      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                                                           | CNH Industrial Capital LLC                                                      | CUSIP: 12592BAT1<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75448.23     | 0.00%             | 2027-10-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TOLL BROS FINANCE CORP                                                           | Toll Brothers Finance Corp                                                      | CUSIP: 88947EAS9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $75547.37     | 0.00%             | 2027-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KNWU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    269929 | PA      | $230453.46    | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORP                                                                | Toyota Motor Corp                                                               | CUSIP: 892331AS8<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |     50000 | PA      | $50295.29     | 0.00%             | 2027-06-30      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK                                                         | Huntington National Bank/The                                                    | CUSIP: 44644MAJ0<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |    250000 | PA      | $261519.22    | 0.01%             | 2030-01-10      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                  | CUSIP: 594918CE2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    750000 | PA      | $508669.75    | 0.01%             | 2052-03-17      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418EDH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    411974 | PA      | $387414.34    | 0.01%             | 2037-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                               | Royalty Pharma PLC                                                              | CUSIP: 78081BAN3<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     84000 | PA      | $73137.85     | 0.00%             | 2031-09-02      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31335CAQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     34877 | PA      | $33605.17     | 0.00%             | 2046-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                              | Synchrony Financial                                                             | CUSIP: 87165BAY9<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61370.48     | 0.00%             | 2036-07-29      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                                              | Kimberly-Clark Corp                                                             | CUSIP: 494368BG7<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |     87000 | PA      | $87668.48     | 0.00%             | 2041-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                                               | Conagra Brands Inc                                                              | CUSIP: 205887CC4<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151590.55    | 0.00%             | 2028-11-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                                                       | Intuit Inc                                                                      | CUSIP: 46124HAF3<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77431.70     | 0.00%             | 2028-09-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| MOUNT NITTANY MED CTR                                                            | Mount Nittany Medical Center Obligated Group                                    | CUSIP: 62213LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     57000 | PA      | $42836.04     | 0.00%             | 2052-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810QD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    816000 | PA      | $809370.00    | 0.02%             | 2039-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                | ILLINOIS ST                                                                     | CUSIP: 452152GS4<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     57143 | PA      | $62296.11     | 0.00%             | 2035-07-01      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3142GQYP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    119114 | PA      | $123943.58    | 0.00%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XDC6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150580.16    | 0.00%             | 2065-08-03      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YDX4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    135000 | PA      | $134928.83    | 0.00%             | 2064-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                                                  | Tyson Foods Inc                                                                 | CUSIP: 902494BL6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51716.22     | 0.00%             | 2029-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJYT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    104349 | PA      | $94415.88     | 0.00%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                                                         | KLA Corp                                                                        | CUSIP: 482480AJ9<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    184000 | PA      | $131623.78    | 0.00%             | 2050-03-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137F64P9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    491814 | PA      | $471047.74    | 0.01%             | 2027-09-25      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                      | Equinix Inc                                                                     | CUSIP: 29444UBR6<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |     67000 | PA      | $63504.99     | 0.00%             | 2028-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WRWL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7666 | PA      | $7906.88      | 0.00%             | 2043-06-01      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Federal Home Loan Mortgage Corp                                                 | CUSIP: 3134A4AA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |    477000 | PA      | $545221.21    | 0.02%             | 2031-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | Apple Inc                                                                       | CUSIP: 037833CR9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    257000 | PA      | $254875.48    | 0.01%             | 2027-05-11      | Fixed         | 3.20%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132XCSA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     51398 | PA      | $49467.31     | 0.00%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7594000 | PA      | $7311894.75   | 0.20%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                | CUSIP: 054989AC2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     50000 | PA      | $56584.14     | 0.00%             | 2043-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5270000 | PA      | $3700939.82   | 0.10%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280EW5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $205810.15    | 0.01%             | 2031-05-13      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                         | CUSIP: 55336VBW9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23596.80     | 0.00%             | 2053-03-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | Federal National Mortgage Association                                           | CUSIP: 3135G05Q2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   1191000 | PA      | $1041149.55   | 0.03%             | 2030-08-05      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                                                       | Kenvue Inc                                                                      | CUSIP: 49177JAK8<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    160000 | PA      | $162649.26    | 0.00%             | 2033-03-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QKC48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1532985 | PA      | $1244960.49   | 0.03%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                            | CUSIP: 06051GHQ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    300000 | PA      | $297786.51    | 0.01%             | 2030-02-07      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 3622AAEU4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     49654 | PA      | $47290.49     | 0.00%             | 2048-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804GJ7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     61000 | PA      | $52705.03     | 0.00%             | 2052-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PDX1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    285000 | PA      | $300753.32    | 0.01%             | 2029-10-23      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QVG32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2775062 | PA      | $2843392.04   | 0.08%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PacifiCorp                                                                      | CUSIP: 695114CJ5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    257000 | PA      | $276432.58    | 0.01%             | 2038-07-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FF5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86168.92     | 0.00%             | 2054-12-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                 | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CF4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $187558.91    | 0.01%             | 2032-01-14      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                                          | Fidelity National Information Services Inc                                      | CUSIP: 31620MAU0<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83989.96     | 0.00%             | 2046-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132L7LF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    117209 | PA      | $110274.37    | 0.00%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HACKENSACK MERIDIAN HLTH                                                         | Hackensack Meridian Health Inc                                                  | CUSIP: 404530AD9<br>LEI: 5493001CB3OCWTEJY668 | Long             | DBT              | CORP              | US        |    136000 | PA      | $87859.05     | 0.00%             | 2050-09-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                           | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607L8C0<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $76495.43     | 0.00%             | 2027-06-28      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp                                                                  | CMS Energy Corp                                                                 | CUSIP: 125896BS8<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    171000 | PA      | $168737.43    | 0.00%             | 2027-08-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661DV6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    171000 | PA      | $166816.85    | 0.00%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WKQV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     76923 | PA      | $73955.97     | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31410LUK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     57689 | PA      | $56979.96     | 0.00%             | 2032-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                                                 | Kilroy Realty LP                                                                | CUSIP: 49427RAT9<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |    100000 | PA      | $101330.73    | 0.00%             | 2035-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $51076.51     | 0.00%             | 2041-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CNO FINANCIAL GROUP INC                                                          | CNO Financial Group Inc                                                         | CUSIP: 12621EAM5<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |     75000 | PA      | $79588.01     | 0.00%             | 2034-06-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| CHURCH & DWIGHT CO INC                                                           | Church & Dwight Co Inc                                                          | CUSIP: 17136MAB8<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46503.52     | 0.00%             | 2052-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                      | CUSIP: 91159HJN1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    150000 | PA      | $159838.20    | 0.00%             | 2034-06-12      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QBQ8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    114000 | PA      | $91160.95     | 0.00%             | 2046-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RCH8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75514.38     | 0.00%             | 2028-06-09      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                     | CUSIP: 02665WFU0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50760.98     | 0.00%             | 2031-10-23      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    341000 | PA      | $338092.73    | 0.01%             | 2029-04-23      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                                                                | GXO Logistics Inc                                                               | CUSIP: 36262GAF8<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26254.01     | 0.00%             | 2029-05-06      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Aon Corp                                                                         | Aon Corp                                                                        | CUSIP: 037389BB8<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    171000 | PA      | $172763.47    | 0.00%             | 2028-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| ENTERGY ARKANSAS LLC                                                             | Entergy Arkansas LLC                                                            | CUSIP: 29366MAE8<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51836.59     | 0.00%             | 2033-09-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140BK5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     87000 | PA      | $51554.88     | 0.00%             | 2060-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: —       |
| McDonald's Corp                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MEZ3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     79000 | PA      | $78443.89     | 0.00%             | 2035-12-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC                                                                 | Markel Group Inc                                                                | CUSIP: 570535AS3<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |     80000 | PA      | $65413.63     | 0.00%             | 2047-11-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KLHN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2010968 | PA      | $1637216.73   | 0.05%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MMU76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14434 | PA      | $14115.48     | 0.00%             | 2031-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ3X6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     30678 | PA      | $28520.39     | 0.00%             | 2048-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135CR5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    400000 | PA      | $411117.98    | 0.01%             | 2032-12-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9192000 | PA      | $5796705.00   | 0.16%             | 2040-08-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Michigan Finance Authority                                                       | MICHIGAN ST FIN AUTH REVENUE                                                    | CUSIP: 59447TXX6<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |     70000 | PA      | $59125.66     | 0.00%             | 2040-12-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                         | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556CY6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40440.36     | 0.00%             | 2043-08-10      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DMSK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    202850 | PA      | $179855.17    | 0.01%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP                                                                     | Vontier Corp                                                                    | CUSIP: 928881AF8<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45669.75     | 0.00%             | 2031-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| PULTEGROUP INC                                                                   | PulteGroup Inc                                                                  | CUSIP: 745867AM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    171000 | PA      | $201377.97    | 0.01%             | 2032-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                  | Chevron USA Inc                                                                 | CUSIP: 166756BL9<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126495.98    | 0.00%             | 2035-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MFJ8<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94751.49     | 0.00%             | 2029-09-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650DY3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102366.51    | 0.00%             | 2033-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DVLS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1312330 | PA      | $1073557.66   | 0.03%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORP                                                                | Toyota Motor Corp                                                               | CUSIP: 892331AU3<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |     25000 | PA      | $25261.34     | 0.00%             | 2030-06-30      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                         | Berkshire Hathaway Energy Co                                                    | CUSIP: 084659BD2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    146000 | PA      | $126484.55    | 0.00%             | 2031-05-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172DT3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50222.46     | 0.00%             | 2030-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | Asian Development Bank                                                          | CUSIP: 045167EG4<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    130000 | PA      | $127360.94    | 0.00%             | 2028-01-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810PW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1021000 | PA      | $1029654.57   | 0.03%             | 2038-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DARTMOUTH-HITCH HEALTH                                                           | Dartmouth-Hitchcock Health                                                      | CUSIP: 23745QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     74000 | PA      | $58521.53     | 0.00%             | 2048-08-01      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV FIN                                                         | Anheuser-Busch InBev Finance Inc                                                | CUSIP: 03524BAF3<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |    112000 | PA      | $102006.29    | 0.00%             | 2044-02-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                      | CUSIP: 60687YDB2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $212503.85    | 0.01%             | 2034-07-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | Union Pacific Corp                                                              | CUSIP: 907818EJ3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     74000 | PA      | $61055.04     | 0.00%             | 2046-03-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ONEOK Partners LP                                                                | ONEOK Partners LP                                                               | CUSIP: 68268NAG8<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76869.20     | 0.00%             | 2041-02-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 31427PFY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1226499 | PA      | $1279812.72   | 0.04%             | 2055-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NEW YORK CITY NY MUNI WTR FIN AUTH WTR & SWR SYS REVENUE                        | CUSIP: 64972FT30<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     85000 | PA      | $86859.64     | 0.00%             | 2042-06-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QFFK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    869341 | PA      | $740007.86    | 0.02%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| APTARGROUP INC                                                                   | AptarGroup Inc                                                                  | CUSIP: 038336AA1<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46455.84     | 0.00%             | 2032-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP                                                          | Digital Realty Trust LP                                                         | CUSIP: 25389JAU0<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              |  | US        |    130000 | PA      | $126790.22    | 0.00%             | 2029-07-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | Comcast Corp                                                                    | CUSIP: 20030NCC3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    257000 | PA      | $200828.30    | 0.01%             | 2047-11-01      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448GH5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50304.99     | 0.00%             | 2030-07-23      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QNSZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1461120 | PA      | $1295215.34   | 0.04%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200KH3<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    289000 | PA      | $278655.00    | 0.01%             | 2027-05-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: —       |
| ONTARIO (PROVINCE OF)                                                            | Province of Ontario Canada                                                      | CUSIP: 683234AQ1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    171000 | PA      | $163703.62    | 0.00%             | 2027-05-21      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORP                                                                     | Chevron Corp                                                                    | CUSIP: 166764BX7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $184671.15    | 0.01%             | 2027-05-11      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138EGKL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       594 | PA      | $592.22       | 0.00%             | 2026-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | Commonwealth Edison Co                                                          | CUSIP: 202795JJ0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    130000 | PA      | $100657.14    | 0.00%             | 2046-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCE                                                         | Pioneer Natural Resources Co                                                    | CUSIP: 723787AQ0<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    206000 | PA      | $185004.97    | 0.01%             | 2030-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650DJ6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    298000 | PA      | $288675.22    | 0.01%             | 2030-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                                           | Chubb INA Holdings LLC                                                          | CUSIP: 171239AK2<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205077.39    | 0.01%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| ECOLAB INC                                                                       | Ecolab Inc                                                                      | CUSIP: 278865BP4<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77034.15     | 0.00%             | 2028-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Mississippi Power Co                                                             | Mississippi Power Co                                                            | CUSIP: 605417BZ6<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |     87000 | PA      | $75766.89     | 0.00%             | 2042-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| SALESFORCE INC                                                                   | Salesforce Inc                                                                  | CUSIP: 79466LAK0<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    156000 | PA      | $114731.42    | 0.00%             | 2041-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                           | Marriott International Inc/MD                                                   | CUSIP: 571903BJ1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55957.11     | 0.00%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                                                       | Unum Group                                                                      | CUSIP: 91529YAT3<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45551.59     | 0.00%             | 2054-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                                              | Quanta Services Inc                                                             | CUSIP: 74762EAF9<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |     90000 | PA      | $84019.06     | 0.00%             | 2030-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                              | Consumers Energy Co                                                             | CUSIP: 210518DN3<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     38000 | PA      | $23653.79     | 0.00%             | 2052-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: —       |
| CANADIAN IMPERIAL BANK                                                           | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607PVQ4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $51629.85     | 0.00%             | 2031-01-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818FJ2<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     57000 | PA      | $55677.29     | 0.00%             | 2027-02-05      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                                                       | Intuit Inc                                                                      | CUSIP: 46124HAG1<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78408.08     | 0.00%             | 2033-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                                                          | O'Reilly Automotive Inc                                                         | CUSIP: 67103HAN7<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50452.58     | 0.00%             | 2034-08-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MFZ2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50774.27     | 0.00%             | 2030-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                                                           | CNH Industrial Capital LLC                                                      | CUSIP: 12592BAV6<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49895.47     | 0.00%             | 2030-10-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                  | DTE Electric Co                                                                 | CUSIP: 23338VAH9<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     87000 | PA      | $71724.70     | 0.00%             | 2048-05-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810RQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3156000 | PA      | $2227815.48   | 0.06%             | 2046-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133L8UY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    354708 | PA      | $328914.57    | 0.01%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| IBM INTERNAT CAPITAL                                                             | IBM International Capital Pte Ltd                                               | CUSIP: 449276AD6<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |    100000 | PA      | $101989.59    | 0.00%             | 2031-02-05      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076CH3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     87000 | PA      | $81395.58     | 0.00%             | 2028-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XCY0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     90000 | PA      | $85742.24     | 0.00%             | 2030-06-21      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE GROUP                                                          | Columbia Pipeline Group Inc                                                     | CUSIP: 198280AH2<br>LEI: 549300SRP1TQM9JJBG80 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99523.99     | 0.00%             | 2045-06-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                           | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607QFE7<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $100328.51    | 0.00%             | 2031-09-08      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661EJ2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    167000 | PA      | $134846.58    | 0.00%             | 2052-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                                                 | Ventas Realty LP                                                                | CUSIP: 92277GBA4<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |    100000 | PA      | $100046.23    | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457CS5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    135000 | PA      | $128785.18    | 0.00%             | 2054-08-14      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CEE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5091000 | PA      | $4878212.08   | 0.14%             | 2029-03-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Aon Corp                                                                         | Aon Corp                                                                        | CUSIP: 037389BC6<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    171000 | PA      | $168439.11    | 0.00%             | 2029-05-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                          | DALLAS-FORT WORTH TX INTERNATIONAL ARPT REVENUE                                 | CUSIP: 2350367A2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    160000 | PA      | $112711.91    | 0.00%             | 2050-11-01      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769KD5<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    500000 | PA      | $510207.54    | 0.01%             | 2034-02-28      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BC7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     87000 | PA      | $88688.31     | 0.00%             | 2055-10-23      | Fixed         | 6.83%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCP3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153213.27    | 0.00%             | 2033-02-28      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| OWENS CORNING                                                                    | Owens Corning                                                                   | CUSIP: 690742AN1<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25539.82     | 0.00%             | 2027-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                                                   | EPR Properties                                                                  | CUSIP: 26884UAE9<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |     75000 | PA      | $75580.20     | 0.00%             | 2028-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Wyeth LLC                                                                        | Wyeth LLC                                                                       | CUSIP: 983024AG5<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |     87000 | PA      | $98373.24     | 0.00%             | 2034-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KQKT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    383774 | PA      | $383087.08    | 0.01%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132WFDH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     39526 | PA      | $37089.73     | 0.00%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS CO                                                              | Vulcan Materials Co                                                             | CUSIP: 929160BD0<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35791.18     | 0.00%             | 2054-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140FQS40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17256 | PA      | $16770.67     | 0.00%             | 2046-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                      | MetLife Inc                                                                     | CUSIP: 59156RBZ0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    171000 | PA      | $173913.14    | 0.00%             | 2030-03-23      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810FT0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1191000 | PA      | $1230079.69   | 0.03%             | 2036-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                             | CUSIP: 025816DY2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103098.58    | 0.00%             | 2031-01-30      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPIT                                                         | Kaiser Foundation Hospitals                                                     | CUSIP: 48305QAC7<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |     87000 | PA      | $85924.96     | 0.00%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PDT6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    111000 | PA      | $92585.52     | 0.00%             | 2039-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                                       | Nucor Corp                                                                      | CUSIP: 670346AU9<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |     87000 | PA      | $55077.41     | 0.00%             | 2055-12-15      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967NG2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    221000 | PA      | $217609.37    | 0.01%             | 2028-02-24      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MAK6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     87000 | PA      | $86109.17     | 0.00%             | 2026-10-19      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| DXC TECHNOLOGY CO                                                                | DXC Technology Co                                                               | CUSIP: 23355LAM8<br>LEI: 549300DOVZ3EDJB7O259 | Long             | DBT              | CORP              | US        |     71000 | PA      | $66917.17     | 0.00%             | 2028-09-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I                                                         | Stanley Black & Decker Inc                                                      | CUSIP: 854502AH4<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    171000 | PA      | $171234.81    | 0.00%             | 2028-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT                            | CUSIP: 64985SFG3<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     50000 | PA      | $53173.92     | 0.00%             | 2055-07-01      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                                               | Valero Energy Corp                                                              | CUSIP: 91913YAL4<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |     75000 | PA      | $83165.03     | 0.00%             | 2037-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KQKY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    716813 | PA      | $734314.09    | 0.02%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX Corp                                                                        | CUSIP: 126408HN6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90458.15     | 0.00%             | 2048-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XB4Y3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3131150 | PA      | $2774867.90   | 0.08%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                         | Berkshire Hathaway Energy Co                                                    | CUSIP: 59562VAP2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    171000 | PA      | $184271.99    | 0.01%             | 2037-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                     | CUSIP: 03040WAM7<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     87000 | PA      | $75515.73     | 0.00%             | 2045-09-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 28622HAC5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    150000 | PA      | $137007.29    | 0.00%             | 2053-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: —       |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VFT6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    287000 | PA      | $207574.44    | 0.01%             | 2040-11-20      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                                                  | Hershey Co/The                                                                  | CUSIP: 427866BN7<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51511.18     | 0.00%             | 2035-02-24      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                                         | African Development Bank                                                        | CUSIP: 00828EFH7<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |    250000 | PA      | $251259.60    | 0.01%             | 2028-06-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818FX1<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     64000 | PA      | $58594.97     | 0.00%             | 2032-02-14      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                               | CUSIP: 857477CX9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76704.42     | 0.00%             | 2036-02-28      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER                                                         | Wisconsin Electric Power Co                                                     | CUSIP: 976656CT3<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93727.55     | 0.00%             | 2054-10-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| ESSEX PORTFOLIO LP                                                               | Essex Portfolio LP                                                              | CUSIP: 29717PAW7<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |     90000 | PA      | $77761.19     | 0.00%             | 2031-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: —       |
| FISERV INC                                                                       | Fiserv Inc                                                                      | CUSIP: 337738BK3<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51995.96     | 0.00%             | 2031-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140W2PV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    755739 | PA      | $773247.70    | 0.02%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128PYU36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       735 | PA      | $728.57       | 0.00%             | 2027-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                                | Union Electric Co                                                               | CUSIP: 906548CW0<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97956.16     | 0.00%             | 2053-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                     | CUSIP: 74340XCE9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     40000 | PA      | $40346.45     | 0.00%             | 2033-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                  | CUSIP: 57636QBG8<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51790.78     | 0.00%             | 2032-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 912828U24<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2546000 | PA      | $2498063.61   | 0.07%             | 2026-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EWE5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     61000 | PA      | $59628.47     | 0.00%             | 2029-04-18      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAP1<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    175000 | PA      | $180765.71    | 0.01%             | 2035-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                                               | Ingersoll Rand Inc                                                              | CUSIP: 45687VAB2<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    200000 | PA      | $212464.45    | 0.01%             | 2033-08-14      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| CHENIERE CORP CHRISTI HD                                                         | Cheniere Corpus Christi Holdings LLC                                            | CUSIP: 16412XAJ4<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |     87000 | PA      | $84550.32     | 0.00%             | 2029-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CHOICE HOTELS INTL INC                                                           | Choice Hotels International Inc                                                 | CUSIP: 169905AF3<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |     70000 | PA      | $66850.43     | 0.00%             | 2029-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                             | Keurig Dr Pepper Inc                                                            | CUSIP: 26138EAX7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49323.30     | 0.00%             | 2027-06-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INF CAP                                                           | HA Sustainable Infrastructure Capital Inc                                       | CUSIP: 40408AAB7<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25770.86     | 0.00%             | 2035-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WGFQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     51668 | PA      | $48663.14     | 0.00%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                              | PayPal Holdings Inc                                                             | CUSIP: 70450YAQ6<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75243.16     | 0.00%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ERZE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     52428 | PA      | $51073.35     | 0.00%             | 2032-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                                           | Santander Holdings USA Inc                                                      | CUSIP: 80282KBG0<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     28000 | PA      | $29349.08     | 0.00%             | 2029-06-12      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                         | CUSIP: 828807DX2<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |     35000 | PA      | $40168.16     | 0.00%             | 2054-01-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL CAP FND                                                            | Golub Capital Private Credit Fund                                               | CUSIP: 38179RAE5<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75391.57     | 0.00%             | 2028-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                 | CUSIP: 4581X0EH7<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $503416.98    | 0.01%             | 2028-01-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COLGATE-PALMOLIVE CO                                                             | Colgate-Palmolive Co                                                            | CUSIP: 194162AN3<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    115000 | PA      | $113658.92    | 0.00%             | 2027-08-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YAZ8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    257000 | PA      | $227692.98    | 0.01%             | 2030-06-24      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432PA7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53640.88     | 0.00%             | 2033-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAE5<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    150000 | PA      | $148814.50    | 0.00%             | 2028-01-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ABY0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    174000 | PA      | $118199.05    | 0.00%             | 2060-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co                                                              | Vulcan Materials Co                                                             | CUSIP: 929160AT6<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    171000 | PA      | $170576.40    | 0.00%             | 2027-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAM2<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     87000 | PA      | $57530.38     | 0.00%             | 2051-03-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                      | CUSIP: 14040HDA0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    330000 | PA      | $356952.20    | 0.01%             | 2034-06-08      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 31329QHM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     78170 | PA      | $74912.83     | 0.00%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QN3Z3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    835939 | PA      | $768169.56    | 0.02%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FCG4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78087.26     | 0.00%             | 2032-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                                                 | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CBP3<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    220000 | PA      | $226038.36    | 0.01%             | 2028-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | Florida Power & Light Co                                                        | CUSIP: 341081FP7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     71000 | PA      | $55210.90     | 0.00%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Tucson Electric Power Co                                                         | Tucson Electric Power Co                                                        | CUSIP: 898813AQ3<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |     87000 | PA      | $77488.84     | 0.00%             | 2048-12-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                  | CUSIP: 10373QCB4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76977.31     | 0.00%             | 2029-11-25      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                            | CUSIP: 78017DAK4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    275000 | PA      | $277139.07    | 0.01%             | 2029-08-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CONSOLIDATED                                                           | Coca-Cola Consolidated Inc                                                      | CUSIP: 191098AP7<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52278.69     | 0.00%             | 2034-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                   | Salesforce Inc                                                                  | CUSIP: 79466LAJ3<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    156000 | PA      | $138428.13    | 0.00%             | 2031-07-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                        | CUSIP: 298785JE7<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $439181.94    | 0.01%             | 2030-05-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | Meta Platforms Inc                                                              | CUSIP: 30303M8L9<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    160000 | PA      | $163274.44    | 0.00%             | 2028-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                         | CUSIP: 742718GF0<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50817.03     | 0.00%             | 2029-01-29      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MFF29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19785 | PA      | $19564.08     | 0.00%             | 2032-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                                            | PACCAR Financial Corp                                                           | CUSIP: 69371RT48<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24984.56     | 0.00%             | 2029-09-26      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                      | Exelon Corp                                                                     | CUSIP: 30161NBM2<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77144.64     | 0.00%             | 2029-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AGREE LP                                                                         | Agree LP                                                                        | CUSIP: 008513AD5<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              |  | US        |     30000 | PA      | $30203.97     | 0.00%             | 2032-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                                                | Hyatt Hotels Corp                                                               | CUSIP: 448579AT9<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46013.26     | 0.00%             | 2031-12-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                                              | Kimco Realty OP LLC                                                             | CUSIP: 49446RAV1<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |     87000 | PA      | $65001.63     | 0.00%             | 2049-10-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                                                           | Corp Andina de Fomento                                                          | CUSIP: 219868CJ3<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | XX        |    300000 | PA      | $307206.00    | 0.01%             | 2029-01-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                                                       | Hasbro Inc                                                                      | CUSIP: 418056AY3<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74359.62     | 0.00%             | 2026-11-19      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                                                | Healthpeak OP LLC                                                               | CUSIP: 42250GAB9<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |     25000 | PA      | $24838.25     | 0.00%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NOV INC                                                                          | NOV Inc                                                                         | CUSIP: 637071AM3<br>LEI: 549300EHF3IW1AR6U008 | Long             | DBT              | CORP              | US        |     71000 | PA      | $68581.07     | 0.00%             | 2029-12-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | Prudential Financial Inc                                                        | CUSIP: 744320BH4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     71000 | PA      | $66320.26     | 0.00%             | 2050-10-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                | CUSIP: 05526DBT1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40329.25     | 0.00%             | 2040-09-25      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CMG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7008000 | PA      | $7156372.54   | 0.20%             | 2030-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMERIPRISE FINANCIAL INC                                                         | Ameriprise Financial Inc                                                        | CUSIP: 03076CAP1<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101866.28    | 0.00%             | 2035-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                     | CUSIP: 02665WEB3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     87000 | PA      | $81826.25     | 0.00%             | 2029-01-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752AN3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    136000 | PA      | $124134.67    | 0.00%             | 2030-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                                           | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAL7<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |     50000 | PA      | $44402.98     | 0.00%             | 2031-08-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                            | CUSIP: 78016EZZ3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     76000 | PA      | $73964.67     | 0.00%             | 2026-11-02      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CHE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $3000468.75   | 0.08%             | 2028-05-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                              | Dow Chemical Co/The                                                             | CUSIP: 260543CK7<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46163.37     | 0.00%             | 2034-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                                                         | Interstate Power and Light Co                                                   | CUSIP: 461070AY0<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49187.58     | 0.00%             | 2055-10-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                   | CUSIP: 172967MD0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    257000 | PA      | $229258.42    | 0.01%             | 2048-07-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| Altria Group Inc                                                                 | Altria Group Inc                                                                | CUSIP: 02209SBF9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    300000 | PA      | $306593.20    | 0.01%             | 2049-02-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                          | CUSIP: 045167GM9<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    165000 | PA      | $164713.29    | 0.00%             | 2030-08-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                                             | Chile Government International Bonds                                            | CUSIP: 168863EA2<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    287254 | PA      | $278995.45    | 0.01%             | 2054-01-05      | Fixed         | 5.33%                 | No            |                  2 | On Loan: —       |
| PROGRESSIVE CORP                                                                 | Progressive Corp/The                                                            | CUSIP: 743315AR4<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     87000 | PA      | $85380.04     | 0.00%             | 2027-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179WLQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    366810 | PA      | $327768.67    | 0.01%             | 2051-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | Altria Group Inc                                                                | CUSIP: 02209SAQ6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     71000 | PA      | $61229.99     | 0.00%             | 2043-05-02      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810PU6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1885000 | PA      | $2020926.18   | 0.06%             | 2037-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MMS20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     55989 | PA      | $54488.72     | 0.00%             | 2030-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MOHAWK INDUSTRIES INC                                                            | Mohawk Industries Inc                                                           | CUSIP: 608190AM6<br>LEI: 549300JI1115MG3Q6322 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52239.30     | 0.00%             | 2028-09-18      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA LTD                                                            | Rio Tinto Finance USA Ltd                                                       | CUSIP: 767201AT3<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |    216000 | PA      | $135418.75    | 0.00%             | 2051-11-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                              | Consumers Energy Co                                                             | CUSIP: 210518DU7<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100089.54    | 0.00%             | 2033-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                         | Berkshire Hathaway Energy Co                                                    | CUSIP: 084659BC4<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     71000 | PA      | $45062.15     | 0.00%             | 2051-05-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CMA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6000000 | PA      | $6096562.50   | 0.17%             | 2029-11-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                             | CUSIP: 459058JR5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $437537.59    | 0.01%             | 2031-02-10      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | Nutrien Ltd                                                                     | CUSIP: 67077MAG3<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $50432.44     | 0.00%             | 2040-12-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                         | BHP Billiton Finance USA Ltd                                                    | CUSIP: 055451BE7<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    175000 | PA      | $182261.83    | 0.01%             | 2033-09-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                     | CUSIP: 13648TAF4<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     87000 | PA      | $77642.22     | 0.00%             | 2048-05-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                                         | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBR2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $85180.93     | 0.00%             | 2031-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                     | QUALCOMM Inc                                                                    | CUSIP: 747525BU6<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50764.76     | 0.00%             | 2030-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAPITAL                                                          | GLAXOSMITHKLINE CAPITAL                                                         | CUSIP: 377372AQ0<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151233.80    | 0.00%             | 2035-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    371000 | PA      | $371432.87    | 0.01%             | 2029-05-01      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4850000 | PA      | $3631437.50   | 0.10%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J7XH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    153508 | PA      | $138777.54    | 0.00%             | 2047-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                                 | Alabama Power Co                                                                | CUSIP: 010392GB8<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26822.03     | 0.00%             | 2033-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CXA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44695 | PA      | $44647.61     | 0.00%             | 2033-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAQ7<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    145000 | PA      | $89511.11     | 0.00%             | 2060-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips                                                                   | ConocoPhillips                                                                  | CUSIP: 20825CAQ7<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |    100000 | PA      | $112929.81    | 0.00%             | 2039-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Leggett & Platt Inc                                                              | Leggett & Platt Inc                                                             | CUSIP: 524660AY3<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68595.80     | 0.00%             | 2027-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| DEVON ENERGY CORPORATION                                                         | Devon Energy Corp                                                               | CUSIP: 25179MAN3<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    231000 | PA      | $201421.64    | 0.01%             | 2042-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                       | CUSIP: 911312AR7<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     87000 | PA      | $69737.31     | 0.00%             | 2042-10-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| LOEWS CORP                                                                       | Loews Corp                                                                      | CUSIP: 540424AT5<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | DBT              | CORP              | US        |    114000 | PA      | $109035.43    | 0.00%             | 2030-05-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U2M4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    683000 | PA      | $637822.94    | 0.02%             | 2051-04-04      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QKXN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1676688 | PA      | $1364861.65   | 0.04%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XCGN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    407834 | PA      | $391606.85    | 0.01%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                                                      | Cummins Inc                                                                     | CUSIP: 231021AX4<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99688.38     | 0.00%             | 2054-02-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QCD6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     50000 | PA      | $31588.82     | 0.00%             | 2050-05-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust                               | GM Financial Consumer Automobile Receivables Trust 2024-3                       | CUSIP: 38013KAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    510000 | PA      | $520532.57    | 0.01%             | 2029-11-16      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                         | CUSIP: 55336VAP5<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82997.74     | 0.00%             | 2058-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128LXAV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5055 | PA      | $5259.05      | 0.00%             | 2035-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138YY3V3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13629 | PA      | $13109.13     | 0.00%             | 2045-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KM4T9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    533226 | PA      | $435232.74    | 0.01%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BY7<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85946.08     | 0.00%             | 2027-11-08      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| REGENERON PHARMACEUTICAL                                                         | Regeneron Pharmaceuticals Inc                                                   | CUSIP: 75886FAE7<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |    140000 | PA      | $123478.93    | 0.00%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                                                | International Finance Corp                                                      | CUSIP: 45950KDD9<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $510668.27    | 0.01%             | 2028-07-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RJY9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    341000 | PA      | $312531.56    | 0.01%             | 2031-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    325000 | PA      | $328552.48    | 0.01%             | 2030-10-18      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QREH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1698514 | PA      | $1695476.23   | 0.05%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF SASKATCHEWAN                                                         | Province of Saskatchewan Canada                                                 | CUSIP: 803854KW7<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |    250000 | PA      | $257286.29    | 0.01%             | 2030-01-28      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO                                                                   | Halliburton Co                                                                  | CUSIP: 406216BL4<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70592.36     | 0.00%             | 2030-03-01      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810RZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3091000 | PA      | $2234092.70   | 0.06%             | 2047-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORP                                                                     | Chevron Corp                                                                    | CUSIP: 166764BY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    163000 | PA      | $150734.03    | 0.00%             | 2030-05-11      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738EAJ4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $240532.44    | 0.01%             | 2045-08-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Dollar Tree Inc                                                                  | Dollar Tree Inc                                                                 | CUSIP: 256746AH1<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |    171000 | PA      | $170546.75    | 0.00%             | 2028-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                             | CUSIP: 03027XBZ2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     70000 | PA      | $73836.09     | 0.00%             | 2033-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                   | Salesforce Inc                                                                  | CUSIP: 79466LAM6<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    150000 | PA      | $94544.96     | 0.00%             | 2061-07-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FedEx Corp                                                                      | CUSIP: 31428XBN5<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     87000 | PA      | $70503.79     | 0.00%             | 2047-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140JGLW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     61843 | PA      | $60967.69     | 0.00%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 31427NG29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1734319 | PA      | $1776707.84   | 0.05%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179UUM2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    127766 | PA      | $129401.05    | 0.00%             | 2049-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MFH2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86253.02     | 0.00%             | 2048-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | Meta Platforms Inc                                                              | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    360000 | PA      | $355673.36    | 0.01%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804GH1<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     78000 | PA      | $77643.08     | 0.00%             | 2027-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                       | Philippines Government International Bonds                                      | CUSIP: 718286DG9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    200000 | PA      | $212750.00    | 0.01%             | 2035-02-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                                            | PACCAR Financial Corp                                                           | CUSIP: 69371RR65<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73086.53     | 0.00%             | 2027-02-04      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XKDQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    498356 | PA      | $510030.99    | 0.01%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                                  | San Diego Gas & Electric Co                                                     | CUSIP: 797440BZ6<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     87000 | PA      | $76765.99     | 0.00%             | 2030-10-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132CWG32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     83565 | PA      | $81477.16     | 0.00%             | 2033-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNIV SOUTHERN CALIFORNIA                                                         | University of Southern California                                               | CUSIP: 914886AH9<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70820.43     | 0.00%             | 2053-10-01      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 912828YX2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1952812.50   | 0.05%             | 2026-12-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ERTM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     55868 | PA      | $54359.42     | 0.00%             | 2045-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                                                    | J M Smucker Co/The                                                              | CUSIP: 832696AS7<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    200000 | PA      | $184691.53    | 0.01%             | 2030-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140CC2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85908.83     | 0.00%             | 2062-08-05      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DE5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    171000 | PA      | $171014.11    | 0.00%             | 2028-02-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                    | CUSIP: 29250NBA2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     96000 | PA      | $73775.09     | 0.00%             | 2049-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | Comcast Corp                                                                    | CUSIP: 20030NAM3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    200000 | PA      | $223661.55    | 0.01%             | 2037-03-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| EASTERN ENERGY GAS                                                               | Eastern Energy Gas Holdings LLC                                                 | CUSIP: 27636AAC6<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |     80000 | PA      | $83842.93     | 0.00%             | 2055-01-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448EP9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     87000 | PA      | $58385.36     | 0.00%             | 2049-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A2U5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    175000 | PA      | $181642.28    | 0.01%             | 2028-07-17      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                            | Indonesia Government International Bond                                         | CUSIP: 455780DG8<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    222000 | PA      | $142015.62    | 0.00%             | 2061-09-23      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                          | CUSIP: 045167ER0<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $462787.05    | 0.01%             | 2030-01-24      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WGYY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9931 | PA      | $9550.88      | 0.00%             | 2046-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ADU6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204292.77    | 0.01%             | 2055-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| HARTFORD HEALTHCARE CORP                                                         | Hartford HealthCare Corp                                                        | CUSIP: 41652PAC3<br>LEI: 549300W3L482NUDOFF24 | Long             | DBT              | CORP              | US        |     62000 | PA      | $45339.63     | 0.00%             | 2054-07-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: —       |
| HORMEL FOODS CORP                                                                | Hormel Foods Corp                                                               | CUSIP: 440452AJ9<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |     87000 | PA      | $58248.48     | 0.00%             | 2051-06-03      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                                           | Mondelez International Inc                                                      | CUSIP: 609207BC8<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51097.71     | 0.00%             | 2029-02-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140MHT41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5468863 | PA      | $4633569.05   | 0.13%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                               | CUSIP: 24703DBF7<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    171000 | PA      | $131123.90    | 0.00%             | 2041-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822CK8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $257118.05    | 0.01%             | 2033-07-20      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                             | CUSIP: 025816DU0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104492.88    | 0.00%             | 2030-04-25      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Republic of Korea                                                                | Korea International Bond                                                        | CUSIP: 50064FAL8<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |    250000 | PA      | $225537.50    | 0.01%             | 2044-06-10      | Fixed         | 4.13%                 | No            |                  2 | On Loan: —       |
| AEP TEXAS INC                                                                    | AEP Texas Inc                                                                   | CUSIP: 00108WAS9<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51873.64     | 0.00%             | 2029-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Q8DV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    167287 | PA      | $161234.65    | 0.00%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CBZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5982000 | PA      | $5635464.59   | 0.16%             | 2028-04-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | Comcast Corp                                                                    | CUSIP: 20030NCJ8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    137000 | PA      | $120601.83    | 0.00%             | 2038-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                                | Brown & Brown Inc                                                               | CUSIP: 115236AJ0<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50477.38     | 0.00%             | 2028-06-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                                          | Japan Bank for International Cooperation                                        | CUSIP: 471048CZ9<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    200000 | PA      | $203764.50    | 0.01%             | 2031-01-24      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QAXR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    300648 | PA      | $289098.06    | 0.01%             | 2049-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAS3<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    140000 | PA      | $138491.83    | 0.00%             | 2026-12-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                                                              | Otis Worldwide Corp                                                             | CUSIP: 68902VAL1<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    171000 | PA      | $133124.60    | 0.00%             | 2040-02-15      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                           | Marriott International Inc/MD                                                   | CUSIP: 571903BX0<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75667.65     | 0.00%             | 2035-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LEAR CORP                                                                        | Lear Corp                                                                       | CUSIP: 521865BD6<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |     74000 | PA      | $50212.57     | 0.00%             | 2052-01-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: —       |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                        | CUSIP: 298785KM7<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    160000 | PA      | $160626.02    | 0.00%             | 2030-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                           | Motorola Solutions Inc                                                          | CUSIP: 620076BU2<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    102000 | PA      | $93111.45     | 0.00%             | 2031-05-24      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                                                         | Amcor Flexibles North America Inc                                               | CUSIP: 02344AAG3<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25566.99     | 0.00%             | 2030-03-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                           | CUSIP: 882508BL7<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     98000 | PA      | $86500.69     | 0.00%             | 2031-09-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                         | CUSIP: 55336VBV1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55013.67     | 0.00%             | 2033-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271BD0<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |     50000 | PA      | $48227.17     | 0.00%             | 2054-05-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: —       |
| Colgate-Palmolive Co                                                             | Colgate-Palmolive Co                                                            | CUSIP: 19416QEJ5<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41990.44     | 0.00%             | 2045-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                          | Duke Energy Florida LLC                                                         | CUSIP: 26444HAQ4<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     35000 | PA      | $37762.70     | 0.00%             | 2033-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                              | Fifth Third Bancorp                                                             | CUSIP: 316773DG2<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101124.16    | 0.00%             | 2030-07-28      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    335000 | PA      | $357124.38    | 0.01%             | 2035-04-19      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46625HJM3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     87000 | PA      | $89891.35     | 0.00%             | 2043-08-16      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                             | CUSIP: 45906M3D1<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    700000 | PA      | $642153.67    | 0.02%             | 2032-03-29      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| NATIONAL BANK OF CANADA                                                          | National Bank of Canada                                                         | CUSIP: 63307A2X2<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $260792.73    | 0.01%             | 2028-12-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PER3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    390000 | PA      | $393312.77    | 0.01%             | 2035-10-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YEY7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    300000 | PA      | $329712.44    | 0.01%             | 2033-10-18      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| PARTNERRE FINANCE B LLC                                                          | PartnerRe Finance B LLC                                                         | CUSIP: 70213BAC5<br>LEI: 549300O0FAGHK2F79881 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47176.54     | 0.00%             | 2050-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023CE3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40477.68     | 0.00%             | 2039-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                           | ConocoPhillips Co                                                               | CUSIP: 20826FBN5<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    125000 | PA      | $122612.18    | 0.00%             | 2065-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc                                                            | Reynolds American Inc                                                           | CUSIP: 761713AZ9<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |     53000 | PA      | $54402.57     | 0.00%             | 2043-09-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| HP INC                                                                           | HP Inc                                                                          | CUSIP: 40434LAC9<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47718.26     | 0.00%             | 2030-06-17      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROP LP                                                             | COPT Defense Properties LP                                                      | CUSIP: 22003BAP1<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              |  | US        |     87000 | PA      | $73622.85     | 0.00%             | 2033-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| KENTUCKY UTILITIES CO                                                            | Kentucky Utilities Co                                                           | CUSIP: 491674BP1<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51373.95     | 0.00%             | 2055-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| DENTSPLY SIRONA INC                                                              | DENTSPLY SIRONA Inc                                                             | CUSIP: 24906PAA7<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92015.20     | 0.00%             | 2030-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FORTUNE BRANDS INNOVATIO                                                         | Fortune Brands Innovations Inc                                                  | CUSIP: 34964CAH9<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |     38000 | PA      | $40289.69     | 0.00%             | 2033-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| EQUIFAX INC                                                                      | Equifax Inc                                                                     | CUSIP: 294429AX3<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40648.61     | 0.00%             | 2029-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                                                  | Tyson Foods Inc                                                                 | CUSIP: 902494BD4<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |     87000 | PA      | $74431.91     | 0.00%             | 2047-06-02      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp                                                                | Lam Research Corp                                                               | CUSIP: 512807AT5<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    171000 | PA      | $159671.94    | 0.00%             | 2049-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400FP3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48975.22     | 0.00%             | 2040-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                              | Synchrony Financial                                                             | CUSIP: 87165BAM5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    171000 | PA      | $169040.72    | 0.00%             | 2027-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Hartford Insurance Group Inc/The                                                 | Hartford Insurance Group Inc/The                                                | CUSIP: 416518AD0<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |     71000 | PA      | $46072.10     | 0.00%             | 2051-09-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418ET75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    900856 | PA      | $922964.85    | 0.03%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                                           | Korea Development Bank/The                                                      | CUSIP: 500630EB0<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $216320.00    | 0.01%             | 2033-10-23      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                               | CUSIP: 857477CL5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126924.05    | 0.00%             | 2027-03-18      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| LAM RESEARCH CORP                                                                | Lam Research Corp                                                               | CUSIP: 512807AV0<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    141000 | PA      | $127351.50    | 0.00%             | 2030-06-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| TEXAS HEALTH RESOURCES                                                           | Texas Health Resources                                                          | CUSIP: 882484AC2<br>LEI: 54930008C10TUBW7Z611 | Long             | DBT              | CORP              | US        |     58000 | PA      | $33125.17     | 0.00%             | 2050-11-15      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179SLR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    385526 | PA      | $349722.88    | 0.01%             | 2046-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                                              | Moody's Corp                                                                    | CUSIP: 615369AM7<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    130000 | PA      | $127843.46    | 0.00%             | 2028-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XFE56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    363472 | PA      | $335706.05    | 0.01%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687FB7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91615.97     | 0.00%             | 2046-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CNM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9386000 | PA      | $9446862.39   | 0.26%             | 2028-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | Oracle Corp                                                                     | CUSIP: 68389XAM7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    271000 | PA      | $265870.06    | 0.01%             | 2040-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833EF3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    414000 | PA      | $264130.87    | 0.01%             | 2051-02-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                  | CUSIP: 61746BEF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    341000 | PA      | $339796.38    | 0.01%             | 2027-01-20      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | Duke Energy Florida LLC                                                         | CUSIP: 26444HAE1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149375.97    | 0.00%             | 2028-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $85560.45     | 0.00%             | 2032-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CDF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6786000 | PA      | $6341198.87   | 0.18%             | 2028-10-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255460.30    | 0.01%             | 2028-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140H6BQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    565994 | PA      | $525115.57    | 0.01%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | Asian Development Bank                                                          | CUSIP: 045167DU4<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    171000 | PA      | $168527.09    | 0.00%             | 2027-01-12      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                                             | M&T Bank Corp                                                                   | CUSIP: 55261FAY0<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46084.79     | 0.00%             | 2031-07-08      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VBZ5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $74557.44     | 0.00%             | 2060-01-31      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MASSACHUSETTS ST                                                                | CUSIP: 57582PUE8<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    180000 | PA      | $184371.98    | 0.01%             | 2039-12-01      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                                         | Constellation Energy Generation LLC                                             | CUSIP: 210385AB6<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51673.15     | 0.00%             | 2028-03-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC                                                                      | Workday Inc                                                                     | CUSIP: 98138HAG6<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |     81000 | PA      | $80282.16     | 0.00%             | 2027-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140FBLD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10610 | PA      | $10181.06     | 0.00%             | 2046-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QCW4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25193.97     | 0.00%             | 2035-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680CY7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44435.18     | 0.00%             | 2045-04-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WHUV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20210 | PA      | $19436.88     | 0.00%             | 2046-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                       | Philippines Government International Bonds                                      | CUSIP: 718286CW5<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    500000 | PA      | $515750.00    | 0.01%             | 2033-07-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                                                           | Morgan Stanley Bank NA                                                          | CUSIP: 61690DK72<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254478.57    | 0.01%             | 2029-01-12      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YFK6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256943.60    | 0.01%             | 2030-01-16      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJYS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11294 | PA      | $11218.54     | 0.00%             | 2046-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200KV2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90835.70     | 0.00%             | 2052-07-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| TIME WARNER CABLE ENTRMN                                                         | Time Warner Cable Enterprises LLC                                               | CUSIP: 88731EAJ9<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | DBT              | CORP              | US        |     87000 | PA      | $102067.46    | 0.00%             | 2033-07-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                                              | Peru Government International Bonds                                             | CUSIP: 715638DR0<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     87000 | PA      | $48698.25     | 0.00%             | 2121-07-28      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J8D26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    191350 | PA      | $188182.31    | 0.01%             | 2030-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                         | Baxter International Inc                                                        | CUSIP: 071813CB3<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42983.36     | 0.00%             | 2031-04-01      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 36241KC22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1868 | PA      | $1961.53      | 0.00%             | 2035-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810RJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3071000 | PA      | $2402697.61   | 0.07%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TKJ3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101153.47    | 0.00%             | 2027-09-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    205000 | PA      | $214479.65    | 0.01%             | 2030-04-25      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| KELLANOVA                                                                        | Kellanova                                                                       | CUSIP: 487836BZ0<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31096.43     | 0.00%             | 2033-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                                          | AEP Transmission Co LLC                                                         | CUSIP: 00115AAK5<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    121000 | PA      | $93275.52     | 0.00%             | 2049-06-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                 | Bank of Montreal                                                                | CUSIP: 06368LWU6<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $104460.32    | 0.00%             | 2028-09-25      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                                          | CarMax Auto Owner Trust 2023-4                                                  | CUSIP: 14318XAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1808250 | PA      | $1832476.86   | 0.05%             | 2028-07-17      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AFFILIATED MANAGERS GROU                                                         | Affiliated Managers Group Inc                                                   | CUSIP: 008252AP3<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47460.94     | 0.00%             | 2030-06-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                     | CUSIP: 13648TAH0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     78000 | PA      | $59833.23     | 0.00%             | 2069-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XBB3<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101758.63    | 0.00%             | 2033-04-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133BRMF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    138556 | PA      | $140264.29    | 0.00%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS Health Corp                                                                 | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    595000 | PA      | $595392.09    | 0.02%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                              | CUSIP: 05964HAV7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $222416.71    | 0.01%             | 2033-08-08      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA                                                                 | ArcelorMittal SA                                                                | CUSIP: 03938LBG8<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |     50000 | PA      | $53382.44     | 0.00%             | 2034-06-17      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418WG20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       905 | PA      | $927.12       | 0.00%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Albemarle Corp                                                                   | Albemarle Corp                                                                  | CUSIP: 012725AD9<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |     60000 | PA      | $54132.54     | 0.00%             | 2044-12-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| California State University                                                      | CALIFORNIA ST UNIV REVENUE                                                      | CUSIP: 13077DTS1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $47398.39     | 0.00%             | 2053-11-01      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                                         | Citizens Financial Group Inc                                                    | CUSIP: 174610BF1<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    200000 | PA      | $208456.64    | 0.01%             | 2030-01-23      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                            | Entergy Louisiana LLC                                                           | CUSIP: 29364WBN7<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126140.01    | 0.00%             | 2054-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738ECX1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $407184.99    | 0.01%             | 2029-02-25      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| EVEREST REINSURANCE HLDG                                                         | Everest Reinsurance Holdings Inc                                                | CUSIP: 299808AF2<br>LEI: 254900P29PM5UJR3VU91 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45484.32     | 0.00%             | 2044-06-01      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                     | AutoZone Inc                                                                    | CUSIP: 053332BB7<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100839.10    | 0.00%             | 2032-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YAT2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    160000 | PA      | $128406.18    | 0.00%             | 2045-02-10      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XAM0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     74000 | PA      | $58771.48     | 0.00%             | 2042-08-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                                                         | Interstate Power and Light Co                                                   | CUSIP: 461070AN4<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |     87000 | PA      | $66095.90     | 0.00%             | 2046-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                                                    | Owens Corning                                                                   | CUSIP: 690742AQ4<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77395.53     | 0.00%             | 2054-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CCC7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25473.92     | 0.00%             | 2029-01-05      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL BDC                                                                | Golub Capital BDC Inc                                                           | CUSIP: 38173MAD4<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26426.52     | 0.00%             | 2028-12-05      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                          | DALLAS-FORT WORTH TX INTERNATIONAL ARPT REVENUE                                 | CUSIP: 2350368N3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $47330.11     | 0.00%             | 2046-11-01      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ4R8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     58356 | PA      | $56127.25     | 0.00%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                        | CUSIP: 26442UAQ7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31217.33     | 0.00%             | 2033-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                    | DTE Energy Co                                                                   | CUSIP: 233331BC0<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    120000 | PA      | $116019.19    | 0.00%             | 2029-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| State of Oregon                                                                  | OREGON ST                                                                       | CUSIP: 68607LXQ5<br>LEI: 549300R5SUGZRD8KP359 | Long             | DBT              | MUN               | US        |     77265 | PA      | $78954.21     | 0.00%             | 2027-06-01      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418FBP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1562618 | PA      | $1597491.94   | 0.04%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140CM0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    130000 | PA      | $124823.09    | 0.00%             | 2054-02-21      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                                          | Japan Bank for International Cooperation                                        | CUSIP: 471048CQ9<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    200000 | PA      | $188923.45    | 0.01%             | 2029-02-16      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    275000 | PA      | $276901.89    | 0.01%             | 2028-05-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280EE5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $211021.63    | 0.01%             | 2035-03-04      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                               | VICI Properties LP                                                              | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |    105000 | PA      | $106217.87    | 0.00%             | 2030-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FLOWERS FOODS INC                                                                | Flowers Foods Inc                                                               | CUSIP: 343498AC5<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |     60000 | PA      | $53252.09     | 0.00%             | 2031-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| JAPAN INT'L COOP AGENCY                                                          | Japan International Cooperation Agency                                          | CUSIP: 47109LAG9<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |    300000 | PA      | $300824.95    | 0.01%             | 2028-05-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400ES8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    257000 | PA      | $269094.25    | 0.01%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| TRUIST BANK                                                                      | Truist Bank                                                                     | CUSIP: 07330MAA5<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249248.06    | 0.01%             | 2026-10-30      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CINTAS CORPORATION NO. 2                                                         | Cintas Corp No 2                                                                | CUSIP: 17252MAQ3<br>LEI: 549300QVUQTTKMTE0G41 | Long             | DBT              | CORP              | US        |     61000 | PA      | $59640.91     | 0.00%             | 2032-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CND2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     71304 | PA      | $66230.65     | 0.00%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Co                                                             | Appalachian Power Co                                                            | CUSIP: 037735CM7<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |     50000 | PA      | $56633.67     | 0.00%             | 2038-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                   | Morgan Stanley Capital I Trust 2020-L4                                          | CUSIP: 61770KBA2<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $457167.30    | 0.01%             | 2053-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216CY4<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     75000 | PA      | $45599.65     | 0.00%             | 2060-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PINNACLE WEST CAPITAL                                                            | Pinnacle West Capital Corp                                                      | CUSIP: 723484AM3<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71113.23     | 0.00%             | 2028-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                   | CUSIP: 172967LW9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299273.58    | 0.01%             | 2029-04-23      | Fixed         | 4.08%                 | No            |                  2 | On Loan: —       |
| Fanniemae-Aces                                                                   | Fannie Mae-Aces                                                                 | CUSIP: 3136B26W7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    511000 | PA      | $500837.54    | 0.01%             | 2030-08-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    800000 | PA      | $820924.46    | 0.02%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Federal National Mortgage Association                                           | CUSIP: 31359MFJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   1698000 | PA      | $1931009.10   | 0.05%             | 2030-01-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                                                             | Entergy Arkansas LLC                                                            | CUSIP: 29366MAA6<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81922.92     | 0.00%             | 2049-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                   | CUSIP: 501044DF5<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     87000 | PA      | $67688.36     | 0.00%             | 2046-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076BW1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     78000 | PA      | $78053.22     | 0.00%             | 2028-12-06      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| NETAPP INC                                                                       | NetApp Inc                                                                      | CUSIP: 64110DAN4<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |     80000 | PA      | $83626.51     | 0.00%             | 2035-03-17      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                             | CUSIP: 459058KL6<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    300000 | PA      | $298782.54    | 0.01%             | 2029-09-21      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                                         | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    171000 | PA      | $165104.32    | 0.00%             | 2029-12-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140E2FS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13589 | PA      | $13167.48     | 0.00%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                     | CUSIP: 02665WGL9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75105.91     | 0.00%             | 2030-09-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                                | Cisco Systems Inc                                                               | CUSIP: 17275RBY7<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103394.00    | 0.00%             | 2032-02-24      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                                            | American Homes 4 Rent LP                                                        | CUSIP: 02666TAE7<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |     70000 | PA      | $65505.96     | 0.00%             | 2032-04-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                   | CUSIP: 501044DL2<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    171000 | PA      | $173108.94    | 0.00%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132D6AU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1896241 | PA      | $1745261.45   | 0.05%             | 2036-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TRANE TECHNOLOGIES HOLDC                                                         | Trane Technologies Holdco Inc                                                   | CUSIP: 45687AAP7<br>LEI: 549300UCF0D858BIOV83 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79392.96     | 0.00%             | 2028-08-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBH9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98415.49     | 0.00%             | 2033-06-13      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 31427MGP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    185053 | PA      | $189804.36    | 0.01%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MASTEC INC                                                                       | MasTec Inc                                                                      | CUSIP: 576323AT6<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26166.89     | 0.00%             | 2029-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ERBM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1566527 | PA      | $1469600.10   | 0.04%             | 2046-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     90000 | PA      | $94363.20     | 0.00%             | 2038-01-19      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                   | CUSIP: 744448DC2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151919.57    | 0.00%             | 2035-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738ECD5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $212120.83    | 0.01%             | 2028-11-02      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172CS6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     91000 | PA      | $80522.41     | 0.00%             | 2030-11-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132XCR98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     77461 | PA      | $75038.01     | 0.00%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                                            | Canadian National Railway Co                                                    | CUSIP: 136375BN1<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $55783.27     | 0.00%             | 2036-06-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XDLB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    770425 | PA      | $712293.07    | 0.02%             | 2036-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                     | Centene Corp                                                                    | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    450000 | PA      | $418154.83    | 0.01%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    427000 | PA      | $426570.89    | 0.01%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| NORDSON CORP                                                                     | Nordson Corp                                                                    | CUSIP: 655663AC6<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25136.03     | 0.00%             | 2029-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                     | CUSIP: 74340XBM2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    213000 | PA      | $196273.69    | 0.01%             | 2030-04-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ADVOCATE HEALTH CORP                                                             | Advocate Health & Hospitals Corp                                                | CUSIP: 007589AC8<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |     79000 | PA      | $57174.56     | 0.00%             | 2049-10-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132J7YM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    116879 | PA      | $107653.91    | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280DL0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    297000 | PA      | $320820.09    | 0.01%             | 2036-05-02      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                                  | San Diego Gas & Electric Co                                                     | CUSIP: 797440CE2<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102428.66    | 0.00%             | 2028-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                         | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AM2<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    171000 | PA      | $162122.58    | 0.00%             | 2038-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132L9KW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     87860 | PA      | $84820.66     | 0.00%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                             | Kraft Heinz Foods Co                                                            | CUSIP: 50077LBJ4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     87000 | PA      | $82174.94     | 0.00%             | 2050-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                         | CUSIP: 0641594B9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    171000 | PA      | $151621.98    | 0.00%             | 2031-08-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400JC8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50862.82     | 0.00%             | 2029-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822CG7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $196556.18    | 0.01%             | 2033-04-19      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XMA22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    341165 | PA      | $332952.85    | 0.01%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TLD5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50793.72     | 0.00%             | 2026-11-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                | NatWest Group PLC                                                               | CUSIP: 639057AH1<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $214656.71    | 0.01%             | 2034-03-02      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KJLB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    423225 | PA      | $360260.18    | 0.01%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                                                 | Puget Energy Inc                                                                | CUSIP: 745310AQ5<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77394.17     | 0.00%             | 2035-03-15      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| Louisiana Local Government Environmental Facilities & Community Development Auth | LOUISIANA ST LOCAL GOVT ENVRNMNTL FACS & CMNTY DEV AUTH                         | CUSIP: 54627RAM2<br>LEI: 5493004WIZ1HV87IVF85 | Long             | DBT              | MUN               | US        |    100000 | PA      | $99489.24     | 0.00%             | 2033-02-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                                                       | Kenvue Inc                                                                      | CUSIP: 49177JAR3<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    105000 | PA      | $97387.24     | 0.00%             | 2063-03-22      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VGL2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    112000 | PA      | $81580.10     | 0.00%             | 2041-09-03      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810RH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2341000 | PA      | $1874354.56   | 0.05%             | 2044-08-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 3622AAQ23<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     68663 | PA      | $65419.94     | 0.00%             | 2049-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                                                | Hyatt Hotels Corp                                                               | CUSIP: 448579AS1<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25585.98     | 0.00%             | 2034-06-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| O'Reilly Automotive Inc                                                          | O'Reilly Automotive Inc                                                         | CUSIP: 67103HAG2<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    171000 | PA      | $172065.88    | 0.00%             | 2028-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                         | CUSIP: 55336VBX7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    175000 | PA      | $178340.93    | 0.00%             | 2034-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                                             | M&T Bank Corp                                                                   | CUSIP: 55261FAV6<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    120000 | PA      | $121655.68    | 0.00%             | 2036-01-16      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                         | Caterpillar Financial Services Corp                                             | CUSIP: 14913UAE0<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75580.65     | 0.00%             | 2027-01-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DQTR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    287326 | PA      | $296691.20    | 0.01%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138LVEV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12137 | PA      | $11478.34     | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                                             | Freeport-McMoRan Inc                                                            | CUSIP: 35671DCE3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     87000 | PA      | $86491.90     | 0.00%             | 2028-03-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                 | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CS6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    150000 | PA      | $157520.86    | 0.00%             | 2029-01-18      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023AU9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     74000 | PA      | $79612.32     | 0.00%             | 2033-02-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023CQ6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    193000 | PA      | $142592.26    | 0.00%             | 2050-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae                                                                      | CUSIP: 21H0506A5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3000000 | PA      | $2983857.54   | 0.08%             | 2054-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL PWR & LT                                                          | Jersey Central Power & Light Co                                                 | CUSIP: 476556DF9<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101347.66    | 0.00%             | 2035-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                | General Motors Co                                                               | CUSIP: 37045VAY6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     65000 | PA      | $67135.69     | 0.00%             | 2029-10-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER                                                          | Reinsurance Group of America Inc                                                | CUSIP: 759351AS8<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78410.81     | 0.00%             | 2034-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Hartford Insurance Group Inc/The                                                 | Hartford Insurance Group Inc/The                                                | CUSIP: 416515AP9<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |     74000 | PA      | $78576.94     | 0.00%             | 2041-10-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJW71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    127816 | PA      | $123167.64    | 0.00%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DJ4<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    170000 | PA      | $161632.88    | 0.00%             | 2045-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KLG35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    997711 | PA      | $814373.11    | 0.02%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORP                                                                     | Chevron Corp                                                                    | CUSIP: 166764CA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    119000 | PA      | $82560.01     | 0.00%             | 2050-05-11      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KMBD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1352570 | PA      | $1098270.65   | 0.03%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                          | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAP4<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    180000 | PA      | $175905.09    | 0.00%             | 2055-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                  | CUSIP: 57636QBA1<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65344.34     | 0.00%             | 2028-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                                            | Unilever Capital Corp                                                           | CUSIP: 904764BH9<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    174000 | PA      | $162056.34    | 0.00%             | 2029-09-06      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WGHR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45881 | PA      | $43213.01     | 0.00%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | Realty Income Corp                                                              | CUSIP: 756109AT1<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    100000 | PA      | $88996.16     | 0.00%             | 2047-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418EBD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2813270 | PA      | $2517061.49   | 0.07%             | 2037-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                                            | Vale Overseas Ltd                                                               | CUSIP: 91911TAR4<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    300000 | PA      | $320430.00    | 0.01%             | 2033-06-12      | Fixed         | 6.13%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179VSJ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    623099 | PA      | $571471.83    | 0.02%             | 2050-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 75513EAC5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    127000 | PA      | $86363.31     | 0.00%             | 2050-07-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650EK2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101760.23    | 0.00%             | 2035-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                        | CUSIP: 341081GZ4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104746.23    | 0.00%             | 2065-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967PG0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207430.27    | 0.01%             | 2035-02-13      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132QWMN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     85033 | PA      | $79862.09     | 0.00%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 17308CC53<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    371000 | PA      | $351204.00    | 0.01%             | 2030-11-05      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | Gilead Sciences Inc                                                             | CUSIP: 375558BS1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    100000 | PA      | $73420.08     | 0.00%             | 2040-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CBC7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     75000 | PA      | $54166.82     | 0.00%             | 2051-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FedEx Corp                                                                      | CUSIP: 31428XBS4<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     51000 | PA      | $44144.17     | 0.00%             | 2048-10-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| Apple Inc                                                                        | Apple Inc                                                                       | CUSIP: 037833DK3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    171000 | PA      | $168748.30    | 0.00%             | 2027-11-13      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432NX9<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86307.05     | 0.00%             | 2031-06-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                                                | Hyatt Hotels Corp                                                               | CUSIP: 448579AQ5<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50941.51     | 0.00%             | 2027-01-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844BM9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     74000 | PA      | $62334.32     | 0.00%             | 2042-10-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                                                            | Tennessee Valley Authority                                                      | CUSIP: 880591EP3<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |     74000 | PA      | $61994.78     | 0.00%             | 2042-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FRANKLIN RESOURCES INC                                                           | Franklin Resources Inc                                                          | CUSIP: 354613AL5<br>LEI: RIFQSET379FOGTEFKS80 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87411.32     | 0.00%             | 2030-10-30      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 31334YPW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    860423 | PA      | $779747.69    | 0.02%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BDC INC                                                            | Goldman Sachs BDC Inc                                                           | CUSIP: 38147UAE7<br>LEI: 6D01AGSGBNZIJSN77043 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25572.30     | 0.00%             | 2027-03-11      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                            | CUSIP: 693475CD5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102119.06    | 0.00%             | 2031-05-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    204000 | PA      | $134580.75    | 0.00%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                         | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AN0<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90439.04     | 0.00%             | 2048-04-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                | Atmos Energy Corp                                                               | CUSIP: 049560AQ8<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    107000 | PA      | $87698.00     | 0.00%             | 2049-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                                              | Estee Lauder Cos Inc/The                                                        | CUSIP: 29736RAJ9<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    171000 | PA      | $168930.64    | 0.00%             | 2027-03-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EUY3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    110000 | PA      | $105155.82    | 0.00%             | 2029-07-18      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                           | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607PHS6<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $50571.32     | 0.00%             | 2030-09-11      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29279FAA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    171000 | PA      | $172609.18    | 0.00%             | 2049-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                         | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AP5<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    150000 | PA      | $133924.10    | 0.00%             | 2058-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738EDE2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $205487.50    | 0.01%             | 2046-08-11      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29273RAR0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     87000 | PA      | $92146.64     | 0.00%             | 2042-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                              | Nomura Holdings Inc                                                             | CUSIP: 65535HBB4<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    222000 | PA      | $210941.68    | 0.01%             | 2029-01-22      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                                      | Citibank NA                                                                     | CUSIP: 17325FBK3<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256040.51    | 0.01%             | 2029-08-06      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140BK2C7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    405619 | PA      | $414782.22    | 0.01%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH                                                           | Massachusetts Institute of Technology                                           | CUSIP: 575718AA9<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |     87000 | PA      | $88077.83     | 0.00%             | 2111-07-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 912828ZN3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5091000 | PA      | $4846989.95   | 0.14%             | 2027-04-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PDY9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    455000 | PA      | $501375.82    | 0.01%             | 2034-10-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J9YJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38722 | PA      | $38168.89     | 0.00%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                                         | Constellation Energy Generation LLC                                             | CUSIP: 210385AF7<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101323.02    | 0.00%             | 2054-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    330000 | PA      | $337703.83    | 0.01%             | 2028-03-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XGKE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1350755 | PA      | $1096956.26   | 0.03%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                                                | International Finance Corp                                                      | CUSIP: 45950KCU2<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |    341000 | PA      | $294825.11    | 0.01%             | 2030-08-27      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                           | CUSIP: 882508BG8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    118000 | PA      | $110510.35    | 0.00%             | 2029-09-04      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL FINANCIAL                                                          | Fidelity National Financial Inc                                                 | CUSIP: 31620RAJ4<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |     87000 | PA      | $82627.67     | 0.00%             | 2030-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: —       |
| Citigroup Inc                                                                    | Citigroup Inc                                                                   | CUSIP: 172967KY6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    427000 | PA      | $423447.82    | 0.01%             | 2026-10-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| San Diego County Regional Transportation Commission                              | SAN DIEGO CNTY CA REGL TRANSPRTN COMMISSION SALES TAX REV                       | CUSIP: 797400FN3<br>LEI: W4FR340A6EQ2SSI17B56 | Long             | DBT              | MUN               | US        |     70000 | PA      | $71689.21     | 0.00%             | 2048-04-01      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 3622A26R8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    151920 | PA      | $140495.73    | 0.00%             | 2048-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | Prudential Financial Inc                                                        | CUSIP: 744320BA9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    156000 | PA      | $123196.26    | 0.00%             | 2049-12-07      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                                                         | Aptiv Swiss Holdings Ltd                                                        | CUSIP: 03837AAB6<br>LEI: 254900HTTDFIJZ32GX53 | Long             | DBT              | CORP              | JE        |    200000 | PA      | $198833.04    | 0.01%             | 2034-09-13      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XCP8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100904.82    | 0.00%             | 2033-02-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                         | CUSIP: 828807DZ7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |     45000 | PA      | $45102.97     | 0.00%             | 2030-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| THE CAMPBELLS COMPANY                                                            | Campbell's Company/The                                                          | CUSIP: 134429BQ1<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96977.97     | 0.00%             | 2035-03-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                                                               | Southwest Gas Corp                                                              | CUSIP: 845011AF2<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103032.21    | 0.00%             | 2027-12-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| TRINITY HEALTH CORP                                                              | Trinity Health Corp                                                             | CUSIP: 896517AA7<br>LEI: TWSRHFGEDJDX0GKMGJ67 | Long             | DBT              | CORP              | US        |     73000 | PA      | $53928.21     | 0.00%             | 2048-12-01      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3142GTBQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1021911 | PA      | $1034189.83   | 0.03%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAPITAL                                                          | GlaxoSmithKline Capital PLC                                                     | CUSIP: 377373AH8<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |    171000 | PA      | $166931.88    | 0.00%             | 2029-06-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | Comcast Corp                                                                    | CUSIP: 20030NBH3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    112000 | PA      | $109721.73    | 0.00%             | 2033-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140GQ3F1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     52295 | PA      | $50280.03     | 0.00%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CORNING INC                                                                      | Corning Inc                                                                     | CUSIP: 219350BP9<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |     87000 | PA      | $68114.48     | 0.00%             | 2049-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                         | Rogers Communications Inc                                                       | CUSIP: 775109AZ4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $71934.51     | 0.00%             | 2043-10-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AVERY DENNISON CORP                                                              | Avery Dennison Corp                                                             | CUSIP: 053611AK5<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |     75000 | PA      | $69509.49     | 0.00%             | 2030-04-30      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                        | CUSIP: 126408HT3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     75000 | PA      | $44471.05     | 0.00%             | 2051-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                    | CUSIP: 29250NBW4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     85000 | PA      | $86487.28     | 0.00%             | 2026-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                          | America Movil SAB de CV                                                         | CUSIP: 02364WBE4<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    229000 | PA      | $199637.62    | 0.01%             | 2042-07-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200KL4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    116000 | PA      | $76265.16     | 0.00%             | 2050-05-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661EU7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124713.05    | 0.00%             | 2028-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                             | CUSIP: 25746UDQ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43467.87     | 0.00%             | 2052-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                                            | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150BE3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51533.38     | 0.00%             | 2031-01-15      | Fixed         | 5.27%                 | No            |                  2 | On Loan: —       |
| VIATRIS INC                                                                      | Viatris Inc                                                                     | CUSIP: 92556VAC0<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    171000 | PA      | $164605.50    | 0.00%             | 2027-06-22      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                                                              | American International Group Inc                                                | CUSIP: 026874DP9<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     87000 | PA      | $73819.66     | 0.00%             | 2050-06-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT                            | CUSIP: 64985SFE8<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    100000 | PA      | $103977.88    | 0.00%             | 2035-07-01      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                                                         | Martin Marietta Materials Inc                                                   | CUSIP: 573284AX4<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |     75000 | PA      | $51591.04     | 0.00%             | 2051-07-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                                  | Israel Government International Bond                                            | CUSIP: 46514BRL3<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    400000 | PA      | $410750.00    | 0.01%             | 2034-03-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F0606A8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3650000 | PA      | $3728795.00   | 0.10%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | Prudential Financial Inc                                                        | CUSIP: 74432QCJ2<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    171000 | PA      | $133355.96    | 0.00%             | 2040-03-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                                            | Canadian National Railway Co                                                    | CUSIP: 136375DR0<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $97767.18     | 0.00%             | 2034-09-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418EGJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    483573 | PA      | $457033.29    | 0.01%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MASCO CORP                                                                       | Masco Corp                                                                      | CUSIP: 574599BR6<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |     73000 | PA      | $47298.07     | 0.00%             | 2051-02-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: —       |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172CX5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    170000 | PA      | $181125.50    | 0.01%             | 2032-11-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    683000 | PA      | $666925.09    | 0.02%             | 2027-10-21      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                                                   | TD SYNNEX Corp                                                                  | CUSIP: 87162WAH3<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94919.32     | 0.00%             | 2028-08-09      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MFR0<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     88000 | PA      | $72349.52     | 0.00%             | 2050-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                                            | Waste Connections Inc                                                           | CUSIP: 94106BAD3<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    125000 | PA      | $81817.03     | 0.00%             | 2052-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                        | CUSIP: 126408HU0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49113.69     | 0.00%             | 2032-11-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140MCA75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1287567 | PA      | $1041083.43   | 0.03%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MBW9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $187608.79    | 0.01%             | 2030-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                                                 | Kilroy Realty LP                                                                | CUSIP: 49427RAQ5<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |     67000 | PA      | $55668.85     | 0.00%             | 2032-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PARTNERRE FINANCE B LLC                                                          | PartnerRe Finance B LLC                                                         | CUSIP: 70213BAB7<br>LEI: 549300O0FAGHK2F79881 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24466.57     | 0.00%             | 2029-07-02      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179RS83<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     29244 | PA      | $26546.28     | 0.00%             | 2045-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023CP8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    275000 | PA      | $238657.55    | 0.01%             | 2035-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140EUKN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    101120 | PA      | $94813.67     | 0.00%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                         | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 03523TBT4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    209000 | PA      | $181629.17    | 0.01%             | 2048-10-06      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO                                                                  | Nevada Power Co                                                                 | CUSIP: 641423CD8<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |     71000 | PA      | $65735.53     | 0.00%             | 2030-05-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | Boeing Co/The                                                                   | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    130000 | PA      | $150494.94    | 0.00%             | 2064-05-01      | Fixed         | 7.01%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                                         | Baltimore Gas and Electric Co                                                   | CUSIP: 059165EC0<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |     87000 | PA      | $96901.05     | 0.00%             | 2036-10-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AN9<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |     50000 | PA      | $50488.11     | 0.00%             | 2030-07-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                               | CUSIP: 857477DA8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80662.20     | 0.00%             | 2028-04-24      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| ALBEMARLE CORP                                                                   | Albemarle Corp                                                                  | CUSIP: 012653AF8<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44086.24     | 0.00%             | 2052-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp                                                            | General Dynamics Corp                                                           | CUSIP: 369550BC1<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |     87000 | PA      | $86805.97     | 0.00%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                                                         | Take-Two Interactive Software Inc                                               | CUSIP: 874054AN9<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26106.19     | 0.00%             | 2034-06-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                                                             | Duke Energy Ohio Inc                                                            | CUSIP: 26442EAM2<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25780.23     | 0.00%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135BF2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    271000 | PA      | $249859.01    | 0.01%             | 2037-08-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YDA4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    214000 | PA      | $201843.54    | 0.01%             | 2044-06-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                            | Northrop Grumman Corp                                                           | CUSIP: 666807CM2<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142818.97    | 0.00%             | 2054-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| AMERICAN HOMES 4 RENT                                                            | American Homes 4 Rent LP                                                        | CUSIP: 02666TAD9<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |     25000 | PA      | $16772.55     | 0.00%             | 2051-07-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                            | General Dynamics Corp                                                           | CUSIP: 369550BJ6<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |     87000 | PA      | $74748.29     | 0.00%             | 2050-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INTEGRIS BAPTIST MEDICAL                                                         | Integris Baptist Medical Center Inc                                             | CUSIP: 45834QAA7<br>LEI: 549300S00ZKDLJSB3927 | Long             | DBT              | CORP              | US        |     66000 | PA      | $48053.91     | 0.00%             | 2050-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                            | CUSIP: 78016HZQ6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     80000 | PA      | $82361.38     | 0.00%             | 2033-05-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YEV3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    250000 | PA      | $260522.24    | 0.01%             | 2028-10-18      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     87000 | PA      | $78373.29     | 0.00%             | 2044-09-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                                | L3Harris Technologies Inc                                                       | CUSIP: 502431AS8<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51405.14     | 0.00%             | 2029-06-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138M5F87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5240 | PA      | $5125.38      | 0.00%             | 2032-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DVEU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2262696 | PA      | $1832744.86   | 0.05%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                                                                | Entergy Texas Inc                                                               | CUSIP: 29365TAQ7<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51243.37     | 0.00%             | 2035-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                               | CUSIP: 478160CU6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103102.35    | 0.00%             | 2029-06-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140FVHZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6166 | PA      | $6091.95      | 0.00%             | 2047-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                        | GATX Corp                                                                       | CUSIP: 361448BM4<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53554.18     | 0.00%             | 2034-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122EJ3<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30323.92     | 0.00%             | 2044-02-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MDC Holdings Inc                                                                 | MDC Holdings Inc                                                                | CUSIP: 552676AQ1<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |     71000 | PA      | $67570.18     | 0.00%             | 2043-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| HUMANA INC                                                                       | Humana Inc                                                                      | CUSIP: 444859BK7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     87000 | PA      | $82809.58     | 0.00%             | 2029-08-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 94973VBF3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    155000 | PA      | $146628.41    | 0.00%             | 2044-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER & LIGHT                                                          | Wisconsin Power and Light Co                                                    | CUSIP: 976826BM8<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    171000 | PA      | $163564.77    | 0.00%             | 2029-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PACKAGING CORP OF AMERIC                                                         | Packaging Corp of America                                                       | CUSIP: 695156AW9<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |     65000 | PA      | $42482.45     | 0.00%             | 2051-10-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                          | CUSIP: 045167FZ1<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    300000 | PA      | $306757.58    | 0.01%             | 2028-08-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                                           | Mondelez International Inc                                                      | CUSIP: 609207AW5<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    170000 | PA      | $103220.66    | 0.00%             | 2050-09-04      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                                                | Hyatt Hotels Corp                                                               | CUSIP: 448579AR3<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25640.40     | 0.00%             | 2029-06-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                                            | Vale Overseas Ltd                                                               | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $205256.00    | 0.01%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: —       |
| ALIBABA GROUP HOLDING                                                            | Alibaba Group Holding Ltd                                                       | CUSIP: 01609WAT9<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $197758.00    | 0.01%             | 2027-12-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: —       |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                         | CUSIP: 808513BG9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     87000 | PA      | $75629.96     | 0.00%             | 2031-03-11      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                  | Xcel Energy Inc                                                                 | CUSIP: 98389BAV2<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    171000 | PA      | $170723.83    | 0.00%             | 2028-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179TEZ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    174919 | PA      | $162373.93    | 0.00%             | 2047-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661DU8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    171000 | PA      | $173241.40    | 0.00%             | 2030-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RKG6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    300000 | PA      | $284012.32    | 0.01%             | 2028-02-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                         | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAR6<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $195343.41    | 0.01%             | 2028-01-11      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833EH9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    470000 | PA      | $440621.93    | 0.01%             | 2028-08-05      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216DP2<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    291000 | PA      | $260318.17    | 0.01%             | 2032-01-05      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER CO                                                                | Southern Power Co                                                               | CUSIP: 843646AY6<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49310.04     | 0.00%             | 2035-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FIRST AMERICAN FINANCIAL                                                         | First American Financial Corp                                                   | CUSIP: 31847RAH5<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |     78000 | PA      | $67754.16     | 0.00%             | 2031-08-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                                          | Pfizer Investment Enterprises Pte Ltd                                           | CUSIP: 716973AC6<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    340000 | PA      | $343875.84    | 0.01%             | 2028-05-19      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                             | CUSIP: 025816EJ4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    175000 | PA      | $176032.48    | 0.00%             | 2029-07-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31419HEL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7908 | PA      | $8098.49      | 0.00%             | 2040-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                               | Vodafone Group PLC                                                              | CUSIP: 92857WBU3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    102000 | PA      | $81136.71     | 0.00%             | 2050-09-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AVNET INC                                                                        | Avnet Inc                                                                       | CUSIP: 053807AV5<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71318.75     | 0.00%             | 2032-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Y6M23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    299848 | PA      | $304236.96    | 0.01%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 75513ECS8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    245000 | PA      | $239450.45    | 0.01%             | 2053-02-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CAY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5401000 | PA      | $5068711.90   | 0.14%             | 2027-11-30      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RAU1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70710.68     | 0.00%             | 2028-07-14      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680AZ6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80480.41     | 0.00%             | 2049-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                                             | Shell Finance US Inc                                                            | CUSIP: 822905AD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    121000 | PA      | $109642.16    | 0.00%             | 2043-08-12      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | General Motors Co                                                               | CUSIP: 37045VAT7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    112000 | PA      | $109191.88    | 0.00%             | 2049-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140FPDG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30287 | PA      | $29118.67     | 0.00%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                                 | Ryder System Inc                                                                | CUSIP: 78355HKV0<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51775.54     | 0.00%             | 2028-03-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                             | Targa Resources Corp                                                            | CUSIP: 87612GAC5<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53172.97     | 0.00%             | 2033-03-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                                    | Allstate Corp/The                                                               | CUSIP: 020002AS0<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    160000 | PA      | $167658.22    | 0.00%             | 2035-05-09      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140EVU96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4151 | PA      | $4102.09      | 0.00%             | 2046-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Invesco Finance PLC                                                              | Invesco Finance PLC                                                             | CUSIP: 46132FAC4<br>LEI: 549300OYQ3LAJYXXO449 | Long             | DBT              | CORP              | GB        |     87000 | PA      | $84488.95     | 0.00%             | 2043-11-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J7R23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    143014 | PA      | $134484.16    | 0.00%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CBM5<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25310.06     | 0.00%             | 2034-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                               | Ally Financial Inc                                                              | CUSIP: 02005NBQ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    340000 | PA      | $341748.63    | 0.01%             | 2027-06-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FP3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     87000 | PA      | $86607.48     | 0.00%             | 2028-05-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WJN38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40381 | PA      | $36767.83     | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KELLANOVA                                                                        | Kellanova                                                                       | CUSIP: 487836BW7<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    171000 | PA      | $172239.92    | 0.00%             | 2028-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                                            | PACCAR Financial Corp                                                           | CUSIP: 69371RS80<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50929.27     | 0.00%             | 2029-01-31      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                                              | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $137343.63    | 0.00%             | 2026-12-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | Pfizer Inc                                                                      | CUSIP: 717081EU3<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     87000 | PA      | $76834.52     | 0.00%             | 2039-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PHILLIPS EDISON GROCERY                                                          | Phillips Edison Grocery Center Operating Partnership I LP                       | CUSIP: 71845JAB4<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              |  | US        |     50000 | PA      | $52023.00     | 0.00%             | 2034-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                      | Target Corp                                                                     | CUSIP: 87612EBS4<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98658.21     | 0.00%             | 2034-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 3617A1GG3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     32743 | PA      | $30011.65     | 0.00%             | 2045-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                                      | Viatris Inc                                                                     | CUSIP: 92556VAF3<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    200000 | PA      | $136444.69    | 0.00%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                               | Athene Holding Ltd                                                              | CUSIP: 04686JAD3<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |     66000 | PA      | $48135.88     | 0.00%             | 2051-05-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                                         | Baltimore Gas and Electric Co                                                   | CUSIP: 059165EQ9<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |     85000 | PA      | $83435.78     | 0.00%             | 2053-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833EQ9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    150000 | PA      | $121815.86    | 0.00%             | 2052-08-08      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140CL2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    160000 | PA      | $162222.26    | 0.00%             | 2034-02-21      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661DQ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    150000 | PA      | $120752.22    | 0.00%             | 2047-05-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     53000 | PA      | $47881.83     | 0.00%             | 2042-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                         | Rogers Communications Inc                                                       | CUSIP: 775109CK5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    240000 | PA      | $198943.08    | 0.01%             | 2052-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                                             | Freeport-McMoRan Inc                                                            | CUSIP: 35671DCH6<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    103000 | PA      | $101999.10    | 0.00%             | 2030-08-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KMZD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2036710 | PA      | $1662416.50   | 0.05%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                         | CUSIP: 742718FW4<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90921.56     | 0.00%             | 2032-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: —       |
| JBS USA HOLD/FOOD GRP/CO                                                         | JBS USA Holding Lux Sarl / JBS USA Foods Group Holdings Inc / JBS USA Food Co   | CUSIP: 472140AJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $154206.00    | 0.00%             | 2066-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769KG8<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    400000 | PA      | $398786.95    | 0.01%             | 2027-08-27      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | Boeing Co/The                                                                   | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     95000 | PA      | $100818.46    | 0.00%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DH8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    250000 | PA      | $226613.30    | 0.01%             | 2044-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                | Eversource Energy                                                               | CUSIP: 30040WAZ1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     75000 | PA      | $79560.53     | 0.00%             | 2034-07-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                        | CUSIP: 298785JQ0<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    600000 | PA      | $580112.66    | 0.02%             | 2027-03-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust                                                | World Omni Auto Receivables Trust 2025-B                                        | CUSIP: 98164TAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $504356.45    | 0.01%             | 2030-09-16      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 9128283F5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4926000 | PA      | $4788995.63   | 0.13%             | 2027-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                                         | Telefonica Emisiones SA                                                         | CUSIP: 87938WAX1<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    150000 | PA      | $139438.40    | 0.00%             | 2049-03-01      | Fixed         | 5.52%                 | No            |                  2 | On Loan: —       |
| GENERAL MILLS INC                                                                | General Mills Inc                                                               | CUSIP: 370334CW2<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     55000 | PA      | $57106.15     | 0.00%             | 2028-10-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DTN55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    691497 | PA      | $714583.38    | 0.02%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                 | CUSIP: 23338VAS5<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41541.87     | 0.00%             | 2033-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                                                      | Cummins Inc                                                                     | CUSIP: 231021AY2<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25187.64     | 0.00%             | 2028-05-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132WHVR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9854 | PA      | $9193.72      | 0.00%             | 2046-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                             | CUSIP: 459056RA7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    550000 | PA      | $557285.77    | 0.02%             | 2035-08-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                                         | Constellation Energy Generation LLC                                             | CUSIP: 30161MAN3<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101349.01    | 0.00%             | 2042-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark 2021-B29 Mortgage Trust                                               | CUSIP: 08163JAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    567000 | PA      | $502093.13    | 0.01%             | 2054-09-15      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                            | CUSIP: 961214FV0<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     55000 | PA      | $55370.34     | 0.00%             | 2026-10-20      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                            | CUSIP: 59023VAA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    200000 | PA      | $244263.15    | 0.01%             | 2038-05-14      | Fixed         | 7.75%                 | No            |                  2 | On Loan: —       |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                               | CUSIP: 494553AD2<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81801.76     | 0.00%             | 2029-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830BV0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35870.57     | 0.00%             | 2027-11-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CHW4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $3050273.43   | 0.09%             | 2030-08-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                         | Caterpillar Financial Services Corp                                             | CUSIP: 14913R2U0<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     87000 | PA      | $84702.74     | 0.00%             | 2027-01-08      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Regional Transportation District Sales Tax Revenue                               | REGL TRANSPRTN DIST CO SALES TAX REVENUE                                        | CUSIP: 759136QP2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $76707.80     | 0.00%             | 2050-11-01      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                                             | Parker-Hannifin Corp                                                            | CUSIP: 701094AS3<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101353.76    | 0.00%             | 2029-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHILDREN'S HOSPITAL/PHIL                                                         | Children's Hospital of Philadelphia/The                                         | CUSIP: 16877PAA8<br>LEI: 254900N2KNSY5WTR1Q61 | Long             | DBT              | CORP              | US        |     51000 | PA      | $32129.37     | 0.00%             | 2050-07-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172BD0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    137000 | PA      | $127650.76    | 0.00%             | 2043-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| McKesson Corp                                                                    | McKesson Corp                                                                   | CUSIP: 581557BJ3<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99701.62     | 0.00%             | 2028-02-16      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36183FLQ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     27020 | PA      | $24640.83     | 0.00%             | 2044-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JBS USA SARL/FOOD/GRP                                                            | JBS USA LUX Sarl / JBS USA Food Co / JBS USA Foods Group                        | CUSIP: 472140AC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $52059.74     | 0.00%             | 2055-02-25      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MCS7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    300000 | PA      | $320573.89    | 0.01%             | 2033-01-13      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TLM5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101768.43    | 0.00%             | 2034-01-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MBU3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    522000 | PA      | $492982.22    | 0.01%             | 2029-09-27      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140H1WA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31037 | PA      | $31402.99     | 0.00%             | 2048-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457CN6<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    200000 | PA      | $188917.78    | 0.01%             | 2064-02-09      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PET5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    110000 | PA      | $114899.33    | 0.00%             | 2063-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CHF1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $3002109.36   | 0.08%             | 2030-05-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                             | Kraft Heinz Foods Co                                                            | CUSIP: 50076QAR7<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     87000 | PA      | $97066.35     | 0.00%             | 2039-01-26      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Nokia OYJ                                                                        | Nokia Oyj                                                                       | CUSIP: 654902AE5<br>LEI: 549300A0JPRWG1KI7U06 | Long             | DBT              | CORP              | FI        |     50000 | PA      | $49847.59     | 0.00%             | 2027-06-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CNJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9296000 | PA      | $9343932.50   | 0.26%             | 2032-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp                                                                 | FirstEnergy Corp                                                                | CUSIP: 337932AJ6<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88515.78     | 0.00%             | 2047-07-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CARLISLE COS INC                                                                 | Carlisle Cos Inc                                                                | CUSIP: 142339AN0<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75907.50     | 0.00%             | 2035-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810FG8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    850000 | PA      | $894492.19    | 0.03%             | 2029-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                          | CUSIP: 202795JT8<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     71000 | PA      | $47844.23     | 0.00%             | 2051-03-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                                      | Cencora Inc                                                                     | CUSIP: 03073EAP0<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    130000 | PA      | $128170.95    | 0.00%             | 2027-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| WRKCo Inc                                                                        | WRKCo Inc                                                                       | CUSIP: 92940PAE4<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49585.68     | 0.00%             | 2028-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | Gilead Sciences Inc                                                             | CUSIP: 375558BD4<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    407000 | PA      | $374065.30    | 0.01%             | 2046-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                                                       | Eaton Corp                                                                      | CUSIP: 278062AJ3<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |     60000 | PA      | $54888.48     | 0.00%             | 2052-08-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GXH2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    400000 | PA      | $393673.85    | 0.01%             | 2030-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: —       |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                     | CUSIP: 438516CM6<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    140000 | PA      | $138694.02    | 0.00%             | 2034-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALLEGION PLC                                                                     | Allegion plc                                                                    | CUSIP: 01748TAB7<br>LEI: 984500560CAC2E6FB757 | Long             | DBT              | CORP              | IE        |     87000 | PA      | $84152.98     | 0.00%             | 2029-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                     | CUSIP: 438516CS3<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152499.11    | 0.00%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAN6<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    275000 | PA      | $283900.29    | 0.01%             | 2032-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| WRKCo Inc                                                                        | WRKCo Inc                                                                       | CUSIP: 96145DAD7<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |     87000 | PA      | $85767.09     | 0.00%             | 2027-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31335CEA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    152275 | PA      | $142093.46    | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Dupont De Nemours Inc                                                            | DuPont de Nemours Inc                                                           | CUSIP: 26078JAE0<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |    130000 | PA      | $133187.04    | 0.00%             | 2038-11-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                                                            | Evergy Kansas Central Inc                                                       | CUSIP: 30036FAB7<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70664.14     | 0.00%             | 2053-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                                                 | Progressive Corp/The                                                            | CUSIP: 743315BA0<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     60000 | PA      | $46255.64     | 0.00%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DV6E0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    221693 | PA      | $204244.75    | 0.01%             | 2050-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                                              | Peru Government International Bonds                                             | CUSIP: 715638AU6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    287000 | PA      | $318857.00    | 0.01%             | 2037-03-14      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| EVEREST REINSURANCE HLDG                                                         | Everest Reinsurance Holdings Inc                                                | CUSIP: 299808AH8<br>LEI: 254900P29PM5UJR3VU91 | Long             | DBT              | CORP              | US        |     87000 | PA      | $61377.04     | 0.00%             | 2050-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400GR8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     87000 | PA      | $73554.21     | 0.00%             | 2049-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                             | CUSIP: 03027XBK5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    200000 | PA      | $129574.40    | 0.00%             | 2051-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                                            | Rio Tinto Finance USA PLC                                                       | CUSIP: 76720AAG1<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |     87000 | PA      | $75521.51     | 0.00%             | 2042-08-21      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                                           | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HAV0<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |    171000 | PA      | $170696.48    | 0.00%             | 2029-06-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179SLU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5763 | PA      | $5745.58      | 0.00%             | 2046-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 3622AABZ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     64711 | PA      | $62679.04     | 0.00%             | 2048-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                           | CUSIP: 91087BAM2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $178562.00    | 0.00%             | 2031-05-24      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                      | Phillips 66 Co                                                                  | CUSIP: 718547AP7<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |     67000 | PA      | $58845.96     | 0.00%             | 2046-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 3618N5PL7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1437969 | PA      | $1479746.74   | 0.04%             | 2055-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                      | Target Corp                                                                     | CUSIP: 87612EBT2<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151867.91    | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RAF4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74178.41     | 0.00%             | 2028-01-29      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                               | CUSIP: 478160DH4<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61187.67     | 0.00%             | 2028-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140F9Y41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12348 | PA      | $11534.49     | 0.00%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | Union Pacific Corp                                                              | CUSIP: 907818EB0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     87000 | PA      | $78691.95     | 0.00%             | 2035-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                            | Republic Services Inc                                                           | CUSIP: 760759BB5<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51248.37     | 0.00%             | 2029-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                             | Edison International                                                            | CUSIP: 281020AW7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     45000 | PA      | $47761.97     | 0.00%             | 2029-11-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                                                          | Piedmont Natural Gas Co Inc                                                     | CUSIP: 720186AR6<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25431.19     | 0.00%             | 2035-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                               | CUSIP: 49456BAX9<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    260000 | PA      | $266251.19    | 0.01%             | 2033-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CANADA GOVERNMENT                                                                | Canada Government International Bond                                            | CUSIP: 43358BAA1<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    400000 | PA      | $412453.71    | 0.01%             | 2029-04-30      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | Westpac Banking Corp                                                            | CUSIP: 961214DF7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    130000 | PA      | $129621.10    | 0.00%             | 2031-11-23      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd Finance Corp                                                           | Bunge Ltd Finance Corp                                                          | CUSIP: 120568AZ3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    171000 | PA      | $169990.41    | 0.00%             | 2027-09-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NEA5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92462.28     | 0.00%             | 2027-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MDM9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $207197.29    | 0.01%             | 2029-07-09      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                   | CUSIP: 172967KR1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    257000 | PA      | $228363.82    | 0.01%             | 2046-05-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140E75F3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4956 | PA      | $4854.34      | 0.00%             | 2030-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                        | CUSIP: 341081GQ4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    225000 | PA      | $228875.56    | 0.01%             | 2033-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                                                    | AppLovin Corp                                                                   | CUSIP: 03831WAD0<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72257.24     | 0.00%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                                               | Expand Energy Corp                                                              | CUSIP: 165167DH7<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154171.63    | 0.00%             | 2035-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | Oracle Corp                                                                     | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    384000 | PA      | $299125.88    | 0.01%             | 2046-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co                                                                  | Weyerhaeuser Co                                                                 | CUSIP: 962166BX1<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |    171000 | PA      | $169306.59    | 0.00%             | 2029-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                                                      | Cummins Inc                                                                     | CUSIP: 231021AZ9<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50904.77     | 0.00%             | 2031-02-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                        | CUSIP: 345397C35<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    400000 | PA      | $417195.53    | 0.01%             | 2027-11-04      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280DN6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $278715.72    | 0.01%             | 2038-06-01      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL IN                                                         | Brighthouse Financial Inc                                                       | CUSIP: 10922NAH6<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |     50000 | PA      | $32955.28     | 0.00%             | 2051-12-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | General Motors Co                                                               | CUSIP: 37045VAL4<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     83000 | PA      | $88886.51     | 0.00%             | 2046-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QGYV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47138 | PA      | $38377.10     | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                                                           | GE HealthCare Technologies Inc                                                  | CUSIP: 36267VAM5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $110495.13    | 0.00%             | 2052-11-22      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 96949LAC9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    155000 | PA      | $143491.41    | 0.00%             | 2045-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                 | ERP Operating LP                                                                | CUSIP: 26884ABB8<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |     80000 | PA      | $71028.82     | 0.00%             | 2044-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 31427P4T8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    951000 | PA      | $974538.02    | 0.03%             | 2055-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    377000 | PA      | $337890.74    | 0.01%             | 2032-10-20      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                          | CUSIP: 202795JZ4<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26093.84     | 0.00%             | 2034-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140FRQJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8420 | PA      | $8351.72      | 0.00%             | 2047-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                         | Occidental Petroleum Corp                                                       | CUSIP: 674599EM3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     90000 | PA      | $87822.60     | 0.00%             | 2054-10-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140FXGJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    857275 | PA      | $802741.07    | 0.02%             | 2051-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QUH82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    471379 | PA      | $494106.77    | 0.01%             | 2054-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132XWPW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    113283 | PA      | $105165.11    | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS                                                            | Universal Health Services Inc                                                   | CUSIP: 913903AW0<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |     75000 | PA      | $67710.96     | 0.00%             | 2030-10-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MCB4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $181106.94    | 0.01%             | 2030-07-08      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                            | Panama Government International Bonds                                           | CUSIP: 698299BL7<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    397000 | PA      | $257256.00    | 0.01%             | 2060-07-23      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| BROADRIDGE FINANCIAL SOL                                                         | Broadridge Financial Solutions Inc                                              | CUSIP: 11133TAD5<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | DBT              | CORP              | US        |     87000 | PA      | $82139.39     | 0.00%             | 2029-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| International Paper Co                                                           | International Paper Co                                                          | CUSIP: 460146CS0<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81789.03     | 0.00%             | 2048-08-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: —       |
| TARGA RESOURCES CORP                                                             | Targa Resources Corp                                                            | CUSIP: 87612GAP6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76179.55     | 0.00%             | 2030-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 96949LAE5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     87000 | PA      | $77148.03     | 0.00%             | 2048-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833DQ0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    214000 | PA      | $146489.48    | 0.00%             | 2049-09-11      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810QZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1866000 | PA      | $1523049.61   | 0.04%             | 2043-02-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                      | Target Corp                                                                     | CUSIP: 87612EBR6<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    150000 | PA      | $136209.14    | 0.00%             | 2053-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| TOTALENERGIES CAP INTL                                                           | TotalEnergies Capital International SA                                          | CUSIP: 89153VAW9<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    171000 | PA      | $114960.17    | 0.00%             | 2060-06-29      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                                                    | AppLovin Corp                                                                   | CUSIP: 03831WAE8<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101305.59    | 0.00%             | 2054-12-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                                                            | Aon North America Inc                                                           | CUSIP: 03740MAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $171203.75    | 0.00%             | 2054-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                                                           | Morgan Stanley Bank NA                                                          | CUSIP: 61690U8G8<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250597.58    | 0.01%             | 2027-10-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ABX2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     59000 | PA      | $51903.79     | 0.00%             | 2031-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS CO                                                                 | Genuine Parts Co                                                                | CUSIP: 372460AF2<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76323.52     | 0.00%             | 2029-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                         | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556CZ3<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50573.44     | 0.00%             | 2026-12-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                  | Chevron USA Inc                                                                 | CUSIP: 166756AS5<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    120000 | PA      | $116908.50    | 0.00%             | 2029-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                    | CUSIP: 29250NCK9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    125000 | PA      | $128907.93    | 0.00%             | 2035-06-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CINTAS CORPORATION NO. 2                                                         | Cintas Corp No 2                                                                | CUSIP: 17252MAN0<br>LEI: 549300QVUQTTKMTE0G41 | Long             | DBT              | CORP              | US        |     87000 | PA      | $86647.95     | 0.00%             | 2027-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                           | Marriott International Inc/MD                                                   | CUSIP: 571903BW2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24890.65     | 0.00%             | 2031-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ER2P4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     68543 | PA      | $68380.33     | 0.00%             | 2046-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    457000 | PA      | $420480.50    | 0.01%             | 2031-06-03      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                       | CUSIP: 911312BY1<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101693.21    | 0.00%             | 2030-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| IPALCO ENTERPRISES INC                                                           | IPALCO Enterprises Inc                                                          | CUSIP: 462613AP5<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |     71000 | PA      | $69495.50     | 0.00%             | 2030-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X75T2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     90982 | PA      | $87971.01     | 0.00%             | 2035-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Baxalta Inc                                                                      | Baxalta Inc                                                                     | CUSIP: 07177MAN3<br>LEI: 5493000JW8DCO3T45R55 | Long             | DBT              | CORP              | US        |     78000 | PA      | $74746.61     | 0.00%             | 2045-06-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                                                             | Republic of Italy Government International Bond                                 | CUSIP: 465410BY3<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    200000 | PA      | $191151.58    | 0.01%             | 2029-10-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WHBV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11557 | PA      | $11111.02     | 0.00%             | 2046-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                            | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HAY5<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $88942.12     | 0.00%             | 2048-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| SOUTHWEST AIRLINES CO                                                            | Southwest Airlines Co                                                           | CUSIP: 844741BF4<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    191000 | PA      | $176095.99    | 0.00%             | 2030-02-10      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                             | CUSIP: 03027XBW9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     79000 | PA      | $76548.97     | 0.00%             | 2032-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: —       |
| BROADSTONE NET LEASE LLC                                                         | Broadstone Net Lease LLC                                                        | CUSIP: 11135EAA2<br>LEI: 54930089IBT6J4WBTI50 | Long             | DBT              |  | US        |    100000 | PA      | $87563.38     | 0.00%             | 2031-09-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280ES4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $412783.88    | 0.01%             | 2036-03-03      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DK1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    140000 | PA      | $119355.93    | 0.00%             | 2047-11-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CCJ2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    105000 | PA      | $104310.93    | 0.00%             | 2035-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                      | CUSIP: 91159HJJ0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    200000 | PA      | $213261.93    | 0.01%             | 2033-10-21      | Fixed         | 5.85%                 | No            |                  2 | On Loan: —       |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BR5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    774000 | PA      | $802043.51    | 0.02%             | 2029-06-12      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                  | Xcel Energy Inc                                                                 | CUSIP: 98389BBD1<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25308.33     | 0.00%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YBT1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103193.47    | 0.00%             | 2055-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                                   | PECO Energy Co                                                                  | CUSIP: 693304BH9<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75387.92     | 0.00%             | 2035-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                         | EQT Corp                                                                        | CUSIP: 26884LAQ2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51681.00     | 0.00%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JBP8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    171000 | PA      | $131458.08    | 0.00%             | 2049-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6277000 | PA      | $6296615.63   | 0.18%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                                          | Jefferies Financial Group Inc                                                   | CUSIP: 47233JBH0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    171000 | PA      | $168827.73    | 0.00%             | 2030-01-23      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                                         | Indonesia Government International Bonds                                        | CUSIP: 455780CJ3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $199437.50    | 0.01%             | 2049-02-11      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                                         | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $96404.95     | 0.00%             | 2030-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                         | Rogers Communications Inc                                                       | CUSIP: 775109BG5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    114000 | PA      | $93019.79     | 0.00%             | 2048-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWMS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1260063 | PA      | $1271334.89   | 0.04%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                                                                        | Mosaic Co/The                                                                   | CUSIP: 61945CAD5<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    214000 | PA      | $220844.77    | 0.01%             | 2033-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400GT4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    141000 | PA      | $98543.01     | 0.00%             | 2050-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                                                               | Ohio Power Co                                                                   | CUSIP: 677415CT6<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |     76000 | PA      | $65761.68     | 0.00%             | 2031-01-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132Y1GK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9221 | PA      | $9098.86      | 0.00%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448FG8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    257000 | PA      | $164499.28    | 0.00%             | 2051-10-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                                            | PACCAR Financial Corp                                                           | CUSIP: 69371RT30<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50573.86     | 0.00%             | 2027-08-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                                                            | Applied Materials Inc                                                           | CUSIP: 038222AP0<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |     87000 | PA      | $56724.10     | 0.00%             | 2050-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                         | Ginnie Mae                                                                      | CUSIP: 21H0426A2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2770000 | PA      | $2685796.63   | 0.08%             | 2055-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31307PWW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19197 | PA      | $18840.48     | 0.00%             | 2030-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAX1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $209660.36    | 0.01%             | 2035-01-05      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132L7CJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     24436 | PA      | $23555.08     | 0.00%             | 2045-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XFE1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101607.55    | 0.00%             | 2028-04-04      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KK3T4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    452181 | PA      | $384614.69    | 0.01%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967PA3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    200000 | PA      | $218273.16    | 0.01%             | 2033-11-17      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7205000 | PA      | $7287463.46   | 0.20%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                              | Nomura Holdings Inc                                                             | CUSIP: 65535HAY5<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $377919.74    | 0.01%             | 2028-07-14      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                             | CUSIP: 260543DJ9<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25070.10     | 0.00%             | 2034-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| D.R. HORTON INC                                                                  | DR Horton Inc                                                                   | CUSIP: 23331ABS7<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101140.09    | 0.00%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                               | Essex Portfolio LP                                                              | CUSIP: 29717PAT4<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |     71000 | PA      | $70347.77     | 0.00%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank                                                                             | BANK 2018-BNK12                                                                 | CUSIP: 06541KBD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    239333 | PA      | $234811.83    | 0.01%             | 2061-05-15      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                 | Welltower OP LLC                                                                | CUSIP: 95040QAR5<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |     79000 | PA      | $75686.61     | 0.00%             | 2032-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                                            | American Homes 4 Rent LP                                                        | CUSIP: 02666TAG2<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |     50000 | PA      | $51595.89     | 0.00%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XCM5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65479.46     | 0.00%             | 2028-05-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CMH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6787000 | PA      | $6823586.14   | 0.19%             | 2027-01-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CMD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2807000 | PA      | $2879587.28   | 0.08%             | 2029-12-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    380000 | PA      | $381031.70    | 0.01%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                                                              | Invitation Homes Operating Partnership LP                                       | CUSIP: 46188BAC6<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |     87000 | PA      | $73770.65     | 0.00%             | 2034-01-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140E2HL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3397 | PA      | $3351.73      | 0.00%             | 2030-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280DC0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    285000 | PA      | $283655.18    | 0.01%             | 2033-03-29      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                             | CUSIP: 459058GE7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    341000 | PA      | $332840.16    | 0.01%             | 2027-11-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| SOUTH BOW USA INFRA HLDS                                                         | South Bow USA Infrastructure Holdings LLC                                       | CUSIP: 83007CAH5<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |     85000 | PA      | $82869.37     | 0.00%             | 2054-10-01      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XAV0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89978.59     | 0.00%             | 2031-04-01      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                                                       | Kenvue Inc                                                                      | CUSIP: 49177JAH5<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92450.30     | 0.00%             | 2030-03-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PAL0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    427000 | PA      | $348921.35    | 0.01%             | 2048-11-15      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12260000 | PA      | $12398403.88  | 0.35%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                                              | Peru Government International Bonds                                             | CUSIP: 715638DP4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    130000 | PA      | $107315.00    | 0.00%             | 2032-12-01      | Fixed         | 1.86%                 | No            |                  2 | On Loan: —       |
| RYDER SYSTEM INC                                                                 | Ryder System Inc                                                                | CUSIP: 78355HKU2<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60139.71     | 0.00%             | 2027-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140BQ2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    140000 | PA      | $139151.22    | 0.00%             | 2027-03-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QCM6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     75000 | PA      | $71389.42     | 0.00%             | 2053-03-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XJNV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    907924 | PA      | $887882.36    | 0.02%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                                              | Province of Alberta Canada                                                      | CUSIP: 013051EA1<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |    341000 | PA      | $337070.49    | 0.01%             | 2028-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                    | CUSIP: 29250NBE4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $68575.42     | 0.00%             | 2051-08-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp                                                         | TWDC Enterprises 18 Corp                                                        | CUSIP: 25468PDN3<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |     75000 | PA      | $52331.94     | 0.00%             | 2046-07-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                     | Stryker Corp                                                                    | CUSIP: 863667BL4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76865.31     | 0.00%             | 2030-02-10      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| University of Pittsburgh-of the Commonwealth System of Higher Education          | UNIV OF PITTSBURGH PA OF THE CMWLTH SYS OF HGR EDU                              | CUSIP: 91335VKQ8<br>LEI: 5493002C83QSGL8ETT42 | Long             | DBT              | MUN               | US        |     62000 | PA      | $39953.71     | 0.00%             | 2119-09-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: —       |
| FISERV INC                                                                       | Fiserv Inc                                                                      | CUSIP: 337738BE7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41911.59     | 0.00%             | 2033-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                               | CUSIP: 24703DBR1<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99760.70     | 0.00%             | 2029-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner Trust                                              | Toyota Auto Receivables 2023-A Owner Trust                                      | CUSIP: 891940AD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $251424.55    | 0.01%             | 2028-08-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc                                                            | Reynolds American Inc                                                           | CUSIP: 761713BA3<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |     82000 | PA      | $85358.30     | 0.00%             | 2035-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179VME7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    345348 | PA      | $316976.22    | 0.01%             | 2050-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                                                         | Aon Corp / Aon Global Holdings PLC                                              | CUSIP: 03740LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    100000 | PA      | $63126.80     | 0.00%             | 2051-08-23      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                                           | Fairfax Financial Holdings Ltd                                                  | CUSIP: 303901BU5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $51263.36     | 0.00%             | 2055-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $171742.68    | 0.00%             | 2053-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                     | QUALCOMM Inc                                                                    | CUSIP: 747525AU7<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    162000 | PA      | $160605.85    | 0.00%             | 2027-05-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| APA CORP                                                                         | APA Corp                                                                        | CUSIP: 03743QAT5<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50402.28     | 0.00%             | 2055-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EYF0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100713.10    | 0.00%             | 2030-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DPFY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    188025 | PA      | $192617.03    | 0.01%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179YAR5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2245598 | PA      | $2239694.75   | 0.06%             | 2053-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128P7WT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4597 | PA      | $4514.47      | 0.00%             | 2032-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EXB0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35941.91     | 0.00%             | 2028-07-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                          | CUSIP: 045167FW8<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $1001743.89   | 0.03%             | 2028-04-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3142GSN79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1330504 | PA      | $1365514.95   | 0.04%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PCZ3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    171000 | PA      | $142222.96    | 0.00%             | 2047-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                                                              | Highwoods Realty LP                                                             | CUSIP: 431282AS1<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              |  | US        |     87000 | PA      | $80574.04     | 0.00%             | 2030-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                | CUSIP: 05526DBY0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26441.47     | 0.00%             | 2031-02-20      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                                                           | TotalEnergies Capital International SA                                          | CUSIP: 89153VAV1<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    271000 | PA      | $185535.07    | 0.01%             | 2050-05-29      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                                      | Cencora Inc                                                                     | CUSIP: 03073EAW5<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25508.52     | 0.00%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                                  | Caterpillar Inc                                                                 | CUSIP: 149123CJ8<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    171000 | PA      | $123138.25    | 0.00%             | 2050-04-09      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN FINANCIAL GROUP                                                         | American Financial Group Inc/OH                                                 | CUSIP: 025932AL8<br>LEI: 549300AFOM7IVKIU1G39 | Long             | DBT              | CORP              | US        |     80000 | PA      | $66971.07     | 0.00%             | 2047-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140H23H9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     63452 | PA      | $61346.27     | 0.00%             | 2047-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                               | CUSIP: 478160AV6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    159000 | PA      | $154160.51    | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89114TZT2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    158000 | PA      | $155376.40    | 0.00%             | 2027-03-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                         | Devon Energy Corp                                                               | CUSIP: 25179MAL7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     87000 | PA      | $83752.30     | 0.00%             | 2041-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132L74A4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     52583 | PA      | $49140.94     | 0.00%             | 2046-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122EC8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    165000 | PA      | $182184.07    | 0.01%             | 2063-11-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AZ2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    100000 | PA      | $69520.97     | 0.00%             | 2052-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                          | Exxon Mobil Corp                                                                | CUSIP: 30231GAY8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |     87000 | PA      | $69609.80     | 0.00%             | 2039-08-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                                | General Mills Inc                                                               | CUSIP: 370334CQ5<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    121000 | PA      | $106625.81    | 0.00%             | 2031-10-14      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                                                         | Targa Resources Partners LP / Targa Resources Partners Finance Corp             | CUSIP: 87612BBU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    104000 | PA      | $98627.78     | 0.00%             | 2032-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6886000 | PA      | $3462366.88   | 0.10%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162CY4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     71000 | PA      | $43075.37     | 0.00%             | 2053-09-01      | Fixed         | 2.77%                 | No            |                  2 | On Loan: —       |
| GEORGIA POWER CO                                                                 | Georgia Power Co                                                                | CUSIP: 373334LA7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128348.15    | 0.00%             | 2031-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CGB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8500000 | PA      | $8554453.13   | 0.24%             | 2029-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                                               | Valero Energy Corp                                                              | CUSIP: 91913YBD1<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    175000 | PA      | $122957.46    | 0.00%             | 2051-12-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| PG&E RECOVERY FND LLC                                                            | PG&E Recovery Funding LLC                                                       | CUSIP: 71710TAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $511385.78    | 0.01%             | 2042-06-01      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179WXH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2715268 | PA      | $2244734.94   | 0.06%             | 2052-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                                                              | Invitation Homes Operating Partnership LP                                       | CUSIP: 46188BAF9<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |     90000 | PA      | $93457.95     | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                              | Abbott Laboratories                                                             | CUSIP: 002824BQ2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |     79000 | PA      | $70267.00     | 0.00%             | 2030-06-30      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    357000 | PA      | $325005.84    | 0.01%             | 2033-01-25      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                            | Province of Ontario Canada                                                      | CUSIP: 683234EV6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    400000 | PA      | $399969.97    | 0.01%             | 2030-09-04      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                                  | CSAIL 2018-CX11 Commercial Mortgage Trust                                       | CUSIP: 12652UAU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    681000 | PA      | $675719.05    | 0.02%             | 2051-04-15      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                                          | Japan Bank for International Cooperation                                        | CUSIP: 471048CX4<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    300000 | PA      | $306434.19    | 0.01%             | 2028-07-19      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DQNA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    285218 | PA      | $290321.91    | 0.01%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140GSPD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    216177 | PA      | $208302.87    | 0.01%             | 2047-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                       | CUSIP: 911312CK0<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    130000 | PA      | $135764.51    | 0.00%             | 2055-05-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280EQ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $202904.16    | 0.01%             | 2029-03-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                  | CUSIP: 61761JZN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    287000 | PA      | $286370.79    | 0.01%             | 2027-04-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK                                                         | Huntington National Bank/The                                                    | CUSIP: 44644MAF8<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |    280000 | PA      | $281706.25    | 0.01%             | 2028-05-17      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                         | CUSIP: 55336VCD0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85990.00     | 0.00%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VBQ5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    150000 | PA      | $124822.42    | 0.00%             | 2048-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                                       | TELUS Corp                                                                      | CUSIP: 87971MBW2<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |    140000 | PA      | $128931.56    | 0.00%             | 2032-05-13      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                               | Vodafone Group PLC                                                              | CUSIP: 92857WBZ2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    150000 | PA      | $146091.03    | 0.00%             | 2063-02-10      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CZ64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15390 | PA      | $14812.10     | 0.00%             | 2038-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WJNE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35456 | PA      | $32151.70     | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ASCENSION HEALTH                                                                 | Ascension Health                                                                | CUSIP: 04352EAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     52000 | PA      | $40982.71     | 0.00%             | 2039-11-15      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                 | CUSIP: 4581X0EV6<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |     50000 | PA      | $49937.98     | 0.00%             | 2030-06-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                           | Diamondback Energy Inc                                                          | CUSIP: 25278XAW9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102411.94    | 0.00%             | 2053-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216CQ1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    150000 | PA      | $127586.14    | 0.00%             | 2050-03-25      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                        | CUSIP: 26442UAR5<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48713.42     | 0.00%             | 2053-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400HU0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203588.19    | 0.01%             | 2028-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                     | CUSIP: 931142FP3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    210000 | PA      | $216018.87    | 0.01%             | 2035-04-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| FISERV INC                                                                       | Fiserv Inc                                                                      | CUSIP: 337738AV0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    303000 | PA      | $249823.65    | 0.01%             | 2049-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                                                           | Morgan Stanley Bank NA                                                          | CUSIP: 61690U8E3<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253695.83    | 0.01%             | 2028-07-14      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179YFL3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3234434 | PA      | $3277437.30   | 0.09%             | 2053-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                                           | Equitable Holdings Inc                                                          | CUSIP: 29452EAC5<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    150000 | PA      | $157800.95    | 0.00%             | 2033-01-11      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                   | Starbucks Corp                                                                  | CUSIP: 855244AM1<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    171000 | PA      | $129914.56    | 0.00%             | 2047-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CHK0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $2019609.38   | 0.06%             | 2028-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                                           | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HBG2<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     25000 | PA      | $25030.05     | 0.00%             | 2032-08-19      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MMZB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    114135 | PA      | $111994.51    | 0.00%             | 2034-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EASTMAN CHEMICAL CO                                                              | Eastman Chemical Co                                                             | CUSIP: 277432AX8<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |     40000 | PA      | $42001.10     | 0.00%             | 2033-03-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132D56Q0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    715142 | PA      | $661223.43    | 0.02%             | 2035-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                                                          | Essential Utilities Inc                                                         | CUSIP: 29670GAG7<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |     61000 | PA      | $56759.10     | 0.00%             | 2052-05-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QGJQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1193378 | PA      | $1099718.76   | 0.03%             | 2035-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172DR7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65116.48     | 0.00%             | 2028-04-28      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | Gilead Sciences Inc                                                             | CUSIP: 375558BA0<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     75000 | PA      | $67205.16     | 0.00%             | 2045-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                | NatWest Group PLC                                                               | CUSIP: 639057AN8<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $210906.87    | 0.01%             | 2035-03-01      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PDF6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     87000 | PA      | $66785.30     | 0.00%             | 2047-10-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                                                                 | HF Sinclair Corp                                                                | CUSIP: 403949AR1<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25875.65     | 0.00%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023CB9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     71000 | PA      | $52858.11     | 0.00%             | 2048-11-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 36180DQF7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10804 | PA      | $10100.00     | 0.00%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE CHILDREN HOSP                                                         | Nationwide Children's Hospital Inc                                              | CUSIP: 63861UAA7<br>LEI: 549300P18KU1WR8JWZ05 | Long             | DBT              | CORP              | US        |     73000 | PA      | $63378.67     | 0.00%             | 2052-11-01      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                                                          | European Bank for Reconstruction & Development                                  | CUSIP: 29874QFB5<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |    150000 | PA      | $151286.06    | 0.00%             | 2034-03-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680BJ1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103700.42    | 0.00%             | 2028-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | Microsoft Corp                                                                  | CUSIP: 594918BZ6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97187.35     | 0.00%             | 2037-02-06      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    445000 | PA      | $443861.79    | 0.01%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822DG6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $206165.11    | 0.01%             | 2031-01-16      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                        | CUSIP: 345397G31<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204415.47    | 0.01%             | 2031-11-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                                               | Bank of America NA                                                              | CUSIP: 06050TJZ6<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | DBT              | CORP              | US        |    250000 | PA      | $271261.69    | 0.01%             | 2036-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                             | Boston Properties LP                                                            | CUSIP: 10112RBE3<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    130000 | PA      | $112380.85    | 0.00%             | 2032-04-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWBH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4724168 | PA      | $3838029.08   | 0.11%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XEX0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61086.14     | 0.00%             | 2027-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                      | CUSIP: 60687YDG1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $209159.34    | 0.01%             | 2035-07-10      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| LINDE INC/CT                                                                     | Linde Inc/CT                                                                    | CUSIP: 74005PBT0<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |    155000 | PA      | $134819.95    | 0.00%             | 2030-08-10      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                 | Bank of Montreal                                                                | CUSIP: 06368LAQ9<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $202449.40    | 0.01%             | 2027-09-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                                         | Indonesia Government International Bonds                                        | CUSIP: 455780CF1<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    522000 | PA      | $522326.25    | 0.01%             | 2028-04-24      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                           | Diamondback Energy Inc                                                          | CUSIP: 25278XAR0<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     65000 | PA      | $60393.06     | 0.00%             | 2031-03-24      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                                                         | Interstate Power and Light Co                                                   | CUSIP: 461070AR5<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |     78000 | PA      | $56632.85     | 0.00%             | 2049-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KPY69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    647166 | PA      | $649255.41    | 0.02%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140CE8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    190000 | PA      | $192881.72    | 0.01%             | 2028-02-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PED0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    197000 | PA      | $176597.78    | 0.00%             | 2031-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                                    | Allstate Corp/The                                                               | CUSIP: 020002BC4<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83847.42     | 0.00%             | 2046-12-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                                                         | Aon Corp / Aon Global Holdings PLC                                              | CUSIP: 03740LAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    270000 | PA      | $277893.05    | 0.01%             | 2032-09-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BD3<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     87000 | PA      | $72806.23     | 0.00%             | 2048-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VBV4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    199000 | PA      | $191962.50    | 0.01%             | 2029-07-31      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418V5T5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1896 | PA      | $1941.41      | 0.00%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                                   | PECO Energy Co                                                                  | CUSIP: 693304BD8<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88427.36     | 0.00%             | 2052-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                                     | Entergy Corp                                                                    | CUSIP: 29364GAN3<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     71000 | PA      | $66943.79     | 0.00%             | 2028-06-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216CR9<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24857.88     | 0.00%             | 2027-03-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179WLN6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1206385 | PA      | $997349.35    | 0.03%             | 2051-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818FU7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    221000 | PA      | $201394.55    | 0.01%             | 2031-05-20      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                | CUSIP: 92556HAD9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    171000 | PA      | $159299.62    | 0.00%             | 2032-05-19      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                                                    | J M Smucker Co/The                                                              | CUSIP: 832696AM0<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |     87000 | PA      | $82172.06     | 0.00%             | 2035-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400HQ9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65232.10     | 0.00%             | 2027-06-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418FDB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1261041 | PA      | $1272381.87   | 0.04%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER                                                           | Indiana Michigan Power Co                                                       | CUSIP: 454889AM8<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |     62000 | PA      | $67250.19     | 0.00%             | 2037-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                          | CUSIP: 045167GB3<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $501038.60    | 0.01%             | 2034-01-12      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Ascension Health                                                                 | Ascension Health                                                                | CUSIP: 04351LAB6<br>LEI: 549300IMOY6ECI21DH68 | Long             | DBT              | CORP              | US        |    157000 | PA      | $128492.43    | 0.00%             | 2046-11-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                            | CUSIP: 94106LBU2<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101126.74    | 0.00%             | 2033-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138W9RH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3727 | PA      | $3657.16      | 0.00%             | 2028-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CNG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    336569 | PA      | $327711.50    | 0.01%             | 2032-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | Florida Power & Light Co                                                        | CUSIP: 341081ET0<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101556.17    | 0.00%             | 2035-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138Y9SR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19132 | PA      | $18582.81     | 0.00%             | 2030-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BK/NY                                                         | National Australia Bank Ltd/New York                                            | CUSIP: 63253QAE4<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    550000 | PA      | $563335.84    | 0.02%             | 2028-06-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                                  | San Diego Gas & Electric Co                                                     | CUSIP: 797440BM5<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46022.63     | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TRAVELERS PPTY CASUALTY                                                          | Travelers Property Casualty Corp                                                | CUSIP: 89420GAE9<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     74000 | PA      | $83051.46     | 0.00%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 96950FAF1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     87000 | PA      | $94216.22     | 0.00%             | 2040-04-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Chicago O'Hare International Airport                                             | CHICAGO IL O'HARE INTERNATIONAL ARPT REVENUE                                    | CUSIP: 167593H70<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $56734.52     | 0.00%             | 2054-01-01      | Fixed         | 4.57%                 | No            |                  2 | On Loan: —       |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BH6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    341000 | PA      | $336594.26    | 0.01%             | 2029-03-07      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                         | Occidental Petroleum Corp                                                       | CUSIP: 674599EL5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152192.84    | 0.00%             | 2034-10-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967PN5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102329.32    | 0.00%             | 2034-11-19      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $362559.58    | 0.01%             | 2032-05-24      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MBC3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     75000 | PA      | $74839.62     | 0.00%             | 2028-07-19      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                         | CUSIP: 808513BY0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    182000 | PA      | $178063.33    | 0.00%             | 2027-03-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                           | CUSIP: 882508CE2<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25237.45     | 0.00%             | 2027-02-08      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418D7F3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4236991 | PA      | $3592465.34   | 0.10%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400GY3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $61162.30     | 0.00%             | 2051-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| FORD FOUNDATION/THE                                                              | Ford Foundation/The                                                             | CUSIP: 34531XAB0<br>LEI: 54930013YZ3DULPNNT44 | Long             | DBT              | CORP              | US        |     60000 | PA      | $35970.25     | 0.00%             | 2050-06-01      | Fixed         | 2.42%                 | No            |                  2 | On Loan: —       |
| Union Pacific Corp                                                               | Union Pacific Corp                                                              | CUSIP: 907818EM6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     87000 | PA      | $67125.33     | 0.00%             | 2051-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CHQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5066406.25   | 0.14%             | 2028-07-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Metropolitan Washington Airports Authority Dulles Toll Road Revenue              | MET WASHINGTON DC ARPTS AUTH DULLES TOLL ROAD REVENUE                           | CUSIP: 592643AA8<br>LEI: 7HERAVJJLN8J1DZ6AZ19 | Long             | DBT              | MUN               | US        |     75000 | PA      | $90290.09     | 0.00%             | 2046-10-01      | Fixed         | 7.46%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 913017CA5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     87000 | PA      | $73380.41     | 0.00%             | 2045-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133GFCG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    355912 | PA      | $328196.53    | 0.01%             | 2036-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179TUB9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    280079 | PA      | $267957.85    | 0.01%             | 2048-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PFL1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    350000 | PA      | $348105.53    | 0.01%             | 2054-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| State Board of Administration Finance Corp                                       | FLORIDA ST BRD OF ADMIN FIN CORP REVENUE                                        | CUSIP: 341271AF1<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |    165000 | PA      | $150435.97    | 0.00%             | 2030-07-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11130000 | PA      | $10463939.06  | 0.29%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F0404A2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1101000 | PA      | $1082717.55   | 0.03%             | 2039-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308HY6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    150000 | PA      | $112102.36    | 0.00%             | 2047-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                      | CUSIP: 14040HDB8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51497.04     | 0.00%             | 2027-10-29      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GJN0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    124000 | PA      | $91098.84     | 0.00%             | 2052-03-13      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK NY                                                                     | CUSIP: 64966Q7G9<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    250000 | PA      | $262276.08    | 0.01%             | 2053-10-01      | Fixed         | 5.83%                 | No            |                  2 | On Loan: —       |
| COREBRIDGE FINANCIAL INC                                                         | Corebridge Financial Inc                                                        | CUSIP: 21871XAD1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74356.33     | 0.00%             | 2027-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                                | Ares Capital Corp                                                               | CUSIP: 04010LBF9<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    235000 | PA      | $241781.91    | 0.01%             | 2029-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                              | CUSIP: 756109CB8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |     75000 | PA      | $74526.04     | 0.00%             | 2029-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                           | CUSIP: 91087BAX8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    400000 | PA      | $389044.00    | 0.01%             | 2053-05-04      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DVK38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    540210 | PA      | $500453.76    | 0.01%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ET5H5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    136135 | PA      | $127589.42    | 0.00%             | 2046-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                     | CUSIP: 74340XCG4<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     45000 | PA      | $46029.81     | 0.00%             | 2028-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PDY5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     75000 | PA      | $55884.60     | 0.00%             | 2040-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076BA9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    130000 | PA      | $113308.08    | 0.00%             | 2043-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                      | CUSIP: 254709AT5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     75000 | PA      | $88674.82     | 0.00%             | 2034-11-02      | Fixed         | 7.96%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CAPITAL CORP                                                            | Blue Owl Capital Corp                                                           | CUSIP: 69121KAH7<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101932.86    | 0.00%             | 2029-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140CN8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46181.40     | 0.00%             | 2031-02-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PROV OF NEW BRUNSWICK                                                            | Province of New Brunswick Canada                                                | CUSIP: 642869AM3<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |    171000 | PA      | $169880.42    | 0.00%             | 2028-02-24      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                           | Blackstone Private Credit Fund                                                  | CUSIP: 09261HBS5<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50187.27     | 0.00%             | 2030-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 88339WAC0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152283.17    | 0.00%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                                                           | Zimmer Biomet Holdings Inc                                                      | CUSIP: 98956PAZ5<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102383.62    | 0.00%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| TC PipeLines LP                                                                  | TC PipeLines LP                                                                 | CUSIP: 87233QAC2<br>LEI: 6HL0C5LCIE4TN8UZHL06 | Long             | DBT              | CORP              | US        |     78000 | PA      | $77551.34     | 0.00%             | 2027-05-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                     | NiSource Inc                                                                    | CUSIP: 65473PAU9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202825.95    | 0.01%             | 2055-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                            | CUSIP: 961214EF6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    150000 | PA      | $146891.50    | 0.00%             | 2034-07-24      | Fixed         | 4.11%                 | No            |                  2 | On Loan: —       |
| NORTHEASTERN UNIVERSITY                                                          | Northeastern University                                                         | CUSIP: 664675AT2<br>LEI: 549300I2J5CUY7XEVC78 | Long             | DBT              | CORP              | US        |     51000 | PA      | $34884.02     | 0.00%             | 2050-10-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: —       |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GWB6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    341000 | PA      | $340017.48    | 0.01%             | 2027-01-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: —       |
| PAYCHEX INC                                                                      | Paychex Inc                                                                     | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205806.68    | 0.01%             | 2030-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                                          | Marathon Petroleum Corp                                                         | CUSIP: 56585ABL5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51611.53     | 0.00%             | 2035-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31335ABF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     69090 | PA      | $65276.04     | 0.00%             | 2044-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179MQP8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    468279 | PA      | $444555.32    | 0.01%             | 2042-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QQ2A2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    859316 | PA      | $840348.49    | 0.02%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                                  | San Diego Gas & Electric Co                                                     | CUSIP: 797440BW3<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    121000 | PA      | $98150.54     | 0.00%             | 2048-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135CG9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    238000 | PA      | $234562.25    | 0.01%             | 2029-04-13      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | Abbott Laboratories                                                             | CUSIP: 002824BH2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    350000 | PA      | $335913.18    | 0.01%             | 2046-11-30      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                               | CUSIP: 49456BAJ0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     75000 | PA      | $67969.79     | 0.00%             | 2046-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                                          | Japan Bank for International Cooperation                                        | CUSIP: 000000000<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    200000 | PA      | $200313.51    | 0.01%             | 2028-07-03      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                      | Exelon Corp                                                                     | CUSIP: 30161NBJ9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112509.47    | 0.00%             | 2028-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                                                    | J M Smucker Co/The                                                              | CUSIP: 832696AU2<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43000.91     | 0.00%             | 2032-03-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                          | CUSIP: 045167FV0<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    400000 | PA      | $399546.38    | 0.01%             | 2033-01-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                                    | Allstate Corp/The                                                               | CUSIP: 020002BD2<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    130000 | PA      | $128769.40    | 0.00%             | 2026-12-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                                                             | Republic of Italy Government International Bond                                 | CUSIP: 465410BZ0<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    417000 | PA      | $313646.55    | 0.01%             | 2049-10-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140BM1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    200000 | PA      | $169424.33    | 0.00%             | 2050-03-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830BZ1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75841.38     | 0.00%             | 2028-05-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Leggett & Platt Inc                                                              | Leggett & Platt Inc                                                             | CUSIP: 524660AZ0<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | DBT              | CORP              | US        |     71000 | PA      | $69909.83     | 0.00%             | 2029-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| APPLIED MATERIALS INC                                                            | Applied Materials Inc                                                           | CUSIP: 038222AT2<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49505.70     | 0.00%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KNNS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4618822 | PA      | $4096724.79   | 0.11%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                                    | Allstate Corp/The                                                               | CUSIP: 020002BK6<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20739.40     | 0.00%             | 2033-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| YALE UNIVERSITY                                                                  | Yale University                                                                 | CUSIP: 98459LAC7<br>LEI: 9SFB6DIM0FRWV0EV8S84 | Long             | DBT              | CORP              | US        |     62000 | PA      | $37680.38     | 0.00%             | 2050-04-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: —       |
| State of Israel                                                                  | Israel Government International Bond                                            | CUSIP: 46513YJH2<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    318000 | PA      | $310447.50    | 0.01%             | 2028-01-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                                                         | Archer-Daniels-Midland Co                                                       | CUSIP: 039483BE1<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |     37000 | PA      | $33568.07     | 0.00%             | 2042-03-26      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| SUZANO NETHERLANDS BV                                                            | Suzano Netherlands BV                                                           | CUSIP: 86960YAA0<br>LEI: 9845009ZB9F5D6DB3602 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $100290.00    | 0.00%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | Apple Inc                                                                       | CUSIP: 037833AL4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    300000 | PA      | $256003.16    | 0.01%             | 2043-05-04      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                           | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664CX7<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    132000 | PA      | $80481.71     | 0.00%             | 2051-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BLUE OWL TECHNOLOGY FIN                                                          | Blue Owl Technology Finance Corp II                                             | CUSIP: 69121JAB3<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77378.64     | 0.00%             | 2029-04-04      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                               | Ford Motor Co                                                                   | CUSIP: 345370BR0<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     50000 | PA      | $54164.33     | 0.00%             | 2046-11-01      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                                              | Quanta Services Inc                                                             | CUSIP: 74762EAH5<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |     80000 | PA      | $70219.37     | 0.00%             | 2032-01-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119CZ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30972.65     | 0.00%             | 2030-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CNL1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2783000 | PA      | $2788000.72   | 0.08%             | 2027-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661EH6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    403000 | PA      | $385487.26    | 0.01%             | 2032-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111GH0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26059.80     | 0.00%             | 2034-05-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830CA5<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100923.37    | 0.00%             | 2034-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                      | CUSIP: 91159HJA9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    141000 | PA      | $123682.18    | 0.00%             | 2030-07-22      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| International Paper Co                                                           | International Paper Co                                                          | CUSIP: 460146CQ4<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |    237000 | PA      | $197730.39    | 0.01%             | 2047-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                              | Consumers Energy Co                                                             | CUSIP: 210518DY9<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40408.71     | 0.00%             | 2031-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | Meta Platforms Inc                                                              | CUSIP: 30303M8Q8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    360000 | PA      | $365164.77    | 0.01%             | 2053-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TKD6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101229.15    | 0.00%             | 2029-06-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                                                      | Cummins Inc                                                                     | CUSIP: 231021AS5<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |     87000 | PA      | $53669.01     | 0.00%             | 2050-09-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31335AUF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     36194 | PA      | $33992.81     | 0.00%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WFHS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    115014 | PA      | $108126.54    | 0.00%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | Enbridge Inc                                                                    | CUSIP: 29250NAM7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $98934.00     | 0.00%             | 2046-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                 | CUSIP: 23338VAN6<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     87000 | PA      | $82751.49     | 0.00%             | 2028-04-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CKG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12000000 | PA      | $12182812.56  | 0.34%             | 2029-03-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172AM1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    150000 | PA      | $134351.56    | 0.00%             | 2041-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KBW9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    119000 | PA      | $112489.27    | 0.00%             | 2028-06-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738ECL7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $221280.74    | 0.01%             | 2034-09-13      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132WKQ84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     34377 | PA      | $31064.54     | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HP INC                                                                           | HP Inc                                                                          | CUSIP: 40434LAJ4<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    171000 | PA      | $154252.38    | 0.00%             | 2031-06-17      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                       | Zoetis Inc                                                                      | CUSIP: 98978VAW3<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50173.10     | 0.00%             | 2028-08-17      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844BH0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95206.92     | 0.00%             | 2041-10-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DL9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    135000 | PA      | $118046.91    | 0.00%             | 2048-02-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 94973VAY3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    150000 | PA      | $135238.05    | 0.00%             | 2042-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | Apple Inc                                                                       | CUSIP: 037833DB3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    171000 | PA      | $168396.67    | 0.00%             | 2027-09-12      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172DG1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76609.80     | 0.00%             | 2029-02-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                | CUSIP: 22822VAZ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     70000 | PA      | $68650.67     | 0.00%             | 2027-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                          | Southern Co Gas Capital Corp                                                    | CUSIP: 8426EPAH1<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100292.00    | 0.00%             | 2034-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    225000 | PA      | $226238.95    | 0.01%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                                         | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199359.37    | 0.01%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QHQ57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    519085 | PA      | $478336.46    | 0.01%             | 2036-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804GC2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     71000 | PA      | $49065.19     | 0.00%             | 2049-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                                              | General Electric Co                                                             | CUSIP: 369604CA9<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101393.26    | 0.00%             | 2036-01-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| HUMANA INC                                                                       | Humana Inc                                                                      | CUSIP: 444859BT8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     62000 | PA      | $60588.47     | 0.00%             | 2029-03-23      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                   | CUSIP: 501044DJ7<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     87000 | PA      | $86544.60     | 0.00%             | 2027-08-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SWEDISH EXPORT CREDIT                                                            | Svensk Exportkredit AB                                                          | CUSIP: 87031CAL7<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |    500000 | PA      | $504816.20    | 0.01%             | 2028-06-14      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                                                   | Halliburton Co                                                                  | CUSIP: 406216AY7<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    200000 | PA      | $238214.88    | 0.01%             | 2039-09-15      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| TIMKEN CO                                                                        | Timken Co/The                                                                   | CUSIP: 887389AL8<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | DBT              | CORP              | US        |     75000 | PA      | $71815.11     | 0.00%             | 2032-04-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                                                            | Continental Resources Inc/OK                                                    | CUSIP: 212015AQ4<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |     87000 | PA      | $70977.46     | 0.00%             | 2044-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                              | CUSIP: 756109BL7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    100000 | PA      | $89235.94     | 0.00%             | 2032-12-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                                                               | Ameren Illinois Co                                                              | CUSIP: 02361DBB5<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75736.93     | 0.00%             | 2054-07-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| TRUSTEES PRINCETON UNIV                                                          | Trustees of Princeton University/The                                            | CUSIP: 89837LAG0<br>LEI: 549300PJZYINN64GDJ90 | Long             | DBT              | CORP              | US        |     74000 | PA      | $46737.86     | 0.00%             | 2050-07-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWBG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    682199 | PA      | $524336.45    | 0.01%             | 2051-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                            | Micron Technology Inc                                                           | CUSIP: 595112CB7<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     60000 | PA      | $63827.85     | 0.00%             | 2033-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DPN87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    606313 | PA      | $577374.34    | 0.02%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBN6<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126404.34    | 0.00%             | 2029-02-01      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                                  | San Diego Gas & Electric Co                                                     | CUSIP: 797440CA0<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    100000 | PA      | $65202.88     | 0.00%             | 2051-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                        | CUSIP: 298785JW7<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $993406.19    | 0.03%             | 2030-07-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                      | Nutrien Ltd                                                                     | CUSIP: 67077MBE7<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $50227.20     | 0.00%             | 2027-03-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                            | CUSIP: 961214EY5<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     59000 | PA      | $44655.11     | 0.00%             | 2041-11-18      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                          | Duke Energy Florida LLC                                                         | CUSIP: 26444HAK7<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    141000 | PA      | $126743.61    | 0.00%             | 2031-12-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                                             | Freeport-McMoRan Inc                                                            | CUSIP: 35671DCC7<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     71000 | PA      | $71011.85     | 0.00%             | 2027-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| VIATRIS INC                                                                      | Viatris Inc                                                                     | CUSIP: 92556VAE6<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    171000 | PA      | $130401.86    | 0.00%             | 2040-06-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $10052734.40  | 0.28%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132D6BZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    320125 | PA      | $306631.36    | 0.01%             | 2037-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DTN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    373254 | PA      | $352414.59    | 0.01%             | 2035-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                               | CUSIP: 49456BAP6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    257000 | PA      | $258106.28    | 0.01%             | 2028-03-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132A8TN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    406272 | PA      | $399582.29    | 0.01%             | 2030-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REVVITY INC                                                                      | Revvity Inc                                                                     | CUSIP: 714046AJ8<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |     50000 | PA      | $35397.60     | 0.00%             | 2051-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418C3D4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    115729 | PA      | $111138.20    | 0.00%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830BS7<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    140000 | PA      | $113764.39    | 0.00%             | 2053-06-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ACZ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     85000 | PA      | $86631.05     | 0.00%             | 2028-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                      | CUSIP: 91159HJU5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    120000 | PA      | $124253.23    | 0.00%             | 2036-02-12      | Fixed         | 5.42%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J7WU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     73053 | PA      | $68526.48     | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                                                     | NNN REIT Inc                                                                    | CUSIP: 637417AU0<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              |  | US        |     25000 | PA      | $25093.29     | 0.00%             | 2031-02-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138MFPY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5008 | PA      | $4955.11      | 0.00%             | 2027-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                               | CUSIP: 857477CG6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     50000 | PA      | $54108.75     | 0.00%             | 2034-11-21      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                                             | Chile Government International Bonds                                            | CUSIP: 168863DU9<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    200000 | PA      | $125000.00    | 0.00%             | 2071-09-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                            | MidAmerican Energy Co                                                           | CUSIP: 595620AV7<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     87000 | PA      | $59818.92     | 0.00%             | 2050-04-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XDT9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    280000 | PA      | $279484.34    | 0.01%             | 2065-09-26      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                                | Union Electric Co                                                               | CUSIP: 906548CR1<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95018.62     | 0.00%             | 2030-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179R7H6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    171651 | PA      | $155764.50    | 0.00%             | 2046-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132WDYQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17967 | PA      | $16829.92     | 0.00%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KKNC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    319427 | PA      | $271492.35    | 0.01%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                                                              | Otis Worldwide Corp                                                             | CUSIP: 68902VAM9<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |     69000 | PA      | $49401.89     | 0.00%             | 2050-02-15      | Fixed         | 3.36%                 | No            |                  2 | On Loan: —       |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46625HNJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     87000 | PA      | $87583.64     | 0.00%             | 2027-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CKA8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8000000 | PA      | $8046250.00   | 0.23%             | 2027-02-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| EVERGY METRO                                                                     | Evergy Metro Inc                                                                | CUSIP: 485134BM1<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49520.70     | 0.00%             | 2041-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661EV5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124191.04    | 0.00%             | 2031-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                                                            | Evergy Kansas Central Inc                                                       | CUSIP: 30036FAA9<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |     87000 | PA      | $62194.69     | 0.00%             | 2050-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                           | Diamondback Energy Inc                                                          | CUSIP: 25278XAY5<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154480.54    | 0.00%             | 2030-01-30      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CFT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8500000 | PA      | $8595625.00   | 0.24%             | 2029-10-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                               | CUSIP: 494553AE0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103098.96    | 0.00%             | 2034-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BLUE OWL FINANCE LLC                                                             | Blue Owl Finance LLC                                                            | CUSIP: 09581JAU0<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |     50000 | PA      | $36570.51     | 0.00%             | 2051-10-07      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                                                         | Amcor Flexibles North America Inc                                               | CUSIP: 02344AAH1<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41188.29     | 0.00%             | 2035-03-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | Pfizer Inc                                                                      | CUSIP: 717081CY7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    284000 | PA      | $341067.41    | 0.01%             | 2039-03-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457CY2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66392.78     | 0.00%             | 2055-02-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179VBG4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    528481 | PA      | $484446.59    | 0.01%             | 2049-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 912828X88<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4752000 | PA      | $4656588.77   | 0.13%             | 2027-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                   | CUSIP: 172967KU4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    230000 | PA      | $229771.91    | 0.01%             | 2028-07-25      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ROCKWELL AUTOMATION                                                              | Rockwell Automation Inc                                                         | CUSIP: 773903AM1<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |     60000 | PA      | $35702.87     | 0.00%             | 2061-08-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: —       |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    650000 | PA      | $649391.45    | 0.02%             | 2050-05-01      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179RQ28<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     13046 | PA      | $12153.77     | 0.00%             | 2045-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                      | CUSIP: 14040HCY9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     90000 | PA      | $94383.66     | 0.00%             | 2034-02-01      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810RS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2887000 | PA      | $2030034.64   | 0.06%             | 2046-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    500000 | PA      | $472199.97    | 0.01%             | 2030-10-15      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| Church & Dwight Co Inc                                                           | Church & Dwight Co Inc                                                          | CUSIP: 171340AN2<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49343.95     | 0.00%             | 2027-08-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QBR75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    447019 | PA      | $402237.95    | 0.01%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COLGATE-PALMOLIVE CO                                                             | Colgate-Palmolive Co                                                            | CUSIP: 194162AR4<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20354.65     | 0.00%             | 2028-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                                | Union Electric Co                                                               | CUSIP: 906548CX8<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47794.70     | 0.00%             | 2054-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                                         | Citizens Financial Group Inc                                                    | CUSIP: 174610AT2<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94672.90     | 0.00%             | 2030-04-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AON GLOBAL LTD                                                                   | Aon Global Ltd                                                                  | CUSIP: 00185AAH7<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |     87000 | PA      | $78378.12     | 0.00%             | 2045-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    403000 | PA      | $368682.09    | 0.01%             | 2033-01-25      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280ER6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $204828.43    | 0.01%             | 2031-03-03      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                             | CUSIP: 03027XBV1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     69000 | PA      | $68487.07     | 0.00%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                                                       | Unum Group                                                                      | CUSIP: 91529YAR7<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |     75000 | PA      | $57100.27     | 0.00%             | 2051-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                                          | Canadian Natural Resources Ltd                                                  | CUSIP: 136385AJ0<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $217507.54    | 0.01%             | 2037-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                                                          | Morgan Stanley Private Bank NA                                                  | CUSIP: 61776NVE0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251401.88    | 0.01%             | 2028-07-06      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                    | CUSIP: 29250NBY0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     35000 | PA      | $37769.46     | 0.00%             | 2030-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: —       |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CBB9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     75000 | PA      | $68658.51     | 0.00%             | 2031-04-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: —       |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200KY6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101632.08    | 0.00%             | 2033-02-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| AIR LEASE CORP                                                                   | Air Lease Corp                                                                  | CUSIP: 00914AAS1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    200000 | PA      | $179088.61    | 0.01%             | 2032-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179TCW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11789 | PA      | $10688.88     | 0.00%             | 2047-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                             | CUSIP: 025816CP2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    187000 | PA      | $185069.71    | 0.01%             | 2027-05-03      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132D6BR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    591950 | PA      | $543982.31    | 0.02%             | 2037-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                                                          | Principal Financial Group Inc                                                   | CUSIP: 74251VAT9<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41559.10     | 0.00%             | 2033-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                    | CUSIP: 29250NCH6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $25293.64     | 0.00%             | 2028-06-20      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                          | Southern Co Gas Capital Corp                                                    | CUSIP: 8426EPAC2<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83998.83     | 0.00%             | 2047-05-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                                  | State of Israel                                                                 | CUSIP: 46513JXN6<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    200000 | PA      | $133062.50    | 0.00%             | 2050-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                                | Travelers Cos Inc/The                                                           | CUSIP: 792860AK4<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     87000 | PA      | $100263.21    | 0.00%             | 2036-06-20      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| University of Michigan                                                           | UNIV OF MICHIGAN MI                                                             | CUSIP: 914455UJ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     74000 | PA      | $59590.13     | 0.00%             | 2122-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                  | CUSIP: 10373QAE0<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    171000 | PA      | $171809.31    | 0.00%             | 2028-11-06      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT Capital Corp                                                                | CUSIP: 05526DBQ7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     87000 | PA      | $79401.04     | 0.00%             | 2050-04-02      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135CF1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248168.41    | 0.01%             | 2027-04-13      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                  | AstraZeneca PLC                                                                 | CUSIP: 046353AT5<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    257000 | PA      | $257242.97    | 0.01%             | 2029-01-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                                                      | NVIDIA Corp                                                                     | CUSIP: 67066GAH7<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    257000 | PA      | $197221.84    | 0.01%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI LLC                                                          | Entergy Mississippi LLC                                                         | CUSIP: 29366WAE6<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76779.07     | 0.00%             | 2054-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERV                                                         | Southwestern Public Service Co                                                  | CUSIP: 845743BR3<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |     87000 | PA      | $65528.79     | 0.00%             | 2047-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK NA                                                          | JPMorgan Chase Bank NA                                                          | CUSIP: 48125LRU8<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253145.79    | 0.01%             | 2026-12-08      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CAV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6956000 | PA      | $6031069.38   | 0.17%             | 2030-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XFC5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154761.42    | 0.00%             | 2035-01-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: —       |
| BHP BILLITON FIN USA LTD                                                         | BHP Billiton Finance USA Ltd                                                    | CUSIP: 055451AV0<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    400000 | PA      | $385638.95    | 0.01%             | 2043-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IDAHO POWER CO                                                                   | Idaho Power Co                                                                  | CUSIP: 45138LBL6<br>LEI: TN0LL73P2C8X3W6KM391 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50813.16     | 0.00%             | 2055-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| NIKE INC                                                                         | NIKE Inc                                                                        | CUSIP: 654106AK9<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    171000 | PA      | $162417.75    | 0.00%             | 2030-03-27      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810PX0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1021000 | PA      | $1042855.78   | 0.03%             | 2038-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Barclays Commercial Mortgage Securities LLC                                      | BBCMS Mortgage Trust 2022-C17                                                   | CUSIP: 054976AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $492607.70    | 0.01%             | 2055-09-15      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46625HRX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    171000 | PA      | $169646.30    | 0.00%             | 2027-12-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH OF NEW YORK & NEW JERSEY NY                                           | CUSIP: 73358WXQ2<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     80000 | PA      | $71629.28     | 0.00%             | 2065-10-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT Capital Corp                                                                | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    384000 | PA      | $352133.67    | 0.01%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                                             | Chile Government International Bonds                                            | CUSIP: 168863DS4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    200000 | PA      | $152500.00    | 0.00%             | 2041-05-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                           | Diamondback Energy Inc                                                          | CUSIP: 25278XAT6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    104000 | PA      | $81608.40     | 0.00%             | 2052-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AX7<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |     70000 | PA      | $43979.88     | 0.00%             | 2051-05-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X9ED3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    577125 | PA      | $511893.52    | 0.01%             | 2051-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191032.41    | 0.01%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Oregon School Boards Association                                                 | OREGON ST SCH BRDS ASSN SHORT-TERM BORROWING PROGRAM CTFS                       | CUSIP: 686053BN8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45550 | PA      | $46492.82     | 0.00%             | 2028-06-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                           | CUSIP: 89788MAE2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    171000 | PA      | $161147.60    | 0.00%             | 2029-06-07      | Fixed         | 1.89%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 969457BZ2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249653.36    | 0.01%             | 2032-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| KITE REALTY GROUP LP                                                             | Kite Realty Group LP                                                            | CUSIP: 49803XAE3<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              |  | US        |     50000 | PA      | $51411.65     | 0.00%             | 2034-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216DT4<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    275000 | PA      | $273715.49    | 0.01%             | 2064-05-13      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MFY5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26057.28     | 0.00%             | 2034-05-17      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                              | CommonSpirit Health                                                             | CUSIP: 20268JAC7<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    171000 | PA      | $135583.00    | 0.00%             | 2049-10-01      | Fixed         | 4.19%                 | No            |                  2 | On Loan: —       |
| TARGA RESOURCES CORP                                                             | Targa Resources Corp                                                            | CUSIP: 87612GAM3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101991.98    | 0.00%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ESSENT GROUP LTD                                                                 | Essent Group Ltd                                                                | CUSIP: 29669JAA7<br>LEI: 254900QUO860OUT6ZF83 | Long             | DBT              | CORP              | BM        |     25000 | PA      | $26187.86     | 0.00%             | 2029-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280DU0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $208582.04    | 0.01%             | 2029-03-09      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JBX1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48030.95     | 0.00%             | 2052-10-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QNWL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1357006 | PA      | $1154762.83   | 0.03%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 3617NWHH8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    870094 | PA      | $735982.28    | 0.02%             | 2050-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                         | Rogers Communications Inc                                                       | CUSIP: 775109BB6<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     87000 | PA      | $79594.70     | 0.00%             | 2044-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TENNESSEE GAS PIPELINE                                                           | Tennessee Gas Pipeline Co LLC                                                   | CUSIP: 880451AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $107588.56    | 0.00%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Aflac Inc                                                                        | Aflac Inc                                                                       | CUSIP: 001055AY8<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |     87000 | PA      | $78052.10     | 0.00%             | 2049-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| POTOMAC ELECTRIC POWER                                                           | Potomac Electric Power Co                                                       | CUSIP: 737679DE7<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |     87000 | PA      | $74042.31     | 0.00%             | 2043-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132LA2L5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    281512 | PA      | $262465.59    | 0.01%             | 2049-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF MIAMI                                                              | University of Miami                                                             | CUSIP: 914453AA3<br>LEI: 5493008ZSVWUNRYQE312 | Long             | DBT              | CORP              | US        |     67000 | PA      | $53940.83     | 0.00%             | 2052-04-01      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                                                           | PPL Electric Utilities Corp                                                     | CUSIP: 69351UBC6<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25285.77     | 0.00%             | 2034-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                                                   | Solventum Corp                                                                  | CUSIP: 83444MAP6<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |     73000 | PA      | $75335.29     | 0.00%             | 2029-03-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                                              | Quanta Services Inc                                                             | CUSIP: 74762EAN2<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49969.85     | 0.00%             | 2031-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179VDQ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    756207 | PA      | $719887.74    | 0.02%             | 2050-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                         | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 03523TBY3<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    165000 | PA      | $170220.57    | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Y7E95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    806960 | PA      | $842406.16    | 0.02%             | 2055-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                         | CUSIP: 06417XAE1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    171000 | PA      | $151867.34    | 0.00%             | 2032-02-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| RADY CHILDREN HOSP/SD CA                                                         | Rady Children's Hospital-San Diego                                              | CUSIP: 75063MAA5<br>LEI: 549300FOKP65GNO33016 | Long             | DBT              | CORP              | US        |     63000 | PA      | $42409.99     | 0.00%             | 2051-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                  | DTE Electric Co                                                                 | CUSIP: 23338VAE6<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     51000 | PA      | $40167.54     | 0.00%             | 2045-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7979000 | PA      | $7365614.38   | 0.21%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PBD7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    371000 | PA      | $364618.71    | 0.01%             | 2030-05-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| CMS ENERGY CORP                                                                  | CMS Energy Corp                                                                 | CUSIP: 125896BY5<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41413.96     | 0.00%             | 2055-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CKE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12000000 | PA      | $12097500.00  | 0.34%             | 2027-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818FW3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     59000 | PA      | $38417.70     | 0.00%             | 2052-03-10      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                               | CUSIP: 478160CT9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    107000 | PA      | $60985.00     | 0.00%             | 2060-09-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| LAZARD GROUP LLC                                                                 | Lazard Group LLC                                                                | CUSIP: 52107QAL9<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |    200000 | PA      | $211359.77    | 0.01%             | 2031-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9501000 | PA      | $8429168.44   | 0.24%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179RTB5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     32291 | PA      | $32003.63     | 0.00%             | 2045-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                                          | Landwirtschaftliche Rentenbank                                                  | CUSIP: 515110CG7<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $203165.48    | 0.01%             | 2030-05-28      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X6F55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    332435 | PA      | $295544.63    | 0.01%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 86765BAV1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    171000 | PA      | $156524.96    | 0.00%             | 2047-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810RB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3700000 | PA      | $2898718.75   | 0.08%             | 2043-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                                         | Indonesia Government International Bonds                                        | CUSIP: 455780DX1<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $199600.00    | 0.01%             | 2034-09-10      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Charlotte-Mecklenburg Hospital Authority/The                                     | CHARLOTTE-MECKLENBURG NC HOSP AUTH HLTH CARE SYS REVENUE                        | CUSIP: 160853VC8<br>LEI: 549300XOH4JU704GMZ32 | Long             | DBT              | MUN               | US        |     75000 | PA      | $51975.40     | 0.00%             | 2051-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: —       |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162CU2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92631.04     | 0.00%             | 2030-02-21      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| NORTHWELL HEALTHCARE INC                                                         | Northwell Healthcare Inc                                                        | CUSIP: 667274AD6<br>LEI: 54930073NUTKK4QD3P47 | Long             | DBT              | CORP              | US        |     57000 | PA      | $42104.03     | 0.00%             | 2049-11-01      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| ACCENTURE CAPITAL INC                                                            | Accenture Capital Inc                                                           | CUSIP: 00440KAB9<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74928.49     | 0.00%             | 2029-10-04      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                  | Chevron USA Inc                                                                 | CUSIP: 166756BE5<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77088.13     | 0.00%             | 2032-04-15      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                                  | Israel Government International Bond                                            | CUSIP: 46513JB34<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    200000 | PA      | $184437.50    | 0.01%             | 2030-07-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AMERICOLD REALTY OPER PA                                                         | Americold Realty Operating Partnership LP                                       | CUSIP: 03063UAB7<br>LEI: 549300FKD9KVWNHSUU79 | Long             | DBT              |  | US        |     25000 | PA      | $25302.69     | 0.00%             | 2032-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | Enbridge Inc                                                                    | CUSIP: 29250NAR6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    171000 | PA      | $169598.71    | 0.00%             | 2027-07-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                            | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HAL3<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $47019.34     | 0.00%             | 2043-10-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                                          | Pfizer Investment Enterprises Pte Ltd                                           | CUSIP: 716973AF9<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    350000 | PA      | $339188.92    | 0.01%             | 2043-05-19      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PAR7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    581000 | PA      | $579546.58    | 0.02%             | 2029-04-23      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                      | Southern Co/The                                                                 | CUSIP: 842587DQ7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61096.44     | 0.00%             | 2028-06-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132WJSN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    209712 | PA      | $194147.73    | 0.01%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BS0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     25000 | PA      | $27522.82     | 0.00%             | 2052-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWNG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    913810 | PA      | $906714.27    | 0.03%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | Pfizer Inc                                                                      | CUSIP: 717081EP4<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    341000 | PA      | $339335.40    | 0.01%             | 2028-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                    | CUSIP: 29250NCC7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    120000 | PA      | $125256.64    | 0.00%             | 2034-04-05      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| JBS USA SARL/FOOD/GRP                                                            | JBS USA LUX Sarl / JBS USA Food Co / JBS USA Foods Group                        | CUSIP: 472140AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $78787.68     | 0.00%             | 2035-04-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QA2X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    241128 | PA      | $231863.97    | 0.01%             | 2049-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U4A8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    325000 | PA      | $323986.30    | 0.01%             | 2029-09-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                                                  | Tyson Foods Inc                                                                 | CUSIP: 902494AZ6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69896.64     | 0.00%             | 2034-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132L87K7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14559 | PA      | $13534.78     | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 75513ECV1<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    120000 | PA      | $129525.87    | 0.00%             | 2031-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140M2E24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    337561 | PA      | $275918.70    | 0.01%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                                                            | Tennessee Valley Authority                                                      | CUSIP: 880591CS9<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    359000 | PA      | $401689.00    | 0.01%             | 2036-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 912828ZQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7537000 | PA      | $6551890.58   | 0.18%             | 2030-05-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                         | Export-Import Bank of Korea                                                     | CUSIP: 302154DW6<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    500000 | PA      | $522000.00    | 0.01%             | 2033-01-11      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2019-1 AA PTT                                                         | United Airlines 2019-1 Class AA Pass Through Trust                              | CUSIP: 90931CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    111030 | PA      | $108328.91    | 0.00%             | 2031-08-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ETJU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1174284 | PA      | $1137853.15   | 0.03%             | 2046-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 912828YQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6179000 | PA      | $6043834.38   | 0.17%             | 2026-10-31      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| WASHINGTON GAS LIGHT CO                                                          | Washington Gas Light Co                                                         | CUSIP: 93884PDY3<br>LEI: DL22T1SB4DUBS063O841 | Long             | DBT              | CORP              | US        |     87000 | PA      | $63482.29     | 0.00%             | 2049-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308KJ5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    115000 | PA      | $121715.27    | 0.00%             | 2033-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                                                  | Deere & Co                                                                      | CUSIP: 244199BL8<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    125000 | PA      | $131577.02    | 0.00%             | 2035-01-16      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| John Deere Capital Corp                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EUB3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73620.16     | 0.00%             | 2028-01-06      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EWA3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    257000 | PA      | $249932.99    | 0.01%             | 2027-01-11      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                         | CUSIP: 808513BC8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203748.92    | 0.01%             | 2030-03-22      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                   | CUSIP: 744448CN9<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    171000 | PA      | $131808.96    | 0.00%             | 2047-06-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                             | Targa Resources Corp                                                            | CUSIP: 87612KAA0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50787.95     | 0.00%             | 2027-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                           | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607PVP6<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $75624.06     | 0.00%             | 2028-01-13      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CLR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3115000 | PA      | $3164523.64   | 0.09%             | 2029-10-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                               | CUSIP: 857477CA9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81062.64     | 0.00%             | 2034-01-26      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark 2025-V15 Mortgage Trust                                               | CUSIP: 08164CAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $527266.35    | 0.01%             | 2058-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                                                | NSTAR Electric Co                                                               | CUSIP: 67021CAS6<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |     79000 | PA      | $68620.01     | 0.00%             | 2052-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CATHOLIC HEALTH SERVICES                                                         | Catholic Health Services of Long Island Obligated Group                         | CUSIP: 14918AAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $56760.05     | 0.00%             | 2050-07-01      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                     | CUSIP: 74340XCQ2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     75000 | PA      | $76597.93     | 0.00%             | 2031-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EXX2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100679.72    | 0.00%             | 2031-09-08      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER CO                                                         | Tucson Electric Power Co                                                        | CUSIP: 898813AX8<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25523.35     | 0.00%             | 2055-04-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CEF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    531649 | PA      | $480454.36    | 0.01%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                      | Equinix Inc                                                                     | CUSIP: 29444UBE5<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    156000 | PA      | $149396.22    | 0.00%             | 2029-11-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418EBE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1274075 | PA      | $1171261.94   | 0.03%             | 2037-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31335BNL6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    234608 | PA      | $220433.78    | 0.01%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                                                           | GE HealthCare Technologies Inc                                                  | CUSIP: 36266GAB3<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25410.46     | 0.00%             | 2031-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                         | Constellation Brands Inc                                                        | CUSIP: 21036PBE7<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    171000 | PA      | $164451.28    | 0.00%             | 2029-08-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FT5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     87000 | PA      | $77033.34     | 0.00%             | 2048-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Louisiana Local Government Environmental Facilities & Community Development Auth | LOUISIANA ST LOCAL GOVT ENVRNMNTL FACS & CMNTY DEV AUTH                         | CUSIP: 54627RAP5<br>LEI: 5493004WIZ1HV87IVF85 | Long             | DBT              | MUN               | US        |    110000 | PA      | $106279.36    | 0.00%             | 2039-08-01      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WJBY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4250 | PA      | $4217.20      | 0.00%             | 2046-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DVCL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1040222 | PA      | $1066928.83   | 0.03%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                                                        | Hess Corp                                                                       | CUSIP: 42809HAH0<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    171000 | PA      | $177695.33    | 0.00%             | 2047-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: —       |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162CR9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    171000 | PA      | $134588.54    | 0.00%             | 2040-02-21      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS/TYCO FI                                                         | Johnson Controls International plc / Tyco Fire & Security Finance SCA           | CUSIP: 47837RAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    121000 | PA      | $105385.00    | 0.00%             | 2031-09-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 36297FSM5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     13834 | PA      | $13817.51     | 0.00%             | 2039-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                             | CUSIP: 459058LA9<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    750000 | PA      | $755629.54    | 0.02%             | 2031-01-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| BETH ISRAEL LAHEY HEALTH                                                         | Beth Israel Lahey Health Inc                                                    | CUSIP: 08661UAB2<br>LEI: 549300QPZ5W3279DU141 | Long             | DBT              | CORP              | US        |     86000 | PA      | $56312.48     | 0.00%             | 2051-07-01      | Fixed         | 3.08%                 | No            |                  2 | On Loan: —       |
| STARBUCKS CORP                                                                   | Starbucks Corp                                                                  | CUSIP: 855244BF5<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101326.86    | 0.00%             | 2033-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| SOUTHWESTERN ELEC POWER                                                          | Southwestern Electric Power Co                                                  | CUSIP: 845437BU5<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25552.60     | 0.00%             | 2033-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132D6BS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     63218 | PA      | $59449.78     | 0.00%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162DB3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    150000 | PA      | $140244.87    | 0.00%             | 2028-08-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                                         | Healthcare Realty Holdings LP                                                   | CUSIP: 42225UAG9<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              |  | US        |    171000 | PA      | $160888.29    | 0.00%             | 2030-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                            | MidAmerican Energy Co                                                           | CUSIP: 595620AZ8<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97295.39     | 0.00%             | 2055-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Regency Centers LP                                                               | Regency Centers LP                                                              | CUSIP: 75884RAW3<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |     87000 | PA      | $74491.61     | 0.00%             | 2047-02-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                                               | Conagra Brands Inc                                                              | CUSIP: 205887CF7<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |     77000 | PA      | $72534.06     | 0.00%             | 2027-11-01      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457DF2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    130000 | PA      | $133738.46    | 0.00%             | 2055-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| FORTUNE BRANDS INNOVATIO                                                         | Fortune Brands Innovations Inc                                                  | CUSIP: 34964CAE6<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |     87000 | PA      | $83265.44     | 0.00%             | 2029-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                                         | African Development Bank                                                        | CUSIP: 00828EEY1<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $1009982.29   | 0.03%             | 2027-01-04      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| IDAHO POWER CO                                                                   | Idaho Power Co                                                                  | CUSIP: 45138LBF9<br>LEI: TN0LL73P2C8X3W6KM391 | Long             | DBT              | CORP              | US        |     60000 | PA      | $49650.73     | 0.00%             | 2048-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FOX CORP                                                                         | Fox Corp                                                                        | CUSIP: 35137LAK1<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    171000 | PA      | $166486.23    | 0.00%             | 2049-01-25      | Fixed         | 5.58%                 | No            |                  2 | On Loan: —       |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QCR5<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49911.83     | 0.00%             | 2054-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                                            | Quest Diagnostics Inc                                                           | CUSIP: 74834LBC3<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |     71000 | PA      | $65270.47     | 0.00%             | 2031-06-30      | Fixed         | 2.80%                 | No            |                  2 | On Loan: —       |
| HOST HOTELS & RESORTS LP                                                         | Host Hotels & Resorts LP                                                        | CUSIP: 44107TBD7<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |     25000 | PA      | $25753.11     | 0.00%             | 2032-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                                         | International Flavors & Fragrances Inc                                          | CUSIP: 459506AE1<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     87000 | PA      | $69805.64     | 0.00%             | 2047-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| D.R. HORTON INC                                                                  | DR Horton Inc                                                                   | CUSIP: 23331ABQ1<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    174000 | PA      | $169162.07    | 0.00%             | 2026-10-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076CJ9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     87000 | PA      | $76006.14     | 0.00%             | 2031-09-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS Group AG                                                                    | CUSIP: 902613AY4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    268000 | PA      | $251525.09    | 0.01%             | 2045-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                                            | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 874060AY2<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $152598.82    | 0.00%             | 2040-07-09      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280EF2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $204200.12    | 0.01%             | 2028-05-17      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                                                      | Equifax Inc                                                                     | CUSIP: 294429AT2<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    171000 | PA      | $151178.23    | 0.00%             | 2031-09-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VCA9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    121000 | PA      | $82032.28     | 0.00%             | 2052-02-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                      | CUSIP: 14040HDM4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    170000 | PA      | $168624.93    | 0.00%             | 2031-09-11      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                                                  | Tyson Foods Inc                                                                 | CUSIP: 902494AY9<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |     87000 | PA      | $81494.25     | 0.00%             | 2044-08-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137H2NY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    813000 | PA      | $646169.55    | 0.02%             | 2036-08-25      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132AEB39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    404522 | PA      | $399334.41    | 0.01%             | 2049-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                               | Athene Holding Ltd                                                              | CUSIP: 04686JAF8<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    100000 | PA      | $108519.14    | 0.00%             | 2033-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418XK31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3164 | PA      | $3219.92      | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                                             | Howmet Aerospace Inc                                                            | CUSIP: 443201AB4<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96483.71     | 0.00%             | 2029-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MidAmerican Energy Co                                                           | CUSIP: 595620AL9<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     87000 | PA      | $80262.68     | 0.00%             | 2043-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                                                                    | Sutter Health                                                                   | CUSIP: 86944BAQ6<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |     95000 | PA      | $99641.93     | 0.00%             | 2035-08-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418AMX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20098 | PA      | $18970.50     | 0.00%             | 2042-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                 | CUSIP: 125523CV0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    350000 | PA      | $360271.42    | 0.01%             | 2034-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162DS6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    330000 | PA      | $334373.27    | 0.01%             | 2043-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    670000 | PA      | $458082.18    | 0.01%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                          | KeyCorp                                                                         | CUSIP: 49326EEG4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99858.94     | 0.00%             | 2028-04-30      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                               | CUSIP: 49456BAQ4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     64000 | PA      | $58641.46     | 0.00%             | 2048-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119CV9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    160000 | PA      | $160313.36    | 0.00%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | Northrop Grumman Corp                                                           | CUSIP: 666807BN1<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    341000 | PA      | $335355.31    | 0.01%             | 2028-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29273VBA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    175000 | PA      | $179604.37    | 0.01%             | 2034-09-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GJA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    650000 | PA      | $528948.50    | 0.01%             | 2051-03-20      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                                            | PACCAR Financial Corp                                                           | CUSIP: 69371RT71<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50898.05     | 0.00%             | 2030-05-08      | Fixed         | 4.55%                 | No            |                  2 | On Loan: —       |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                     | CUSIP: 02665WFL0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51326.64     | 0.00%             | 2031-07-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                             | CUSIP: 025816DZ9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    220000 | PA      | $228816.51    | 0.01%             | 2036-01-30      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                                            | Unilever Capital Corp                                                           | CUSIP: 904764BR7<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    100000 | PA      | $63117.47     | 0.00%             | 2051-08-12      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                          | BAY AREA CA TOLL AUTH TOLL BRIDGE REVENUE                                       | CUSIP: 072024NV0<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |    270000 | PA      | $310832.31    | 0.01%             | 2050-04-01      | Fixed         | 7.04%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810SA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3859000 | PA      | $2914147.97   | 0.08%             | 2048-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QEKL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    658033 | PA      | $563127.03    | 0.02%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                            | MidAmerican Energy Co                                                           | CUSIP: 595620AX3<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26108.75     | 0.00%             | 2034-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                         | EQT Corp                                                                        | CUSIP: 26884LAR0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52328.02     | 0.00%             | 2034-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PFG2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    175000 | PA      | $178765.39    | 0.01%             | 2030-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DV6R1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    774940 | PA      | $631595.24    | 0.02%             | 2050-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                                                           | Zimmer Biomet Holdings Inc                                                      | CUSIP: 98956PBC5<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26039.90     | 0.00%             | 2035-02-19      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TRANE TECH FIN LTD                                                               | Trane Technologies Financing Ltd                                                | CUSIP: 456873AC2<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |     30000 | PA      | $27270.01     | 0.00%             | 2044-11-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140HFFN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39768 | PA      | $39366.64     | 0.00%             | 2048-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QTW39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    257825 | PA      | $268028.64    | 0.01%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140GYNH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13559 | PA      | $13389.24     | 0.00%             | 2032-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 31329QCR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     76911 | PA      | $73789.38     | 0.00%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bonds                                           | Uruguay Government International Bonds                                          | CUSIP: 760942BH4<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     25000 | PA      | $26200.00     | 0.00%             | 2037-02-14      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| OMNICOM GROUP INC                                                                | Omnicom Group Inc                                                               | CUSIP: 681919BD7<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |     68000 | PA      | $61301.03     | 0.00%             | 2031-08-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | Gilead Sciences Inc                                                             | CUSIP: 375558BY8<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    183000 | PA      | $162263.42    | 0.00%             | 2030-10-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844CB2<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43686.05     | 0.00%             | 2118-08-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752BD4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112110.04    | 0.00%             | 2035-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BARINGS PRIVATE CREDIT                                                           | Barings Private Credit Corp                                                     | CUSIP: 06763AAA9<br>LEI: 549300K2GGNA2FQFQL45 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49921.51     | 0.00%             | 2030-06-11      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CNX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8320000 | PA      | $8277100.00   | 0.23%             | 2030-08-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MET TRANSPRTN AUTH NY REVENUE                                                   | CUSIP: 59259YGF0<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     50000 | PA      | $54913.59     | 0.00%             | 2040-11-15      | Fixed         | 6.81%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406YAB8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26073.05     | 0.00%             | 2039-07-21      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | Microsoft Corp                                                                  | CUSIP: 594918BY9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    766000 | PA      | $761458.62    | 0.02%             | 2027-02-06      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                         | Devon Energy Corp                                                               | CUSIP: 25179MBH5<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92757.65     | 0.00%             | 2054-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076BH4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    171000 | PA      | $146831.93    | 0.00%             | 2046-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                                                         | FMC Corp                                                                        | CUSIP: 302491AU9<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |     60000 | PA      | $56658.32     | 0.00%             | 2029-10-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140FSGM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1132 | PA      | $1119.05      | 0.00%             | 2047-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                      | CUSIP: 14040HCN3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    118000 | PA      | $113717.73    | 0.00%             | 2030-03-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                                            | PACCAR Financial Corp                                                           | CUSIP: 69371RT22<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50889.58     | 0.00%             | 2027-05-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                     | CUSIP: 02665WED9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    220000 | PA      | $222724.86    | 0.01%             | 2028-01-12      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VBE3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    511000 | PA      | $469552.98    | 0.01%             | 2041-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                           | Sempra                                                                          | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     87000 | PA      | $84648.63     | 0.00%             | 2052-04-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5947000 | PA      | $5520023.95   | 0.15%             | 2044-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119CB3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    155000 | PA      | $106037.98    | 0.00%             | 2051-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                     | Stryker Corp                                                                    | CUSIP: 863667AJ0<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    214000 | PA      | $193562.23    | 0.01%             | 2046-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                         | CUSIP: 55336VAR1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    171000 | PA      | $170204.06    | 0.00%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KMXX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    167858 | PA      | $143287.24    | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FAS0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    206000 | PA      | $203339.37    | 0.01%             | 2032-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                                                         | Aptiv Swiss Holdings Ltd                                                        | CUSIP: 03837AAA8<br>LEI: 254900HTTDFIJZ32GX53 | Long             | DBT              | CORP              | JE        |    200000 | PA      | $201871.73    | 0.01%             | 2029-09-13      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae                                                                      | CUSIP: 21H0306A7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    575000 | PA      | $513231.30    | 0.01%             | 2055-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MAIN STREET CAPITAL CORP                                                         | Main Street Capital Corp                                                        | CUSIP: 56035LAK0<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50202.20     | 0.00%             | 2028-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SAFEHOLD GL HOLDINGS LLC                                                         | Safehold GL Holdings LLC                                                        | CUSIP: 785931AB2<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              |  | US        |     25000 | PA      | $25582.39     | 0.00%             | 2035-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Mattel Inc                                                                       | Mattel Inc                                                                      | CUSIP: 577081AW2<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27635.79     | 0.00%             | 2041-11-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                     | CUSIP: 13645RBJ2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $76769.47     | 0.00%             | 2030-03-30      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                                         | Constellation Energy Generation LLC                                             | CUSIP: 30161MAJ2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     87000 | PA      | $89303.28     | 0.00%             | 2041-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Pennsylvania State University/The                                                | PENNSYLVANIA ST UNIV                                                            | CUSIP: 709235T70<br>LEI: 549300QDK4O4XCJ47X56 | Long             | DBT              | MUN               | US        |    100000 | PA      | $76963.94     | 0.00%             | 2043-09-01      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | Bank of Montreal                                                                | CUSIP: 06368BGS1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     87000 | PA      | $85459.12     | 0.00%             | 2032-12-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179SUV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     51989 | PA      | $48231.27     | 0.00%             | 2047-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CME Group Inc                                                                    | CME Group Inc                                                                   | CUSIP: 12572QAH8<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |     70000 | PA      | $59623.85     | 0.00%             | 2048-06-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QMVC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1919131 | PA      | $1627200.12   | 0.05%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140FVVS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11418 | PA      | $11165.74     | 0.00%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | Prudential Financial Inc                                                        | CUSIP: 744320BL5<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    150000 | PA      | $161762.55    | 0.00%             | 2053-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | Oracle Corp                                                                     | CUSIP: 68389XAV7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    384000 | PA      | $367392.89    | 0.01%             | 2034-07-08      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MAD63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     34489 | PA      | $33562.53     | 0.00%             | 2045-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MCM0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $195394.93    | 0.01%             | 2027-01-14      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818FG8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    249000 | PA      | $184426.00    | 0.01%             | 2060-03-20      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| New Jersey Economic Development Authority                                        | NEW JERSEY ST ECON DEV AUTH LEASE REVENUE                                       | CUSIP: 645913AA2<br>LEI: 5493006JS6QWDVU4R678 | Long             | DBT              | MUN               | US        |    249000 | PA      | $261748.58    | 0.01%             | 2029-02-15      | Fixed         | 7.43%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                   | CUSIP: 172967LS8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    341000 | PA      | $336456.10    | 0.01%             | 2028-10-27      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XHZ34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    127160 | PA      | $127746.15    | 0.00%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                          | Exxon Mobil Corp                                                                | CUSIP: 30231GBN1<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    440000 | PA      | $410579.93    | 0.01%             | 2030-10-15      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                         | Northern States Power Co/MN                                                     | CUSIP: 665772CV9<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     69000 | PA      | $59750.13     | 0.00%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RCA3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77472.61     | 0.00%             | 2035-11-20      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                                              | Estee Lauder Cos Inc/The                                                        | CUSIP: 29736RAG5<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42237.80     | 0.00%             | 2045-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP                                                               | CNA Financial Corp                                                              | CUSIP: 126117AZ3<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50095.62     | 0.00%             | 2035-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NEH0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103384.75    | 0.00%             | 2029-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132WF3E7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     39562 | PA      | $37178.30     | 0.00%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI LLC                                                          | Entergy Mississippi LLC                                                         | CUSIP: 29366WAG1<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76833.30     | 0.00%             | 2055-04-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T Inc                                                                        | CUSIP: 00206RGQ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    375000 | PA      | $375816.41    | 0.01%             | 2030-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XEQ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254238.41    | 0.01%             | 2027-05-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                              | Fifth Third Bancorp                                                             | CUSIP: 316773DJ6<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104273.82    | 0.00%             | 2028-10-27      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                           | ConocoPhillips Co                                                               | CUSIP: 20826FBG0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147757.18    | 0.00%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X7VZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2027997 | PA      | $1723394.42   | 0.05%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                                          | Marathon Petroleum Corp                                                         | CUSIP: 56585AAH5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     87000 | PA      | $74880.74     | 0.00%             | 2044-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138XHZD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3489 | PA      | $3443.86      | 0.00%             | 2029-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457BP2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    130000 | PA      | $128514.11    | 0.00%             | 2027-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| BORGWARNER INC                                                                   | BorgWarner Inc                                                                  | CUSIP: 099724AP1<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51049.87     | 0.00%             | 2029-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                                         | Willis North America Inc                                                        | CUSIP: 970648AK7<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $75857.68     | 0.00%             | 2049-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                           | Marvell Technology Inc                                                          | CUSIP: 573874AR5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $50651.25     | 0.00%             | 2030-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132L8T31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     62241 | PA      | $58030.93     | 0.00%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                                     | American Express Credit Account Master Trust                                    | CUSIP: 02582JKR0<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101960.92    | 0.00%             | 2032-04-15      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XMNZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1195746 | PA      | $1012728.45   | 0.03%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    275000 | PA      | $255070.79    | 0.01%             | 2031-04-22      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179SSP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    512566 | PA      | $463795.41    | 0.01%             | 2046-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                 | CUSIP: 4581X0EL8<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    300000 | PA      | $308525.30    | 0.01%             | 2033-09-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                         | Baxter International Inc                                                        | CUSIP: 071813CL1<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193848.21    | 0.01%             | 2027-02-01      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORP CHRISTI HD                                                         | Cheniere Corpus Christi Holdings LLC                                            | CUSIP: 16412XAG0<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    257000 | PA      | $259804.46    | 0.01%             | 2027-06-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138NXRX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10339 | PA      | $9848.09      | 0.00%             | 2043-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179SSQ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    248117 | PA      | $230214.94    | 0.01%             | 2046-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ3F5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    198131 | PA      | $191473.92    | 0.01%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Southern Copper Corp                                                             | Southern Copper Corp                                                            | CUSIP: 84265VAG0<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145302.00    | 0.00%             | 2042-11-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135CC8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    221000 | PA      | $147822.41    | 0.00%             | 2061-05-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Q7HS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43574 | PA      | $40518.77     | 0.00%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH                                                           | Massachusetts Institute of Technology                                           | CUSIP: 575718AJ0<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |     27000 | PA      | $18528.04     | 0.00%             | 2052-04-01      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                             | CUSIP: 025816DH9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103137.26    | 0.00%             | 2029-07-27      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ4M9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     25841 | PA      | $25505.41     | 0.00%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                                                           | Bunge Ltd Finance Corp                                                          | CUSIP: 120568BF6<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |     85000 | PA      | $83325.32     | 0.00%             | 2034-09-17      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XKQY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    338499 | PA      | $345529.99    | 0.01%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CME GROUP INC                                                                    | CME Group Inc                                                                   | CUSIP: 12572QAL9<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50559.77     | 0.00%             | 2030-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    400000 | PA      | $409719.45    | 0.01%             | 2035-10-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| BEST BUY CO INC                                                                  | Best Buy Co Inc                                                                 | CUSIP: 08652BAB5<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | DBT              | CORP              | US        |    114000 | PA      | $101276.20    | 0.00%             | 2030-10-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER CO                                                         | Tucson Electric Power Co                                                        | CUSIP: 898813AV2<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68390.17     | 0.00%             | 2053-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | American Tower Corp                                                             | CUSIP: 03027XAU4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     87000 | PA      | $86081.73     | 0.00%             | 2029-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    390000 | PA      | $406805.40    | 0.01%             | 2035-01-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | Abbott Laboratories                                                             | CUSIP: 002824AY6<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |     87000 | PA      | $90299.42     | 0.00%             | 2040-05-27      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132XW5W7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20643 | PA      | $19974.13     | 0.00%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FBE0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     67000 | PA      | $63831.75     | 0.00%             | 2028-02-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CMW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    168000 | PA      | $168511.88    | 0.00%             | 2028-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280AH2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $217863.19    | 0.01%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PAA4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    171000 | PA      | $147071.39    | 0.00%             | 2048-02-22      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                                       | Nasdaq Inc                                                                      | CUSIP: 63111XAD3<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     57000 | PA      | $49831.25     | 0.00%             | 2031-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133USKU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4907125 | PA      | $4162881.67   | 0.12%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                    | CUSIP: 29250NBX2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     60000 | PA      | $63117.56     | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                           | CUSIP: 91086QAZ1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    168000 | PA      | $143976.00    | 0.00%             | 2110-10-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                            | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    140000 | PA      | $144069.54    | 0.00%             | 2036-07-21      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748CB6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    175000 | PA      | $178979.13    | 0.01%             | 2031-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XCPY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    458259 | PA      | $423261.80    | 0.01%             | 2036-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SAU                                                         | Telefonica Emisiones SA                                                         | CUSIP: 87938WAU7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    283000 | PA      | $254384.54    | 0.01%             | 2047-03-08      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                                                | Healthpeak OP LLC                                                               | CUSIP: 40414LAR0<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |    107000 | PA      | $103718.81    | 0.00%             | 2029-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 292480AJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     87000 | PA      | $76954.85     | 0.00%             | 2044-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                                                | Store Capital LLC                                                               | CUSIP: 862121AB6<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              |  | US        |     75000 | PA      | $74490.28     | 0.00%             | 2029-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FX6<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    257000 | PA      | $248841.57    | 0.01%             | 2030-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    291000 | PA      | $258457.51    | 0.01%             | 2031-10-24      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29273RBJ7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    114000 | PA      | $114772.55    | 0.00%             | 2045-12-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | Oracle Corp                                                                     | CUSIP: 68389XBY0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    359000 | PA      | $246873.30    | 0.01%             | 2060-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                              | Global Payments Inc                                                             | CUSIP: 37940XAR3<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98125.54     | 0.00%             | 2052-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400JK0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75608.96     | 0.00%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                                              | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $130701.68    | 0.00%             | 2031-12-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                 | CUSIP: 23338VAV8<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51748.36     | 0.00%             | 2034-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                                | L3Harris Technologies Inc                                                       | CUSIP: 502431AP4<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203281.10    | 0.01%             | 2027-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | Sysco Corp                                                                      | CUSIP: 871829BU0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25775.01     | 0.00%             | 2030-09-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                            | Panama Government International Bonds                                           | CUSIP: 698299BM5<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    392000 | PA      | $287728.00    | 0.01%             | 2056-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                            | Republic Services Inc                                                           | CUSIP: 760759AV2<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     75000 | PA      | $69383.69     | 0.00%             | 2030-03-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                               | CUSIP: 478160CM4<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    214000 | PA      | $167650.94    | 0.00%             | 2048-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX Corp                                                                        | CUSIP: 126408HL0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    137000 | PA      | $115763.39    | 0.00%             | 2068-03-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Bank                                                                             | BANK 2019-BNK21                                                                 | CUSIP: 06540BBD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    936000 | PA      | $879477.11    | 0.02%             | 2052-10-17      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                            | Province of Ontario Canada                                                      | CUSIP: 683234AR9<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    341000 | PA      | $298017.25    | 0.01%             | 2030-10-07      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                     | CUSIP: 74340XCA7<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     64000 | PA      | $56115.19     | 0.00%             | 2031-02-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                      | BBCMS Mortgage Trust 2021-C12                                                   | CUSIP: 05552XBG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $356840.84    | 0.01%             | 2054-11-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                               | Royalty Pharma PLC                                                              | CUSIP: 78081BAU7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $99915.10     | 0.00%             | 2035-09-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VGB4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    536000 | PA      | $392995.37    | 0.01%             | 2051-03-22      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF PENNSYLVAN                                                         | Trustees of the University of Pennsylvania/The                                  | CUSIP: 91481CAC4<br>LEI: 549300FG60YK9HZ7DS75 | Long             | DBT              | CORP              | US        |     57000 | PA      | $37464.42     | 0.00%             | 2119-02-15      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| MASS GENERAL BRIGHAM INC                                                         | Mass General Brigham Inc                                                        | CUSIP: 70213HAF5<br>LEI: 5493007Z86EDN0QFYU66 | Long             | DBT              | CORP              | US        |     71000 | PA      | $47360.86     | 0.00%             | 2060-07-01      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| TRANE TECHNOLOGIES HOLDC                                                         | Trane Technologies Holdco Inc                                                   | CUSIP: 45687AAN2<br>LEI: 549300UCF0D858BIOV83 | Long             | DBT              | CORP              | US        |     87000 | PA      | $73569.33     | 0.00%             | 2048-02-21      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                                           | Santander Holdings USA Inc                                                      | CUSIP: 80282KAP1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150411.36    | 0.00%             | 2027-07-13      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KBJ8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97743.45     | 0.00%             | 2029-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RKB7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    200000 | PA      | $142205.19    | 0.00%             | 2060-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | Comcast Corp                                                                    | CUSIP: 20030NCL3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    130000 | PA      | $122486.97    | 0.00%             | 2038-10-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                               | Cenovus Energy Inc                                                              | CUSIP: 15135UAX7<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |     91000 | PA      | $64656.75     | 0.00%             | 2052-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                               | CUSIP: 24703DBT7<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99552.96     | 0.00%             | 2032-10-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MDKW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1739 | PA      | $1721.86      | 0.00%             | 2027-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                            | Novartis Capital Corp                                                           | CUSIP: 66989HAV0<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73339.59     | 0.00%             | 2034-09-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                                            | American Homes 4 Rent LP                                                        | CUSIP: 02666TAF4<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |     50000 | PA      | $40066.69     | 0.00%             | 2052-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                         | Occidental Petroleum Corp                                                       | CUSIP: 674599DL6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    300000 | PA      | $313643.40    | 0.01%             | 2046-03-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| ADVENT HEALTH SYSTEM                                                             | Adventist Health System/West                                                    | CUSIP: 007944AG6<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | CORP              | US        |     70000 | PA      | $47982.78     | 0.00%             | 2049-03-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                                       | Nucor Corp                                                                      | CUSIP: 670346AY1<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |     79000 | PA      | $79359.57     | 0.00%             | 2027-05-23      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                     | AutoZone Inc                                                                    | CUSIP: 053332BJ0<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51420.57     | 0.00%             | 2029-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                                  | Caterpillar Inc                                                                 | CUSIP: 149123BS9<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    206000 | PA      | $207895.54    | 0.01%             | 2041-05-27      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833EW6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     80000 | PA      | $77795.11     | 0.00%             | 2053-05-10      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| VIATRIS INC                                                                      | Viatris Inc                                                                     | CUSIP: 92556VAD8<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    200000 | PA      | $180082.46    | 0.01%             | 2030-06-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                                    | Amphenol Corp                                                                   | CUSIP: 032095AP6<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25795.28     | 0.00%             | 2029-04-05      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    450000 | PA      | $408248.65    | 0.01%             | 2032-04-22      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | Nutrien Ltd                                                                     | CUSIP: 67077MAE8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     87000 | PA      | $86816.44     | 0.00%             | 2026-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 3622AABE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    105810 | PA      | $102496.08    | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COLGATE-PALMOLIVE CO                                                             | Colgate-Palmolive Co                                                            | CUSIP: 194162AS2<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20395.89     | 0.00%             | 2033-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810QC5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1122500 | PA      | $1130831.06   | 0.03%             | 2039-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES                                                           | CenterPoint Energy Resources Corp                                               | CUSIP: 15189WAP5<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98726.96     | 0.00%             | 2032-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                                                           | Westinghouse Air Brake Technologies Corp                                        | CUSIP: 960386AM2<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    137000 | PA      | $138909.39    | 0.00%             | 2028-09-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| HACKENSACK MERIDIAN HLTH                                                         | Hackensack Meridian Health Inc                                                  | CUSIP: 404530AC1<br>LEI: 5493001CB3OCWTEJY668 | Long             | DBT              | CORP              | US        |     69000 | PA      | $49156.94     | 0.00%             | 2041-09-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140CF5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    110000 | PA      | $113196.43    | 0.00%             | 2030-02-10      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                | CUSIP: 02209SBQ5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26401.86     | 0.00%             | 2028-11-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWDC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  16997976 | PA      | $13763948.04  | 0.39%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 312936RV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1355 | PA      | $1366.55      | 0.00%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                               | Athene Holding Ltd                                                              | CUSIP: 04686JAL5<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    105000 | PA      | $112365.08    | 0.00%             | 2055-05-19      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                                            | Rio Tinto Finance USA PLC                                                       | CUSIP: 76720AAD8<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |     62000 | PA      | $57986.64     | 0.00%             | 2042-03-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                 | Bank of Montreal                                                                | CUSIP: 06368L3K0<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $76648.34     | 0.00%             | 2027-06-04      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                           | Marriott International Inc/MD                                                   | CUSIP: 571903BN2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51922.55     | 0.00%             | 2028-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VCD3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     70000 | PA      | $73155.88     | 0.00%             | 2033-01-31      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                                                | Hyatt Hotels Corp                                                               | CUSIP: 448579AJ1<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     87000 | PA      | $90491.18     | 0.00%             | 2030-04-23      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418ECT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    630111 | PA      | $563757.36    | 0.02%             | 2037-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                                                              | Cheniere Energy Inc                                                             | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199374.72    | 0.01%             | 2028-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EXZ7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50817.08     | 0.00%             | 2028-01-07      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc                                                            | Quest Diagnostics Inc                                                           | CUSIP: 74834LBA7<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |     87000 | PA      | $87079.96     | 0.00%             | 2029-06-30      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                           | Marriott International Inc/MD                                                   | CUSIP: 571903BS1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102272.42    | 0.00%             | 2035-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31417GHQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24841 | PA      | $22835.02     | 0.00%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CBS3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90418.48     | 0.00%             | 2028-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                | Eversource Energy                                                               | CUSIP: 30040WAP3<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     67000 | PA      | $61958.93     | 0.00%             | 2032-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                          | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550BK1<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49768.28     | 0.00%             | 2041-09-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| THE CAMPBELLS COMPANY                                                            | Campbell's Company/The                                                          | CUSIP: 134429BR9<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23145.46     | 0.00%             | 2054-10-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES                                                           | CenterPoint Energy Resources Corp                                               | CUSIP: 15189YAG1<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    140000 | PA      | $143607.65    | 0.00%             | 2028-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| PILGRIM'S PRIDE CORP                                                             | Pilgrim's Pride Corp                                                            | CUSIP: 72147KAK4<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    125000 | PA      | $133430.00    | 0.00%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PDU7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    235000 | PA      | $242127.64    | 0.01%             | 2029-07-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                | Eversource Energy                                                               | CUSIP: 30040WAY4<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25243.48     | 0.00%             | 2027-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                                                           | GE HealthCare Technologies Inc                                                  | CUSIP: 36267VAF0<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    400000 | PA      | $412257.10    | 0.01%             | 2027-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752AT0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     61000 | PA      | $59255.65     | 0.00%             | 2032-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140BT6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     63000 | PA      | $58755.98     | 0.00%             | 2028-08-12      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9551000 | PA      | $9388334.53   | 0.26%             | 2055-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| EVERGY METRO                                                                     | Evergy Metro Inc                                                                | CUSIP: 30037DAE5<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75796.26     | 0.00%             | 2035-08-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    281000 | PA      | $250696.28    | 0.01%             | 2032-10-20      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CKU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5204687.50   | 0.15%             | 2031-05-31      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ3Z1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8405 | PA      | $8505.62      | 0.00%             | 2048-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                                              | Estee Lauder Cos Inc/The                                                        | CUSIP: 29736RAT7<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100190.21    | 0.00%             | 2033-05-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                                             | Parker-Hannifin Corp                                                            | CUSIP: 70109HAM7<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     87000 | PA      | $84332.32     | 0.00%             | 2034-11-21      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ2C3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     84821 | PA      | $79320.60     | 0.00%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                     | NiSource Inc                                                                    | CUSIP: 65473PAR6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52031.70     | 0.00%             | 2054-11-30      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 3618N5TQ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3390795 | PA      | $3497857.92   | 0.10%             | 2055-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| F&G ANNUITIES & LIFE INC                                                         | F&G Annuities & Life Inc                                                        | CUSIP: 30190AAF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $26065.19     | 0.00%             | 2029-06-04      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MEF7<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    171000 | PA      | $188862.60    | 0.01%             | 2038-03-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                     | Synopsys Inc                                                                    | CUSIP: 871607AA5<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150881.91    | 0.00%             | 2027-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| NEWMONT / NEWCREST FIN                                                           | Newmont Corp / Newcrest Finance Pty Ltd                                         | CUSIP: 65163LAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $52151.82     | 0.00%             | 2034-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076CS9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203082.18    | 0.01%             | 2032-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Valmont Industries Inc                                                           | Valmont Industries Inc                                                          | CUSIP: 920253AF8<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | DBT              | CORP              | US        |    171000 | PA      | $159836.86    | 0.00%             | 2044-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                                      | Phillips 66                                                                     | CUSIP: 718546AR5<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74592.41     | 0.00%             | 2028-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                            | Uber Technologies Inc                                                           | CUSIP: 90353TAQ3<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    175000 | PA      | $169790.06    | 0.00%             | 2054-09-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| Darden Restaurants Inc                                                           | Darden Restaurants Inc                                                          | CUSIP: 237194AM7<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41547.40     | 0.00%             | 2048-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FBH3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    300000 | PA      | $272853.80    | 0.01%             | 2031-02-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                         | BHP Billiton Finance USA Ltd                                                    | CUSIP: 055451BC1<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    125000 | PA      | $128572.31    | 0.00%             | 2028-09-08      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| San Joaquin Hills Transportation Corridor Agency                                 | SAN JOAQUIN HILLS CA TRANSPRTN CORRIDOR AGY TOLL ROAD REV                       | CUSIP: 798111HM5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $57202.50     | 0.00%             | 2050-01-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PacifiCorp                                                                      | CUSIP: 695114DC9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51835.17     | 0.00%             | 2031-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                                                 | Progressive Corp/The                                                            | CUSIP: 743315AS2<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     87000 | PA      | $73248.25     | 0.00%             | 2047-04-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31417G3Y0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29232 | PA      | $26871.18     | 0.00%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WJ6C7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4626 | PA      | $4448.96      | 0.00%             | 2047-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    440000 | PA      | $442925.47    | 0.01%             | 2035-10-23      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| GEORGETOWN UNIVERSITY                                                            | Georgetown University/The                                                       | CUSIP: 37310PAB7<br>LEI: 549300GCL3B0KVXSX752 | Long             | DBT              | CORP              | US        |     62000 | PA      | $55403.85     | 0.00%             | 2118-10-01      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                        | CUSIP: 341081GE1<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    200000 | PA      | $129230.11    | 0.00%             | 2051-12-04      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWBP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10541268 | PA      | $8561741.71   | 0.24%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A3G5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $78328.59     | 0.00%             | 2032-01-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WKUL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    105126 | PA      | $101167.79    | 0.00%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680BK8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     75000 | PA      | $79022.32     | 0.00%             | 2030-11-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Metropolitan Water Reclamation District of Greater Chicago                       | CHICAGO IL MET WTR RECLAMATION DIST GREATER CHICAGO                             | CUSIP: 167560PL9<br>LEI: 254900GOGQEZEWCZ4D37 | Long             | DBT              | MUN               | US        |     70000 | PA      | $73082.86     | 0.00%             | 2038-12-01      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 36200AJD2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2572 | PA      | $2634.50      | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UDR INC                                                                          | UDR Inc                                                                         | CUSIP: 90265EAU4<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              |  | US        |     87000 | PA      | $71033.32     | 0.00%             | 2033-03-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418D5B4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    326955 | PA      | $292860.70    | 0.01%             | 2036-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJZR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     43277 | PA      | $40488.38     | 0.00%             | 2047-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                                         | Province of British Columbia Canada                                             | CUSIP: 110709AQ5<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    270000 | PA      | $276149.74    | 0.01%             | 2035-06-11      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 912828Z78<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6395000 | PA      | $6214141.41   | 0.17%             | 2027-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                  | AstraZeneca PLC                                                                 | CUSIP: 046353AG3<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $86944.54     | 0.00%             | 2042-09-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                                                      | NVIDIA Corp                                                                     | CUSIP: 67066GAJ3<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |     52000 | PA      | $39432.94     | 0.00%             | 2060-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                                                 | Black Hills Corp                                                                | CUSIP: 092113AT6<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |     55000 | PA      | $50654.73     | 0.00%             | 2030-06-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                     | CUSIP: 438516CJ3<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102240.35    | 0.00%             | 2028-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XFH4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50605.41     | 0.00%             | 2027-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    324000 | PA      | $256617.95    | 0.01%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YBN4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    135000 | PA      | $127126.78    | 0.00%             | 2063-05-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179WVU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1252875 | PA      | $1079129.85   | 0.03%             | 2052-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCH1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302939.88    | 0.01%             | 2027-07-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                           | CUSIP: 91087BAL4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    390000 | PA      | $320287.50    | 0.01%             | 2051-04-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VCL5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152458.13    | 0.00%             | 2036-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                                                              | Dollar General Corp                                                             | CUSIP: 256677AN5<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35816.94     | 0.00%             | 2028-07-05      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| COMMUNITY HEALTH NETWORK                                                         | Community Health Network Inc                                                    | CUSIP: 20369EAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $48483.76     | 0.00%             | 2050-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: —       |
| IBM INTERNAT CAPITAL                                                             | IBM International Capital Pte Ltd                                               | CUSIP: 449276AE4<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |    100000 | PA      | $101298.09    | 0.00%             | 2034-02-05      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                          | Southern Co Gas Capital Corp                                                    | CUSIP: 8426EPAG3<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52989.96     | 0.00%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F0226A8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1125000 | PA      | $947632.05    | 0.03%             | 2055-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179XND4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    480959 | PA      | $455815.80    | 0.01%             | 2052-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967PL9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    250000 | PA      | $259244.49    | 0.01%             | 2035-06-11      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179S2P1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     85034 | PA      | $78291.95     | 0.00%             | 2047-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6895000 | PA      | $4498448.86   | 0.13%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| HP INC                                                                           | HP Inc                                                                          | CUSIP: 40434LAB1<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98090.19     | 0.00%             | 2027-06-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                                            | Rio Tinto Finance USA PLC                                                       | CUSIP: 76720AAS5<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    110000 | PA      | $112723.20    | 0.00%             | 2030-03-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                        | CUSIP: 298785KG0<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    555000 | PA      | $571965.48    | 0.02%             | 2030-03-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140JLL28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     80175 | PA      | $76958.62     | 0.00%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JB HUNT TRANSPRT SVCS                                                            | JB Hunt Transport Services Inc                                                  | CUSIP: 445658CG0<br>LEI: 549300XCD1MPI1C5GK90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204105.09    | 0.01%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XEU6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    145000 | PA      | $149729.01    | 0.00%             | 2029-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076DC3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    270000 | PA      | $276497.23    | 0.01%             | 2029-06-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBZ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103322.27    | 0.00%             | 2032-07-22      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| Entergy Mississippi LLC                                                          | Entergy Mississippi LLC                                                         | CUSIP: 29364NAT5<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |     87000 | PA      | $84444.73     | 0.00%             | 2028-06-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                                                      | Netflix Inc                                                                     | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    200000 | PA      | $210898.60    | 0.01%             | 2028-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                   | CUSIP: 501044DP3<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91511.43     | 0.00%             | 2030-05-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: —       |
| THERMO FISHER SCIENTIFIC                                                         | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556BG6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50077.97     | 0.00%             | 2044-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BV6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     85000 | PA      | $86259.84     | 0.00%             | 2028-01-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140GVKY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12384 | PA      | $12228.16     | 0.00%             | 2032-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822CN2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $204442.93    | 0.01%             | 2028-09-13      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                       | CUSIP: 911312BM7<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     87000 | PA      | $85561.71     | 0.00%             | 2027-11-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAQ3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     71000 | PA      | $67842.22     | 0.00%             | 2032-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X9VZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1114870 | PA      | $903172.20    | 0.03%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MMX24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     42805 | PA      | $42250.36     | 0.00%             | 2033-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ETQU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33330 | PA      | $32569.26     | 0.00%             | 2031-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                             | CUSIP: 025816ED7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152363.92    | 0.00%             | 2029-04-25      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29273VAQ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    185000 | PA      | $193923.00    | 0.01%             | 2033-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                   | CUSIP: 501044DE8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    171000 | PA      | $168619.05    | 0.00%             | 2026-10-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: —       |
| AEP TEXAS INC                                                                    | AEP Texas Inc                                                                   | CUSIP: 00108WAK6<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    100000 | PA      | $69316.22     | 0.00%             | 2050-01-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PAR3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    120000 | PA      | $128529.18    | 0.00%             | 2036-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179RF87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     68715 | PA      | $62391.59     | 0.00%             | 2045-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                                              | FS KKR Capital Corp                                                             | CUSIP: 302635AM9<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52527.91     | 0.00%             | 2029-01-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J7S30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     75115 | PA      | $70585.75     | 0.00%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                    | AEP Texas Inc                                                                   | CUSIP: 00108WAP5<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69818.99     | 0.00%             | 2032-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                         | Visa Inc                                                                        | CUSIP: 92826CAE2<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     87000 | PA      | $84058.49     | 0.00%             | 2035-12-14      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    240000 | PA      | $227731.16    | 0.01%             | 2029-06-01      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680BF9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     50000 | PA      | $56021.24     | 0.00%             | 2051-01-15      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138AWMK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9530 | PA      | $9268.32      | 0.00%             | 2041-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                                              | Moody's Corp                                                                    | CUSIP: 615369AW5<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     73000 | PA      | $64149.44     | 0.00%             | 2031-08-19      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XASY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    493027 | PA      | $403322.12    | 0.01%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                 | CUSIP: 4581X0CY2<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    171000 | PA      | $167155.76    | 0.00%             | 2027-07-07      | Fixed         | 2.38%                 | No            |                  2 | On Loan: —       |
| LANDWIRTSCH. RENTENBANK                                                          | Landwirtschaftliche Rentenbank                                                  | CUSIP: 515110BY9<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |    341000 | PA      | $296891.63    | 0.01%             | 2030-09-03      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NEJ6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103746.73    | 0.00%             | 2034-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| KEY BANK NA                                                                      | KeyBank NA/Cleveland OH                                                         | CUSIP: 49327M3H5<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251610.77    | 0.01%             | 2033-01-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 6174468X0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    300000 | PA      | $261818.32    | 0.01%             | 2032-04-28      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                                | General Mills Inc                                                               | CUSIP: 370334CT9<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    130000 | PA      | $131746.60    | 0.00%             | 2033-03-29      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| American Tower Corp                                                              | American Tower Corp                                                             | CUSIP: 03027XAP5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     50000 | PA      | $49518.40     | 0.00%             | 2027-07-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                          | BAY AREA CA TOLL AUTH TOLL BRIDGE REVENUE                                       | CUSIP: 072024XW7<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |     95000 | PA      | $63310.48     | 0.00%             | 2055-04-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 913017CX5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    214000 | PA      | $189140.70    | 0.01%             | 2048-11-16      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                                           | Brixmor Operating Partnership LP                                                | CUSIP: 11120BAA5<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |     50000 | PA      | $52280.25     | 0.00%             | 2035-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251163.34    | 0.01%             | 2030-09-19      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                           | Roper Technologies Inc                                                          | CUSIP: 776696AK2<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30140.14     | 0.00%             | 2028-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 3617J3E56<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     15271 | PA      | $14777.01     | 0.00%             | 2048-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Dupont De Nemours Inc                                                            | DuPont de Nemours Inc                                                           | CUSIP: 26078JAF7<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |    257000 | PA      | $254082.11    | 0.01%             | 2048-11-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132LAS94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    107509 | PA      | $103369.81    | 0.00%             | 2048-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QRHU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    390057 | PA      | $396022.66    | 0.01%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                         | Constellation Brands Inc                                                        | CUSIP: 21036PAQ1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    130000 | PA      | $129303.27    | 0.00%             | 2026-12-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK NY                                                                     | CUSIP: 64966SGN0<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    100000 | PA      | $98565.56     | 0.00%             | 2037-09-01      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308KU0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    130000 | PA      | $133162.20    | 0.00%             | 2035-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271BB4<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |     70000 | PA      | $63147.10     | 0.00%             | 2053-04-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                                            | RIO TINTO FIN USA PLC                                                           | CUSIP: 76720AAR7<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |     50000 | PA      | $50548.40     | 0.00%             | 2028-03-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                                                            | Evergy Kansas Central Inc                                                       | CUSIP: 30036FAC5<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26903.84     | 0.00%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280DV8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $326733.79    | 0.01%             | 2034-03-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CBF1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     87000 | PA      | $69748.45     | 0.00%             | 2049-06-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076CG5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    155000 | PA      | $90535.99     | 0.00%             | 2051-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                               | CUSIP: 478160CL6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    150000 | PA      | $131994.04    | 0.00%             | 2038-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CAPITAL CORP                                                            | Blue Owl Capital Corp                                                           | CUSIP: 69122JAC0<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68133.58     | 0.00%             | 2027-04-13      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                                                               | Ameren Illinois Co                                                              | CUSIP: 02361DAY6<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |     90000 | PA      | $86389.55     | 0.00%             | 2032-09-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                                              | Estee Lauder Cos Inc/The                                                        | CUSIP: 29736RAU4<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96794.16     | 0.00%             | 2053-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                     | CUSIP: 438516CA2<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     76000 | PA      | $49511.67     | 0.00%             | 2050-06-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                             | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAL0<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     79000 | PA      | $78386.68     | 0.00%             | 2035-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140BZ2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98943.04     | 0.00%             | 2029-08-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Capital One Multi-Asset Execution Trust                                          | Capital One Multi-Asset Execution Trust                                         | CUSIP: 14041NGF2<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $499739.45    | 0.01%             | 2030-09-16      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JAH7<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     87000 | PA      | $87077.88     | 0.00%             | 2040-09-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                                                           | PPL Electric Utilities Corp                                                     | CUSIP: 69351UBA0<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102914.02    | 0.00%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MDJ6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $214623.54    | 0.01%             | 2033-09-14      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME                                                           | Blue Owl Credit Income Corp                                                     | CUSIP: 69120VAW1<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    200000 | PA      | $214739.95    | 0.01%             | 2029-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844BY3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     87000 | PA      | $71894.48     | 0.00%             | 2048-02-28      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | Nutrien Ltd                                                                     | CUSIP: 67077MAN8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $92595.87     | 0.00%             | 2035-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457CT3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72114.74     | 0.00%             | 2064-08-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE ENERGY PARTNERS                                                         | Enbridge Energy Partners LP                                                     | CUSIP: 29250RAX4<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |     70000 | PA      | $82052.72     | 0.00%             | 2045-10-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179WY85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    405738 | PA      | $335426.24    | 0.01%             | 2052-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                              | CUSIP: 756109BG8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |     87000 | PA      | $86912.91     | 0.00%             | 2027-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418FE60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1319485 | PA      | $1298043.28   | 0.04%             | 2039-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179USW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     17379 | PA      | $17601.86     | 0.00%             | 2049-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X6ME8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    307703 | PA      | $288010.81    | 0.01%             | 2048-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TOLL BROS FINANCE CORP                                                           | Toll Brothers Finance Corp                                                      | CUSIP: 88947EAX8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $76833.68     | 0.00%             | 2035-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                                           | Chubb INA Holdings LLC                                                          | CUSIP: 171239AJ5<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     59000 | PA      | $36949.88     | 0.00%             | 2061-12-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: —       |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172DC0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25809.27     | 0.00%             | 2028-09-07      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YBL8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     60000 | PA      | $56873.00     | 0.00%             | 2044-05-17      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179R4E6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    451748 | PA      | $419597.88    | 0.01%             | 2046-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                         | Western Midstream Operating LP                                                  | CUSIP: 958667AA5<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87030.55     | 0.00%             | 2050-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                              | PayPal Holdings Inc                                                             | CUSIP: 70450YAP8<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77331.03     | 0.00%             | 2034-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GJM2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     90000 | PA      | $57994.05     | 0.00%             | 2051-10-24      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                                                            | Evergy Kansas Central Inc                                                       | CUSIP: 30036FAD3<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25459.94     | 0.00%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308JU2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     78000 | PA      | $63871.73     | 0.00%             | 2041-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TMT9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76013.11     | 0.00%             | 2031-10-10      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7400000 | PA      | $6688617.21   | 0.19%             | 2053-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                            | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HAM1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    180000 | PA      | $175475.28    | 0.00%             | 2034-03-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 36180DVC8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11236 | PA      | $10524.40     | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                          | CUSIP: 045167EP4<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    341000 | PA      | $316240.38    | 0.01%             | 2029-09-19      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | Commonwealth Edison Co                                                          | CUSIP: 202795HT0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    100000 | PA      | $111401.25    | 0.00%             | 2038-01-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140M2RB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    313450 | PA      | $289361.95    | 0.01%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                            | Micron Technology Inc                                                           | CUSIP: 595112BT9<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     87000 | PA      | $67305.70     | 0.00%             | 2041-11-01      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                  | CUSIP: 617482V92<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    181000 | PA      | $203313.72    | 0.01%             | 2042-07-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023CK9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    130000 | PA      | $97959.19     | 0.00%             | 2049-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH                                                           | Massachusetts Institute of Technology                                           | CUSIP: 575718AH4<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |     56000 | PA      | $32606.40     | 0.00%             | 2051-07-01      | Fixed         | 2.29%                 | No            |                  2 | On Loan: —       |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804GT5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    125000 | PA      | $127284.77    | 0.00%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                         | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556CM2<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    243000 | PA      | $179535.25    | 0.01%             | 2041-10-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Dallas Area Rapid Transit                                                        | DALLAS TX AREA RAPID TRANSIT SALES TAX REVENUE                                  | CUSIP: 235241WM4<br>LEI: 75YWM81F2R6UQGJIEW47 | Long             | DBT              | MUN               | US        |     70000 | PA      | $47967.74     | 0.00%             | 2048-12-01      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                                                             | Republic of Italy Government International Bond                                 | CUSIP: 465410CC0<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    200000 | PA      | $144889.00    | 0.00%             | 2051-05-06      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    800000 | PA      | $784470.82    | 0.02%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FCL3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    175000 | PA      | $179022.85    | 0.01%             | 2032-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804GD0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $58216.87     | 0.00%             | 2050-12-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                             | CUSIP: 459058KY8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    200000 | PA      | $209067.62    | 0.01%             | 2033-11-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA LTD                                                            | Rio Tinto Finance USA Ltd                                                       | CUSIP: 767201AD8<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |    171000 | PA      | $184759.81    | 0.01%             | 2028-07-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 17327CBA0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    310000 | PA      | $316882.55    | 0.01%             | 2036-03-27      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Lennar Corp                                                                      | Lennar Corp                                                                     | CUSIP: 526057CD4<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |    141000 | PA      | $142335.24    | 0.00%             | 2027-11-29      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                                                         | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp              | CUSIP: 505742AS5<br>LEI: N/A                  | Long             | DBT              |  | US        |     25000 | PA      | $25490.00     | 0.00%             | 2030-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PEK4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    250000 | PA      | $220400.68    | 0.01%             | 2052-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X8FV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    334695 | PA      | $308418.62    | 0.01%             | 2050-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OEKB OEST. KONTROLLBANK                                                          | Oesterreichische Kontrollbank AG                                                | CUSIP: 676167CP2<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |     85000 | PA      | $87368.12     | 0.00%             | 2030-01-24      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QHPV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    384670 | PA      | $354472.87    | 0.01%             | 2036-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORP                                                                | Toyota Motor Corp                                                               | CUSIP: 892331AR0<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |     45000 | PA      | $46945.86     | 0.00%             | 2033-07-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Tampa Electric Co                                                                | Tampa Electric Co                                                               | CUSIP: 875127BE1<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |     71000 | PA      | $59564.81     | 0.00%             | 2048-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128M73A2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2415 | PA      | $2507.81      | 0.00%             | 2039-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179MX39<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    182953 | PA      | $168463.35    | 0.00%             | 2043-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Q8C52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    183012 | PA      | $171489.58    | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                           | Marriott International Inc/MD                                                   | CUSIP: 571903AY9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    171000 | PA      | $170428.34    | 0.00%             | 2028-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWGH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    738095 | PA      | $746766.39    | 0.02%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DVLC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    142819 | PA      | $123077.18    | 0.00%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VCK8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    341000 | PA      | $310270.20    | 0.01%             | 2046-08-21      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XAU2<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     60000 | PA      | $39296.37     | 0.00%             | 2050-07-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J92G5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43703 | PA      | $42035.73     | 0.00%             | 2047-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                 | CUSIP: 125523CM0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    175000 | PA      | $157452.04    | 0.00%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                     | CUSIP: 438516CE4<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    171000 | PA      | $164247.88    | 0.00%             | 2027-03-01      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280ED7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $207520.64    | 0.01%             | 2030-03-04      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                        | CUSIP: 345397D67<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $213775.11    | 0.01%             | 2033-11-07      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748CE0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49579.85     | 0.00%             | 2044-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH OF NEW YORK & NEW JERSEY NY                                           | CUSIP: 73358XCN0<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     70000 | PA      | $45740.87     | 0.00%             | 2060-07-15      | Fixed         | 3.18%                 | No            |                  2 | On Loan: —       |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FCE9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76380.23     | 0.00%             | 2028-04-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                                   | Fannie Mae-Aces                                                                 | CUSIP: 3136BGFQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    511000 | PA      | $446936.13    | 0.01%             | 2031-07-25      | Variable      | 1.71%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CHJ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2350000 | PA      | $2351009.77   | 0.07%             | 2030-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Aetna Inc                                                                        | Aetna Inc                                                                       | CUSIP: 00817YAG3<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    175000 | PA      | $193452.36    | 0.01%             | 2037-12-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308KW6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50696.20     | 0.00%             | 2028-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WGRR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7361 | PA      | $7081.80      | 0.00%             | 2046-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CKN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5204687.50   | 0.15%             | 2031-04-30      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076BP6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    150000 | PA      | $106801.92    | 0.00%             | 2056-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ERV49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     60987 | PA      | $57676.90     | 0.00%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162AW0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $111486.50    | 0.00%             | 2037-06-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QCQ7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51760.18     | 0.00%             | 2034-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MDP2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $210933.57    | 0.01%             | 2034-07-09      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XDW3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201832.97    | 0.01%             | 2027-04-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Louisiana Local Government Environmental Facilities & Community Development Auth | LOUISIANA ST LOCAL GOVT ENVRNMNTL FACS & CMNTY DEV AUTH                         | CUSIP: 54627RAT7<br>LEI: 5493004WIZ1HV87IVF85 | Long             | DBT              | MUN               | US        |    125000 | PA      | $128288.55    | 0.00%             | 2039-12-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BROADSTONE NET LEASE LLC                                                         | Broadstone Net Lease LLC                                                        | CUSIP: 11134GAA8<br>LEI: 54930089IBT6J4WBTI50 | Long             | DBT              |  | US        |     25000 | PA      | $24850.69     | 0.00%             | 2032-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Trimble Inc                                                                      | Trimble Inc                                                                     | CUSIP: 896239AC4<br>LEI: 549300E2MI7NSZFQWS19 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76382.45     | 0.00%             | 2028-06-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J82T9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     99803 | PA      | $99920.74     | 0.00%             | 2046-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                 | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CK3<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    150000 | PA      | $137023.02    | 0.00%             | 2032-05-28      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YBQ7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100099.33    | 0.00%             | 2030-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YBS3<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202285.09    | 0.01%             | 2035-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                      | Southern Co/The                                                                 | CUSIP: 842587EB9<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53280.10     | 0.00%             | 2055-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                                            | Becton Dickinson & Co                                                           | CUSIP: 075887BW8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    279000 | PA      | $277117.53    | 0.01%             | 2027-06-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CCB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9196000 | PA      | $8188391.43   | 0.23%             | 2031-05-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                           | CUSIP: 882508BV5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35602.72     | 0.00%             | 2028-02-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                  | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    410000 | PA      | $406446.12    | 0.01%             | 2029-01-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| JUNIPER NETWORKS INC                                                             | Juniper Networks Inc                                                            | CUSIP: 48203RAM6<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | DBT              | CORP              | US        |     87000 | PA      | $84950.09     | 0.00%             | 2029-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                              | PayPal Holdings Inc                                                             | CUSIP: 70450YAD5<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    171000 | PA      | $168907.96    | 0.00%             | 2026-10-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    235000 | PA      | $242070.17    | 0.01%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36202FJQ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6120 | PA      | $6156.02      | 0.00%             | 2040-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 949746NL1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51758.92     | 0.00%             | 2036-12-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                       | FedEx Corp                                                                      | CUSIP: 31428XCD6<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    109000 | PA      | $98031.47     | 0.00%             | 2031-05-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119BZ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    214000 | PA      | $196021.70    | 0.01%             | 2049-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                                          | Shell International Finance BV                                                  | CUSIP: 822582CL4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $66486.69     | 0.00%             | 2051-11-26      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                | Eversource Energy                                                               | CUSIP: 30040WAL2<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     87000 | PA      | $78443.01     | 0.00%             | 2031-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Rutgers The State University of New Jersey                                       | RUTGERS NJ ST UNIV                                                              | CUSIP: 783186UJ6<br>LEI: 549300BOYDHNW8J60112 | Long             | DBT              | MUN               | US        |     80000 | PA      | $65489.90     | 0.00%             | 2043-05-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| LENNOX INTERNATIONAL INC                                                         | Lennox International Inc                                                        | CUSIP: 526107AF4<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47791.31     | 0.00%             | 2027-08-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                                              | Cardinal Health Inc                                                             | CUSIP: 14149YBV9<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50297.65     | 0.00%             | 2035-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| County of Clark Department of Aviation                                           | CLARK CNTY NV ARPT REVENUE                                                      | CUSIP: 18085PMT8<br>LEI: 549300LDD8NZB2EOVG83 | Long             | DBT              | MUN               | US        |     95000 | PA      | $106495.17    | 0.00%             | 2045-07-01      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| AVNET INC                                                                        | Avnet Inc                                                                       | CUSIP: 053807AU7<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |     87000 | PA      | $78753.53     | 0.00%             | 2031-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                                         | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBE1<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    130000 | PA      | $110277.04    | 0.00%             | 2044-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                                                    | McKesson Corp                                                                   | CUSIP: 581557BV6<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25104.70     | 0.00%             | 2029-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                                           | Chubb INA Holdings LLC                                                          | CUSIP: 171239AM8<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    145000 | PA      | $145861.96    | 0.00%             | 2035-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WGRV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7963 | PA      | $7779.98      | 0.00%             | 2031-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                           | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664DB4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    350000 | PA      | $274570.05    | 0.01%             | 2052-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                       | Zoetis Inc                                                                      | CUSIP: 98978VAS2<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     71000 | PA      | $64562.51     | 0.00%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                           | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664DA6<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    150000 | PA      | $140286.06    | 0.00%             | 2032-03-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| D.R. HORTON INC                                                                  | DR Horton Inc                                                                   | CUSIP: 23331ABP3<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    171000 | PA      | $162233.24    | 0.00%             | 2027-10-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F0324A9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    381000 | PA      | $369084.10    | 0.01%             | 2040-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XDP8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    168000 | PA      | $158972.01    | 0.00%             | 2028-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BD                                                         | Apollo Debt Solutions BDC                                                       | CUSIP: 03770DAD5<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105981.15    | 0.00%             | 2031-07-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                           | CUSIP: 89788MAL6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    280000 | PA      | $284212.60    | 0.01%             | 2029-01-26      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    400000 | PA      | $363525.46    | 0.01%             | 2032-04-22      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J9EY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    261533 | PA      | $240390.26    | 0.01%             | 2044-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                                                    | J M Smucker Co/The                                                              | CUSIP: 832696AP3<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |     87000 | PA      | $73305.43     | 0.00%             | 2045-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                                           | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HBF4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     40000 | PA      | $40057.19     | 0.00%             | 2028-08-19      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                            | CUSIP: 693475AZ8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    271000 | PA      | $253282.14    | 0.01%             | 2030-01-22      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Grand Parkway Transportation Corp                                                | GRAND PARKWAY TRANSPRTN CORP TX SYS TOLL REVENUE                                | CUSIP: 38611TDL8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $139821.49    | 0.00%             | 2052-10-01      | Fixed         | 3.24%                 | No            |                  2 | On Loan: —       |
| ArcelorMittal                                                                    | ArcelorMittal SA                                                                | CUSIP: 03938LAS3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $108543.87    | 0.00%             | 2041-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132LAUF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13709 | PA      | $13535.31     | 0.00%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                         | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556CK6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     67000 | PA      | $62697.70     | 0.00%             | 2028-10-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46625HJZ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     87000 | PA      | $87050.25     | 0.00%             | 2026-12-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XCD5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    262000 | PA      | $250493.83    | 0.01%             | 2028-03-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400JH7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     80000 | PA      | $77636.28     | 0.00%             | 2055-03-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| KELLANOVA                                                                        | Kellanova                                                                       | CUSIP: 487836CA4<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25298.55     | 0.00%             | 2054-05-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Waste Management Inc                                                             | Waste Management Inc                                                            | CUSIP: 94106LBE8<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    171000 | PA      | $168141.98    | 0.00%             | 2027-11-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                 | CUSIP: 4581X0EW4<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    400000 | PA      | $404984.10    | 0.01%             | 2035-07-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132D6NZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1042959 | PA      | $964337.85    | 0.03%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MCCORMICK & CO                                                                   | McCormick & Co Inc/MD                                                           | CUSIP: 579780AN7<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98837.80     | 0.00%             | 2027-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F0506A9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6042437 | PA      | $5992025.91   | 0.17%             | 2055-10-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                            | Novartis Capital Corp                                                           | CUSIP: 66989HAQ1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     87000 | PA      | $84951.38     | 0.00%             | 2027-02-14      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XCXY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1192034 | PA      | $1012924.63   | 0.03%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                               | Ford Motor Co                                                                   | CUSIP: 345370CA6<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    100000 | PA      | $110606.02    | 0.00%             | 2031-07-16      | Fixed         | 7.45%                 | No            |                  2 | On Loan: —       |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                | CUSIP: 05526DBS3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    200000 | PA      | $182730.16    | 0.01%             | 2031-03-25      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448GB8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51073.52     | 0.00%             | 2030-02-07      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                                           | Mondelez International Inc                                                      | CUSIP: 609207AY1<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |     87000 | PA      | $74292.14     | 0.00%             | 2032-10-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CKJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5650000 | PA      | $5719742.19   | 0.16%             | 2027-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                                           | Fairfax Financial Holdings Ltd                                                  | CUSIP: 303901BR2<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    135000 | PA      | $142676.40    | 0.00%             | 2054-03-22      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BR4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    349000 | PA      | $324534.43    | 0.01%             | 2030-02-25      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust                                       | JPMDB Commercial Mortgage Securities Trust 2017-C7                              | CUSIP: 46648KAU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1021000 | PA      | $998403.23    | 0.03%             | 2050-10-15      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                | Atmos Energy Corp                                                               | CUSIP: 049560AL9<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     74000 | PA      | $63402.61     | 0.00%             | 2043-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                                              | Moody's Corp                                                                    | CUSIP: 615369AY1<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     74000 | PA      | $56382.33     | 0.00%             | 2052-02-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK Inc                                                                       | CUSIP: 682680AT0<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    171000 | PA      | $148335.02    | 0.00%             | 2047-07-13      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | Northrop Grumman Corp                                                           | CUSIP: 666807BP6<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    257000 | PA      | $209400.65    | 0.01%             | 2047-10-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                                                           | Mid-America Apartments LP                                                       | CUSIP: 59523UAU1<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |     66000 | PA      | $42471.67     | 0.00%             | 2051-09-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP                                                             | Western Digital Corp                                                            | CUSIP: 958102AQ8<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |     74000 | PA      | $69571.30     | 0.00%             | 2029-02-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138W9GM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16918 | PA      | $15546.66     | 0.00%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA G&E CO                                                                  | Oklahoma Gas and Electric Co                                                    | CUSIP: 678858BY6<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74893.35     | 0.00%             | 2053-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NDN8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    281000 | PA      | $242949.03    | 0.01%             | 2031-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YFV2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    345000 | PA      | $348736.10    | 0.01%             | 2055-11-19      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL                                                          | Raymond James Financial Inc                                                     | CUSIP: 754730AJ8<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44506.75     | 0.00%             | 2035-09-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI LLC                                                          | Entergy Mississippi LLC                                                         | CUSIP: 29366WAA4<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |     87000 | PA      | $67210.97     | 0.00%             | 2049-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DUAF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    357776 | PA      | $373891.27    | 0.01%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                 | Bank of Montreal                                                                | CUSIP: 06368MJG0<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     65000 | PA      | $66265.55     | 0.00%             | 2029-01-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                              | CommonSpirit Health                                                             | CUSIP: 20268JAM5<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     69000 | PA      | $75324.32     | 0.00%             | 2052-11-01      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| METHODIST HOSPITAL/THE                                                           | Methodist Hospital/The                                                          | CUSIP: 591539AA9<br>LEI: 549300Y1E42JLBRENF23 | Long             | DBT              | CORP              | US        |     77000 | PA      | $48008.98     | 0.00%             | 2050-12-01      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ETQT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35124 | PA      | $34296.47     | 0.00%             | 2031-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                      | Equinor ASA                                                                     | CUSIP: 29446MAH5<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    171000 | PA      | $132897.08    | 0.00%             | 2050-04-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3142GSMD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4704991 | PA      | $4690754.56   | 0.13%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FACTSET RESEARCH SYSTEMS                                                         | FactSet Research Systems Inc                                                    | CUSIP: 303075AB1<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | DBT              | CORP              | US        |     70000 | PA      | $64671.28     | 0.00%             | 2032-03-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue            | UNIV OF CALIFORNIA CA RGTS MED CENTER POOLED REVENUE                            | CUSIP: 913366KW9<br>LEI: RRR42I7GG51DB5HDQR14 | Long             | DBT              | MUN               | US        |     85000 | PA      | $73180.12     | 0.00%             | 2053-05-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                         | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAY1<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $198135.52    | 0.01%             | 2036-09-22      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804GB4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57268.65     | 0.00%             | 2029-07-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                               | Royalty Pharma PLC                                                              | CUSIP: 78081BAK9<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $89779.65     | 0.00%             | 2030-09-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AT6<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |     25000 | PA      | $23429.03     | 0.00%             | 2029-12-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                              | CUSIP: 756109BT0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |     60000 | PA      | $60808.02     | 0.00%             | 2033-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179RBX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    166064 | PA      | $155082.73    | 0.00%             | 2045-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DSWD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1171685 | PA      | $1207651.56   | 0.03%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179XQX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2021995 | PA      | $2051474.28   | 0.06%             | 2053-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WFWW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24807 | PA      | $24291.23     | 0.00%             | 2030-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                         | CUSIP: 828807DF1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    187000 | PA      | $175555.17    | 0.00%             | 2029-09-13      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                               | CUSIP: 49456BAS0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    100000 | PA      | $66309.28     | 0.00%             | 2050-08-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                | Eversource Energy                                                               | CUSIP: 30040WAH1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     71000 | PA      | $50823.32     | 0.00%             | 2050-01-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAM6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    171000 | PA      | $151040.60    | 0.00%             | 2041-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                         | CUSIP: 808513CH6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    200000 | PA      | $217857.83    | 0.01%             | 2034-08-24      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| JD.COM INC                                                                       | JD.com Inc                                                                      | CUSIP: 47215PAE6<br>LEI: 549300HVTWB0GJZ16V92 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $193630.00    | 0.01%             | 2030-01-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| Oglethorpe Power Corp                                                            | Oglethorpe Power Corp                                                           | CUSIP: 677050AH9<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |     60000 | PA      | $55785.63     | 0.00%             | 2050-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                    | AEP Texas Inc                                                                   | CUSIP: 00108WAM2<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90179.36     | 0.00%             | 2030-07-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                     | CUSIP: 438516BU9<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    257000 | PA      | $244806.18    | 0.01%             | 2029-08-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ARES MANAGEMENT CORP                                                             | Ares Management Corp                                                            | CUSIP: 03990BAB7<br>LEI: 529900JUV61FH7B8VW38 | Long             | DBT              | CORP              | US        |     85000 | PA      | $82200.47     | 0.00%             | 2054-10-11      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J9FC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1010351 | PA      | $973055.02    | 0.03%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179NBB3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     21253 | PA      | $20110.98     | 0.00%             | 2043-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132D6N55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    984289 | PA      | $910054.08    | 0.03%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    347000 | PA      | $339703.46    | 0.01%             | 2028-02-24      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FBZ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152590.84    | 0.00%             | 2027-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NiSource Inc                                                                    | CUSIP: 65473QBB8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72855.76     | 0.00%             | 2043-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XD6J0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    660656 | PA      | $564042.87    | 0.02%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                        | CUSIP: 26442UAV6<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50200.04     | 0.00%             | 2055-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 63743HFM9<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50483.40     | 0.00%             | 2027-02-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| OAKTREE SPECIALTY LEND                                                           | Oaktree Specialty Lending Corp                                                  | CUSIP: 67401PAD0<br>LEI: 549300J6MGCEU5928620 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103424.69    | 0.00%             | 2029-02-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| TRACTOR SUPPLY CO                                                                | Tractor Supply Co                                                               | CUSIP: 892356AA4<br>LEI: 549300OJ9VZHZRO6I137 | Long             | DBT              | CORP              | US        |     69000 | PA      | $60662.28     | 0.00%             | 2030-11-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                      | Equinix Inc                                                                     | CUSIP: 29444UBU9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |     75000 | PA      | $71939.63     | 0.00%             | 2032-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | Microsoft Corp                                                                  | CUSIP: 594918BT0<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    171000 | PA      | $140921.21    | 0.00%             | 2046-08-08      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                      | Equinor ASA                                                                     | CUSIP: 29446MAL6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |     35000 | PA      | $35244.68     | 0.00%             | 2028-06-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $229484.82    | 0.01%             | 2033-11-02      | Fixed         | 7.44%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                       | Philippines Government International Bonds                                      | CUSIP: 718286CC9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    300000 | PA      | $293100.00    | 0.01%             | 2028-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RELX CAPITAL INC                                                                 | RELX Capital Inc                                                                | CUSIP: 74949LAG7<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103203.64    | 0.00%             | 2035-03-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VeriSign Inc                                                                     | VeriSign Inc                                                                    | CUSIP: 92343EAL6<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |    171000 | PA      | $171016.27    | 0.00%             | 2027-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MMUC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     22873 | PA      | $22404.20     | 0.00%             | 2030-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                      | Target Corp                                                                     | CUSIP: 87612EBN5<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    120000 | PA      | $78868.24     | 0.00%             | 2052-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QLF84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    437900 | PA      | $413723.72    | 0.01%             | 2036-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418AGR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5979 | PA      | $5868.58      | 0.00%             | 2032-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Lear Corp                                                                        | Lear Corp                                                                       | CUSIP: 521865AZ8<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |     87000 | PA      | $78435.05     | 0.00%             | 2049-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                     | CUSIP: 13645RBE3<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     72000 | PA      | $70121.19     | 0.00%             | 2026-12-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15000000 | PA      | $14960742.15  | 0.42%             | 2034-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J5G78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49062 | PA      | $45993.09     | 0.00%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418D6A5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2121971 | PA      | $1630409.98   | 0.05%             | 2051-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    713000 | PA      | $677337.86    | 0.02%             | 2033-03-17      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                                | Ares Capital Corp                                                               | CUSIP: 04010LBC6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    137000 | PA      | $122718.64    | 0.00%             | 2031-11-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810QQ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1293000 | PA      | $1270524.03   | 0.04%             | 2041-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                                         | Province of British Columbia Canada                                             | CUSIP: 110709AL6<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    300000 | PA      | $310823.74    | 0.01%             | 2029-04-24      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5335000 | PA      | $5368760.52   | 0.15%             | 2030-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TRANE TECH FIN LTD                                                               | Trane Technologies Financing Ltd                                                | CUSIP: 456873AF5<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |     87000 | PA      | $75341.89     | 0.00%             | 2049-03-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457BZ0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    104000 | PA      | $59005.50     | 0.00%             | 2060-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308KH9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    135000 | PA      | $145455.44    | 0.00%             | 2053-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| GLAXOSMITHKLINE CAPITAL                                                          | GLAXOSMITHKLINE CAPITAL                                                         | CUSIP: 377373AM7<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |     50000 | PA      | $50361.34     | 0.00%             | 2027-03-12      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                                         | Air Products and Chemicals Inc                                                  | CUSIP: 009158BF2<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71399.45     | 0.00%             | 2033-03-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                         | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAT2<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $209324.09    | 0.01%             | 2029-01-10      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                         | CUSIP: 55336VBN9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200194.79    | 0.01%             | 2027-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                    | CUSIP: 29250NBR5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    290000 | PA      | $305183.66    | 0.01%             | 2033-03-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XAW8<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     87000 | PA      | $61841.82     | 0.00%             | 2051-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                                                        | Adobe Inc                                                                       | CUSIP: 00724PAC3<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    219000 | PA      | $214353.03    | 0.01%             | 2027-02-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                                               | Steel Dynamics Inc                                                              | CUSIP: 858119BP4<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     44000 | PA      | $30502.50     | 0.00%             | 2050-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNIV SOUTHERN CALIFORNIA                                                         | University of Southern California                                               | CUSIP: 914886AE6<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |     71000 | PA      | $46130.09     | 0.00%             | 2050-10-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CGS4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6000000 | PA      | $5975390.64   | 0.17%             | 2030-03-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBK6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220000 | PA      | $211129.88    | 0.01%             | 2054-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| EASTERN GAS TRAN                                                                 | Eastern Gas Transmission & Storage Inc                                          | CUSIP: 276480AH3<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |    171000 | PA      | $162693.57    | 0.00%             | 2029-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                           | Extra Space Storage LP                                                          | CUSIP: 30225VAR8<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |     30000 | PA      | $31873.35     | 0.00%             | 2031-01-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WEMY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13274 | PA      | $13025.14     | 0.00%             | 2030-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                                                          | Transcontinental Gas Pipe Line Co LLC                                           | CUSIP: 893574AP8<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47675.13     | 0.00%             | 2030-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687EV4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     87000 | PA      | $80581.20     | 0.00%             | 2044-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VBU6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    171000 | PA      | $152604.61    | 0.00%             | 2049-02-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                          | Exxon Mobil Corp                                                                | CUSIP: 30231GBF8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    206000 | PA      | $188539.50    | 0.01%             | 2040-03-19      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XFJ0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51509.36     | 0.00%             | 2030-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                            | CUSIP: 78016HZV5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    550000 | PA      | $565224.95    | 0.02%             | 2029-02-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2019-2 AA PTT                                                         | United Airlines 2019-2 Class AA Pass Through Trust                              | CUSIP: 90932JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    174842 | PA      | $160311.35    | 0.00%             | 2032-05-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue            | UNIV OF CALIFORNIA CA RGTS MED CENTER POOLED REVENUE                            | CUSIP: 913366KV1<br>LEI: RRR42I7GG51DB5HDQR14 | Long             | DBT              | MUN               | US        |     70000 | PA      | $69011.78     | 0.00%             | 2032-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                                                  | Deere & Co                                                                      | CUSIP: 244199BD6<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    200000 | PA      | $209871.28    | 0.01%             | 2029-10-16      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QN4J8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    346449 | PA      | $305058.99    | 0.01%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PEL6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    260000 | PA      | $263960.93    | 0.01%             | 2028-07-22      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                     | CUSIP: 931142EZ2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    250000 | PA      | $224139.34    | 0.01%             | 2052-09-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418EAM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    377358 | PA      | $305287.09    | 0.01%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                                                 | Kilroy Realty LP                                                                | CUSIP: 49427RAR3<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |     71000 | PA      | $58113.24     | 0.00%             | 2033-11-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661EG8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74266.95     | 0.00%             | 2027-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: —       |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $170382.48    | 0.00%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | Amgen Inc                                                                       | CUSIP: 031162CQ1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98381.36     | 0.00%             | 2027-11-02      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 28622HAB7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120369.95    | 0.00%             | 2033-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YBJ3<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80643.79     | 0.00%             | 2030-05-17      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PEPSICO SINGAPORE FIN                                                            | Pepsico Singapore Financing I Pte Ltd                                           | CUSIP: 713466AD2<br>LEI: 254900DOMTCMUFROFJ76 | Long             | DBT              | CORP              | SG        |     50000 | PA      | $50157.49     | 0.00%             | 2034-02-16      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ETGM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46121 | PA      | $42396.66     | 0.00%             | 2045-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                               | CUSIP: 478160CE2<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247307.77    | 0.01%             | 2027-03-03      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $4042500.00   | 0.11%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bank                                                                             | BANK 2020-BNK27                                                                 | CUSIP: 06539XAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    925000 | PA      | $820567.87    | 0.02%             | 2063-04-15      | Fixed         | 2.14%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140FCNG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     57520 | PA      | $53766.34     | 0.00%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135CH7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    354000 | PA      | $342172.55    | 0.01%             | 2032-04-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    257000 | PA      | $222133.72    | 0.01%             | 2047-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132D6NR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1018148 | PA      | $962419.46    | 0.03%             | 2035-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | Humana Inc                                                                      | CUSIP: 444859CA8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102861.08    | 0.00%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                        | CUSIP: 341081GN1<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35394.47     | 0.00%             | 2028-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT                                                         | Apollo Global Management Inc                                                    | CUSIP: 03769MAE6<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50249.49     | 0.00%             | 2035-08-12      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                        | CUSIP: 26442UAL8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     74000 | PA      | $65056.02     | 0.00%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                     | ING Groep NV                                                                    | CUSIP: 456837BB8<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    211000 | PA      | $210371.15    | 0.01%             | 2028-03-28      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                                                | EOG Resources Inc                                                               | CUSIP: 26875PAN1<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46426.53     | 0.00%             | 2035-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VGW8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    130000 | PA      | $128044.15    | 0.00%             | 2054-02-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| City of Los Angeles Department of Airports Customer Facility Charge Revenue      | LOS ANGELES CA DEPT OF ARPTS CUSTOMER FAC CHARGE REVENUE                        | CUSIP: 54445CAK9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $51990.74     | 0.00%             | 2048-05-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140EUKZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4510 | PA      | $4478.80      | 0.00%             | 2046-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FD0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     87000 | PA      | $76675.57     | 0.00%             | 2044-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8195000 | PA      | $6072623.01   | 0.17%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179TXU4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    407421 | PA      | $378200.63    | 0.01%             | 2048-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MEN0<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     74000 | PA      | $60648.91     | 0.00%             | 2042-02-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                       | Fiserv Inc                                                                      | CUSIP: 337738BL1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51670.92     | 0.00%             | 2034-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CMK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3319000 | PA      | $3410791.09   | 0.10%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                            | Texas Instruments Inc                                                           | CUSIP: 882508BD5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    171000 | PA      | $143209.72    | 0.00%             | 2048-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                                           | Korea Development Bank/The                                                      | CUSIP: 500630DW5<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    500000 | PA      | $505075.00    | 0.01%             | 2028-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                  | CUSIP: 594918CD4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    692000 | PA      | $413869.35    | 0.01%             | 2060-06-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                     | CUSIP: 931142EY5<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100193.62    | 0.00%             | 2032-09-09      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J8KW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     61661 | PA      | $64129.40     | 0.00%             | 2047-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWCQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    729729 | PA      | $644813.67    | 0.02%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MAGNA INTERNATIONAL INC                                                          | Magna International Inc                                                         | CUSIP: 559222AY0<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $20773.14     | 0.00%             | 2033-03-21      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| AMERICAN HOMES 4 RENT                                                            | American Homes 4 Rent LP                                                        | CUSIP: 02666TAJ6<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |     50000 | PA      | $50528.58     | 0.00%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                      | CUSIP: 254709AS7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    150000 | PA      | $165484.11    | 0.00%             | 2032-11-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                             | CUSIP: 25746UDW6<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51260.31     | 0.00%             | 2030-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                                               | Ally Financial Inc                                                              | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    121000 | PA      | $137936.33    | 0.00%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                          | Exxon Mobil Corp                                                                | CUSIP: 30231GBM3<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    340000 | PA      | $249110.19    | 0.01%             | 2051-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CUBESMART LP                                                                     | CubeSmart LP                                                                    | CUSIP: 22966RAG1<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              |  | US        |     87000 | PA      | $76102.84     | 0.00%             | 2031-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VFR0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    600000 | PA      | $524923.09    | 0.01%             | 2031-01-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PDK5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    171000 | PA      | $170349.97    | 0.00%             | 2028-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| COSTCO WHOLESALE CORP                                                            | Costco Wholesale Corp                                                           | CUSIP: 22160KAQ8<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |     87000 | PA      | $75303.67     | 0.00%             | 2032-04-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ONE GAS INC                                                                      | ONE Gas Inc                                                                     | CUSIP: 68235PAN8<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25774.64     | 0.00%             | 2029-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650DN7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    353000 | PA      | $309849.78    | 0.01%             | 2030-08-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140W0AW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    323914 | PA      | $331628.42    | 0.01%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO                                                                  | Weyerhaeuser Co                                                                 | CUSIP: 962166CA0<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              |  | US        |     90000 | PA      | $81922.52     | 0.00%             | 2033-03-09      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SWEDISH EXPORT CREDIT                                                            | Svensk Exportkredit AB                                                          | CUSIP: 87031CAE3<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |    500000 | PA      | $488943.18    | 0.01%             | 2027-03-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                          | Astrazeneca Finance LLC                                                         | CUSIP: 04636NAB9<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |     80000 | PA      | $72346.41     | 0.00%             | 2031-05-28      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                                                                | TSMC Arizona Corp                                                               | CUSIP: 872898AC5<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    390000 | PA      | $353722.55    | 0.01%             | 2031-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                               | CUSIP: 478160BK9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    130000 | PA      | $123045.24    | 0.00%             | 2043-12-05      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                     | CUSIP: 438516BB1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51572.39     | 0.00%             | 2041-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                   | CUSIP: 501044CR0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47460.24     | 0.00%             | 2042-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650DL1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    104000 | PA      | $81356.22     | 0.00%             | 2050-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                     | QUALCOMM Inc                                                                    | CUSIP: 747525AJ2<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     87000 | PA      | $87430.97     | 0.00%             | 2035-05-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132WNEK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19465 | PA      | $19246.98     | 0.00%             | 2047-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KL6J1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    427108 | PA      | $348917.59    | 0.01%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                              | Dow Chemical Co/The                                                             | CUSIP: 260543CL5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83081.60     | 0.00%             | 2044-10-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                  | Xcel Energy Inc                                                                 | CUSIP: 98389BBB5<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77393.46     | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076BT8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     87000 | PA      | $85350.00     | 0.00%             | 2027-09-14      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Tampa Electric Co                                                                | Tampa Electric Co                                                               | CUSIP: 875127BA9<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |     37000 | PA      | $31491.71     | 0.00%             | 2042-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                          | Astrazeneca Finance LLC                                                         | CUSIP: 04636NAL7<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256438.17    | 0.01%             | 2029-02-26      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                                                   | EPR Properties                                                                  | CUSIP: 26884UAC3<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |     75000 | PA      | $75177.84     | 0.00%             | 2026-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Southern Copper Corp                                                             | Southern Copper Corp                                                            | CUSIP: 84265VAJ4<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |    277000 | PA      | $286470.63    | 0.01%             | 2045-04-23      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308KF3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101671.75    | 0.00%             | 2027-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Province of Quebec                                                               | Province of Quebec Canada                                                       | CUSIP: 748149AN1<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    341000 | PA      | $335809.03    | 0.01%             | 2027-04-12      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | Sysco Corp                                                                      | CUSIP: 871829BT3<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     50000 | PA      | $54078.54     | 0.00%             | 2034-01-17      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 3622A27M8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     55483 | PA      | $50081.53     | 0.00%             | 2047-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135BS4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    211000 | PA      | $189066.84    | 0.01%             | 2030-06-03      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                                            | RIO TINTO FIN USA PLC                                                           | CUSIP: 76720AAU0<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    275000 | PA      | $283382.13    | 0.01%             | 2035-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                  | CUSIP: 10373QBX7<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76397.94     | 0.00%             | 2029-04-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                                                         | Targa Resources Partners LP / Targa Resources Partners Finance Corp             | CUSIP: 87612BBQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    104000 | PA      | $105786.71    | 0.00%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                                            | Unilever Capital Corp                                                           | CUSIP: 904764BK2<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88183.19     | 0.00%             | 2030-09-14      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XAY4<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     50000 | PA      | $37119.32     | 0.00%             | 2052-03-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179X2L9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    382911 | PA      | $387963.51    | 0.01%             | 2053-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                     | CUSIP: 931142EV1<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    150000 | PA      | $95812.89     | 0.00%             | 2051-09-22      | Fixed         | 2.65%                 | No            |                  2 | On Loan: —       |
| REGAL REXNORD CORP                                                               | Regal Rexnord Corp                                                              | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    120000 | PA      | $124131.86    | 0.00%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                               | Royalty Pharma PLC                                                              | CUSIP: 78081BAJ2<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    257000 | PA      | $245552.20    | 0.01%             | 2027-09-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                            | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HAZ2<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $92864.77     | 0.00%             | 2049-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                   | Starbucks Corp                                                                  | CUSIP: 855244AV1<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97107.40     | 0.00%             | 2027-03-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Diageo Capital PLC                                                               | Diageo Capital PLC                                                              | CUSIP: 25243YAV1<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |     74000 | PA      | $61228.67     | 0.00%             | 2043-04-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                                               | Ally Financial Inc                                                              | CUSIP: 370425RZ5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $227508.71    | 0.01%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QHET8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    603918 | PA      | $556508.62    | 0.02%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QLRW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    716525 | PA      | $639861.78    | 0.02%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                             | Kraft Heinz Foods Co                                                            | CUSIP: 50077LBC9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    148000 | PA      | $147340.08    | 0.00%             | 2027-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PacifiCorp                                                                      | CUSIP: 695114CU0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    300000 | PA      | $291470.49    | 0.01%             | 2029-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | Mastercard Inc                                                                  | CUSIP: 57636QAL8<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     87000 | PA      | $67825.85     | 0.00%             | 2049-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AHS HOSPITAL CORP                                                                | AHS Hospital Corp                                                               | CUSIP: 001306AC3<br>LEI: 549300D7W3C9Z4RGJG34 | Long             | DBT              | CORP              | US        |     82000 | PA      | $51543.58     | 0.00%             | 2051-07-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    155000 | PA      | $163094.24    | 0.00%             | 2029-11-17      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457CX4<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    175000 | PA      | $181032.59    | 0.01%             | 2035-02-12      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X9R64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    731525 | PA      | $676378.63    | 0.02%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MASS GENERAL BRIGHAM INC                                                         | Mass General Brigham Inc                                                        | CUSIP: 70213HAE8<br>LEI: 5493007Z86EDN0QFYU66 | Long             | DBT              | CORP              | US        |     87000 | PA      | $61240.17     | 0.00%             | 2049-07-01      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                                           | Santander Holdings USA Inc                                                      | CUSIP: 80282KBH8<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     50000 | PA      | $56002.72     | 0.00%             | 2031-11-09      | Fixed         | 7.66%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 31427NW47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1012256 | PA      | $1025821.41   | 0.03%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                                         | Indonesia Government International Bonds                                        | CUSIP: 455780CW4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    211000 | PA      | $141581.00    | 0.00%             | 2051-03-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| DOLLAR TREE INC                                                                  | Dollar Tree Inc                                                                 | CUSIP: 256746AK4<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |     71000 | PA      | $47609.58     | 0.00%             | 2051-12-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138EQTZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7930 | PA      | $7921.66      | 0.00%             | 2044-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VFX7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    341000 | PA      | $299849.41    | 0.01%             | 2030-10-30      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                                                | Expedia Group Inc                                                               | CUSIP: 30212PBK0<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100678.96    | 0.00%             | 2027-08-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                                         | Air Products and Chemicals Inc                                                  | CUSIP: 009158BC9<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |     75000 | PA      | $68493.46     | 0.00%             | 2030-05-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XBQ78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2957651 | PA      | $2525900.84   | 0.07%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    215000 | PA      | $215116.22    | 0.01%             | 2031-09-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TAPESTRY INC                                                                     | Tapestry Inc                                                                    | CUSIP: 876030AA5<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45406.58     | 0.00%             | 2032-03-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | Sysco Corp                                                                      | CUSIP: 871829BR7<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    100000 | PA      | $66921.89     | 0.00%             | 2051-12-14      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132WM7L2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     43404 | PA      | $40531.14     | 0.00%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                                         | Air Products and Chemicals Inc                                                  | CUSIP: 009158BP0<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25666.59     | 0.00%             | 2032-10-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                            | Republic Services Inc                                                           | CUSIP: 760759BC3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102576.31    | 0.00%             | 2034-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables Owner Trust                                               | Honda Auto Receivables 2024-3 Owner Trust                                       | CUSIP: 43813YAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $503968.50    | 0.01%             | 2029-03-21      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CMB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6113000 | PA      | $6163145.67   | 0.17%             | 2027-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132E0H62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    268658 | PA      | $272029.14    | 0.01%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                      | Target Corp                                                                     | CUSIP: 87612EBG0<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     87000 | PA      | $69557.66     | 0.00%             | 2047-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CAMDEN PROPERTY TRUST                                                            | Camden Property Trust                                                           | CUSIP: 133131BB7<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              |  | US        |     25000 | PA      | $25367.58     | 0.00%             | 2034-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| F&G ANNUITIES & LIFE INC                                                         | F&G Annuities & Life Inc                                                        | CUSIP: 30190AAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $76487.79     | 0.00%             | 2034-10-04      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| BUNGE LTD FINANCE CORP                                                           | Bunge Ltd Finance Corp                                                          | CUSIP: 120568BR0<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50589.39     | 0.00%             | 2035-08-04      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833EY2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100674.74    | 0.00%             | 2028-05-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue            | UNIV OF CALIFORNIA CA RGTS MED CENTER POOLED REVENUE                            | CUSIP: 913366EP1<br>LEI: RRR42I7GG51DB5HDQR14 | Long             | DBT              | MUN               | US        |    465000 | PA      | $501236.85    | 0.01%             | 2048-05-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280CH0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    349000 | PA      | $324500.88    | 0.01%             | 2031-06-04      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | Duke Energy Progress LLC                                                        | CUSIP: 26442UAC8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     87000 | PA      | $67305.99     | 0.00%             | 2046-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418E2C3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2907167 | PA      | $2888328.21   | 0.08%             | 2054-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140CH1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44129.15     | 0.00%             | 2043-02-10      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PCW0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     87000 | PA      | $86477.97     | 0.00%             | 2027-01-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271BE8<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |     50000 | PA      | $51324.46     | 0.00%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| SALESFORCE INC                                                                   | Salesforce Inc                                                                  | CUSIP: 79466LAF1<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    341000 | PA      | $339925.25    | 0.01%             | 2028-04-11      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPIT                                                         | Kaiser Foundation Hospitals                                                     | CUSIP: 48305QAF0<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    101000 | PA      | $74702.55     | 0.00%             | 2041-06-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ETYW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30483 | PA      | $28709.97     | 0.00%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                                             | Shell Finance US Inc                                                            | CUSIP: 822905AE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    414000 | PA      | $340731.70    | 0.01%             | 2046-05-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                                              | General Electric Co                                                             | CUSIP: 36962G3P7<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $108726.04    | 0.00%             | 2038-01-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                                     | American Express Credit Account Master Trust                                    | CUSIP: 02582JKF6<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1043486.90   | 0.03%             | 2031-04-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XEZ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50578.02     | 0.00%             | 2029-10-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                           | CUSIP: 91087BAY6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $203800.00    | 0.01%             | 2029-05-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAM8<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40972.06     | 0.00%             | 2030-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                | NatWest Group PLC                                                               | CUSIP: 639057AB4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $274385.19    | 0.01%             | 2035-11-28      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                                                           | Puget Sound Energy Inc                                                          | CUSIP: 745332CM6<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25795.32     | 0.00%             | 2034-06-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135AQ9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     87000 | PA      | $86079.09     | 0.00%             | 2044-12-05      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172CB3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    171000 | PA      | $168406.71    | 0.00%             | 2027-08-17      | Fixed         | 3.13%                 | No            |                  2 | On Loan: —       |
| KOREA DEVELOPMENT BANK                                                           | Korea Development Bank/The                                                      | CUSIP: 500630EH7<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $207002.00    | 0.01%             | 2030-02-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                                                           | Westinghouse Air Brake Technologies Corp                                        | CUSIP: 960386AT7<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51760.79     | 0.00%             | 2035-05-29      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CLOROX COMPANY                                                                   | Clorox Co/The                                                                   | CUSIP: 189054AV1<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |     87000 | PA      | $85403.89     | 0.00%             | 2027-10-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| IBM INTERNAT CAPITAL                                                             | IBM International Capital Pte Ltd                                               | CUSIP: 449276AB0<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |    100000 | PA      | $100718.06    | 0.00%             | 2027-02-05      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                                           | Santander Holdings USA Inc                                                      | CUSIP: 80282KBF2<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     70000 | PA      | $73034.61     | 0.00%             | 2029-03-09      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404121AL9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    170000 | PA      | $169627.22    | 0.00%             | 2054-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                          | Exxon Mobil Corp                                                                | CUSIP: 30231GAZ5<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    207000 | PA      | $143952.78    | 0.00%             | 2049-08-16      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL SPECIALTY F                                                         | Bain Capital Specialty Finance Inc                                              | CUSIP: 05684BAC1<br>LEI: 549300V2JL72R0EYBK64 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68518.70     | 0.00%             | 2026-10-13      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810RG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1292000 | PA      | $1078214.38   | 0.03%             | 2044-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYK4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    175000 | PA      | $129109.61    | 0.00%             | 2042-07-21      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VCJ0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75574.78     | 0.00%             | 2028-06-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                                               | Cenovus Energy Inc                                                              | CUSIP: 15135UAP4<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |     53000 | PA      | $51584.40     | 0.00%             | 2037-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QAXY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     69198 | PA      | $69943.48     | 0.00%             | 2049-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179UPB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1036408 | PA      | $1026503.27   | 0.03%             | 2049-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NDQ1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    150000 | PA      | $78937.70     | 0.00%             | 2062-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| WASHINGTON UNIVERSITY                                                            | Washington University/The                                                       | CUSIP: 940663AD9<br>LEI: 2V765680J33YAZOYW441 | Long             | DBT              | CORP              | US        |     83000 | PA      | $64325.34     | 0.00%             | 2122-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132WFNV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16702 | PA      | $15707.93     | 0.00%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                                                | Healthpeak OP LLC                                                               | CUSIP: 42250PAB9<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |     90000 | PA      | $82893.13     | 0.00%             | 2031-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 21-1A EETC                                                          | American Airlines 2021-1 Class A Pass Through Trust                             | CUSIP: 02379KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    143491 | PA      | $129907.59    | 0.00%             | 2034-07-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YDV8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70225.31     | 0.00%             | 2044-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179TE27<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     20065 | PA      | $19196.66     | 0.00%             | 2047-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                                                              | Dollar General Corp                                                             | CUSIP: 256677AH8<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79107.87     | 0.00%             | 2050-04-03      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448FZ6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73955.00     | 0.00%             | 2054-07-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                                          | Japan Bank for International Cooperation                                        | CUSIP: 471048CF3<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    200000 | PA      | $185886.85    | 0.01%             | 2029-10-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    511000 | PA      | $376563.21    | 0.01%             | 2041-06-19      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC CO                                                                | Tampa Electric Co                                                               | CUSIP: 875127BM3<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35785.55     | 0.00%             | 2029-03-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                                            | Alibaba Group Holding Ltd                                                       | CUSIP: 01609WAR3<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    250000 | PA      | $247760.00    | 0.01%             | 2034-11-28      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                      | Equinor ASA                                                                     | CUSIP: 29446MAC6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    130000 | PA      | $93104.30     | 0.00%             | 2049-11-18      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 969457CR9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90766.92     | 0.00%             | 2030-06-30      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL                                                           | American International Group Inc                                                | CUSIP: 026874DX2<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    140000 | PA      | $145839.02    | 0.00%             | 2035-05-07      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HARTFORD INSUR GRP INC/T                                                         | Hartford Insurance Group Inc/The                                                | CUSIP: 416515BF0<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    100000 | PA      | $75457.54     | 0.00%             | 2049-08-19      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| MCCORMICK & CO                                                                   | McCormick & Co Inc/MD                                                           | CUSIP: 579780AT4<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101967.94    | 0.00%             | 2033-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                            | Northrop Grumman Corp                                                           | CUSIP: 666807CP5<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41405.08     | 0.00%             | 2035-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Pennsylvania Economic Development Financing Authority                            | PENNSYLVANIA ST ECON DEV FING AUTH REVENUE                                      | CUSIP: 70869PRR0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $50489.27     | 0.00%             | 2054-06-01      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QEY30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    323137 | PA      | $278204.93    | 0.01%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804GG3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     70000 | PA      | $61811.67     | 0.00%             | 2032-03-30      | Fixed         | 2.40%                 | No            |                  2 | On Loan: —       |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                         | CUSIP: 06418JAA9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $50733.42     | 0.00%             | 2026-12-07      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                           | Extra Space Storage LP                                                          | CUSIP: 30225VAT4<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |     75000 | PA      | $76439.30     | 0.00%             | 2035-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QVA95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1914914 | PA      | $1995541.57   | 0.06%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                                   | Fannie Mae-Aces                                                                 | CUSIP: 3136BJZQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1470000 | PA      | $1287717.21   | 0.04%             | 2031-10-25      | Variable      | 1.87%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                | Eversource Energy                                                               | CUSIP: 30040WAK4<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    140000 | PA      | $122908.48    | 0.00%             | 2030-08-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31292HVV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     47109 | PA      | $47802.16     | 0.00%             | 2033-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QPSF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1732639 | PA      | $1588414.79   | 0.04%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    234000 | PA      | $200304.68    | 0.01%             | 2050-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FedEx Corp                                                                      | CUSIP: 31428XBA3<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     67000 | PA      | $61048.32     | 0.00%             | 2035-02-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: —       |
| ALPHABET INC                                                                     | Alphabet Inc                                                                    | CUSIP: 02079KAK3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    105000 | PA      | $105463.08    | 0.00%             | 2030-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                        | CUSIP: 126408HR7<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     75000 | PA      | $53695.10     | 0.00%             | 2049-09-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308HS9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49327.33     | 0.00%             | 2027-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORP                                                                | Toyota Motor Corp                                                               | CUSIP: 892331AN9<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |     87000 | PA      | $79069.27     | 0.00%             | 2031-03-25      | Fixed         | 2.36%                 | No            |                  2 | On Loan: —       |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                | CUSIP: 05526DBX2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     40000 | PA      | $46744.61     | 0.00%             | 2032-10-19      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8561000 | PA      | $4593511.56   | 0.13%             | 2050-11-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                               | Cenovus Energy Inc                                                              | CUSIP: 15135UAW9<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |     74000 | PA      | $65420.16     | 0.00%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 3622AADS0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     36459 | PA      | $32914.63     | 0.00%             | 2047-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                         | Caterpillar Financial Services Corp                                             | CUSIP: 14913UAV2<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25187.41     | 0.00%             | 2027-01-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804FZ2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     87000 | PA      | $86649.88     | 0.00%             | 2028-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140EUC64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32479 | PA      | $30426.70     | 0.00%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAN0<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     87000 | PA      | $76713.77     | 0.00%             | 2031-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BX9<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24716.63     | 0.00%             | 2054-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ROCKWELL AUTOMATION                                                              | Rockwell Automation Inc                                                         | CUSIP: 773903AL3<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |     86000 | PA      | $74859.95     | 0.00%             | 2031-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| THERMO FISHER SCIENTIFIC                                                         | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556CX8<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82890.55     | 0.00%             | 2033-08-10      | Fixed         | 5.09%                 | No            |                  2 | On Loan: —       |
| MICROCHIP TECHNOLOGY INC                                                         | Microchip Technology Inc                                                        | CUSIP: 595017BE3<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51089.19     | 0.00%             | 2029-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687EX0<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     65000 | PA      | $61730.73     | 0.00%             | 2045-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | SUMITOMO MITSUI FINL GRP                                                        | CUSIP: 86562MEB2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     50000 | PA      | $51191.27     | 0.00%             | 2046-07-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                         | BHP Billiton Finance USA Ltd                                                    | CUSIP: 055451BA5<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     85000 | PA      | $86866.79     | 0.00%             | 2033-02-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AMERIPRISE FINANCIAL INC                                                         | Ameriprise Financial Inc                                                        | CUSIP: 03076CAN6<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26170.82     | 0.00%             | 2028-12-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| COUSINS PROPERTIES LP                                                            | Cousins Properties LP                                                           | CUSIP: 222793AB7<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              |  | US        |     30000 | PA      | $30758.16     | 0.00%             | 2032-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                            | Province of Ontario Canada                                                      | CUSIP: 683234AV0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    200000 | PA      | $209802.48    | 0.01%             | 2034-04-24      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | Sysco Corp                                                                      | CUSIP: 871829BL0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    171000 | PA      | $181258.75    | 0.01%             | 2030-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                                | Cisco Systems Inc                                                               | CUSIP: 17275RBQ4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151800.84    | 0.00%             | 2027-02-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CKP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $4127656.24   | 0.12%             | 2029-04-30      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | Northrop Grumman Corp                                                           | CUSIP: 666807BH4<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    151000 | PA      | $139775.88    | 0.00%             | 2043-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769JY1<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   1400000 | PA      | $1406494.33   | 0.04%             | 2033-07-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: —       |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                               | CUSIP: 24703DBU4<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99442.22     | 0.00%             | 2036-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PBU9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    171000 | PA      | $150972.58    | 0.00%             | 2031-11-19      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                                                | NSTAR Electric Co                                                               | CUSIP: 67021CAV9<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26024.39     | 0.00%             | 2034-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                         | CUSIP: 55336VAM2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    300000 | PA      | $271353.35    | 0.01%             | 2038-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CMT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4640000 | PA      | $4701625.00   | 0.13%             | 2032-03-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140F5CD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     99627 | PA      | $90033.53     | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                 | Georgia Power Co                                                                | CUSIP: 373334KP5<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    100000 | PA      | $69902.22     | 0.00%             | 2051-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc                                                               | Analog Devices Inc                                                              | CUSIP: 032654AN5<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    130000 | PA      | $129307.77    | 0.00%             | 2026-12-05      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140H36T8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     76406 | PA      | $77239.24     | 0.00%             | 2048-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076AU6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     87000 | PA      | $89717.15     | 0.00%             | 2040-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200LJ8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102657.73    | 0.00%             | 2035-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 3618N5A33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  11296807 | PA      | $11249643.80  | 0.31%             | 2054-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133BRKQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    107927 | PA      | $109368.26    | 0.00%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                             | Targa Resources Corp                                                            | CUSIP: 87612GAE1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    135000 | PA      | $142224.26    | 0.00%             | 2029-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132D57D8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    451570 | PA      | $405168.67    | 0.01%             | 2036-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                                            | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150AS3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    200000 | PA      | $185178.49    | 0.01%             | 2030-02-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                      | Nutrien Ltd                                                                     | CUSIP: 67077MBD9<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $51485.87     | 0.00%             | 2034-06-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| BMO Mortgage Trust                                                               | BMO 2024-5C8 Mortgage Trust                                                     | CUSIP: 09661XAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $104214.03    | 0.00%             | 2057-12-15      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                                 | Ryder System Inc                                                                | CUSIP: 78355HLF4<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51016.54     | 0.00%             | 2030-06-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3142GTHC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    796090 | PA      | $815791.63    | 0.02%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661DR5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    162000 | PA      | $159202.55    | 0.00%             | 2029-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | Humana Inc                                                                      | CUSIP: 444859CB6<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    135000 | PA      | $128856.08    | 0.00%             | 2054-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | Sysco Corp                                                                      | CUSIP: 871829BV8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51670.21     | 0.00%             | 2035-03-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NER8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76902.15     | 0.00%             | 2032-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                                         | Baltimore Gas and Electric Co                                                   | CUSIP: 059165EP1<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    130000 | PA      | $112659.57    | 0.00%             | 2052-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BARRICK NA FINANCE LLC                                                           | Barrick North America Finance LLC                                               | CUSIP: 06849RAK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    137000 | PA      | $141811.91    | 0.00%             | 2043-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179XFG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2768082 | PA      | $2622519.63   | 0.07%             | 2052-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                                            | Rio Tinto Finance USA PLC                                                       | CUSIP: 76720AAN6<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |     65000 | PA      | $66867.09     | 0.00%             | 2033-03-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3142GQAH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    522713 | PA      | $546160.55    | 0.02%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                                 | Peruvian Government International Bond                                          | CUSIP: 715638FC1<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    419000 | PA      | $427799.00    | 0.01%             | 2036-03-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CUB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46676 | PA      | $44853.15     | 0.00%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111GN7<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74155.98     | 0.00%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTN                                                         | Piedmont Operating Partnership LP                                               | CUSIP: 720198AE0<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              |  | US        |     87000 | PA      | $79060.20     | 0.00%             | 2030-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                                                           | Morgan Stanley Bank NA                                                          | CUSIP: 61690U8A1<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252464.31    | 0.01%             | 2028-01-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                         | CUSIP: 828807DH7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    114000 | PA      | $79954.54     | 0.00%             | 2049-09-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432NT8<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     87000 | PA      | $73821.09     | 0.00%             | 2049-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                      | CUSIP: 14040HCE3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    341000 | PA      | $338285.29    | 0.01%             | 2027-05-11      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128P8GW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     21038 | PA      | $20298.24     | 0.00%             | 2038-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COUNCIL OF EUROPE                                                                | Council Of Europe Development Bank                                              | CUSIP: 222213BE9<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $506348.78    | 0.01%             | 2029-01-24      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179XDE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1869736 | PA      | $1827092.37   | 0.05%             | 2052-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                                                             | Colgate-Palmolive Co                                                            | CUSIP: 19416QEK2<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    130000 | PA      | $104364.86    | 0.00%             | 2047-08-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                     | CUSIP: 931142EU3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    200000 | PA      | $144814.46    | 0.00%             | 2041-09-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-10-29

**Name of Applicant:** Master Investment Portfolio

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer