# EDGAR Filing Document

**Accession Number:** 0001084380
**File Stem:** 0001752724-23-040793
**Filing Date:** 2023-2
**Character Count:** 301351
**Document Hash:** 94feeede5ee2712da4410adf53596de5
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-040793.hdr.sgml**: 20230227

**ACCESSION NUMBER**: 0001752724-23-040793

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230227

**DATE AS OF CHANGE**: 20230227

**PERIOD START**: 20230331

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** TIAA-CREF FUNDS
- **CENTRAL INDEX KEY:** 0001084380
- **IRS NUMBER:** 134055167
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09301
- **FILM NUMBER:** 23670310

**BUSINESS ADDRESS:**
- **STREET 1:** 730 THIRD AVE.
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10017
- **BUSINESS PHONE:** 2129166746

**MAIL ADDRESS:**
- **STREET 1:** 730 THIRD AVE.
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10017

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** TIAA CREF INSTITUTIONAL MUTUAL FUNDS
- **DATE OF NAME CHANGE:** 19990415

## Series and Classes Contracts Data

### TIAA-CREF Short-Term Bond Index Fund (Series ID: S000050278)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000158750 | Institutional Class | TNSHX           |
| C000158751 | Premier Class       | TPSHX           |
| C000158752 | Retail Class        | TRSHX           |
| C000158753 | Retirement Class    | TESHX           |
| C000162603 | Advisor Class       | TTBHX           |
| C000202767 | Class W             | TTBWX           |

## Nport-Ex

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## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** TIAA-CREF Funds

- **b. Investment Company Act file number:** 811-09301

- **c. CIK number of Registrant:** 0001084380

- **d. LEI of Registrant:** 549300L8R42TEBN5NG46

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

  - **Street Address 1:** 730 Third Avenue

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10017

  - **Telephone number:** 800-842-2733

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

- **a. Name of Series:** TIAA-CREF Short-Term Bond Index Fund

- **b. EDGAR series identifier (if any):** S000050278

- **c. LEI of Series:** 549300E0IN3FTX4VOO07

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

- **a. Date of fiscal year-end:** 2023-03-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1500872057.00

**Total Liabilities:** $44187077.00

**Net Assets:** $1456684980.00

**Cash Not Reported:** $171.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -648.28000000 | **1-Year:** -181777.67000000 | **5-Year:** -71310.43000000 | **10-Year:** -505.82000000 | **30-Year:** -731.81000000

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

- **3-Month:** 0.00000000 | **1-Year:** -8213.45000000 | **5-Year:** -7279.62000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000158753 | -0.20%               | 0.78%                | 0.16%                |
| Class ID C000162603 | -0.08%               | 0.79%                | 0.07%                |
| Class ID C000158751 | -0.19%               | 0.89%                | 0.07%                |
| Class ID C000202767 | -0.17%               | 0.80%                | 0.19%                |
| Class ID C000158750 | -0.17%               | 0.80%                | 0.19%                |
| Class ID C000158752 | -0.10%               | 0.77%                | 0.05%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-3298444.61             | $-303711.11                                |
| Month 2  | $-2522237.68             | $11521644.10                               |
| Month 3  | $-2731736.18             | $2187407.84                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AVALONBAY COMMUNITIES                          | AvalonBay Communities, Inc                                                  | CUSIP: 05348EAV1<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    300000 | PA      | $288893.98    | 0.02%             | 2025-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Enable Midstream Partners LP                                                | CUSIP: 292480AH3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194784.27    | 0.01%             | 2024-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                            | Global Payments, Inc                                                        | CUSIP: 37940XAF9<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $928287.13    | 0.06%             | 2024-11-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                   | Stryker Corp                                                                | CUSIP: 863667BA8<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    500000 | PA      | $457458.45    | 0.03%             | 2025-06-15      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                        | CUSIP: 06051GKE8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2305751.10   | 0.16%             | 2025-12-06      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group, Inc                                        | CUSIP: 86562MCC2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $951980.66    | 0.07%             | 2024-01-12      | Fixed         | 0.51%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                          | PACCAR Financial Corp                                                       | CUSIP: 69371RR40<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    300000 | PA      | $279376.75    | 0.02%             | 2024-08-09      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NORDIC INVESTMENT BANK                         | Nordic Investment Bank                                                      | CUSIP: 65562QBS3<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | N/A       |   1000000 | PA      | $930016.59    | 0.06%             | 2024-09-20      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                        | John Deere Capital Corp                                                     | CUSIP: 24422EVU0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    500000 | PA      | $466580.72    | 0.03%             | 2024-09-10      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note                                                 | CUSIP: 91282CCT6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  53000000 | PA      | $49513593.75  | 3.40%             | 2024-08-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| CITIZENS BANK NA/RI                            | Citizens Bank NA                                                            | CUSIP: 75524KNQ3<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |    250000 | PA      | $244629.56    | 0.02%             | 2025-05-23      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                       | International Business Machines Corp                                        | CUSIP: 459200KS9<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    600000 | PA      | $590262.87    | 0.04%             | 2025-07-27      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank                                                       | CUSIP: 89114TZL9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $465591.72    | 0.03%             | 2025-01-10      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                            | Nomura Holdings, Inc                                                        | CUSIP: 65535HBE8<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    750000 | PA      | $741745.09    | 0.05%             | 2025-07-03      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                         | Zimmer Biomet Holdings, Inc                                                 | CUSIP: 98956PAU6<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    575000 | PA      | $534565.38    | 0.04%             | 2024-11-22      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE NEW YORK                         | Credit Suisse AG.                                                           | CUSIP: 22550L2C4<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |    750000 | PA      | $675002.69    | 0.05%             | 2025-04-09      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                       | Banco Bilbao Vizcaya Argentaria S.A.                                        | CUSIP: 05946KAH4<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $193681.91    | 0.01%             | 2023-09-18      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GRP NY                       | Australia & New Zealand Banking Group Ltd                                   | CUSIP: 05254JAA8<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   1000000 | PA      | $1004013.35   | 0.07%             | 2025-12-08      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                       | Baltimore Gas & Electric Co                                                 | CUSIP: 059165EF3<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198546.07    | 0.01%             | 2023-07-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                       | Thermo Fisher Scientific, Inc                                               | CUSIP: 883556CS9<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    750000 | PA      | $703882.62    | 0.05%             | 2024-10-18      | Fixed         | 1.22%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                            | Bank of ,NV Scotia                                                          | CUSIP: 06417XAL5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $500922.57    | 0.03%             | 2024-12-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                        | Dell International LLC                                                      | CUSIP: 24703TAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $202126.05    | 0.01%             | 2025-07-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                        | Simon Property Group LP                                                     | CUSIP: 828807CS4<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    500000 | PA      | $485131.87    | 0.03%             | 2024-10-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                       | AerCap Ireland Capital DAC                                                  | CUSIP: 00774MAU9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    500000 | PA      | $461200.15    | 0.03%             | 2024-10-29      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                 | Amazon.com, Inc                                                             | CUSIP: 023135BW5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $941898.07    | 0.06%             | 2024-05-12      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                              | Hyatt Hotels Corp                                                           | CUSIP: 448579AN2<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    250000 | PA      | $234252.73    | 0.02%             | 2024-10-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                         | Asian Development Bank                                                      | CUSIP: 045167FK4<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | N/A       |   1000000 | PA      | $962527.19    | 0.07%             | 2024-03-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| WELLTOWER INC                                  | Welltower, Inc                                                              | CUSIP: 42217KBF2<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    600000 | PA      | $584424.00    | 0.04%             | 2025-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                           | Republic of Italy Government International Bond                             | CUSIP: 465410CD8<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |   1000000 | PA      | $933792.17    | 0.06%             | 2024-05-06      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| FNB CORP                                       | FNB Corp                                                                    | CUSIP: 302520AC5<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | DBT              | CORP              | US        |    750000 | PA      | $741068.43    | 0.05%             | 2025-08-25      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                       | EQT Corp                                                                    | CUSIP: 26884LAP4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    750000 | PA      | $746354.61    | 0.05%             | 2025-10-01      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                        | Inter-American Development Bank                                             | CUSIP: 4581X0DF2<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | N/A       |   1000000 | PA      | $977063.83    | 0.07%             | 2024-01-16      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                         | Santander Holdings USA, Inc                                                 | CUSIP: 80282KBE5<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    425000 | PA      | $421793.54    | 0.03%             | 2026-09-09      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                             | Banco Santander S.A.                                                        | CUSIP: 05971KAA7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $590206.72    | 0.04%             | 2025-11-19      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia                                                         | CUSIP: 06417XAH4<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    750000 | PA      | $721753.06    | 0.05%             | 2025-04-11      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                    | Truist Bank                                                                 | CUSIP: 07330MAC1<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $935187.31    | 0.06%             | 2029-09-17      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note                                                 | CUSIP: 91282CEX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12000000 | PA      | $11712656.28  | 0.80%             | 2024-06-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                               | Bank of Montreal                                                            | CUSIP: 06367TQW3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $934539.84    | 0.06%             | 2024-07-09      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                         | Mizuho Financial Group, Inc                                                 | CUSIP: 60687YCA5<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $927627.60    | 0.06%             | 2026-05-22      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                       | National Rural Utilities Cooperative Finance Corp                           | CUSIP: 63743HFC1<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    500000 | PA      | $468887.24    | 0.03%             | 2025-02-07      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                         | Pacific Gas and Electric Co                                                 | CUSIP: 694308JY4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $967820.32    | 0.07%             | 2023-11-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                              | Royal Bank of Scotland Group plc                                            | CUSIP: 780097BK6<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $488939.41    | 0.03%             | 2025-03-22      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note                                                 | CUSIP: 91282CAJ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4496093.75   | 0.31%             | 2025-08-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                              | Cisco Systems, Inc                                                          | CUSIP: 17275RAW2<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    400000 | PA      | $388711.30    | 0.03%             | 2025-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                                                | CUSIP: 20030NDZ1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1013102.34   | 0.07%             | 2025-11-07      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group, Inc                                                     | CUSIP: 91324PEM0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251061.01    | 0.02%             | 2024-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                            | Elevance Health, Inc                                                        | CUSIP: 036752AV5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    500000 | PA      | $505534.31    | 0.03%             | 2025-10-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE NEW YORK                         | Credit Suisse AG.                                                           | CUSIP: 22550L2E0<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |    750000 | PA      | $693565.75    | 0.05%             | 2024-02-02      | Fixed         | 0.49%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                         | Asian Development Bank                                                      | CUSIP: 045167FS7<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | N/A       |   1500000 | PA      | $1485622.08   | 0.10%             | 2024-09-27      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| TELEDYNE TECHNOLOGIES IN                       | Teledyne Technologies, Inc                                                  | CUSIP: 879360AB1<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |    500000 | PA      | $472347.11    | 0.03%             | 2024-04-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                 | Whirlpool Corp                                                              | CUSIP: 963320AT3<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194520.64    | 0.01%             | 2025-05-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                             | Essex Portfolio LP                                                          | CUSIP: 29717PAP2<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    750000 | PA      | $723236.57    | 0.05%             | 2025-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                       | Asian Infrastructure Investment Bank                                        | CUSIP: 04522KAE6<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | N/A       |   1300000 | PA      | $1204444.22   | 0.08%             | 2024-10-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: —       |
| PACCAR FINANCIAL CORP                          | PACCAR Financial Corp                                                       | CUSIP: 69371RR57<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    750000 | PA      | $698747.32    | 0.05%             | 2024-11-08      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                                               | CUSIP: 842400HP1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    250000 | PA      | $245354.20    | 0.02%             | 2025-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                       | Baxter International, Inc                                                   | CUSIP: 071813CE7<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    750000 | PA      | $721477.76    | 0.05%             | 2023-12-01      | Fixed         | 0.87%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                        | Laboratory Corp of America Holdings                                         | CUSIP: 50540RAQ5<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    750000 | PA      | $726311.87    | 0.05%             | 2025-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                | CVS Health Corp                                                             | CUSIP: 126650CL2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    750000 | PA      | $731870.21    | 0.05%             | 2025-07-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                        | Japan Bank for International Cooperation                                    | CUSIP: 471048BU1<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    700000 | PA      | $689899.12    | 0.05%             | 2023-10-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                         | Korea Development Bank                                                      | CUSIP: 500630DJ4<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    500000 | PA      | $473806.77    | 0.03%             | 2024-03-09      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                   | Barclays plc                                                                | CUSIP: 06738EBZ7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    750000 | PA      | $744393.17    | 0.05%             | 2026-08-09      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                      | Apple, Inc                                                                  | CUSIP: 037833DX5<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $901942.56    | 0.06%             | 2025-08-20      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                             | Banco Santander S.A.                                                        | CUSIP: 05964HAR6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1000000 | PA      | $988931.33    | 0.07%             | 2025-08-18      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                         | Pacific Gas and Electric Co                                                 | CUSIP: 694308JB4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198980.43    | 0.01%             | 2023-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                        | International Bank for Reconstruction & Development                         | CUSIP: 459058JA2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |   1500000 | PA      | $1385595.00   | 0.10%             | 2025-03-11      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank                                                       | CUSIP: 89115A2A9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    750000 | PA      | $727838.30    | 0.05%             | 2025-06-06      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group, Inc                                                     | CUSIP: 91324PEN8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    500000 | PA      | $505702.60    | 0.03%             | 2025-10-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note                                                 | CUSIP: 91282CDB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30000000 | PA      | $28016015.70  | 1.92%             | 2024-10-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                        | International Bank for Reconstruction & Development                         | CUSIP: 459058DX8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |   2000000 | PA      | $1924317.44   | 0.13%             | 2024-11-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COOPERAT RABOBANK UA/NY                        | Cooperatieve Rabobank UA                                                    | CUSIP: 21688AAU6<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $294649.37    | 0.02%             | 2024-08-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond - When Issued | United States Treasury Note                                                 | CUSIP: 91282CFW6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  57500000 | PA      | $57845898.15  | 3.97%             | 2025-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                    | NVIDIA Corp                                                                 | CUSIP: 67066GAL8<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $943542.63    | 0.06%             | 2024-06-14      | Fixed         | 0.58%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                       | Take-Two Interactive Software, Inc                                          | CUSIP: 874054AF6<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    750000 | PA      | $721769.45    | 0.05%             | 2025-04-14      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                             | Poland Government International Bond                                        | CUSIP: 857524AC6<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |   1000000 | PA      | $985895.09    | 0.07%             | 2024-01-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                                    | CUSIP: 89236TKF1<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    300000 | PA      | $291487.04    | 0.02%             | 2025-08-18      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia                                                         | CUSIP: 06417XAB7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $465011.66    | 0.03%             | 2025-01-10      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                            | Synchrony Financial                                                         | CUSIP: 87165BAN3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    500000 | PA      | $490998.19    | 0.03%             | 2024-03-19      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group, Inc                                                    | CUSIP: 38141GXM1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    750000 | PA      | $661144.54    | 0.05%             | 2026-12-09      | Fixed         | 1.09%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                     | US Bancorp                                                                  | CUSIP: 91159HJH4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1018508.62   | 0.07%             | 2026-10-21      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                         | CUSIP: 46647PAU0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    700000 | PA      | $693044.66    | 0.05%             | 2024-07-23      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AMERISOURCEBERGEN CORP                         | AmerisourceBergen Corp                                                      | CUSIP: 03073EAL9<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    500000 | PA      | $487701.89    | 0.03%             | 2024-05-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| SEMPRA ENERGY                                  | Sempra Energy                                                               | CUSIP: 816851BN8<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    500000 | PA      | $479474.79    | 0.03%             | 2025-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                     | Nucor Corp                                                                  | CUSIP: 670346AR6<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $186127.40    | 0.01%             | 2025-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                        | CUSIP: 06051GHR3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $973455.94    | 0.07%             | 2025-03-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANK                               | Fifth Third Bank NA                                                         | CUSIP: 31677QBT5<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |    500000 | PA      | $505049.59    | 0.03%             | 2025-10-27      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                       | Alexandria Real Estate Equities, Inc                                        | CUSIP: 015271AL3<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193417.35    | 0.01%             | 2025-04-30      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                        | CUSIP: 06051GKG3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $958770.43    | 0.07%             | 2025-02-04      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                        | John Deere Capital Corp                                                     | CUSIP: 24422EWM7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499934.25    | 0.03%             | 2024-10-11      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings plc                                                           | CUSIP: 404280CJ6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $451306.36    | 0.03%             | 2026-04-18      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE ENTRMN                       | Time Warner Entertainment Co LP                                             | CUSIP: 88731EAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $201249.04    | 0.01%             | 2023-03-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                        | CUSIP: 06051GJG5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    750000 | PA      | $690281.77    | 0.05%             | 2025-09-25      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                     | Federal National Mortgage Association (FNMA)                                | CUSIP: 3135G03U5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   4500000 | PA      | $4134346.25   | 0.28%             | 2025-04-22      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                 | Air Lease Corp                                                              | CUSIP: 00914AAL6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    750000 | PA      | $708445.81    | 0.05%             | 2024-02-15      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                    | Walmart, Inc                                                                | CUSIP: 931142EW9<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    750000 | PA      | $738591.50    | 0.05%             | 2025-09-09      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                         | Westinghouse Air Brake Technologies Corp                                    | CUSIP: 960386AQ3<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    200000 | PA      | $188289.62    | 0.01%             | 2025-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                       | Host Hotels & Resorts LP                                                    | CUSIP: 44107TAV8<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192181.04    | 0.01%             | 2025-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                               | Altria Group, Inc                                                           | CUSIP: 02209SBH5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    600000 | PA      | $565147.28    | 0.04%             | 2025-05-06      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                        | John Deere Capital Corp                                                     | CUSIP: 24422EWB1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    750000 | PA      | $709657.94    | 0.05%             | 2025-03-07      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings plc                                                           | CUSIP: 404280AP4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $491124.66    | 0.03%             | 2024-03-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                         | Korea Development Bank                                                      | CUSIP: 500630DD7<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    550000 | PA      | $531221.80    | 0.04%             | 2023-10-27      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                               | Bank of Montreal                                                            | CUSIP: 06368FAE9<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $466375.18    | 0.03%             | 2025-01-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                       | Capital One Financial Corp                                                  | CUSIP: 14040HBT1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    750000 | PA      | $723862.00    | 0.05%             | 2024-10-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                        | Bristol-Myers Squibb Co                                                     | CUSIP: 110122CM8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    500000 | PA      | $485368.18    | 0.03%             | 2024-07-26      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                      | Boeing Co                                                                   | CUSIP: 097023CT0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    500000 | PA      | $496171.52    | 0.03%             | 2025-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FUNDING LLC                         | NXP BV                                                                      | CUSIP: 62947QBA5<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    500000 | PA      | $496172.65    | 0.03%             | 2024-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                              | CUSIP: 6174468Q5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $929265.29    | 0.06%             | 2026-04-28      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                    | Target Corp                                                                 | CUSIP: 87612EBL9<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    500000 | PA      | $474335.80    | 0.03%             | 2025-04-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                         | CNH Industrial Capital LLC                                                  | CUSIP: 12592BAN4<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    750000 | PA      | $727519.99    | 0.05%             | 2025-05-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                       | Charter Communications Operating LLC                                        | CUSIP: 161175BQ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    750000 | PA      | $741143.36    | 0.05%             | 2024-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup, Inc                                                              | CUSIP: 172967ND9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    600000 | PA      | $552861.61    | 0.04%             | 2025-11-03      | Fixed         | 1.28%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                              | State Street Corp                                                           | CUSIP: 857477BX0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    500000 | PA      | $511810.39    | 0.04%             | 2026-11-04      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note                                                 | CUSIP: 91282CBR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  42000000 | PA      | $39816328.02  | 2.73%             | 2024-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note                                                 | CUSIP: 91282CFP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30000000 | PA      | $29976562.50  | 2.06%             | 2025-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                  | Allstate Corp                                                               | CUSIP: 020002BB6<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    200000 | PA      | $188000.00    | 0.01%             | 2053-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                              | General Mills, Inc                                                          | CUSIP: 370334CS1<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200497.99    | 0.01%             | 2025-11-18      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                    | Southern Co                                                                 | CUSIP: 842587DC8<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $987470.48    | 0.07%             | 2024-08-01      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note                                                 | CUSIP: 91282CER8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13400000 | PA      | $13000617.15  | 0.89%             | 2024-05-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                | CVS Health Corp                                                             | CUSIP: 126650CW8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    300000 | PA      | $295606.50    | 0.02%             | 2025-03-25      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                         | Philip Morris International, Inc                                            | CUSIP: 718172CN7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    750000 | PA      | $694273.61    | 0.05%             | 2025-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                            | American Tower Corp                                                         | CUSIP: 03027XBB5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    500000 | PA      | $451337.68    | 0.03%             | 2025-09-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp                                                                 | CUSIP: 68389XCF0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153357.78    | 0.01%             | 2025-11-10      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                         | Federal Home Loan Bank (FHLB)                                               | CUSIP: 3130AQF40<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   2000000 | PA      | $1867164.80   | 0.13%             | 2024-12-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BK/NY                       | National Australia Bank Ltd                                                 | CUSIP: 63254ABD9<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |   1000000 | PA      | $969440.58    | 0.07%             | 2025-06-09      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| TAMPA ELECTRIC CO                              | Tampa Electric Co                                                           | CUSIP: 875127BK7<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    250000 | PA      | $245070.79    | 0.02%             | 2024-07-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                             | VICI Properties LP                                                          | CUSIP: 925650AA1<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1454741.93   | 0.10%             | 2025-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                            | Dominion Energy, Inc                                                        | CUSIP: 25746UCE7<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $973864.07    | 0.07%             | 2025-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                   | AutoZone, Inc                                                               | CUSIP: 053332AP7<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    300000 | PA      | $296437.84    | 0.02%             | 2023-07-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                     | Cigna Corp                                                                  | CUSIP: 125523CN8<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    200000 | PA      | $189775.50    | 0.01%             | 2024-03-15      | Fixed         | 0.61%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                          | Province of Ontario Canada                                                  | CUSIP: 68323AFC3<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   1000000 | PA      | $980721.98    | 0.07%             | 2024-01-29      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings plc                                                           | CUSIP: 404280DE6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $242794.88    | 0.02%             | 2025-12-09      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                         | Federal Home Loan Bank (FHLB)                                               | CUSIP: 3130ASME6<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    310000 | PA      | $302086.39    | 0.02%             | 2024-07-08      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                | McDonald's Corp                                                             | CUSIP: 58013MFN9<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    500000 | PA      | $483649.34    | 0.03%             | 2025-07-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| E.I. DU PONT DE NEMOURS                        | EI du Pont de Nemours and Co                                                | CUSIP: 263534CN7<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | DBT              | CORP              | US        |    200000 | PA      | $184720.32    | 0.01%             | 2025-07-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| AVERY DENNISON CORP                            | Avery Dennison Corp                                                         | CUSIP: 053611AL3<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |    750000 | PA      | $699771.32    | 0.05%             | 2024-08-15      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                          | Alibaba Group Holding Ltd                                                   | CUSIP: 01609WAQ5<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    700000 | PA      | $676955.31    | 0.05%             | 2024-11-28      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                 | salesforce.com, Inc                                                         | CUSIP: 79466LAG9<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1407025.17   | 0.10%             | 2024-07-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                          | Mexico Government International Bond                                        | CUSIP: 91087BAJ9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1000000 | PA      | $984764.55    | 0.07%             | 2025-04-27      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES                         | CenterPoint Energy Resources Corp                                           | CUSIP: 15189WAM2<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    500000 | PA      | $496393.19    | 0.03%             | 2023-03-02      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                          | PACCAR Financial Corp                                                       | CUSIP: 69371RS23<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301330.42    | 0.02%             | 2025-10-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                            | CUSIP: 95000U2T9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $937152.38    | 0.06%             | 2025-05-19      | Fixed         | 0.81%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note                                                 | CUSIP: 91282CGA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8000000 | PA      | $7948750.00   | 0.55%             | 2025-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note                                                 | CUSIP: 91282CFE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  43000000 | PA      | $41746953.34  | 2.87%             | 2025-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer Operating LP                                                | CUSIP: 29278NAH6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197152.85    | 0.01%             | 2024-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group, Inc                                                    | CUSIP: 38141GZV9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    350000 | PA      | $354165.65    | 0.02%             | 2024-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                        | Kinder Morgan Energy Partners LP                                            | CUSIP: 494550BV7<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    750000 | PA      | $737187.49    | 0.05%             | 2024-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                        | International Bank for Reconstruction & Development                         | CUSIP: 45906M3C3<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |    500000 | PA      | $484779.76    | 0.03%             | 2024-03-28      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank                                                       | CUSIP: 89115A2J0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $494138.15    | 0.03%             | 2024-09-13      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                        | National Bank of Canada                                                     | CUSIP: 63307A2S3<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $485902.55    | 0.03%             | 2025-06-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                       | Province of British Columbia Canada                                         | CUSIP: 110709AD4<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    500000 | PA      | $475239.63    | 0.03%             | 2024-09-27      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note                                                 | CUSIP: 91282CBM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  28000000 | PA      | $26603281.32  | 1.83%             | 2024-02-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                         | Blackstone Private Credit Fund                                              | CUSIP: 09261HAB3<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    500000 | PA      | $459649.41    | 0.03%             | 2024-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                        | Walt Disney Co                                                              | CUSIP: 254687FK7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    500000 | PA      | $476690.63    | 0.03%             | 2024-08-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings plc                                                           | CUSIP: 404280DQ9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $520035.91    | 0.04%             | 2026-11-03      | Fixed         | 7.34%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                       | Export-Import Bank of Korea                                                 | CUSIP: 302154DH9<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    750000 | PA      | $703354.94    | 0.05%             | 2024-06-29      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                     | Intel Corp                                                                  | CUSIP: 458140AS9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    500000 | PA      | $487664.70    | 0.03%             | 2025-07-29      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                       | Caterpillar Financial Services Corp                                         | CUSIP: 14913R2Z9<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    500000 | PA      | $487780.98    | 0.03%             | 2025-08-12      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                          | Republic Services, Inc                                                      | CUSIP: 760759AU4<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    300000 | PA      | $287486.21    | 0.02%             | 2024-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CANADA GOVERNMENT                              | Canada Government International Bond                                        | CUSIP: 135087N75<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |   1870000 | PA      | $1808536.71   | 0.12%             | 2025-04-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                 | Merck & Co, Inc                                                             | CUSIP: 58933YAR6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $958262.50    | 0.07%             | 2025-02-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                               | Deutsche Bank AG.                                                           | CUSIP: 251526CG2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1000000 | PA      | $928750.63    | 0.06%             | 2025-04-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                       | Caterpillar Financial Services Corp                                         | CUSIP: 14913R2P1<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    750000 | PA      | $699624.01    | 0.05%             | 2024-09-13      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                 | Microsoft Corp                                                              | CUSIP: 594918BJ2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $966020.00    | 0.07%             | 2025-11-03      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note                                                 | CUSIP: 91282CCX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  32500000 | PA      | $30289746.18  | 2.08%             | 2024-09-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS CO                               | Genuine Parts Co                                                            | CUSIP: 372460AB1<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |    225000 | PA      | $210077.17    | 0.01%             | 2025-02-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                               | HF Sinclair Corp                                                            | CUSIP: 403949AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $195838.19    | 0.01%             | 2023-10-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| MANUF & TRADERS TRUST CO                       | Manufacturers & Traders Trust Co                                            | CUSIP: 55279HAT7<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502622.00    | 0.03%             | 2025-11-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                               | Ryder System, Inc                                                           | CUSIP: 78355HKN8<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    500000 | PA      | $475598.52    | 0.03%             | 2024-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL                        | Baker Hughes Holdings LLC                                                   | CUSIP: 05724BAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $965840.40    | 0.07%             | 2023-12-15      | Fixed         | 1.23%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CAPITAL CORP                          | Owl Rock Capital Corp                                                       | CUSIP: 69121KAC8<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    500000 | PA      | $461954.91    | 0.03%             | 2025-07-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                       | Santander UK Group Holdings plc                                             | CUSIP: 80281LAN5<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $934315.14    | 0.06%             | 2025-03-15      | Fixed         | 1.09%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                     | Fiserv, Inc                                                                 | CUSIP: 337738AP3<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193758.57    | 0.01%             | 2025-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                        | Exxon Mobil Corp                                                            | CUSIP: 30231GAF9<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    600000 | PA      | $573727.60    | 0.04%             | 2025-03-06      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                 | Air Lease Corp                                                              | CUSIP: 00914AAP7<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $920819.11    | 0.06%             | 2024-08-18      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note                                                 | CUSIP: 91282CCL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  35000000 | PA      | $32786523.35  | 2.25%             | 2024-07-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                                    | CUSIP: 89236TJT3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    500000 | PA      | $468146.91    | 0.03%             | 2025-01-13      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                             | Diageo Capital plc                                                          | CUSIP: 25243YBA6<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $474288.29    | 0.03%             | 2024-10-24      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN INVEST CO                       | Inter-American Investment Corp                                              | CUSIP: 45828Q2A4<br>LEI: 5493001X4LH60PFRL744 | Long             | DBT              | NUSS              | N/A       |   1000000 | PA      | $957634.95    | 0.07%             | 2025-04-22      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                       | Corebridge Financial, Inc                                                   | CUSIP: 21871XAA7<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    500000 | PA      | $479337.42    | 0.03%             | 2025-04-04      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group, Inc                                         | CUSIP: 606822BW3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1500000 | PA      | $1393750.01   | 0.10%             | 2025-07-19      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                             | ConAgra Brands, Inc                                                         | CUSIP: 205887CG5<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    250000 | PA      | $242900.05    | 0.02%             | 2023-08-11      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| GSK CONSUMER HEALTHCARE                        | GSK Consumer Healthcare Capital UK plc                                      | CUSIP: 36264NAB0<br>LEI: 5493004B26DRJNN0OV17 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $475497.30    | 0.03%             | 2025-03-24      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                        | KeyCorp                                                                     | CUSIP: 49326EEL3<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    250000 | PA      | $244615.91    | 0.02%             | 2025-05-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                          | PACCAR Financial Corp                                                       | CUSIP: 69371RR73<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    300000 | PA      | $287754.99    | 0.02%             | 2025-04-07      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                         | Credit Suisse Group Funding Guernsey Ltd                                    | CUSIP: 225433AC5<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   1000000 | PA      | $900039.59    | 0.06%             | 2025-03-26      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                            | Fifth Third Bancorp                                                         | CUSIP: 316773CX6<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $984877.88    | 0.07%             | 2024-01-25      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                     | Ecolab, Inc                                                                 | CUSIP: 278865BK5<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $962298.87    | 0.07%             | 2023-12-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| ARROW ELECTRONICS INC                          | Arrow Electronics, Inc                                                      | CUSIP: 042735BE9<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |    500000 | PA      | $482570.98    | 0.03%             | 2025-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer Operating LP                                                | CUSIP: 29278NAP8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    500000 | PA      | $470872.42    | 0.03%             | 2025-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                         | Boston Scientific Corp                                                      | CUSIP: 101137AZ0<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    300000 | PA      | $280015.34    | 0.02%             | 2025-06-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                        | Japan Bank for International Cooperation                                    | CUSIP: 471048CN6<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |   1050000 | PA      | $990977.56    | 0.07%             | 2024-04-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                         | Asian Development Bank                                                      | CUSIP: 045167EW9<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | N/A       |   1000000 | PA      | $898822.61    | 0.06%             | 2025-09-03      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                               | Bank of Montreal                                                            | CUSIP: 06368BQ68<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $979877.26    | 0.07%             | 2028-10-05      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                    | Federal Home Loan Mortgage Corp (FHLMC)                                     | CUSIP: 3137EAEQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   2500000 | PA      | $2468661.33   | 0.17%             | 2023-04-20      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                             | Union Pacific Corp                                                          | CUSIP: 907818DY1<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    500000 | PA      | $485423.77    | 0.03%             | 2025-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                       | Capital One Financial Corp                                                  | CUSIP: 14040HCM5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $936646.46    | 0.06%             | 2026-03-03      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                            | Dollar General Corp                                                         | CUSIP: 256677AJ4<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    500000 | PA      | $493126.41    | 0.03%             | 2024-09-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                         | Korea Development Bank                                                      | CUSIP: 500630DT2<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    750000 | PA      | $727741.46    | 0.05%             | 2025-09-08      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group, Inc                                                    | CUSIP: 38141GXJ8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1442463.60   | 0.10%             | 2025-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                             | Steel Dynamics, Inc                                                         | CUSIP: 858119BL3<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    200000 | PA      | $187536.03    | 0.01%             | 2025-06-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| HORMEL FOODS CORP                              | Hormel Foods Corp                                                           | CUSIP: 440452AG5<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $941687.43    | 0.06%             | 2024-06-03      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                       | Omega Healthcare Investors, Inc                                             | CUSIP: 681936BD1<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    500000 | PA      | $485830.66    | 0.03%             | 2025-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                        | Honeywell International, Inc                                                | CUSIP: 438516CB0<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    500000 | PA      | $462220.21    | 0.03%             | 2025-06-01      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                               | Black Hills Corp                                                            | CUSIP: 092113AU3<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    300000 | PA      | $279778.54    | 0.02%             | 2024-08-23      | Fixed         | 1.04%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                     | Zoetis, Inc                                                                 | CUSIP: 98978VAU7<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    500000 | PA      | $509988.85    | 0.04%             | 2025-11-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                       | British Telecommunications plc                                              | CUSIP: 111021AM3<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $495691.46    | 0.03%             | 2023-12-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                         | CUSIP: 46647PDM5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1000017.57   | 0.07%             | 2025-12-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                       | EQT Corp                                                                    | CUSIP: 26884LAH2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501175.00    | 0.03%             | 2025-02-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                                        | CUSIP: 78016EZH3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $492727.20    | 0.03%             | 2024-07-26      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                            | Gilead Sciences, Inc                                                        | CUSIP: 375558AW3<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    750000 | PA      | $737343.66    | 0.05%             | 2024-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note                                                 | CUSIP: 91282CED9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  43000000 | PA      | $40631640.84  | 2.79%             | 2025-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                        | Japan Bank for International Cooperation                                    | CUSIP: 471048CR7<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    400000 | PA      | $383821.39    | 0.03%             | 2025-04-14      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                        | Fidelity National Information Services, Inc                                 | CUSIP: 31620MBV7<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    750000 | PA      | $735415.97    | 0.05%             | 2025-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                 | TD SYNNEX Corp                                                              | CUSIP: 87162WAD2<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $928739.56    | 0.06%             | 2024-08-09      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                       | Federal Farm Credit Bank (FFCB)                                             | CUSIP: 3133EN3M0<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   2000000 | PA      | $2001735.06   | 0.14%             | 2024-12-05      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                           | National Fuel Gas Co                                                        | CUSIP: 636180BM2<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198953.61    | 0.01%             | 2025-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                            | American International Group, Inc                                           | CUSIP: 026874DQ7<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    467000 | PA      | $439633.80    | 0.03%             | 2025-06-30      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                       | European Investment Bank                                                    | CUSIP: 298785GQ3<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |   1000000 | PA      | $964983.45    | 0.07%             | 2024-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| WESTPAC BANKING CORP                           | Westpac Banking Corp                                                        | CUSIP: 961214EU3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   1000000 | PA      | $930442.40    | 0.06%             | 2024-11-18      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                         | Blackstone Private Credit Fund                                              | CUSIP: 09261HAH0<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    750000 | PA      | $686429.96    | 0.05%             | 2024-11-22      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                       | Federal Farm Credit Bank (FFCB)                                             | CUSIP: 3133ENWP1<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   3000000 | PA      | $2916338.31   | 0.20%             | 2024-05-16      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| KFW                                            | Kreditanstalt fuer Wiederaufbau                                             | CUSIP: 500769JM7<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   1400000 | PA      | $1326836.04   | 0.09%             | 2024-03-08      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                     | Leidos, Inc                                                                 | CUSIP: 52532XAD7<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192053.36    | 0.01%             | 2025-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| SPECTRA ENERGY PARTNERS                        | Spectra Energy Partners LP                                                  | CUSIP: 84756NAD1<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |    500000 | PA      | $496618.56    | 0.03%             | 2024-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                       | Plains All American Pipeline LP                                             | CUSIP: 72650RBD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $295781.74    | 0.02%             | 2023-10-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                               | T-Mobile USA, Inc                                                           | CUSIP: 87264ABB0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $961705.24    | 0.07%             | 2025-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                       | Santander UK Group Holdings plc                                             | CUSIP: 80281LAS4<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    750000 | PA      | $759690.89    | 0.05%             | 2026-11-21      | Fixed         | 6.83%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank                                                       | CUSIP: 89114TZK1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $465234.55    | 0.03%             | 2024-12-13      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                          | Truist Financial Corp                                                       | CUSIP: 89788MAJ1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    750000 | PA      | $766725.85    | 0.05%             | 2026-10-28      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| HSBC USA INC                                   | HSBC USA, Inc                                                               | CUSIP: 40428HTA0<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |    750000 | PA      | $735345.06    | 0.05%             | 2024-05-24      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                 | Lowe's Cos, Inc                                                             | CUSIP: 548661DD6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    500000 | PA      | $483670.33    | 0.03%             | 2024-09-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BRUNSWICK CORP                                 | Brunswick Corp                                                              | CUSIP: 117043AS8<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |    250000 | PA      | $230973.02    | 0.02%             | 2024-08-18      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                       | Marsh & McLennan Cos, Inc                                                   | CUSIP: 571748AX0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    500000 | PA      | $485316.30    | 0.03%             | 2025-03-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                       | AerCap Ireland Capital DAC                                                  | CUSIP: 00774MAP0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    250000 | PA      | $248357.88    | 0.02%             | 2023-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                     | AbbVie, Inc                                                                 | CUSIP: 00287YAQ2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    500000 | PA      | $484573.50    | 0.03%             | 2025-05-14      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                        | CUSIP: 06051GHW2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $944857.09    | 0.06%             | 2025-10-22      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                              | CUSIP: 61747YEA9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $929693.86    | 0.06%             | 2025-05-30      | Fixed         | 0.79%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co, Inc                                            | CUSIP: 37045XDZ6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1017143.09   | 0.07%             | 2025-10-10      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note                                                 | CUSIP: 91282CDZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22000000 | PA      | $20709218.64  | 1.42%             | 2025-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                        | American Electric Power Co, Inc                                             | CUSIP: 025537AK7<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    750000 | PA      | $723138.80    | 0.05%             | 2024-03-15      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON                        | Bank of New York Mellon                                                     | CUSIP: 06405LAC5<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1002627.77   | 0.07%             | 2025-11-21      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| HP INC                                         | HP, Inc                                                                     | CUSIP: 40434LAA3<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    300000 | PA      | $280279.58    | 0.02%             | 2025-06-17      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| COLGATE-PALMOLIVE CO                           | Colgate-Palmolive Co                                                        | CUSIP: 194162AM5<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $967365.01    | 0.07%             | 2025-08-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                   | Enbridge, Inc                                                               | CUSIP: 29250NBL8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    725000 | PA      | $683950.19    | 0.05%             | 2025-02-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group, Inc                                         | CUSIP: 606822BN3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    600000 | PA      | $561536.55    | 0.04%             | 2025-02-25      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note                                                 | CUSIP: 91282CEQ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  35000000 | PA      | $33750390.80  | 2.32%             | 2025-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                                               | CUSIP: 842400HK2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    500000 | PA      | $467559.84    | 0.03%             | 2024-08-01      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| PORT AUTH OF NEW YORK & NEW JE                 | Port Authority of New York & New Jersey                                     | CUSIP: 73358W4V3<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    280000 | PA      | $275053.74    | 0.02%             | 2023-07-01      | Fixed         | 1.09%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                         | CUSIP: 46647PBT2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $882036.30    | 0.06%             | 2026-11-19      | Fixed         | 1.04%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note                                                 | CUSIP: 91282CDH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  44500000 | PA      | $41534492.41  | 2.85%             | 2024-11-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                   | Illumina, Inc                                                               | CUSIP: 452327AN9<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    500000 | PA      | $503397.55    | 0.03%             | 2025-12-12      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                                        | CUSIP: 78016FZR8<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1011447.73   | 0.07%             | 2024-10-25      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                         | Canadian Imperial Bank of Commerce                                          | CUSIP: 13607HR46<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $959590.60    | 0.07%             | 2025-04-07      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                       | AerCap Ireland Capital DAC                                                  | CUSIP: 00774MAT2<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1000000 | PA      | $962185.03    | 0.07%             | 2023-10-29      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                         | Asian Development Bank                                                      | CUSIP: 045167EV1<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | N/A       |   1750000 | PA      | $1708993.30   | 0.12%             | 2023-07-14      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note                                                 | CUSIP: 91282CFG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9000000 | PA      | $8812265.58   | 0.60%             | 2024-08-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note                                                 | CUSIP: 91282CFX4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  38000000 | PA      | $38001484.28  | 2.61%             | 2024-11-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| FREDDIE MAC                                    | Federal Home Loan Mortgage Corp (FHLMC)                                     | CUSIP: 3137EAEX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   4000000 | PA      | $3599524.28   | 0.25%             | 2025-09-23      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                               | ERP Operating LP                                                            | CUSIP: 26884ABD4<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192118.97    | 0.01%             | 2025-06-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                     | VMware, Inc                                                                 | CUSIP: 928563AG0<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $973874.35    | 0.07%             | 2023-08-15      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                   | Barclays plc                                                                | CUSIP: 06738EBQ7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $475953.50    | 0.03%             | 2024-12-10      | Fixed         | 1.01%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                       | Prudential Financial, Inc                                                   | CUSIP: 744320AM4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    500000 | PA      | $491250.00    | 0.03%             | 2043-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                    | BBVA USA                                                                    | CUSIP: 20453KAA3<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $972554.59    | 0.07%             | 2025-04-10      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                               | Deutsche Bank AG.                                                           | CUSIP: 251526CQ0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    500000 | PA      | $489485.55    | 0.03%             | 2025-05-13      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                      | Amgen, Inc                                                                  | CUSIP: 031162CV0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    750000 | PA      | $703630.75    | 0.05%             | 2025-02-21      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                      | Apple, Inc                                                                  | CUSIP: 037833DT4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $920651.19    | 0.06%             | 2025-05-11      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                            | FS KKR Capital Corp                                                         | CUSIP: 302635AJ6<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    500000 | PA      | $451322.16    | 0.03%             | 2024-10-12      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                           | Edison International                                                        | CUSIP: 281020AU1<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    750000 | PA      | $733840.47    | 0.05%             | 2025-08-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                         | CUSIP: 46625HJY7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    750000 | PA      | $734152.11    | 0.05%             | 2024-09-10      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                         | Corp Andina de Fomento                                                      | CUSIP: 21989TAA5<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | N/A       |   1000000 | PA      | $995300.00    | 0.07%             | 2025-11-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FORTUNE BRANDS INNOVATIO                       | Fortune Brands Home & Security, Inc                                         | CUSIP: 34964CAA4<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |    300000 | PA      | $291924.98    | 0.02%             | 2025-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                         | ConocoPhillips Co                                                           | CUSIP: 20826FAT3<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    750000 | PA      | $724656.02    | 0.05%             | 2024-03-08      | Fixed         | 2.12%                 | No            |                  2 | On Loan: —       |
| DEUTSCHE BANK NY                               | Deutsche Bank AG.                                                           | CUSIP: 251526CC1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    300000 | PA      | $289747.16    | 0.02%             | 2024-09-18      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                       | Constellation Brands, Inc                                                   | CUSIP: 21036PAN8<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    500000 | PA      | $496211.76    | 0.03%             | 2024-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                       | European Investment Bank                                                    | CUSIP: 298785JD9<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |   2250000 | PA      | $2047406.81   | 0.14%             | 2025-07-25      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| HCA INC                                        | HCA, Inc                                                                    | CUSIP: 404119BN8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $994254.71    | 0.07%             | 2024-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                              | State Street Corp                                                           | CUSIP: 857477BR3<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1395934.11   | 0.10%             | 2026-02-06      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                                    | CUSIP: 89236TJN6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    750000 | PA      | $697943.81    | 0.05%             | 2024-09-13      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                          | Quest Diagnostics, Inc                                                      | CUSIP: 74834LAX8<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    300000 | PA      | $289054.49    | 0.02%             | 2025-03-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                        | Blackstone Secured Lending Fund                                             | CUSIP: 09261LAD0<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247666.45    | 0.02%             | 2023-07-14      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot, Inc                                                             | CUSIP: 437076CM2<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    500000 | PA      | $479157.21    | 0.03%             | 2025-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| PVH CORP                                       | PVH Corp                                                                    | CUSIP: 693656AC4<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193122.45    | 0.01%             | 2025-07-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DISCOVER BANK                                  | Discover Bank                                                               | CUSIP: 25466AAQ4<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |    300000 | PA      | $283767.10    | 0.02%             | 2024-09-12      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                         | Federal Home Loan Bank (FHLB)                                               | CUSIP: 3130ARHG9<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   4000000 | PA      | $3867116.28   | 0.27%             | 2024-02-28      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE NEW YORK                         | Credit Suisse AG.                                                           | CUSIP: 22550L2J9<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |   1000000 | PA      | $954841.99    | 0.07%             | 2024-08-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                       | Plains All American Pipeline LP                                             | CUSIP: 72650RBJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $391409.40    | 0.03%             | 2025-10-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                               | BAT Capital Corp                                                            | CUSIP: 05526DBG9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    500000 | PA      | $478443.10    | 0.03%             | 2024-09-06      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                                                | CUSIP: 20030NCR0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $984756.86    | 0.07%             | 2024-04-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer Operating LP                                                | CUSIP: 29278NAM5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501257.50    | 0.03%             | 2024-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                   | Broadcom, Inc                                                               | CUSIP: 11135FAY7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    500000 | PA      | $486817.76    | 0.03%             | 2024-10-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                         | Santander Holdings USA, Inc                                                 | CUSIP: 80282KBD7<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    250000 | PA      | $242675.52    | 0.02%             | 2025-06-09      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                        | Inter-American Development Bank                                             | CUSIP: 4581X0DA3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | N/A       |    100000 | PA      | $99925.50     | 0.01%             | 2023-01-18      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                        | CUSIP: 06051GKS7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    500000 | PA      | $488162.18    | 0.03%             | 2025-04-25      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                     | Intel Corp                                                                  | CUSIP: 458140BP4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    800000 | PA      | $779895.77    | 0.05%             | 2025-03-25      | Fixed         | 3.40%                 | No            |                  2 | On Loan: —       |
| PHILIP MORRIS INTL INC                         | Philip Morris International, Inc                                            | CUSIP: 718172CU1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502246.43    | 0.03%             | 2025-11-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                       | Omega Healthcare Investors, Inc                                             | CUSIP: 681936BJ8<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |     42000 | PA      | $41761.16     | 0.00%             | 2023-08-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                       | AerCap Ireland Capital DAC                                                  | CUSIP: 00774MAN5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    300000 | PA      | $303983.39    | 0.02%             | 2025-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                       | Federal Farm Credit Bank (FFCB)                                             | CUSIP: 3133ENEJ5<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   1000000 | PA      | $935867.71    | 0.06%             | 2024-11-18      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| SWEDISH EXPORT CREDIT                          | Svensk Exportkredit AB                                                      | CUSIP: 87031CAH6<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |    750000 | PA      | $750265.67    | 0.05%             | 2025-11-28      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                          | Jackson Financial, Inc                                                      | CUSIP: 46817MAJ6<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $962852.67    | 0.07%             | 2023-11-22      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                             | Ally Financial, Inc                                                         | CUSIP: 02005NBL3<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    800000 | PA      | $775527.72    | 0.05%             | 2023-10-02      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                       | AerCap Ireland Capital DAC                                                  | CUSIP: 00774MAQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    500000 | PA      | $483328.67    | 0.03%             | 2024-02-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                         | Pacific Gas and Electric Co                                                 | CUSIP: 694308KE6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246141.11    | 0.02%             | 2025-06-08      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                         | Corp Andina de Fomento                                                      | CUSIP: 219868CE4<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | N/A       |    675000 | PA      | $626851.91    | 0.04%             | 2024-10-26      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                         | CUSIP: 46647PCZ7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $970922.00    | 0.07%             | 2026-04-26      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                      | Boeing Co                                                                   | CUSIP: 097023BP9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    300000 | PA      | $278768.99    | 0.02%             | 2025-10-30      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                       | Export-Import Bank of Korea                                                 | CUSIP: 302154DE6<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |   1000000 | PA      | $951638.77    | 0.07%             | 2024-02-09      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co, Inc                                            | CUSIP: 37045XDM5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    400000 | PA      | $370306.66    | 0.03%             | 2024-10-15      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                        | Canadian Natural Resources Ltd                                              | CUSIP: 136385AT8<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $195990.44    | 0.01%             | 2024-04-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                          | Takeda Pharmaceutical Co Ltd                                                | CUSIP: 874060AT3<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    100000 | PA      | $99197.02     | 0.01%             | 2023-11-26      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| EXPORT DEVELOPMNT CANADA                       | Export Development Canada                                                   | CUSIP: 30216BJU7<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |   1750000 | PA      | $1703703.21   | 0.12%             | 2025-08-26      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note                                                 | CUSIP: 91282CDV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14000000 | PA      | $13432890.66  | 0.92%             | 2024-01-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings plc                                                           | CUSIP: 404280CW7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $952460.75    | 0.07%             | 2024-11-22      | Fixed         | 1.16%                 | No            |                  2 | On Loan: No      |
| KFW                                            | Kreditanstalt fuer Wiederaufbau                                             | CUSIP: 500769JF2<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   3500000 | PA      | $3165540.00   | 0.22%             | 2025-07-18      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CORE INCOME COR                       | OWL Rock Core Income Corp                                                   | CUSIP: 69120VAL5<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    500000 | PA      | $484701.65    | 0.03%             | 2025-03-21      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                            | Synchrony Financial                                                         | CUSIP: 87165BAS2<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    500000 | PA      | $487179.64    | 0.03%             | 2025-06-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                  | DTE Energy Co (Step Bond)                                                   | CUSIP: 233331BD8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    750000 | PA      | $737211.33    | 0.05%             | 2024-11-01      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                              | CUSIP: 61747YEG6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2071151.48   | 0.14%             | 2025-10-21      | Fixed         | 1.16%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                        | CUSIP: 06051GKM0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    500000 | PA      | $477519.37    | 0.03%             | 2026-04-02      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                         | Pacific Gas and Electric Co                                                 | CUSIP: 694308KA4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    500000 | PA      | $488026.14    | 0.03%             | 2024-02-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note                                                 | CUSIP: 91282CCG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  41000000 | PA      | $38479140.42  | 2.64%             | 2024-06-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                       | National Rural Utilities Cooperative Finance Corp                           | CUSIP: 63743HEY4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    500000 | PA      | $462520.87    | 0.03%             | 2024-10-18      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                        | International Bank for Reconstruction & Development                         | CUSIP: 459056HV2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |   1500000 | PA      | $1424592.96   | 0.10%             | 2024-08-28      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                | CVS Health Corp                                                             | CUSIP: 126650DE7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    500000 | PA      | $480304.87    | 0.03%             | 2024-08-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp                                                                 | CUSIP: 68389XAU9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1219490.66   | 0.08%             | 2024-07-08      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                        | CUSIP: 06051GFH7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    700000 | PA      | $689170.38    | 0.05%             | 2024-08-26      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                      | ONEOK, Inc                                                                  | CUSIP: 682680AX1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    500000 | PA      | $478667.08    | 0.03%             | 2024-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                               | Deutsche Bank AG.                                                           | CUSIP: 25160PAJ6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    750000 | PA      | $744981.84    | 0.05%             | 2026-07-14      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| DUPONT DE NEMOURS INC                          | DowDuPont, Inc                                                              | CUSIP: 26078JAC4<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $983351.89    | 0.07%             | 2025-11-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                          | Indonesia Government International Bond                                     | CUSIP: 455780CC8<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    300000 | PA      | $294321.49    | 0.02%             | 2023-01-11      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                        | International Bank for Reconstruction & Development                         | CUSIP: 459058EP4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |   1500000 | PA      | $1431695.64   | 0.10%             | 2025-07-29      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                               | Paramount Global                                                            | CUSIP: 92556HAA5<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196895.42    | 0.01%             | 2025-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| BANCO SANTANDER SA                             | Banco Santander S.A.                                                        | CUSIP: 05971KAE9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $561534.34    | 0.04%             | 2025-05-28      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| DISCOVER BANK                                  | Discover Bank                                                               | CUSIP: 25466AAN1<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |    250000 | PA      | $239944.99    | 0.02%             | 2028-08-09      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| FRANKLIN RESOURCES INC                         | Franklin Resources, Inc                                                     | CUSIP: 354613AK7<br>LEI: RIFQSET379FOGTEFKS80 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190481.48    | 0.01%             | 2025-03-30      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                         | CUSIP: 46647PBK1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    750000 | PA      | $696222.19    | 0.05%             | 2026-04-22      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                        | AstraZeneca Finance LLC                                                     | CUSIP: 04636NAC7<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    750000 | PA      | $706873.79    | 0.05%             | 2024-05-28      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                             | Diageo Capital plc                                                          | CUSIP: 25243YBF5<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $506361.43    | 0.03%             | 2025-10-24      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                         | Blackstone Private Credit Fund                                              | CUSIP: 09261HAP2<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    500000 | PA      | $461944.49    | 0.03%             | 2025-01-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp                     | Fixed Income Clearing Corp (FICC)                                           | CUSIP: 85748R009<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |  13770000 | PA      | $13770000.00  | 0.95%             |  |  |  | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                             | Honda Motor Co Ltd                                                          | CUSIP: 438127AA0<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $946271.10    | 0.06%             | 2025-03-10      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup, Inc                                                              | CUSIP: 172967NX5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1004276.98   | 0.07%             | 2026-09-29      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                    | Viatris, Inc                                                                | CUSIP: 92556VAB2<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    300000 | PA      | $271707.75    | 0.02%             | 2025-06-22      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings plc                                                           | CUSIP: 404280BS7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $793665.34    | 0.05%             | 2024-05-18      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note                                                 | CUSIP: 91282CFQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  38500000 | PA      | $38390214.94  | 2.64%             | 2024-10-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PPG INDUSTRIES INC                             | PPG Industries, Inc                                                         | CUSIP: 693506BQ9<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |    300000 | PA      | $286997.70    | 0.02%             | 2024-08-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                       | Federal Farm Credit Bank (FFCB)                                             | CUSIP: 3133ENPG9<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   1000000 | PA      | $949551.81    | 0.07%             | 2025-02-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                      | Boeing Co                                                                   | CUSIP: 097023CZ6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    500000 | PA      | $481677.55    | 0.03%             | 2024-02-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                       | Rogers Communications, Inc                                                  | CUSIP: 775109CA7<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $952815.64    | 0.07%             | 2025-03-15      | Fixed         | 2.95%                 | Yes           |                  2 | On Loan: No      |
| LYONDELLBASELL IND NV                          | LyondellBasell Industries NV                                                | CUSIP: 552081AK7<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | DBT              | CORP              | NL        |    285000 | PA      | $285758.64    | 0.02%             | 2024-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CELULOSA ARAUCO CONSTITU                       | Celulosa Arauco y Constitucion S.A.                                         | CUSIP: 151191AZ6<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $196912.41    | 0.01%             | 2024-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group, Inc                                                    | CUSIP: 38141GZH0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $957152.80    | 0.07%             | 2025-01-24      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                        | Marathon Petroleum Corp                                                     | CUSIP: 56585ABH4<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $984709.62    | 0.07%             | 2025-05-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                       | Magallanes, Inc                                                             | CUSIP: 55903VAU7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    500000 | PA      | $477574.27    | 0.03%             | 2025-03-15      | Fixed         | 3.79%                 | Yes           |                  2 | On Loan: No      |
| BROWN & BROWN INC                              | Brown & Brown, Inc                                                          | CUSIP: 115236AA9<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    300000 | PA      | $294398.58    | 0.02%             | 2024-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group, Inc                                                     | CUSIP: 91324PEB4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1415249.30   | 0.10%             | 2024-05-15      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| KFW                                            | Kreditanstalt fuer Wiederaufbau                                             | CUSIP: 500769JR6<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   3000000 | PA      | $2808484.38   | 0.19%             | 2025-01-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                        | International Bank for Reconstruction & Development                         | CUSIP: 459058GX5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |   1000000 | PA      | $986983.69    | 0.07%             | 2023-06-19      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                         | American Honda Finance Corp                                                 | CUSIP: 02665WDS7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    750000 | PA      | $700267.29    | 0.05%             | 2024-07-12      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group, Inc                                         | CUSIP: 606822CQ5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    750000 | PA      | $744652.27    | 0.05%             | 2025-09-12      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                       | International Business Machines Corp                                        | CUSIP: 459200JY8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1458792.14   | 0.10%             | 2024-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia                                                         | CUSIP: 0641593X2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $472516.31    | 0.03%             | 2024-04-15      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                       | Federal Farm Credit Bank (FFCB)                                             | CUSIP: 3133EMRZ7<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    330000 | PA      | $313679.19    | 0.02%             | 2024-02-26      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                       | Amcor Flexibles North America, Inc                                          | CUSIP: 02343JAA8<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1460160.11   | 0.10%             | 2025-05-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FIRST REPUBLIC BANK                            | First Republic Bank                                                         | CUSIP: 33616CHQ6<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248983.77    | 0.02%             | 2024-02-12      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                       | eBay, Inc                                                                   | CUSIP: 278642BC6<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    500000 | PA      | $510559.75    | 0.04%             | 2025-11-22      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                         | American Honda Finance Corp                                                 | CUSIP: 02665WEA5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    500000 | PA      | $467796.94    | 0.03%             | 2025-01-13      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                            | Province of Alberta Canada                                                  | CUSIP: 013051EH6<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |    750000 | PA      | $713232.66    | 0.05%             | 2024-11-13      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                 | Amazon.com, Inc                                                             | CUSIP: 023135CN4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $997538.16    | 0.07%             | 2025-12-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note                                                 | CUSIP: 91282CEU1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  26000000 | PA      | $25129609.44  | 1.73%             | 2025-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                         | Federal Home Loan Bank (FHLB)                                               | CUSIP: 3130AJHU6<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   1000000 | PA      | $919061.70    | 0.06%             | 2025-04-14      | Fixed         | 0.50%                 | No            |                  2 | On Loan: —       |
| PAYPAL HOLDINGS INC                            | PayPal Holdings, Inc                                                        | CUSIP: 70450YAG8<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    500000 | PA      | $464176.34    | 0.03%             | 2025-06-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                    | PepsiCo, Inc                                                                | CUSIP: 713448CT3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $956190.42    | 0.07%             | 2025-04-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                         | Federal Home Loan Bank (FHLB)                                               | CUSIP: 3130APR80<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   2000000 | PA      | $1860461.34   | 0.13%             | 2024-12-13      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                             | United Technologies Corp                                                    | CUSIP: 913017DD8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    500000 | PA      | $488470.39    | 0.03%             | 2025-08-16      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| HCA INC                                        | HCA INC                                                                     | CUSIP: 404119BQ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $994173.09    | 0.07%             | 2025-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                         | NextEra Energy Capital Holdings, Inc                                        | CUSIP: 65339KCG3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    500000 | PA      | $493812.30    | 0.03%             | 2025-06-20      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia                                                         | CUSIP: 0641596E1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $932265.06    | 0.06%             | 2024-07-31      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings plc                                                           | CUSIP: 404280CS6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    650000 | PA      | $601823.37    | 0.04%             | 2025-05-24      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                       | Take-Two Interactive Software, Inc                                          | CUSIP: 874054AE9<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    750000 | PA      | $732461.34    | 0.05%             | 2024-03-28      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                            | American Tower Corp                                                         | CUSIP: 03027XAG5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194863.88    | 0.01%             | 2025-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                        | CUSIP: 06051GJH3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1198566.83   | 0.08%             | 2024-10-24      | Fixed         | 0.81%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                         | PNC Financial Services Group, Inc                                           | CUSIP: 693475AV7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    500000 | PA      | $492585.83    | 0.03%             | 2024-01-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot, Inc                                                             | CUSIP: 437076CR1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $988173.56    | 0.07%             | 2025-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SHIRE ACQ INV IRELAND DA                       | Shire Acquisitions Investments Ireland DAC                                  | CUSIP: 82481LAC3<br>LEI: 549300XK5HGW68R8K327 | Long             | DBT              | CORP              | IE        |    160000 | PA      | $157238.12    | 0.01%             | 2023-09-23      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                        | CUSIP: 06051GJK6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1111287.50   | 0.08%             | 2026-10-24      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                         | CNH Industrial Capital LLC                                                  | CUSIP: 12592BAP9<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501096.34    | 0.03%             | 2025-10-14      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                       | Magallanes, Inc                                                             | CUSIP: 55903VAE3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    525000 | PA      | $499255.24    | 0.03%             | 2025-03-15      | Fixed         | 3.64%                 | Yes           |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp                                                                 | CUSIP: 68389XBC8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1612888.31   | 0.11%             | 2025-05-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                        | International Bank for Reconstruction & Development                         | CUSIP: 459058JB0<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |   1500000 | PA      | $1376025.00   | 0.09%             | 2025-04-22      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                         | CUSIP: 46647PCK0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $932169.05    | 0.06%             | 2025-06-23      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                     | VMware, Inc                                                                 | CUSIP: 928563AH8<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    575000 | PA      | $535035.50    | 0.04%             | 2024-08-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                            | Sherwin-Williams Co                                                         | CUSIP: 824348BQ8<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    500000 | PA      | $492419.08    | 0.03%             | 2024-08-08      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                        | Landwirtschaftliche Rentenbank                                              | CUSIP: 515110BX1<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |   1500000 | PA      | $1366110.00   | 0.09%             | 2025-05-27      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                            | American Express Co                                                         | CUSIP: 025816CV9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    550000 | PA      | $538801.45    | 0.04%             | 2024-05-03      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| APTIV PLC / APTIV CORP                         | Aptiv plc                                                                   | CUSIP: 00217GAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    400000 | PA      | $377196.84    | 0.03%             | 2025-02-18      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group, Inc                                                    | CUSIP: 38141GYE8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $962036.42    | 0.07%             | 2024-09-10      | Fixed         | 0.66%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                            | Nomura Holdings, Inc                                                        | CUSIP: 65535HAR0<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    300000 | PA      | $273437.30    | 0.02%             | 2025-07-16      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| LINDE INC/CT                                   | Linde, Inc                                                                  | CUSIP: 53522KAB9<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1000737.95   | 0.07%             | 2025-12-05      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group, Inc                                        | CUSIP: 86562MCA6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    750000 | PA      | $683375.63    | 0.05%             | 2025-07-08      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                         | GE Healthcare Holding LLC                                                   | CUSIP: 36267VAA1<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501800.13    | 0.03%             | 2024-11-15      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                           | Verisk Analytics, Inc                                                       | CUSIP: 92345YAD8<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    300000 | PA      | $291591.73    | 0.02%             | 2025-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                              | CUSIP: 61747YEX9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1276668.89   | 0.09%             | 2026-10-16      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                       | National Rural Utilities Cooperative Finance Corp                           | CUSIP: 63743HFF4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252985.65    | 0.02%             | 2025-10-30      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| NORDIC INVESTMENT BANK                         | Nordic Investment Bank                                                      | CUSIP: 65562QBT1<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | N/A       |    500000 | PA      | $480450.21    | 0.03%             | 2025-04-04      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                            | Province of Alberta Canada                                                  | CUSIP: 013051EF0<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |   1250000 | PA      | $1223746.08   | 0.08%             | 2024-01-23      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                       | Lloyds Banking Group plc                                                    | CUSIP: 53944YAR4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $950033.48    | 0.07%             | 2026-03-18      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                       | European Investment Bank                                                    | CUSIP: 298785JS6<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |   1500000 | PA      | $1441038.53   | 0.10%             | 2025-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                       | AerCap Ireland Capital DAC                                                  | CUSIP: 00774MAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    300000 | PA      | $284035.21    | 0.02%             | 2024-08-14      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                         | Asian Development Bank                                                      | CUSIP: 045167FG3<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | N/A       |   2220000 | PA      | $2070618.84   | 0.14%             | 2024-10-08      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| OEKB OEST. KONTROLLBANK                        | Oesterreichische Kontrollbank AG.                                           | CUSIP: 676167CD9<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |    750000 | PA      | $698782.87    | 0.05%             | 2024-09-16      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                        | John Deere Capital Corp                                                     | CUSIP: 24422EWJ4<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    750000 | PA      | $738141.86    | 0.05%             | 2025-09-08      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                     | US Bancorp                                                                  | CUSIP: 91159HHX1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $961340.52    | 0.07%             | 2024-07-30      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                            | CUSIP: 95000U2H5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    500000 | PA      | $472838.04    | 0.03%             | 2025-10-30      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                       | Sabine Pass Liquefaction LLC                                                | CUSIP: 785592AJ5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500120.77    | 0.03%             | 2024-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                              | Ares Capital Corp                                                           | CUSIP: 04010LAU7<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299349.86    | 0.02%             | 2023-02-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                        | Inter-American Development Bank                                             | CUSIP: 4581X0EE4<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | N/A       |    500000 | PA      | $489044.33    | 0.03%             | 2024-07-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LP                            | Emera US Finance LP                                                         | CUSIP: 29103DAS5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $933171.01    | 0.06%             | 2024-06-15      | Fixed         | 0.83%                 | No            |                  2 | On Loan: No      |
| FOX CORP                                       | Fox Corp                                                                    | CUSIP: 35137LAG0<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    750000 | PA      | $741302.45    | 0.05%             | 2024-01-25      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                           | Parker-Hannifin Corp                                                        | CUSIP: 701094AQ7<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    250000 | PA      | $244612.52    | 0.02%             | 2024-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                               | Crown Castle International Corp                                             | CUSIP: 22822VAG6<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    500000 | PA      | $482813.13    | 0.03%             | 2024-09-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                     | Pfizer, Inc                                                                 | CUSIP: 717081DM2<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    500000 | PA      | $490165.52    | 0.03%             | 2024-05-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                              | Eversource Energy                                                           | CUSIP: 30040WAS7<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    500000 | PA      | $494204.68    | 0.03%             | 2024-06-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                                        | CUSIP: 78016EYM3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $933874.39    | 0.06%             | 2025-01-21      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                     | Nucor Corp                                                                  | CUSIP: 670346AX3<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    250000 | PA      | $244592.97    | 0.02%             | 2025-05-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note                                                 | CUSIP: 91282CDS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  26500000 | PA      | $24799238.22  | 1.70%             | 2025-01-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                         | NextEra Energy Capital Holdings, Inc                                        | CUSIP: 65339KBL3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $986427.50    | 0.07%             | 2024-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                         | Canadian Imperial Bank of Commerce                                          | CUSIP: 13607HYF3<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    750000 | PA      | $699458.78    | 0.05%             | 2024-10-18      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                  | JM Smucker Co                                                               | CUSIP: 832696AK4<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    300000 | PA      | $290238.07    | 0.02%             | 2025-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                         | Santander Holdings USA, Inc                                                 | CUSIP: 80282KBB1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    500000 | PA      | $476445.13    | 0.03%             | 2025-06-02      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                       | African Development Bank                                                    | CUSIP: 00828EEN5<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | N/A       |    750000 | PA      | $730995.00    | 0.05%             | 2025-07-07      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co, Inc                                            | CUSIP: 37045XCV6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $947154.93    | 0.07%             | 2025-02-26      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| LENNAR CORP                                    | Lennar Corp                                                                 | CUSIP: 526057BW3<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |    500000 | PA      | $497620.18    | 0.03%             | 2023-12-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                           | Keurig Dr Pepper, Inc                                                       | CUSIP: 49271VAL4<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $949257.71    | 0.07%             | 2024-03-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                     | Federal National Mortgage Association (FNMA)                                | CUSIP: 3135G0X24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   2000000 | PA      | $1889271.22   | 0.13%             | 2025-01-07      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                        | Simon Property Group LP                                                     | CUSIP: 828807DG9<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    500000 | PA      | $474894.43    | 0.03%             | 2024-09-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                                    | CUSIP: 89236TKC8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1223697.78   | 0.08%             | 2025-06-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                   | Barclays plc                                                                | CUSIP: 06738EAE5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    750000 | PA      | $720995.04    | 0.05%             | 2025-03-16      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                     | Leidos, Inc                                                                 | CUSIP: 52532XAB1<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99201.54     | 0.01%             | 2023-05-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                         | CUSIP: 46647PDE3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    250000 | PA      | $244430.28    | 0.02%             | 2025-06-14      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                       | Celanese US Holdings LLC                                                    | CUSIP: 15089QAJ3<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193205.90    | 0.01%             | 2024-05-08      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                   | QUALCOMM, Inc                                                               | CUSIP: 747525AF0<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    500000 | PA      | $486702.33    | 0.03%             | 2025-05-20      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                            | Gilead Sciences, Inc                                                        | CUSIP: 375558AZ6<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    500000 | PA      | $484125.01    | 0.03%             | 2025-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note                                                 | CUSIP: 91282CFK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  34500000 | PA      | $33810000.00  | 2.32%             | 2025-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                      | Apple, Inc                                                                  | CUSIP: 037833AZ3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1912104.66   | 0.13%             | 2025-02-09      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                        | Inter-American Development Bank                                             | CUSIP: 4581X0CM8<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | N/A       |   2000000 | PA      | $1908313.32   | 0.13%             | 2025-01-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| KEY BANK NA                                    | KeyBank NA                                                                  | CUSIP: 49327M3E2<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    750000 | PA      | $732737.24    | 0.05%             | 2025-08-08      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                        | Japan Bank for International Cooperation                                    | CUSIP: 471048BS6<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    500000 | PA      | $494696.40    | 0.03%             | 2023-07-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SYNOVUS FINANCIAL CORP                         | Synovus Financial Corp                                                      | CUSIP: 87161CAN5<br>LEI: 549300EIUS8UN5JTLE54 | Long             | DBT              | CORP              | US        |    500000 | PA      | $493252.96    | 0.03%             | 2025-08-11      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| TWDC ENTERPRISES 18 CORP                       | Walt Disney Co                                                              | CUSIP: 25468PDF0<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $958096.75    | 0.07%             | 2025-09-17      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| ONE GAS INC                                    | ONE Gas, Inc                                                                | CUSIP: 68235PAL2<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |    338000 | PA      | $324096.20    | 0.02%             | 2024-03-11      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                         | CUSIP: 46647PAY2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    750000 | PA      | $738812.18    | 0.05%             | 2024-12-05      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                               | Hewlett Packard Enterprise Co                                               | CUSIP: 42824CBJ7<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    500000 | PA      | $477165.49    | 0.03%             | 2024-04-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| OEKB OEST. KONTROLLBANK                        | Oesterreichische Kontrollbank AG.                                           | CUSIP: 676167CG2<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |   1000000 | PA      | $1004350.00   | 0.07%             | 2025-11-03      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                          | TransCanada PipeLines Ltd                                                   | CUSIP: 89352HBB4<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    750000 | PA      | $694143.63    | 0.05%             | 2024-10-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                       | Charter Communications Operating LLC                                        | CUSIP: 161175AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    750000 | PA      | $735075.74    | 0.05%             | 2025-07-23      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                       | Federal Farm Credit Bank (FFCB)                                             | CUSIP: 3133ENGF1<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   1500000 | PA      | $1441381.19   | 0.10%             | 2023-12-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                         | Philip Morris International, Inc                                            | CUSIP: 718172CT4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500660.91    | 0.03%             | 2024-11-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                            | Sherwin-Williams Co                                                         | CUSIP: 824348BR6<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    500000 | PA      | $491274.43    | 0.03%             | 2025-08-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp                                                | CUSIP: 06406RBJ5<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    550000 | PA      | $541615.09    | 0.04%             | 2026-07-24      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                         | Federal Home Loan Bank (FHLB)                                               | CUSIP: 3130ATT31<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   1000000 | PA      | $998840.22    | 0.07%             | 2024-10-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                               | Peruvian Government International Bond                                      | CUSIP: 715638AS1<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    750000 | PA      | $786199.55    | 0.05%             | 2025-07-21      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                        | Inter-American Development Bank                                             | CUSIP: 4581X0DZ8<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | N/A       |   1500000 | PA      | $1397351.19   | 0.10%             | 2024-09-23      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                    | MetLife, Inc                                                                | CUSIP: 59156RBM9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $960153.85    | 0.07%             | 2025-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NETAPP INC                                     | NetApp, Inc                                                                 | CUSIP: 64110DAL8<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |    300000 | PA      | $275540.85    | 0.02%             | 2025-06-22      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group, Inc                                                    | CUSIP: 38141GYL2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    500000 | PA      | $479000.11    | 0.03%             | 2024-10-21      | Fixed         | 0.93%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                         | Marriott International, Inc                                                 | CUSIP: 571900BB4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    500000 | PA      | $489985.99    | 0.03%             | 2024-04-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                         | CUSIP: 46647PBY1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    300000 | PA      | $282923.84    | 0.02%             | 2025-02-16      | Fixed         | 0.56%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                | Israel Government International Bond                                        | CUSIP: 4651387M1<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    500000 | PA      | $493597.40    | 0.03%             | 2023-06-30      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                       | Federal Farm Credit Bank (FFCB)                                             | CUSIP: 3133ENJ84<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   1500000 | PA      | $1468820.79   | 0.10%             | 2024-08-26      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                          | Unilever Capital Corp                                                       | CUSIP: 904764AS6<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $959771.00    | 0.07%             | 2025-07-30      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| OEKB OEST. KONTROLLBANK                        | Oesterreichische Kontrollbank AG.                                           | CUSIP: 676167CE7<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |   1000000 | PA      | $963725.97    | 0.07%             | 2025-05-23      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SKYWORKS SOLUTIONS INC                         | Skyworks Solutions, Inc                                                     | CUSIP: 83088MAJ1<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $980218.24    | 0.07%             | 2023-06-01      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                        | John Deere Capital Corp                                                     | CUSIP: 24422EWF2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    500000 | PA      | $485059.14    | 0.03%             | 2025-06-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                         | CUSIP: 46647PAP1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $993413.34    | 0.07%             | 2024-04-23      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                    | Bell Canada                                                                 | CUSIP: 0778FPAC3<br>LEI: 549300JYAVAQRV5MNZ86 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $473915.16    | 0.03%             | 2024-03-17      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group, Inc                                                    | CUSIP: 38141GZP2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    750000 | PA      | $731343.68    | 0.05%             | 2024-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                         | Total Capital International S.A.                                            | CUSIP: 89153VAG4<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $493301.01    | 0.03%             | 2024-01-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                         | GE Healthcare Holding LLC                                                   | CUSIP: 36267VAC7<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    500000 | PA      | $503080.59    | 0.03%             | 2025-11-15      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| QUANTA SERVICES INC                            | Quanta Services, Inc                                                        | CUSIP: 74762EAG7<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    750000 | PA      | $690689.32    | 0.05%             | 2024-10-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                    | Equinix, Inc                                                                | CUSIP: 29444UBF2<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    400000 | PA      | $361685.70    | 0.02%             | 2025-07-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                        | John Deere Capital Corp                                                     | CUSIP: 24422EVY2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    500000 | PA      | $467665.34    | 0.03%             | 2025-01-10      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                         | CUSIP: 46647PCH7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $932148.87    | 0.06%             | 2025-06-01      | Fixed         | 0.82%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                              | International Finance Corp                                                  | CUSIP: 45950KCP3<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | N/A       |    500000 | PA      | $494404.57    | 0.03%             | 2023-07-31      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                              | CUSIP: 61747YET8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $982855.42    | 0.07%             | 2026-07-17      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                         | ConocoPhillips Co                                                           | CUSIP: 20826FAU0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    750000 | PA      | $712824.21    | 0.05%             | 2025-03-07      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                       | Lloyds Banking Group plc                                                    | CUSIP: 53944YAT0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $978433.70    | 0.07%             | 2026-08-11      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                    | Nutrien Ltd                                                                 | CUSIP: 67077MAY4<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $306099.89    | 0.02%             | 2025-11-07      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                       | Intercontinental Exchange, Inc                                              | CUSIP: 45866FAT1<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1464207.00   | 0.10%             | 2025-05-23      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                            | CUSIP: 95000U3C5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1126953.20   | 0.08%             | 2026-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                           | Lockheed Martin Corp                                                        | CUSIP: 539830BU2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    500000 | PA      | $503612.95    | 0.03%             | 2025-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                              | International Finance Corp                                                  | CUSIP: 45950KDA5<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | N/A       |    750000 | PA      | $735712.50    | 0.05%             | 2025-09-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                         | Asian Development Bank                                                      | CUSIP: 045167FE8<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | N/A       |   1500000 | PA      | $1409060.96   | 0.10%             | 2024-06-11      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group, Inc                                                    | CUSIP: 38141GWQ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $963628.32    | 0.07%             | 2025-09-29      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                         | Federal Home Loan Bank (FHLB)                                               | CUSIP: 3130AEBV1<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    200000 | PA      | $194321.51    | 0.01%             | 2025-06-13      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                       | Canadian Pacific Railway Co                                                 | CUSIP: 13645RBD5<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $932101.14    | 0.06%             | 2024-12-02      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                         | American Honda Finance Corp                                                 | CUSIP: 02665WDY4<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $934861.73    | 0.06%             | 2024-08-09      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                       | Export-Import Bank of Korea                                                 | CUSIP: 302154DL0<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    500000 | PA      | $459051.20    | 0.03%             | 2025-01-18      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                              | General Mills, Inc                                                          | CUSIP: 370334CF9<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    300000 | PA      | $292983.86    | 0.02%             | 2025-04-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                            | American Express Co                                                         | CUSIP: 025816CQ0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1415808.08   | 0.10%             | 2025-03-04      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                            | American Express Co                                                         | CUSIP: 025816CY3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    750000 | PA      | $734728.55    | 0.05%             | 2025-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                             | Panama Government International Bond                                        | CUSIP: 698299BE3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    300000 | PA      | $289920.34    | 0.02%             | 2025-03-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                    | Federal Home Loan Mortgage Corp (FHLMC)                                     | CUSIP: 3137EAFA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |    945000 | PA      | $905815.90    | 0.06%             | 2023-12-04      | Fixed         | 0.25%                 | No            |                  2 | On Loan: —       |
| ANALOG DEVICES INC                             | Analog Devices, Inc                                                         | CUSIP: 032654AS4<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    250000 | PA      | $240448.59    | 0.02%             | 2025-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note                                                 | CUSIP: 91282CEK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $9715625.00   | 0.67%             | 2024-04-30      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                                       | Flex Ltd                                                                    | CUSIP: 33938EAU1<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    200000 | PA      | $196416.56    | 0.01%             | 2025-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group, Inc                                         | CUSIP: 606822BS2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    300000 | PA      | $272426.83    | 0.02%             | 2025-07-17      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                | Chevron USA, Inc                                                            | CUSIP: 166756AP1<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    500000 | PA      | $491470.38    | 0.03%             | 2024-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                            | CUSIP: 95000U2X0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $971907.23    | 0.07%             | 2026-04-25      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC                          | Reynolds American, Inc                                                      | CUSIP: 761713BG0<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    500000 | PA      | $489128.62    | 0.03%             | 2025-06-12      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                       | Capital One Financial Corp                                                  | CUSIP: 14040HCQ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    500000 | PA      | $488396.70    | 0.03%             | 2025-05-09      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK                       | Huntington National Bank                                                    | CUSIP: 44644MAH4<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500992.94    | 0.03%             | 2025-11-18      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                             | Province of Quebec Canada                                                   | CUSIP: 748148SC8<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   1000000 | PA      | $905787.06    | 0.06%             | 2025-07-23      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                     | Federal National Mortgage Association (FNMA)                                | CUSIP: 3135G05G4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    750000 | PA      | $732412.19    | 0.05%             | 2023-07-10      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co, Inc                                            | CUSIP: 37045XDG8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $949603.15    | 0.07%             | 2024-03-08      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                        | GLP Capital LP                                                              | CUSIP: 361841AN9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $479170.00    | 0.03%             | 2024-09-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                              | CUSIP: 61747YEB7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1419074.04   | 0.10%             | 2025-01-22      | Fixed         | 0.79%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                       | Microchip Technology, Inc                                                   | CUSIP: 595017AP9<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199145.83    | 0.01%             | 2023-06-01      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                       | Caterpillar Financial Services Corp                                         | CUSIP: 14913R2Y2<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501319.59    | 0.03%             | 2025-01-17      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                                        | CUSIP: 78016EZ59<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $966322.87    | 0.07%             | 2025-04-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                         | Federal Home Loan Bank (FHLB)                                               | CUSIP: 3130ASDS5<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   3000000 | PA      | $2917509.27   | 0.20%             | 2024-06-28      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                          | Truist Financial Corp                                                       | CUSIP: 05531FBF9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    750000 | PA      | $742021.29    | 0.05%             | 2023-12-06      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                       | Federal Farm Credit Bank (FFCB)                                             | CUSIP: 3133ENP79<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   1000000 | PA      | $994381.22    | 0.07%             | 2024-09-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                   | ING Groep NV                                                                | CUSIP: 456837BA0<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $481132.84    | 0.03%             | 2026-03-28      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                       | European Investment Bank                                                    | CUSIP: 298785JM9<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |   2000000 | PA      | $1873027.50   | 0.13%             | 2024-07-24      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                              | Kinder Morgan, Inc                                                          | CUSIP: 49456BAF8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    300000 | PA      | $294205.47    | 0.02%             | 2025-06-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                         | CUSIP: 46647PCV6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $940160.04    | 0.06%             | 2026-02-24      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                           | WEC Energy Group, Inc                                                       | CUSIP: 92939UAF3<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    500000 | PA      | $473694.61    | 0.03%             | 2024-03-15      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                     | Fiserv, Inc                                                                 | CUSIP: 337738AS7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    750000 | PA      | $724518.28    | 0.05%             | 2024-07-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                          | Novartis Capital Corp                                                       | CUSIP: 66989HAJ7<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $958583.76    | 0.07%             | 2025-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                              | CUSIP: 61747YEM3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $938988.52    | 0.06%             | 2026-02-18      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                      | Boeing Co                                                                   | CUSIP: 097023DE2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1197883.94   | 0.08%             | 2024-02-04      | Fixed         | 1.43%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                          | Truist Financial Corp                                                       | CUSIP: 89788MAH5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1228195.30   | 0.08%             | 2026-07-28      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                        | European Bank for Reconstruction & Development                              | CUSIP: 29874QEG5<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | N/A       |   2000000 | PA      | $1824280.00   | 0.13%             | 2025-05-19      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group, Inc                                        | CUSIP: 86562MBM1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    300000 | PA      | $287698.03    | 0.02%             | 2024-07-16      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                        | Honeywell International, Inc                                                | CUSIP: 438516CH7<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501576.99    | 0.03%             | 2024-11-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings plc                                                           | CUSIP: 404280DA4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $939875.43    | 0.06%             | 2026-03-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                         | CUSIP: 46647PBS4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    500000 | PA      | $482173.79    | 0.03%             | 2024-09-16      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| BAXALTA INC                                    | Baxalta, Inc                                                                | CUSIP: 07177MAB9<br>LEI: 5493000JW8DCO3T45R55 | Long             | DBT              | CORP              | US        |    500000 | PA      | $486960.16    | 0.03%             | 2025-06-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                               | Duke Energy Corp                                                            | CUSIP: 26441CBV6<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    750000 | PA      | $748374.77    | 0.05%             | 2025-12-08      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                                    | CUSIP: 89236TKK0<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    500000 | PA      | $507690.28    | 0.03%             | 2025-11-10      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE NEW YORK                         | Credit Suisse AG.                                                           | CUSIP: 22550L2H3<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |    500000 | PA      | $461046.17    | 0.03%             | 2025-02-21      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                        | Japan Bank for International Cooperation                                    | CUSIP: 471048CT3<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |   1000000 | PA      | $977370.00    | 0.07%             | 2025-09-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                         | CUSIP: 46647PBF2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    500000 | PA      | $471176.21    | 0.03%             | 2025-10-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup, Inc                                                              | CUSIP: 172967NL1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    750000 | PA      | $712913.61    | 0.05%             | 2026-03-17      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note                                                 | CUSIP: 91282CEY3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  33000000 | PA      | $31963593.75  | 2.19%             | 2025-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                            | Charles Schwab Corp                                                         | CUSIP: 808513BN4<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $950367.06    | 0.07%             | 2024-03-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                       | Celanese US Holdings LLC                                                    | CUSIP: 15089QAL8<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    750000 | PA      | $747082.02    | 0.05%             | 2025-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                       | Capital One Financial Corp                                                  | CUSIP: 14040HCU7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    500000 | PA      | $489704.66    | 0.03%             | 2026-07-24      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                          | Entergy Louisiana LLC                                                       | CUSIP: 29364WBK3<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    500000 | PA      | $465420.45    | 0.03%             | 2024-10-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup, Inc                                                              | CUSIP: 172967MX6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $936440.75    | 0.06%             | 2025-05-01      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                     | US Bancorp                                                                  | CUSIP: 91159HHZ6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    500000 | PA      | $463605.96    | 0.03%             | 2025-05-12      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup, Inc                                                              | CUSIP: 172967HV6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $982085.65    | 0.07%             | 2024-08-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                       | Export-Import Bank of Korea                                                 | CUSIP: 302154DP1<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    500000 | PA      | $492310.17    | 0.03%             | 2024-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note                                                 | CUSIP: 91282CFN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9500000 | PA      | $9451386.70   | 0.65%             | 2024-09-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                       | Sabine Pass Liquefaction LLC                                                | CUSIP: 785592AM8<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    750000 | PA      | $751059.31    | 0.05%             | 2025-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                   | Barclays plc                                                                | CUSIP: 06738ECC7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $517897.59    | 0.04%             | 2026-11-02      | Fixed         | 7.33%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup, Inc                                                              | CUSIP: 17327CAN3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1390150.35   | 0.10%             | 2026-01-25      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| GSK CONSUMER HEALTHCARE                        | GSK Consumer Healthcare Capital US LLC                                      | CUSIP: 36264FAH4<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    500000 | PA      | $485270.62    | 0.03%             | 2024-03-24      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co, Inc                                            | CUSIP: 37045XDU7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    750000 | PA      | $723970.76    | 0.05%             | 2025-04-07      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                               | Berry Global, Inc                                                           | CUSIP: 08576PAG6<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    325000 | PA      | $307908.19    | 0.02%             | 2024-02-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                        | CUSIP: 06051GJR1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $937553.90    | 0.06%             | 2025-04-22      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                       | Federal Farm Credit Bank (FFCB)                                             | CUSIP: 3133ENKS8<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   1750000 | PA      | $1634874.27   | 0.11%             | 2025-01-06      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings plc                                                           | CUSIP: 404280CG2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    750000 | PA      | $682497.39    | 0.05%             | 2026-06-04      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| SWEDISH EXPORT CREDIT                          | Svensk Exportkredit AB                                                      | CUSIP: 87031CAG8<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |    500000 | PA      | $490172.49    | 0.03%             | 2024-09-03      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group, Inc                                        | CUSIP: 86562MBT6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $475275.41    | 0.03%             | 2024-09-27      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                         | Wabtec Corp                                                                 | CUSIP: 960386AN0<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196740.82    | 0.01%             | 2024-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group, Inc                                         | CUSIP: 606822CF9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    750000 | PA      | $722330.10    | 0.05%             | 2026-04-17      | Fixed         | 3.84%                 | No            |                  2 | On Loan: —       |
| CELANESE US HOLDINGS LLC                       | Celanese US Holdings LLC                                                    | CUSIP: 15089QAR5<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499839.00    | 0.03%             | 2024-07-05      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KOREA                              | Korea Government International Bond                                         | CUSIP: 50064FAK0<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |    500000 | PA      | $496878.13    | 0.03%             | 2023-09-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp                                                | CUSIP: 06406RBC0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    500000 | PA      | $484027.91    | 0.03%             | 2025-04-25      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                        | Japan Bank for International Cooperation                                    | CUSIP: 471048CD8<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |   1000000 | PA      | $945924.06    | 0.06%             | 2024-10-17      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                       | Baxter International, Inc                                                   | CUSIP: 071813CH0<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    750000 | PA      | $698222.60    | 0.05%             | 2024-11-29      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note                                                 | CUSIP: 91282CEH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14000000 | PA      | $13473906.32  | 0.92%             | 2025-04-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK                       | Huntington National Bank                                                    | CUSIP: 44644MAD3<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $978241.30    | 0.07%             | 2025-05-16      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                         | Blackstone Private Credit Fund                                              | CUSIP: 09261HAY3<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    350000 | PA      | $347225.22    | 0.02%             | 2025-09-29      | Fixed         | 7.05%                 | Yes           |                  2 | On Loan: No      |
| COUNCIL OF EUROPE                              | Council Of Europe Development Bank                                          | CUSIP: 222213BA7<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | N/A       |   1500000 | PA      | $1449027.48   | 0.10%             | 2025-06-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                       | National Rural Utilities Cooperative Finance Corp                           | CUSIP: 63743HFE7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    500000 | PA      | $482300.43    | 0.03%             | 2025-06-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                        | MPLX LP                                                                     | CUSIP: 55336VAA8<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    750000 | PA      | $726859.42    | 0.05%             | 2025-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MAGNA INTERNATIONAL INC                        | Magna International, Inc                                                    | CUSIP: 559222AR5<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $292708.85    | 0.02%             | 2025-10-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| VISA INC                                       | Visa, Inc                                                                   | CUSIP: 92826CAD4<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $964072.24    | 0.07%             | 2025-12-14      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PERKINELMER INC                                | PerkinElmer, Inc                                                            | CUSIP: 714046AL3<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    750000 | PA      | $695013.30    | 0.05%             | 2024-09-15      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                              | Ares Capital Corp                                                           | CUSIP: 04010LAY9<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    600000 | PA      | $552102.45    | 0.04%             | 2025-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                           | Boston Properties LP                                                        | CUSIP: 10112RAZ7<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    500000 | PA      | $478232.33    | 0.03%             | 2025-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                     | Cigna Corp                                                                  | CUSIP: 125523AV2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    400000 | PA      | $385193.57    | 0.03%             | 2025-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                                    | CUSIP: 89236TKG9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    750000 | PA      | $742924.75    | 0.05%             | 2024-09-20      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                             | Realty Income Corp                                                          | CUSIP: 756109AV6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    500000 | PA      | $489852.11    | 0.03%             | 2025-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY BANK                                 | Synchrony Bank                                                              | CUSIP: 87166FAD5<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |    500000 | PA      | $490725.55    | 0.03%             | 2025-08-22      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I                       | Stanley Black & Decker, Inc                                                 | CUSIP: 854502AP6<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $946021.35    | 0.06%             | 2025-02-24      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                               | BAT Capital Corp                                                            | CUSIP: 05526DAZ8<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    600000 | PA      | $577732.17    | 0.04%             | 2024-08-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC                          | Reynolds American, Inc                                                      | CUSIP: 761713AY2<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199562.17    | 0.01%             | 2023-09-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                       | AerCap Ireland Capital DAC                                                  | CUSIP: 00774MBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    500000 | PA      | $459777.66    | 0.03%             | 2024-10-29      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| STATE STR NAVIGATOR SECS L TR                  | State Street Navigator Securities Lending Government Money Market Portfolio | CUSIP: 857509301<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | STIV             | RF                | US        |  41257747 | NS      | $41257746.64  | 2.83%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIZENS BANK NA/RI                            | Citizens Bank NA                                                            | CUSIP: 75524KPT5<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |    500000 | PA      | $505629.21    | 0.03%             | 2025-10-24      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer Operating LP                                                | CUSIP: 29278NAC7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198744.62    | 0.01%             | 2023-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                         | Blackstone Private Credit Fund                                              | CUSIP: 09261HAT4<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    500000 | PA      | $479294.92    | 0.03%             | 2025-03-24      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                       | Constellation Brands, Inc                                                   | CUSIP: 21036PBM9<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $980255.65    | 0.07%             | 2024-05-09      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                            | CUSIP: 95000U2K8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1398349.56   | 0.10%             | 2026-02-11      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| WISCONSIN PUBLIC SERVICE                       | Wisconsin Public Service Corp                                               | CUSIP: 976843BP6<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |    300000 | PA      | $303311.13    | 0.02%             | 2025-11-10      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp                                                | CUSIP: 06406RAX5<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    750000 | PA      | $698495.28    | 0.05%             | 2024-10-25      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                 | Lowe's Cos, Inc                                                             | CUSIP: 548661DH7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    500000 | PA      | $480154.39    | 0.03%             | 2025-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                            | CUSIP: 95000U2N2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $930657.85    | 0.06%             | 2026-04-30      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                           | Westpac Banking Corp                                                        | CUSIP: 961214FA6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    750000 | PA      | $730443.57    | 0.05%             | 2025-08-26      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                        | Fidelity National Information Services, Inc                                 | CUSIP: 31620MBQ8<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    750000 | PA      | $709665.36    | 0.05%             | 2024-03-01      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note                                                 | CUSIP: 91282CBV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  34000000 | PA      | $32172500.00  | 2.21%             | 2024-04-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| DOLLAR TREE INC                                | Dollar Tree, Inc                                                            | CUSIP: 256746AG3<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |    300000 | PA      | $292880.22    | 0.02%             | 2025-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                          | Texas Instruments, Inc                                                      | CUSIP: 882508BR4<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501534.90    | 0.03%             | 2024-11-18      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note                                                 | CUSIP: 91282CAM3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $3591562.48   | 0.25%             | 2025-09-30      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                                        | CUSIP: 78016EZX8<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $464900.30    | 0.03%             | 2024-10-07      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                        | John Deere Capital Corp                                                     | CUSIP: 24422EVQ9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $939827.49    | 0.06%             | 2024-06-07      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| KFW                                            | Kreditanstalt fuer Wiederaufbau                                             | CUSIP: 500769JU9<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   3000000 | PA      | $2911818.48   | 0.20%             | 2025-06-10      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                             | Vodafone Group plc                                                          | CUSIP: 92857WBJ8<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $590445.73    | 0.04%             | 2025-05-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                           | Westpac Banking Corp                                                        | CUSIP: 961214FH1<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    500000 | PA      | $504371.81    | 0.03%             | 2024-10-18      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                         | Korea Development Bank                                                      | CUSIP: 500630DF2<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    500000 | PA      | $467725.20    | 0.03%             | 2024-06-19      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                         | NextEra Energy Capital Holdings, Inc                                        | CUSIP: 65339KCF5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246704.86    | 0.02%             | 2024-06-20      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| QORVO INC                                      | Qorvo, Inc                                                                  | CUSIP: 74739DAA2<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |    750000 | PA      | $690712.50    | 0.05%             | 2024-12-15      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| BAIDU INC                                      | Baidu, Inc                                                                  | CUSIP: 056752AK4<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |    300000 | PA      | $296310.63    | 0.02%             | 2023-09-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group, Inc                                                    | CUSIP: 38148LAE6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    500000 | PA      | $483578.08    | 0.03%             | 2025-05-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                             | Province of Quebec Canada                                                   | CUSIP: 748148RZ8<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    750000 | PA      | $705056.96    | 0.05%             | 2025-02-11      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                              | CUSIP: 61747YEQ4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    750000 | PA      | $731852.27    | 0.05%             | 2025-04-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                    | Nutrien Ltd                                                                 | CUSIP: 67077MAV0<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $296571.90    | 0.02%             | 2023-05-13      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                              | Hyatt Hotels Corp                                                           | CUSIP: 448579AL6<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97205.48     | 0.01%             | 2023-10-01      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                   | Barclays plc                                                                | CUSIP: 06738EAC9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $976804.00    | 0.07%             | 2024-09-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                             | Sonoco Products Co                                                          | CUSIP: 835495AM4<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $929246.34    | 0.06%             | 2025-02-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                           | Republic of Italy Government International Bond                             | CUSIP: 465410BX5<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    300000 | PA      | $282199.48    | 0.02%             | 2024-10-17      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                          | PACCAR Financial Corp                                                       | CUSIP: 69371RR99<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    500000 | PA      | $484576.85    | 0.03%             | 2025-08-11      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                               | Bank of Montreal                                                            | CUSIP: 06368D3S1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $242588.93    | 0.02%             | 2025-06-07      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CINTAS CORPORATION NO. 2                       | Cintas Corp No 2                                                            | CUSIP: 17252MAP5<br>LEI: 549300QVUQTTKMTE0G41 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1209403.53   | 0.08%             | 2025-05-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                       | Burlington Northern Santa Fe LLC                                            | CUSIP: 12189LAT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $487748.80    | 0.03%             | 2024-09-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond - When Issued | United States Treasury Note                                                 | CUSIP: 91282CDN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  44500000 | PA      | $41649218.75  | 2.86%             | 2024-12-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                               | Ventas Realty LP                                                            | CUSIP: 92277GAT4<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    500000 | PA      | $473071.80    | 0.03%             | 2025-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                          | Tennessee Valley Authority (TVA)                                            | CUSIP: 880591EW8<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |    500000 | PA      | $456922.76    | 0.03%             | 2025-05-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                         | PNC Financial Services Group, Inc                                           | CUSIP: 693475BH7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    500000 | PA      | $505318.20    | 0.03%             | 2025-10-28      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications, Inc                                                 | CUSIP: 92343VEN0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $968862.76    | 0.07%             | 2025-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                   | Barclays plc                                                                | CUSIP: 06738EBL8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $185845.01    | 0.01%             | 2026-05-07      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORP                                   | Chevron Corp                                                                | CUSIP: 166764BD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $966174.40    | 0.07%             | 2025-11-17      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note                                                 | CUSIP: 91282CFA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11500000 | PA      | $11216992.13  | 0.77%             | 2024-07-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                           | WEC Energy Group, Inc                                                       | CUSIP: 92939UAH9<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    750000 | PA      | $749808.94    | 0.05%             | 2025-09-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                       | European Investment Bank                                                    | CUSIP: 298785GJ9<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |   1500000 | PA      | $1475238.48   | 0.10%             | 2024-01-29      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note                                                 | CUSIP: 91282CCC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  33000000 | PA      | $31059961.02  | 2.13%             | 2024-05-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                                    | CUSIP: 89236TJH9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $938135.21    | 0.06%             | 2024-06-18      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                  | Westlake Chemical Corp                                                      | CUSIP: 960413AX0<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    200000 | PA      | $185702.96    | 0.01%             | 2024-08-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                         | Asian Development Bank                                                      | CUSIP: 045167EX7<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | N/A       |    500000 | PA      | $483021.60    | 0.03%             | 2023-10-06      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                    | Phillips 66                                                                 | CUSIP: 718546AY0<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    325000 | PA      | $310608.47    | 0.02%             | 2024-02-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                         | Korea Development Bank                                                      | CUSIP: 500630DQ8<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |   1000000 | PA      | $939244.22    | 0.06%             | 2025-02-24      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                    | Federal Home Loan Mortgage Corp (FHLMC)                                     | CUSIP: 3137EAEP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   3000000 | PA      | $2826839.52   | 0.19%             | 2025-02-12      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                     | AbbVie, Inc                                                                 | CUSIP: 00287YCV9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    750000 | PA      | $738423.59    | 0.05%             | 2024-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                             | Banco Santander S.A.                                                        | CUSIP: 05964HAP0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $577763.39    | 0.04%             | 2025-03-24      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                              | NatWest Group plc                                                           | CUSIP: 639057AG3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1040600.05   | 0.07%             | 2026-11-10      | Fixed         | 7.47%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                                               | CUSIP: 842400HB2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    500000 | PA      | $474881.71    | 0.03%             | 2024-04-01      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                     | Fiserv, Inc                                                                 | CUSIP: 337738AQ1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247336.11    | 0.02%             | 2023-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                 | Amazon.com, Inc                                                             | CUSIP: 023135CE4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    750000 | PA      | $723713.09    | 0.05%             | 2025-04-13      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                         | Asian Development Bank                                                      | CUSIP: 045167FM0<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | N/A       |   1500000 | PA      | $1447979.93   | 0.10%             | 2025-05-06      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AUTODESK INC                                   | Autodesk, Inc                                                               | CUSIP: 052769AD8<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197512.22    | 0.01%             | 2025-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                             | Royalty Pharma plc                                                          | CUSIP: 78081BAG8<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $484392.54    | 0.03%             | 2023-09-02      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                   | ING Groep NV                                                                | CUSIP: 456837AK9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $396757.32    | 0.03%             | 2023-10-02      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                       | Asian Infrastructure Investment Bank                                        | CUSIP: 04522KAF3<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | N/A       |   1000000 | PA      | $970597.20    | 0.07%             | 2025-06-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                            | CommonSpirit Health                                                         | CUSIP: 20268JAA1<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | MUN               | US        |    500000 | PA      | $479395.63    | 0.03%             | 2024-10-01      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                               | Hewlett Packard Enterprise Co                                               | CUSIP: 42824CAW9<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    500000 | PA      | $495098.90    | 0.03%             | 2025-10-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                     | Federal National Mortgage Association (FNMA)                                | CUSIP: 3135G06G3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   2500000 | PA      | $2248134.20   | 0.15%             | 2025-11-07      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                       | AT&T, Inc                                                                   | CUSIP: 00206RMJ8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $949619.49    | 0.07%             | 2024-03-25      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                         | Mondelez International, Inc                                                 | CUSIP: 609207AZ8<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    700000 | PA      | $675042.83    | 0.05%             | 2024-03-17      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                       | Magallanes, Inc                                                             | CUSIP: 55903VAC7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    750000 | PA      | $728076.20    | 0.05%             | 2024-03-15      | Fixed         | 3.43%                 | Yes           |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                       | Banco Bilbao Vizcaya Argentaria S.A.                                        | CUSIP: 05946KAK7<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $599815.11    | 0.04%             | 2026-09-14      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                     | Cigna Corp                                                                  | CUSIP: 125523AG5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $977033.19    | 0.07%             | 2025-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                        | Shell International Finance BV                                              | CUSIP: 822582BD3<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $968977.90    | 0.07%             | 2025-05-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BK/NY                       | National Australia Bank Ltd                                                 | CUSIP: 63254ABG2<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    500000 | PA      | $502012.41    | 0.03%             | 2024-11-22      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                         | Williams Cos, Inc                                                           | CUSIP: 969457BW9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    750000 | PA      | $741792.47    | 0.05%             | 2024-06-24      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                    | Equinor ASA                                                                 | CUSIP: 85771PAN2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |   1000000 | PA      | $985608.44    | 0.07%             | 2024-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| COOPERAT RABOBANK UA/NY                        | Cooperatieve Rabobank UA                                                    | CUSIP: 21688AAS1<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $933466.51    | 0.06%             | 2025-01-10      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                       | Berkshire Hathaway Energy Co                                                | CUSIP: 084659AT8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $984607.44    | 0.07%             | 2025-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                        | American Electric Power Co, Inc                                             | CUSIP: 025537AQ4<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    750000 | PA      | $722027.75    | 0.05%             | 2023-11-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                               | Duke Energy Corp                                                            | CUSIP: 26441CAN5<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    500000 | PA      | $491083.47    | 0.03%             | 2024-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                         | Santander Holdings USA, Inc                                                 | CUSIP: 80282KAZ9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    150000 | PA      | $139209.92    | 0.01%             | 2026-10-05      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                            | CUSIP: 949746RE3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1240463.03   | 0.09%             | 2024-01-16      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note                                                 | CUSIP: 91282CEA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22250000 | PA      | $21446914.06  | 1.47%             | 2024-02-29      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note                                                 | CUSIP: 91282CEG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18000000 | PA      | $17464218.84  | 1.20%             | 2024-03-31      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                        | CUSIP: 06051GLA5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1482472.29   | 0.10%             | 2026-07-22      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                             | Province of Quebec Canada                                                   | CUSIP: 748149AH4<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   1000000 | PA      | $968729.49    | 0.07%             | 2024-10-16      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                            | Elevance Health, Inc                                                        | CUSIP: 94973VBJ5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $975417.62    | 0.07%             | 2024-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                       | Microchip Technology, Inc                                                   | CUSIP: 595017BA1<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $970741.92    | 0.07%             | 2025-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SWEDISH EXPORT CREDIT                          | Svensk Exportkredit AB                                                      | CUSIP: 87031CAB9<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |    500000 | PA      | $473982.67    | 0.03%             | 2024-03-11      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| FMS WERTMANAGEMENT                             | FMS Wertmanagement AoeR                                                     | CUSIP: 30254WAP4<br>LEI: HZFDOR6TCRSIQLKQTX32 | Long             | DBT              | CORP              | DE        |    500000 | PA      | $489374.78    | 0.03%             | 2024-01-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| KFW                                            | Kreditanstalt fuer Wiederaufbau                                             | CUSIP: 500769JP0<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   1500000 | PA      | $1398185.42   | 0.10%             | 2024-09-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                     | AbbVie, Inc                                                                 | CUSIP: 00287YCX5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1461914.31   | 0.10%             | 2025-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES 2019-1AA                       | Delta Air Lines Pass Through Trust                                          | CUSIP: 24737BAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $194932.30    | 0.01%             | 2024-04-25      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup, Inc                                                              | CUSIP: 172967NQ0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $980637.54    | 0.07%             | 2025-05-24      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                            | American Tower Corp                                                         | CUSIP: 03027XBH2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    750000 | PA      | $714897.69    | 0.05%             | 2024-01-15      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                 | Amazon.com, Inc                                                             | CUSIP: 023135CD6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    750000 | PA      | $730693.24    | 0.05%             | 2024-04-13      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup, Inc                                                              | CUSIP: 172967MQ1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    600000 | PA      | $567949.60    | 0.04%             | 2026-04-08      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                            | Otis Worldwide Corp                                                         | CUSIP: 68902VAH0<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    300000 | PA      | $280686.69    | 0.02%             | 2025-04-05      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                        | CUSIP: 06051GJD2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    500000 | PA      | $450247.52    | 0.03%             | 2026-06-19      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                           | Republic of Italy Government International Bond                             | CUSIP: 465410AH1<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |   1000000 | PA      | $1005478.67   | 0.07%             | 2023-09-27      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| J PAUL GETTY TRUST                             | J Paul Getty Trust                                                          | CUSIP: 374288AB4<br>LEI: 72TDDU3K225INPK3EI14 | Long             | DBT              | CORP              | US        |    750000 | PA      | $717622.40    | 0.05%             | 2024-01-01      | Fixed         | 0.39%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank                                                       | CUSIP: 89114TZE5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $930642.11    | 0.06%             | 2024-09-10      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                     | 3M Co                                                                       | CUSIP: 88579YBM2<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    500000 | PA      | $477678.25    | 0.03%             | 2025-04-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                             | Banco Santander S.A.                                                        | CUSIP: 05971KAM1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $195787.57    | 0.01%             | 2024-05-24      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                               | Bank of Montreal                                                            | CUSIP: 06368LAP1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    750000 | PA      | $740009.00    | 0.05%             | 2024-09-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                       | Caterpillar Financial Services Corp                                         | CUSIP: 14913R2V8<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $971529.56    | 0.07%             | 2025-05-13      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                         | CUSIP: 46647PCT1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1388739.69   | 0.10%             | 2025-12-10      | Fixed         | 1.56%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                          | PACCAR Financial Corp                                                       | CUSIP: 69371RR81<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    250000 | PA      | $244105.76    | 0.02%             | 2024-06-13      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                       | Caterpillar Financial Services Corp                                         | CUSIP: 14913R2L0<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $941997.14    | 0.06%             | 2024-05-17      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia                                                         | CUSIP: 064159KJ4<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $185903.81    | 0.01%             | N/A             | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                        | Japan Bank for International Cooperation                                    | CUSIP: 471048CG1<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    450000 | PA      | $449302.47    | 0.03%             | 2023-01-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SWEDISH EXPORT CREDIT                          | Svensk Exportkredit AB                                                      | CUSIP: 87031CAC7<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |    925000 | PA      | $860809.10    | 0.06%             | 2024-10-07      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                         | CUSIP: 46647PCM6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    500000 | PA      | $461473.26    | 0.03%             | 2025-08-09      | Fixed         | 0.77%                 | No            |                  2 | On Loan: No      |
| VF CORP                                        | VF Corp                                                                     | CUSIP: 918204BA5<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |    300000 | PA      | $281608.73    | 0.02%             | 2025-04-23      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings plc                                                           | CUSIP: 404280CU1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $770893.18    | 0.05%             | 2024-08-17      | Fixed         | 0.73%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2022-12-31

**Name of Applicant:** TIAA-CREF Funds

**Signature:** E. Scott Wickerham

**Name of Signer:** E. Scott Wickerham

**Title:** Principal Financial Officer, Principal Accounting Officer and Treasurer