# EDGAR Filing Document

**Accession Number:** 0001084380
**File Stem:** 0001084380-26-000622
**Filing Date:** 2026-5
**Character Count:** 451926
**Document Hash:** fc104f8af5c81caba00b17da4c24dca7
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001084380-26-000622.hdr.sgml**: 20260528

**ACCESSION NUMBER**: 0001084380-26-000622

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260528

**DATE AS OF CHANGE**: 20260528

**PERIOD START**: 20260331

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** TIAA-CREF FUNDS
- **CENTRAL INDEX KEY:** 0001084380

**ORGANIZATION NAME:**
- **EIN:** 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:** 261028678

**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

### Nuveen Short Term Bond Index Fund (Series ID: S000050278)

| Class ID   | Class Name       | Ticker Symbol   |
|:---|:---|:---|
| C000158750 | Class R6         | TNSHX           |
| C000158751 | Premier Class    | TPSHX           |
| C000158752 | Class A          | TRSHX           |
| C000158753 | Retirement Class | TESHX           |
| C000162603 | Class I          | TTBHX           |
| C000202767 | Class W          | TTBWX           |

## 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:** Nuveen 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:** 2026-03-31

- **b. Date as of which information is reported:** 2026-03-31

**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:** $2484348303.00

**Total Liabilities:** $12545901.00

**Net Assets:** $2471802402.00

**Cash Not Reported:** $608.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -974.15000000 | **1-Year:** -316356.34000000 | **5-Year:** -132620.53000000 | **10-Year:** -298.98000000 | **30-Year:** -1737.77000000

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

- **3-Month:** -6.32000000 | **1-Year:** -145.70000000 | **5-Year:** -36.63000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000158753 | 0.21%                | 0.50%                | -0.51%               |
| Class ID C000162603 | 0.22%                | 0.51%                | -0.40%               |
| Class ID C000158751 | 0.22%                | 0.51%                | -0.51%               |
| Class ID C000202767 | 0.24%                | 0.53%                | -0.49%               |
| Class ID C000158750 | 0.24%                | 0.52%                | -0.49%               |
| Class ID C000158752 | 0.31%                | 0.50%                | -0.52%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $508104.15               | $-2957576.04                               |
| Month 2  | $1375142.59              | $3972449.98                                |
| Month 3  | $1149075.56              | $-21471246.84                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BP CAP MARKETS AMERICA                                                     | BP Capital Markets America, Inc                                             | CUSIP: 10373QBK5<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    450000 | PA      | $446914.06    | 0.02%             | 2027-04-06      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                        | Synchrony Financial                                                         | CUSIP: 87165BAM5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    700000 | PA      | $691341.98    | 0.03%             | 2027-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                | Canadian Pacific Railway Co                                                 | CUSIP: 13645RBP8<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $989064.12    | 0.04%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                                          | General Mills, Inc                                                          | CUSIP: 370334CW2<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    500000 | PA      | $512555.18    | 0.02%             | 2028-10-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                                    | Royal Caribbean Cruises Ltd                                                 | CUSIP: 780153AW2<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    300000 | PA      | $295154.44    | 0.01%             | 2028-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Pinnacle West Capital Corp                                                 | Pinnacle West Capital Corp                                                  | CUSIP: 723484AM3<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |    500000 | PA      | $503760.00    | 0.02%             | 2028-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                           | FirstEnergy Corp                                                            | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    650000 | PA      | $644706.82    | 0.03%             | 2027-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                     | Mitsubishi UFJ Financial Group, Inc                                         | CUSIP: 606822AV6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    700000 | PA      | $695185.19    | 0.03%             | 2028-03-02      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                          | State Street Corp                                                           | CUSIP: 857477CN1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    750000 | PA      | $754208.99    | 0.03%             | 2029-02-20      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| Jabil Inc                                                                  | Jabil, Inc                                                                  | CUSIP: 46656PAC8<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    500000 | PA      | $493934.45    | 0.02%             | 2029-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GULF POWER CO                                                              | Gulf Power Co                                                               | CUSIP: 402479CF4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    300000 | PA      | $297318.21    | 0.01%             | 2027-05-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                 | Intel Corp                                                                  | CUSIP: 458140BY5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    300000 | PA      | $297463.56    | 0.01%             | 2027-08-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                               | Stryker Corp                                                                | CUSIP: 863667BK6<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    750000 | PA      | $756430.86    | 0.03%             | 2028-02-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                                 | HPS Corporate Lending Fund                                                  | CUSIP: 40440VAL9<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    500000 | PA      | $497487.99    | 0.02%             | 2027-06-05      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| HCA Inc                                                                    | HCA, Inc                                                                    | CUSIP: 404119CY3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    525000 | PA      | $530148.44    | 0.02%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP                                                          | ITC Holdings Corp                                                           | CUSIP: 465685AP0<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196535.00    | 0.01%             | 2027-11-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                    | MPLX LP                                                                     | CUSIP: 55336VAR1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    550000 | PA      | $545567.51    | 0.02%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                             | Morgan Stanley                                                              | CUSIP: 61748UAK8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1482597.41   | 0.06%             | 2029-10-18      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                           | Crown Castle, Inc                                                           | CUSIP: 22822VBB6<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502421.31    | 0.02%             | 2028-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Amcor Flexibles North America Inc                                          | Amcor Flexibles North America, Inc                                          | CUSIP: 02344AAJ7<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    500000 | PA      | $495406.36    | 0.02%             | 2029-03-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                        | International Bank for Reconstruction & Development                         | CUSIP: 459058LK7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |    595000 | PA      | $595420.04    | 0.02%             | 2026-08-27      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EXPORT DEVELOPMNT CANADA                                                   | Export Development Canada                                                   | CUSIP: 30216BJW3<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |   2000000 | PA      | $2000687.72   | 0.08%             | 2028-02-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                        | American Express Co                                                         | CUSIP: 025816DV8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1008607.10   | 0.04%             | 2028-07-26      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                | American Honda Finance Corp                                                 | CUSIP: 02665WGK1<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    500000 | PA      | $495860.57    | 0.02%             | 2028-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                          | Kinder Morgan, Inc                                                          | CUSIP: 49456BAP6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    350000 | PA      | $349554.63    | 0.01%             | 2028-03-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                           | United States Treasury Note                                                 | CUSIP: 91282CND9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  60500000 | PA      | $60417285.01  | 2.44%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                   | Ford Motor Credit Co LLC                                                    | CUSIP: 345397YT4<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    300000 | PA      | $293982.86    | 0.01%             | 2027-11-02      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                                    | Japan Bank for International Cooperation                                    | CUSIP: 471048CW6<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    500000 | PA      | $500080.73    | 0.02%             | 2026-04-27      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                       | Bank of America Corp                                                        | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1547383.76   | 0.06%             | 2029-09-15      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                                         | ConAgra Brands, Inc                                                         | CUSIP: 205887CC4<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    750000 | PA      | $750743.93    | 0.03%             | 2028-11-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                        | JPMorgan Chase & Co                                                         | CUSIP: 46647PEL6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1510082.12   | 0.06%             | 2028-07-22      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| UBS AG/Stamford CT                                                         | UBS AG.                                                                     | CUSIP: 90261AAG7<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |   1000000 | PA      | $998706.70    | 0.04%             | 2029-03-16      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Inter-American Investment Corp                                             | Inter-American Investment Corp                                              | CUSIP: 45828Q2E6<br>LEI: 5493001X4LH60PFRL744 | Long             | DBT              | NUSS              | N/A       |    750000 | PA      | $748228.70    | 0.03%             | 2027-02-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                        | JPMorgan Chase & Co                                                         | CUSIP: 46647PDX1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1818387.83   | 0.07%             | 2029-10-23      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                    | Federal Home Loan Banks                                                     | CUSIP: 3130B82L5<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    750000 | PA      | $747277.86    | 0.03%             | 2027-10-04      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                     | Brookfield Finance, Inc                                                     | CUSIP: 11271LAC6<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    350000 | PA      | $346157.58    | 0.01%             | 2028-01-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                           | T-Mobile USA, Inc                                                           | CUSIP: 87264ACZ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    500000 | PA      | $505195.28    | 0.02%             | 2028-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA/NY                                                | Cooperatieve Rabobank UA                                                    | CUSIP: 21688ABR2<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $496538.87    | 0.02%             | 2028-01-14      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                           | BAT Capital Corp                                                            | CUSIP: 05526DBP9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1052316.69   | 0.04%             | 2027-04-02      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                                          | International Finance Corp                                                  | CUSIP: 45950VHX7<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | N/A       |   1500000 | PA      | $1499443.77   | 0.06%             | 2026-04-07      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                                                   | Martin Marietta Materials, Inc                                              | CUSIP: 573284AT3<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    300000 | PA      | $295650.88    | 0.01%             | 2027-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                        | Province of British Columbia Canada                                         | CUSIP: 11070TAN8<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |   1500000 | PA      | $1520792.81   | 0.06%             | 2028-01-24      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                                    | Landwirtschaftliche Rentenbank                                              | CUSIP: 515110BT0<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |    500000 | PA      | $489507.30    | 0.02%             | 2027-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                   | Toyota Motor Credit Corp                                                    | CUSIP: 89236TPF6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    500000 | PA      | $496350.06    | 0.02%             | 2028-01-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                   | European Investment Bank                                                    | CUSIP: 298785KJ4<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |   2460000 | PA      | $2463675.49   | 0.10%             | 2028-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                    | Simon Property Group LP                                                     | CUSIP: 828807DL8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    300000 | PA      | $286978.64    | 0.01%             | 2028-02-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Zions Bancorp NA                                                           | Zions Bancorp NA                                                            | CUSIP: 98971DAE0<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248133.23    | 0.01%             | 2029-02-09      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                                         | Province of Quebec Canada                                                   | CUSIP: 748148SD6<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   1750000 | PA      | $1739804.48   | 0.07%             | 2028-04-13      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                              | Hewlett Packard Enterprise Co                                               | CUSIP: 42824CBS7<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    750000 | PA      | $748891.45    | 0.03%             | 2027-09-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                            | San Diego Gas & Electric Co                                                 | CUSIP: 797440CE2<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253959.20    | 0.01%             | 2028-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                              | Boeing Co                                                                   | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1017264.92   | 0.04%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                         | Union Pacific Corp                                                          | CUSIP: 907818EY0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $994440.06    | 0.04%             | 2028-09-10      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd/New York NY                      | Australia & New Zealand Banking Group Ltd                                   | CUSIP: 05253JB75<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    500000 | PA      | $502064.63    | 0.02%             | 2028-06-18      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                                    | Japan Bank for International Cooperation                                    | CUSIP: 471048BQ0<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    750000 | PA      | $735652.35    | 0.03%             | 2027-11-16      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                           | United States Treasury Note                                                 | CUSIP: 91282CNV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8250000 | PA      | $8225507.81   | 0.33%             | 2027-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                    | Procter & Gamble Co                                                         | CUSIP: 742718FZ7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1001422.27   | 0.04%             | 2028-01-26      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Private Export Funding Corp                                                | Private Export Funding Corp                                                 | CUSIP: 742651EA6<br>LEI: CYQE6SAYPFKNQJ6FMH60 | Long             | DBT              | CORP              | US        |    500000 | PA      | $505671.46    | 0.02%             | 2028-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                               | Barclays plc                                                                | CUSIP: 06738EBD6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1006083.42   | 0.04%             | 2029-05-16      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                                                         | Southwest Gas Corp                                                          | CUSIP: 845011AH8<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    350000 | PA      | $356418.40    | 0.01%             | 2028-03-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                                                   | Huntington Ingalls Industries, Inc                                          | CUSIP: 446413AL0<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246044.62    | 0.01%             | 2027-12-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                           | Altria Group, Inc                                                           | CUSIP: 02209SBD4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    600000 | PA      | $604852.45    | 0.02%             | 2029-02-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                | Oracle Corp                                                                 | CUSIP: 68389XBN4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $975874.77    | 0.04%             | 2027-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                       | International Business Machines Corp                                        | CUSIP: 459200LQ2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    300000 | PA      | $296969.76    | 0.01%             | 2029-02-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                    | John Deere Capital Corp                                                     | CUSIP: 24422EXH7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    750000 | PA      | $757148.78    | 0.03%             | 2029-01-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                     | Sempra                                                                      | CUSIP: 816851BG3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98125.62     | 0.00%             | 2028-02-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Concentrix Corp                                                            | Concentrix Corp                                                             | CUSIP: 20602DAD3<br>LEI: 5493000EAJN1KMPVA737 | Long             | DBT              | CORP              | US        |    500000 | PA      | $486323.82    | 0.02%             | 2029-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                               | Barclays plc                                                                | CUSIP: 06738EDD4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1500000 | PA      | $1491771.48   | 0.06%             | 2029-11-11      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                     | Roper Technologies, Inc                                                     | CUSIP: 776743AN6<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95668.92     | 0.00%             | 2027-09-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                               | QUALCOMM, Inc                                                               | CUSIP: 747525AU7<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    300000 | PA      | $297291.14    | 0.01%             | 2027-05-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                            | Kreditanstalt fuer Wiederaufbau                                             | CUSIP: 500769KJ2<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   4715000 | PA      | $4721765.84   | 0.19%             | 2028-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                                                    | O'Reilly Automotive, Inc                                                    | CUSIP: 67103HAF4<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    300000 | PA      | $296896.03    | 0.01%             | 2027-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| SSM HEALTH CARE                                                            | SSM Health Care Corp                                                        | CUSIP: 784710AA3<br>LEI: 5493000QP6H63JFPC580 | Long             | DBT              | MUN               | US        |    200000 | PA      | $198615.82    | 0.01%             | 2027-06-01      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                             | Morgan Stanley                                                              | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2522919.65   | 0.10%             | 2029-04-12      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                | Export-Import Bank of Korea                                                 | CUSIP: 302154EG0<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    750000 | PA      | $750752.90    | 0.03%             | 2027-10-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                 | Intel Corp                                                                  | CUSIP: 458140BT6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    750000 | PA      | $702763.95    | 0.03%             | 2028-08-12      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                           | United States Treasury Note                                                 | CUSIP: 91282CMF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  84500000 | PA      | $85097441.20  | 3.44%             | 2028-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                     | General Motors Financial Co, Inc                                            | CUSIP: 37045XDP8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $947953.53    | 0.04%             | 2028-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                   | Toyota Motor Credit Corp                                                    | CUSIP: 89236TPQ2<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    500000 | PA      | $496999.27    | 0.02%             | 2029-03-13      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                                              | McKesson Corp                                                               | CUSIP: 581557BJ3<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198871.16    | 0.01%             | 2028-02-16      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| IQVIA Inc                                                                  | IQVIA, Inc                                                                  | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    400000 | PA      | $415734.40    | 0.02%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                                                       | National Fuel Gas Co                                                        | CUSIP: 636180BP5<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300184.78    | 0.01%             | 2028-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                                                       | Appalachian Power Co                                                        | CUSIP: 037735CW5<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    300000 | PA      | $296008.82    | 0.01%             | 2027-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                   | AT&T, Inc                                                                   | CUSIP: 00206RKG6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1334021.57   | 0.05%             | 2028-02-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                     | Motorola Solutions, Inc                                                     | CUSIP: 620076BL2<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250956.48    | 0.01%             | 2028-02-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| International Finance Corp                                                 | International Finance Corp                                                  | CUSIP: 45950KDF4<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | N/A       |    715000 | PA      | $717832.17    | 0.03%             | 2027-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                   | Capital One Financial Corp                                                  | CUSIP: 14040HCX1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1218120.67   | 0.05%             | 2029-02-01      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                                     | Equitable Holdings, Inc                                                     | CUSIP: 054561AJ4<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    183000 | PA      | $182567.30    | 0.01%             | 2028-04-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                   | Intercontinental Exchange, Inc                                              | CUSIP: 45866FAU8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    750000 | PA      | $746616.75    | 0.03%             | 2027-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY DIRECT                                                      | Morgan Stanley Direct Lending Fund                                          | CUSIP: 61774AAD5<br>LEI: 549300QEX22T2J8IB029 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198987.07    | 0.01%             | 2027-02-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VOYA FINANCIAL INC                                                         | Voya Financial, Inc                                                         | CUSIP: 929089AF7<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94536.94     | 0.00%             | 2048-01-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                                      | Canadian National Railway Co                                                | CUSIP: 136375BD3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $528259.58    | 0.02%             | 2028-07-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank NA                                             | Morgan Stanley Private Bank NA                                              | CUSIP: 61776NVE0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2999888.88   | 0.12%             | 2028-07-06      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Oesterreichische Kontrollbank AG                                           | Oesterreichische Kontrollbank AG.                                           | CUSIP: 676167CQ0<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |    460000 | PA      | $461124.74    | 0.02%             | 2028-05-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                         | Banco Santander S.A.                                                        | CUSIP: 05964HBF1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1400000 | PA      | $1415102.15   | 0.06%             | 2028-07-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                 | Intel Corp                                                                  | CUSIP: 458140CE8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    750000 | PA      | $755278.88    | 0.03%             | 2028-02-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                          | General Motors Co                                                           | CUSIP: 37045VBC3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    500000 | PA      | $507122.40    | 0.02%             | 2028-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Helmerich & Payne Inc                                                      | Helmerich & Payne, Inc                                                      | CUSIP: 423452AL5<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500493.36    | 0.02%             | 2027-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BLOCK FINANCIAL LLC                                                        | Block Financial LLC                                                         | CUSIP: 093662AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $188970.41    | 0.01%             | 2028-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                                                   | Federal Farm Credit Banks Funding Corp                                      | CUSIP: 3133EPNG6<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    750000 | PA      | $751002.57    | 0.03%             | 2026-06-23      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                              | Hewlett Packard Enterprise Co                                               | CUSIP: 42824CCC1<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500030.37    | 0.02%             | 2028-03-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                    | HCA, Inc                                                                    | CUSIP: 404119CP2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1015045.01   | 0.04%             | 2028-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                   | CSX Corp                                                                    | CUSIP: 126408HJ5<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    300000 | PA      | $297286.20    | 0.01%             | 2028-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                                          | Brown & Brown, Inc                                                          | CUSIP: 115236AJ0<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    425000 | PA      | $426229.89    | 0.02%             | 2028-06-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                  | AerCap Ireland Capital DAC                                                  | CUSIP: 00774MBG9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    750000 | PA      | $764117.84    | 0.03%             | 2027-04-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                         | Meta Platforms, Inc                                                         | CUSIP: 30303M8L9<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    750000 | PA      | $758263.43    | 0.03%             | 2028-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                    | CenterPoint Energy Houston Electric LLC                                     | CUSIP: 15189XBD9<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    300000 | PA      | $306617.71    | 0.01%             | 2028-10-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                     | Asian Development Bank                                                      | CUSIP: 045167GJ6<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | N/A       |   2495000 | PA      | $2519750.38   | 0.10%             | 2028-01-14      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                                                      | Jackson Financial, Inc                                                      | CUSIP: 46817MAR8<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201373.39    | 0.01%             | 2027-06-08      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| HP INC                                                                     | HP, Inc                                                                     | CUSIP: 40434LAB1<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    300000 | PA      | $294729.68    | 0.01%             | 2027-06-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                                 | TELUS Corp                                                                  | CUSIP: 87971MBF9<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $494267.42    | 0.02%             | 2027-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                   | Toyota Motor Credit Corp                                                    | CUSIP: 89236TNR2<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $996754.52    | 0.04%             | 2028-09-05      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                                                                   | Flex Ltd                                                                    | CUSIP: 33938XAE5<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    300000 | PA      | $306129.39    | 0.01%             | 2028-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                                                      | Continental Resources, Inc                                                  | CUSIP: 212015AS0<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    400000 | PA      | $397289.13    | 0.02%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                 | PacifiCorp                                                                  | CUSIP: 695114DM7<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500028.62    | 0.02%             | 2029-04-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                             | Morgan Stanley                                                              | CUSIP: 61747YER2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $997252.71    | 0.04%             | 2028-04-20      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Augusta SpinCo Corp                                                        | Augusta SpinCo Corp                                                         | CUSIP: 051473AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $997262.94    | 0.04%             | 2029-03-23      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                      | Wells Fargo & Co                                                            | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2724012.56   | 0.11%             | 2028-05-22      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| KELLOGG CO                                                                 | Kellogg Co                                                                  | CUSIP: 487836BW7<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300223.46    | 0.01%             | 2028-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                             | Blackstone Private Credit Fund                                              | CUSIP: 09261HBR7<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    750000 | PA      | $740627.77    | 0.03%             | 2027-09-26      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                            | Kreditanstalt fuer Wiederaufbau                                             | CUSIP: 500769KE3<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   2400000 | PA      | $2411272.03   | 0.10%             | 2027-03-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                    | International Bank for Reconstruction & Development                         | CUSIP: 459058JN4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |   1000000 | PA      | $951571.94    | 0.04%             | 2027-11-24      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                      | Mexico Government International Bond                                        | CUSIP: 91087BAU4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    500000 | PA      | $506250.00    | 0.02%             | 2028-02-09      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                          | HSBC Holdings plc                                                           | CUSIP: 404280FK0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $992583.60    | 0.04%             | 2030-03-10      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                          | NatWest Group plc                                                           | CUSIP: 780097BG5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $805590.88    | 0.03%             | 2029-05-18      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                                                     | Corp Andina de Fomento                                                      | CUSIP: 219868CG9<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | N/A       |    500000 | PA      | $500000.00    | 0.02%             | 2026-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                      | Mexico Government International Bond                                        | CUSIP: 91087BAC4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1000000 | PA      | $999000.00    | 0.04%             | 2027-03-28      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA                                                           | ArcelorMittal S.A.                                                          | CUSIP: 03938LBE3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    600000 | PA      | $618307.57    | 0.03%             | 2027-11-29      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                 | Fiserv, Inc                                                                 | CUSIP: 337738BD9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    350000 | PA      | $354971.36    | 0.01%             | 2028-03-02      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                   | Prudential Financial, Inc                                                   | CUSIP: 744320AW2<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    250000 | PA      | $243851.73    | 0.01%             | 2047-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                                                   | Take-Two Interactive Software, Inc                                          | CUSIP: 874054AK5<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    500000 | PA      | $504571.86    | 0.02%             | 2028-03-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                                          | EOG Resources, Inc                                                          | CUSIP: 26875PAX9<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501533.29    | 0.02%             | 2028-07-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                           | Bank of Montreal                                                            | CUSIP: 06368MJG0<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    750000 | PA      | $756725.89    | 0.03%             | 2029-01-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                         | Home Depot, Inc                                                             | CUSIP: 437076DH2<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    750000 | PA      | $745220.89    | 0.03%             | 2028-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                   | Ford Motor Credit Co LLC                                                    | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197409.13    | 0.01%             | 2027-08-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                | Phillips 66                                                                 | CUSIP: 718546AR5<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    700000 | PA      | $694107.30    | 0.03%             | 2028-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                                   | OMEGA Healthcare Investors, Inc                                             | CUSIP: 681936BF6<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199733.46    | 0.01%             | 2027-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                   | AT&T, Inc                                                                   | CUSIP: 00206RJX1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $977495.34    | 0.04%             | 2027-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP                                                         | CNA Financial Corp                                                          | CUSIP: 126117AU4<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    300000 | PA      | $295804.15    | 0.01%             | 2027-08-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Ascension Health                                                           | Ascension Health                                                            | CUSIP: 04351LAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $994508.43    | 0.04%             | 2028-11-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| EXPORT DEVELOPMNT CANADA                                                   | Export Development Canada                                                   | CUSIP: 30216BKB7<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |    500000 | PA      | $500594.68    | 0.02%             | 2026-06-29      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                      | Province of Ontario Canada                                                  | CUSIP: 68323AFF6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    500000 | PA      | $498374.85    | 0.02%             | 2026-06-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                        | Fifth Third Bancorp                                                         | CUSIP: 316773DJ6<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    700000 | PA      | $719786.47    | 0.03%             | 2028-10-27      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                    | Simon Property Group LP                                                     | CUSIP: 828807DE4<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98592.77     | 0.00%             | 2027-12-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPIT                                                   | Kaiser Foundation Hospitals                                                 | CUSIP: 48305QAC7<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197918.74    | 0.01%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                                         | Panama Government International Bond                                        | CUSIP: 698299BF0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    400000 | PA      | $392632.00    | 0.02%             | 2028-03-17      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                        | American Express Co                                                         | CUSIP: 025816ED7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    950000 | PA      | $956005.20    | 0.04%             | 2029-04-25      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| UDR INC                                                                    | UDR, Inc                                                                    | CUSIP: 90265EAN0<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196715.13    | 0.01%             | 2028-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                  | Toronto-Dominion Bank                                                       | CUSIP: 89115KAD2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    750000 | PA      | $752311.48    | 0.03%             | 2028-06-02      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Barings Private Credit Corp                                                | Barings Private Credit Corp                                                 | CUSIP: 06763AAC5<br>LEI: 549300K2GGNA2FQFQL45 | Long             | DBT              | CORP              | US        |    300000 | PA      | $293271.89    | 0.01%             | 2029-02-06      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| WISCONSIN POWER & LIGHT                                                    | Wisconsin Power and Light Co                                                | CUSIP: 976826BL0<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98164.54     | 0.00%             | 2027-10-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Oesterreichische Kontrollbank AG                                           | Oesterreichische Kontrollbank AG.                                           | CUSIP: 676167CK3<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |    500000 | PA      | $503145.34    | 0.02%             | 2026-10-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                       | Royal Bank of Canada                                                        | CUSIP: 78016FZS6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $499821.04    | 0.02%             | 2027-08-03      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                        | Dominion Energy, Inc                                                        | CUSIP: 25746UDY2<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501572.72    | 0.02%             | 2028-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                           | United States Treasury Note                                                 | CUSIP: 91282CMW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  62000000 | PA      | $61915234.22  | 2.50%             | 2028-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MCCORMICK & CO                                                             | McCormick & Co, Inc                                                         | CUSIP: 579780AN7<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148298.68    | 0.01%             | 2027-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                             | Mastercard, Inc                                                             | CUSIP: 57636QBF0<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1009076.71   | 0.04%             | 2028-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                                         | Ally Financial, Inc                                                         | CUSIP: 02005NBZ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    500000 | PA      | $507797.88    | 0.02%             | 2029-05-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                              | Allstate Corp                                                               | CUSIP: 020002BB6<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199945.04    | 0.01%             | 2053-08-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd/New York                                       | National Australia Bank Ltd                                                 | CUSIP: 632525CJ8<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |   1250000 | PA      | $1253365.18   | 0.05%             | 2028-06-13      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                                                 | Eaton Corp                                                                  | CUSIP: 278062AK0<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    400000 | PA      | $400962.39    | 0.02%             | 2028-05-18      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA PLC                                                  | Rio Tinto Finance USA plc                                                   | CUSIP: 76720AAR7<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1004761.29   | 0.04%             | 2028-03-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                           | T-Mobile USA, Inc                                                           | CUSIP: 87264ADA0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    500000 | PA      | $504783.17    | 0.02%             | 2028-07-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                  | Amgen, Inc                                                                  | CUSIP: 031162CQ1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    500000 | PA      | $492192.33    | 0.02%             | 2027-11-02      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                              | Hewlett Packard Enterprise Co                                               | CUSIP: 42824CBZ1<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    300000 | PA      | $297598.99    | 0.01%             | 2028-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon/The                                                | Bank of New York Mellon                                                     | CUSIP: 06405LAH4<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1258890.79   | 0.05%             | 2029-04-20      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Icon Investments Six DAC                                                   | Icon Investments Six DAC                                                    | CUSIP: 45115AAA2<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    500000 | PA      | $502531.64    | 0.02%             | 2027-05-08      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                                     | Morgan Stanley Bank NA                                                      | CUSIP: 61690U8B9<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    850000 | PA      | $859666.97    | 0.03%             | 2028-05-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                    | Goldman Sachs Group, Inc                                                    | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1491536.24   | 0.06%             | 2029-05-01      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                     | Diamondback Energy, Inc                                                     | CUSIP: 25278XAX7<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1007871.99   | 0.04%             | 2027-04-18      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA Inc                                                 | Santander Holdings USA, Inc                                                 | CUSIP: 80282KBJ4<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206648.21    | 0.01%             | 2030-01-09      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank/The                                                 | Korea Development Bank                                                      | CUSIP: 500630EC8<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    500000 | PA      | $502220.34    | 0.02%             | 2027-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CELULOSA ARAUCO CONSTITU                                                   | Celulosa Arauco y Constitucion S.A.                                         | CUSIP: 151191BB8<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $196660.74    | 0.01%             | 2027-11-02      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                           | United States Treasury Note                                                 | CUSIP: 91282CNP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3200000 | PA      | $3201249.98   | 0.13%             | 2027-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                                         | Steel Dynamics, Inc                                                         | CUSIP: 858119BN9<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143945.19    | 0.01%             | 2027-10-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                        | JPMorgan Chase & Co                                                         | CUSIP: 46647PDA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499771.70    | 0.02%             | 2028-04-26      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                                                      | Unilever Capital Corp                                                       | CUSIP: 904764BS5<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    500000 | PA      | $508454.34    | 0.02%             | 2028-09-08      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                       | Bank of America Corp                                                        | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1498896.26   | 0.06%             | 2028-04-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                   | BHP Billiton Finance USA Ltd                                                | CUSIP: 055451AZ1<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    600000 | PA      | $605570.23    | 0.02%             | 2028-02-28      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                | Export-Import Bank of Korea                                                 | CUSIP: 302154EQ8<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    500000 | PA      | $496251.56    | 0.02%             | 2029-01-13      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| F&G Annuities & Life Inc                                                   | F&G Annuities & Life, Inc                                                   | CUSIP: 30190AAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $152671.04    | 0.01%             | 2028-01-13      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                            | McDonald's Corp                                                             | CUSIP: 58013MFU3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202448.84    | 0.01%             | 2028-08-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| HSBC USA Inc                                                               | HSBC USA, Inc                                                               | CUSIP: 40428HR95<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1257784.69   | 0.05%             | 2028-06-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                        | JPMorgan Chase & Co                                                         | CUSIP: 46647PEP7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1999576.40   | 0.08%             | 2028-10-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                        | NextEra Energy Capital Holdings, Inc                                        | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502412.20    | 0.02%             | 2027-09-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| LENNAR CORP                                                                | Lennar Corp                                                                 | CUSIP: 526057CD4<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500766.89    | 0.02%             | 2027-11-29      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                                        | Nomura Holdings, Inc                                                        | CUSIP: 65535HBR9<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    750000 | PA      | $759162.70    | 0.03%             | 2027-07-02      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                                        | Kimco Realty OP LLC                                                         | CUSIP: 49446RAX7<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191374.93    | 0.01%             | 2028-03-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                          | Dell International LLC                                                      | CUSIP: 24703TAL0<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1007027.52   | 0.04%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                   | European Investment Bank                                                    | CUSIP: 298785JT4<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |   2000000 | PA      | $1982786.10   | 0.08%             | 2027-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                     | Williams Cos, Inc                                                           | CUSIP: 96949LAD7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    800000 | PA      | $793944.34    | 0.03%             | 2027-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                   | Corebridge Financial, Inc                                                   | CUSIP: 21871XAD1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    300000 | PA      | $297279.77    | 0.01%             | 2027-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                        | Consumers Energy Co                                                         | CUSIP: 210518DS2<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201552.02    | 0.01%             | 2028-03-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| UBS AG/London                                                              | UBS AG.                                                                     | CUSIP: 902674ZW3<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |   1300000 | PA      | $1341547.64   | 0.05%             | 2028-09-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Darden Restaurants Inc                                                     | Darden Restaurants, Inc                                                     | CUSIP: 237194AP0<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249419.40    | 0.01%             | 2027-10-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                            | CVS Health Corp                                                             | CUSIP: 126650DH0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    600000 | PA      | $594848.90    | 0.02%             | 2027-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                                     | Morgan Stanley Bank NA                                                      | CUSIP: 61690DK72<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1010702.79   | 0.04%             | 2029-01-12      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                   | Capital One Financial Corp                                                  | CUSIP: 14040HCZ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    750000 | PA      | $775510.64    | 0.03%             | 2029-06-08      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                     | Pacific Gas & Electric Co                                                   | CUSIP: 694308HW0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    550000 | PA      | $538606.45    | 0.02%             | 2027-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                        | Elevance Health, Inc                                                        | CUSIP: 036752BH5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    750000 | PA      | $743486.75    | 0.03%             | 2028-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                             | Lowe's Cos, Inc                                                             | CUSIP: 548661DX2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    300000 | PA      | $282665.41    | 0.01%             | 2028-04-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Omnicom Group Inc                                                          | Omnicom Group, Inc                                                          | CUSIP: 681919BV7<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $989390.89    | 0.04%             | 2029-03-02      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Chevron USA Inc                                                            | Chevron USA, Inc                                                            | CUSIP: 166756BH8<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500606.95    | 0.02%             | 2028-08-13      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                             | Amazon.com, Inc                                                             | CUSIP: 023135DB9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $996808.53    | 0.04%             | 2028-03-13      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                                            | Tyson Foods, Inc                                                            | CUSIP: 902494BC6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    300000 | PA      | $297197.01    | 0.01%             | 2027-06-02      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                    | Federal Home Loan Banks                                                     | CUSIP: 3130B2PJ8<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    500000 | PA      | $499687.81    | 0.02%             | 2026-09-04      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES                                                      | Keysight Technologies, Inc                                                  | CUSIP: 49338LAE3<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250281.50    | 0.01%             | 2027-04-06      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Korea International Bond                                                   | Korea International Bond                                                    | CUSIP: 50064FAZ7<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |    500000 | PA      | $495525.74    | 0.02%             | 2029-02-12      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                   | EQT Corp                                                                    | CUSIP: 26884LAQ2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    500000 | PA      | $511553.37    | 0.02%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs BDC Inc                                                      | Goldman Sachs BDC, Inc                                                      | CUSIP: 38147UAG2<br>LEI: 6D01AGSGBNZIJSN77043 | Long             | DBT              | CORP              | US        |    300000 | PA      | $291379.30    | 0.01%             | 2029-01-28      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                             | EPR Properties                                                              | CUSIP: 26884UAE9<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |    400000 | PA      | $399465.11    | 0.02%             | 2028-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                | Southern Co                                                                 | CUSIP: 842587DD6<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    500000 | PA      | $504332.41    | 0.02%             | 2027-08-01      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                    | John Deere Capital Corp                                                     | CUSIP: 24422EXR5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1009877.78   | 0.04%             | 2027-06-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                  | AerCap Ireland Capital DAC                                                  | CUSIP: 00774MBT1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1250000 | PA      | $1233090.71   | 0.05%             | 2029-02-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                   | International Business Machines Corp                                        | CUSIP: 459200KT7<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    700000 | PA      | $698675.56    | 0.03%             | 2027-07-27      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                | PepsiCo, Inc                                                                | CUSIP: 713448GA0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1008013.50   | 0.04%             | 2028-02-07      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank/The                                   | Asian Infrastructure Investment Bank                                        | CUSIP: 04522KAR7<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | N/A       |   1000000 | PA      | $995546.64    | 0.04%             | 2028-09-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                   | EQT Corp                                                                    | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    131000 | PA      | $129403.25    | 0.01%             | 2027-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                  | Amgen, Inc                                                                  | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1014654.61   | 0.04%             | 2028-03-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| HUBBELL INC                                                                | Hubbell, Inc                                                                | CUSIP: 443510AJ1<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |    300000 | PA      | $295468.11    | 0.01%             | 2028-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CAPITAL CORP                                                      | Blue Owl Capital Corp                                                       | CUSIP: 69121KAF1<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146296.48    | 0.01%             | 2027-01-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                       | Bank of America Corp                                                        | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1258072.85   | 0.05%             | 2028-07-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                               | Alphabet, Inc                                                               | CUSIP: 02079KAV9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $996758.68    | 0.04%             | 2028-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                  | Boeing Co                                                                   | CUSIP: 097023CA1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    500000 | PA      | $488100.60    | 0.02%             | 2028-11-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                               | Barclays plc                                                                | CUSIP: 06738ECT0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1025000 | PA      | $1028943.19   | 0.04%             | 2028-09-10      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics Inc                                                         | Steel Dynamics, Inc                                                         | CUSIP: 858119BU3<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    750000 | PA      | $741850.05    | 0.03%             | 2028-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                    | Inter-American Development Bank                                             | CUSIP: 4581X0EK0<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | N/A       |   3000000 | PA      | $3002512.59   | 0.12%             | 2026-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                              | Hewlett Packard Enterprise Co                                               | CUSIP: 42824CCB3<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    300000 | PA      | $298057.97    | 0.01%             | 2027-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| KIRBY CORPORATION                                                          | Kirby Corp                                                                  | CUSIP: 497266AC0<br>LEI: I7NO6FZO5GUCG585T325 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198825.65    | 0.01%             | 2028-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                           | Wells Fargo & Co                                                            | CUSIP: 95000U4A8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1137348.57   | 0.05%             | 2029-09-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                       | Waste Management, Inc                                                       | CUSIP: 94106LCB3<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    500000 | PA      | $503260.67    | 0.02%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                         | Energy Transfer Operating LP                                                | CUSIP: 29278NAN3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    500000 | PA      | $504633.51    | 0.02%             | 2027-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                | Target Corp                                                                 | CUSIP: 87612EBU9<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502326.36    | 0.02%             | 2028-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank/New York                                           | Standard Chartered Bank                                                     | CUSIP: 85325X2B1<br>LEI: RILFO74KP1CM8P6PCT96 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $252619.28    | 0.01%             | 2027-12-03      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                           | United States Treasury Note                                                 | CUSIP: 91282CMY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11950000 | PA      | $11944930.33  | 0.48%             | 2027-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                     | NextEra Energy Capital Holdings Inc                                         | CUSIP: 65339KAV2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195307.10    | 0.01%             | 2077-12-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                                 | HPS Corporate Lending Fund                                                  | CUSIP: 40440VAH8<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    500000 | PA      | $496209.80    | 0.02%             | 2028-01-14      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                            | General Motors Financial Co, Inc                                            | CUSIP: 37045XFL5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    500000 | PA      | $494849.59    | 0.02%             | 2028-10-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                           | United States Treasury Note/Bond                                            | CUSIP: 91282CKZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  68500000 | PA      | $68965586.28  | 2.79%             | 2027-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MANULIFE FINANCIAL CORP                                                    | Manulife Financial Corp                                                     | CUSIP: 56501RAE6<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $198482.74    | 0.01%             | 2032-02-24      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| African Development Bank                                                   | African Development Bank                                                    | CUSIP: 00828EFH7<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | N/A       |   1200000 | PA      | $1200969.42   | 0.05%             | 2028-06-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TAPESTRY INC                                                               | Tapestry, Inc                                                               | CUSIP: 189754AC8<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149322.52    | 0.01%             | 2027-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| JAPAN INT'L COOP AGENCY                                                    | Japan International Cooperation Agency                                      | CUSIP: 47109LAG9<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |   1000000 | PA      | $998063.05    | 0.04%             | 2028-05-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Inc                                        | Public Service Enterprise Group, Inc                                        | CUSIP: 744573AW6<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    300000 | PA      | $309582.89    | 0.01%             | 2028-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                   | Charter Communications Operating LLC                                        | CUSIP: 161175BK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $297379.97    | 0.01%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                          | Ares Capital Corp                                                           | CUSIP: 04010LBE2<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    650000 | PA      | $658776.10    | 0.03%             | 2027-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks Funding Corp                                     | Federal Farm Credit Banks Funding Corp                                      | CUSIP: 3133EP6K6<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   3500000 | PA      | $3523350.60   | 0.14%             | 2027-03-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                                    | Fidelity National Information Services, Inc                                 | CUSIP: 31620MBS4<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    200000 | PA      | $189278.95    | 0.01%             | 2028-03-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                      | General Dynamics Corp                                                       | CUSIP: 369550BC1<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    450000 | PA      | $447118.98    | 0.02%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AMER AIRLN 15-1 A PTT                                                      | American Airlines Pass Through Trust                                        | CUSIP: 023770AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    237043 | PA      | $234045.16    | 0.01%             | 2027-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                          | State Street Corp                                                           | CUSIP: 857477CP6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500928.63    | 0.02%             | 2027-10-22      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL NV                                                          | CNH Industrial NV                                                           | CUSIP: 12594KAB8<br>LEI: 549300WGC2HZ5J67V817 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $197960.17    | 0.01%             | 2027-11-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| McCormick & Co Inc/MD                                                      | McCormick & Co, Inc                                                         | CUSIP: 579780AV9<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    500000 | PA      | $495148.49    | 0.02%             | 2029-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                                 | HPS Corporate Lending Fund                                                  | CUSIP: 40440VAU9<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    500000 | PA      | $485824.73    | 0.02%             | 2029-04-02      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                          | National Rural Utilities Cooperative Finance Corp                           | CUSIP: 63743HFT4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    500000 | PA      | $498989.27    | 0.02%             | 2027-09-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Berry Global Inc                                                           | Berry Global, Inc                                                           | CUSIP: 08576PAL5<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152926.63    | 0.01%             | 2028-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TOLL BROS FINANCE CORP                                                     | Toll Brothers Finance Corp                                                  | CUSIP: 88947EAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $99571.09     | 0.00%             | 2028-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc                                                         | Analog Devices, Inc                                                         | CUSIP: 032654BD6<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    750000 | PA      | $751185.83    | 0.03%             | 2028-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KEY BANK NA                                                                | KeyBank NA                                                                  | CUSIP: 49327M3F9<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    900000 | PA      | $918925.97    | 0.04%             | 2027-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                               | ING Groep NV                                                                | CUSIP: 456837BB8<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $497680.51    | 0.02%             | 2028-03-28      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                           | Bank of Montreal                                                            | CUSIP: 06368LWU6<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $617836.55    | 0.02%             | 2028-09-25      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                         | VICI Properties LP                                                          | CUSIP: 925650AB9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    400000 | PA      | $400361.47    | 0.02%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                     | Sempra                                                                      | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    350000 | PA      | $340378.36    | 0.01%             | 2052-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                     | BP Capital Markets America, Inc                                             | CUSIP: 10373QAE0<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1500394.61   | 0.06%             | 2028-11-06      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| Sanofi SA                                                                  | Sanofi S.A.                                                                 | CUSIP: 801060AG9<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |   1000000 | PA      | $993047.94    | 0.04%             | 2028-11-03      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                     | UnitedHealth Group, Inc                                                     | CUSIP: 91324PEU2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $998222.67    | 0.04%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia/New York NY                                 | Commonwealth Bank of Australia                                              | CUSIP: 20271RAX8<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   1000000 | PA      | $1002871.21   | 0.04%             | 2029-03-27      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                 | US Bancorp                                                                  | CUSIP: 91159HJK7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1255717.93   | 0.05%             | 2029-02-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                      | Truist Financial Corp                                                       | CUSIP: 89788MAL6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    800000 | PA      | $805263.92    | 0.03%             | 2029-01-26      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Eaton Corp                                                                 | Eaton Corp                                                                  | CUSIP: 278058DW9<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $990013.31    | 0.04%             | 2029-03-06      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| D.R. HORTON INC                                                            | DR Horton, Inc                                                              | CUSIP: 23331ABP3<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191417.31    | 0.01%             | 2027-10-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                        | Sumitomo Mitsui Financial Group, Inc                                        | CUSIP: 86562MEJ5<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $991251.27    | 0.04%             | 2029-01-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                                | Viatris, Inc                                                                | CUSIP: 92556VAC0<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    500000 | PA      | $484826.11    | 0.02%             | 2027-06-22      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                   | Visa, Inc                                                                   | CUSIP: 92826CAY8<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    750000 | PA      | $745439.57    | 0.03%             | 2029-02-12      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY OP LP                                                       | Federal Realty OP LP                                                        | CUSIP: 313747BC0<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203046.23    | 0.01%             | 2028-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                          | Atmos Energy Corp                                                           | CUSIP: 049560AN5<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197348.20    | 0.01%             | 2027-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                   | Raytheon Technologies Corp                                                  | CUSIP: 913017CY3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    500000 | PA      | $497900.99    | 0.02%             | 2028-11-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                        | JPMorgan Chase & Co                                                         | CUSIP: 46647PAR7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1488135.23   | 0.06%             | 2029-04-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL                                                    | Baker Hughes Holdings LLC                                                   | CUSIP: 05723KAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $394367.24    | 0.02%             | 2027-12-15      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                          | L3Harris Technologies, Inc                                                  | CUSIP: 502431AM1<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    750000 | PA      | $750464.78    | 0.03%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                           | Bank of New York Mellon Corp                                                | CUSIP: 06406RCG0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247497.41    | 0.01%             | 2030-01-22      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                             | Lowe's Cos, Inc                                                             | CUSIP: 548661ET0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    500000 | PA      | $498279.31    | 0.02%             | 2027-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| COLGATE-PALMOLIVE CO                                                       | Colgate-Palmolive Co                                                        | CUSIP: 194162AR4<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    500000 | PA      | $506698.84    | 0.02%             | 2028-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                     | Marriott International, Inc                                                 | CUSIP: 571903BJ1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    350000 | PA      | $353152.65    | 0.01%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                           | United States Treasury Note                                                 | CUSIP: 91282CNH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 104000000 | PA      | $104138124.48 | 4.21%             | 2028-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC                                                                | Workday, Inc                                                                | CUSIP: 98138HAG6<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |    300000 | PA      | $297364.00    | 0.01%             | 2027-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                           | Wells Fargo & Co                                                            | CUSIP: 95000U3T8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1513006.20   | 0.06%             | 2029-04-23      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                     | Mizuho Financial Group, Inc                                                 | CUSIP: 60687YCZ0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    900000 | PA      | $924817.29    | 0.04%             | 2029-07-06      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                       | Targa Resources Corp                                                        | CUSIP: 87612KAA0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    500000 | PA      | $503924.68    | 0.02%             | 2027-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                            | Kreditanstalt fuer Wiederaufbau                                             | CUSIP: 500769KP8<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   1500000 | PA      | $1486129.19   | 0.06%             | 2029-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                                 | NASDAQ, Inc                                                                 | CUSIP: 63111XAH4<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    284000 | PA      | $289817.86    | 0.01%             | 2028-06-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                  | Amgen, Inc                                                                  | CUSIP: 031162DB3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    500000 | PA      | $471444.36    | 0.02%             | 2028-08-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                               | NiSource, Inc                                                               | CUSIP: 65473PAN5<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    400000 | PA      | $406305.91    | 0.02%             | 2028-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LPL Holdings Inc                                                           | LPL Holdings, Inc                                                           | CUSIP: 50212YAN4<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501484.54    | 0.02%             | 2028-04-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                                      | Takeda Pharmaceutical Co Ltd                                                | CUSIP: 874060AW6<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    750000 | PA      | $759672.55    | 0.03%             | 2028-11-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                     | Extra Space Storage LP                                                      | CUSIP: 30225VAJ6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    500000 | PA      | $510526.57    | 0.02%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                         | VICI Properties LP                                                          | CUSIP: 925650AJ2<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1001018.28   | 0.04%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Blackstone Secured Lending Fund                                            | Blackstone Secured Lending Fund                                             | CUSIP: 09261XAM4<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    500000 | PA      | $489886.14    | 0.02%             | 2029-09-04      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc                                                        | Delta Air Lines, Inc                                                        | CUSIP: 247361A24<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    750000 | PA      | $752760.25    | 0.03%             | 2028-07-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN EQUITY INVESTME                                                   | American National Group, Inc                                                | CUSIP: 025676AM9<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198900.23    | 0.01%             | 2027-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                    | Bank of ,NV Scotia                                                          | CUSIP: 06418GAY3<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $495442.68    | 0.02%             | 2030-02-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                         | Essex Portfolio LP                                                          | CUSIP: 29717PAR8<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    350000 | PA      | $346882.86    | 0.01%             | 2027-05-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                                    | KeyCorp                                                                     | CUSIP: 49326EEG4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    350000 | PA      | $347306.72    | 0.01%             | 2028-04-30      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                             | Air Lease Corp                                                              | CUSIP: 00914AAU6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    600000 | PA      | $606709.38    | 0.02%             | 2028-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                             | Amazon.com, Inc                                                             | CUSIP: 023135CS3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1991451.30   | 0.08%             | 2028-11-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                                      | Alibaba Group Holding Ltd                                                   | CUSIP: 01609WAT9<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    950000 | PA      | $938893.10    | 0.04%             | 2027-12-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                                   | eBay, Inc                                                                   | CUSIP: 278642BA0<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    350000 | PA      | $358022.59    | 0.01%             | 2027-11-22      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                        | JPMorgan Chase & Co                                                         | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    500000 | PA      | $506995.27    | 0.02%             | 2030-01-23      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                             | Starbucks Corp                                                              | CUSIP: 855244BN8<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501015.39    | 0.02%             | 2028-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                                        | FS KKR Capital Corp                                                         | CUSIP: 302635AL1<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    400000 | PA      | $384260.66    | 0.02%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                           | United States Treasury Note                                                 | CUSIP: 91282CMB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  57250000 | PA      | $57404306.50  | 2.32%             | 2027-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                                              | DTE Energy Co                                                               | CUSIP: 233331BJ5<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    800000 | PA      | $807180.50    | 0.03%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                                                    | Laboratory Corp of America Holdings                                         | CUSIP: 50540RAU6<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    400000 | PA      | $395738.59    | 0.02%             | 2027-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                                          | Cisco Systems, Inc                                                          | CUSIP: 17275RBW1<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    500000 | PA      | $505057.84    | 0.02%             | 2028-02-24      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                                     | Morgan Stanley Bank NA                                                      | CUSIP: 61690U8E3<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1005931.18   | 0.04%             | 2028-07-14      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                    | Arthur J Gallagher & Co                                                     | CUSIP: 04316JAK5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1002743.58   | 0.04%             | 2027-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                           | United States Treasury Note                                                 | CUSIP: 91282CPT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  79500000 | PA      | $78823008.21  | 3.19%             | 2029-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                      | Indonesia Government International Bond                                     | CUSIP: 455780CH7<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    500000 | PA      | $502131.42    | 0.02%             | 2029-02-11      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                | Equinor ASA                                                                 | CUSIP: 29446MAL6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |   1250000 | PA      | $1253029.86   | 0.05%             | 2028-06-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                   | Raytheon Technologies Corp                                                  | CUSIP: 75513EBY6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207863.47    | 0.01%             | 2027-08-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                              | Amphenol Corp                                                               | CUSIP: 032095AX9<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $992571.98    | 0.04%             | 2028-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                             | Amazon.com, Inc                                                             | CUSIP: 023135DC7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1741153.84   | 0.07%             | 2029-03-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                     | Marvell Technology, Inc                                                     | CUSIP: 573874AF1<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | DBT              | CORP              | US        |    275000 | PA      | $264425.83    | 0.01%             | 2028-04-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                                                     | Mid-America Apartments LP                                                   | CUSIP: 59523UAN7<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |    350000 | PA      | $347434.06    | 0.01%             | 2027-06-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                           | United States Treasury Note                                                 | CUSIP: 91282CLX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 102000000 | PA      | $102438281.76 | 4.14%             | 2027-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                            | Philip Morris International, Inc                                            | CUSIP: 718172DM8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501220.18    | 0.02%             | 2027-11-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                     | Verizon Communications, Inc                                                 | CUSIP: 92343VGH1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1584319.52   | 0.06%             | 2028-03-22      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                         | Meta Platforms, Inc                                                         | CUSIP: 30303M8G0<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $992656.81    | 0.04%             | 2027-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                        | Abbott Laboratories                                                         | CUSIP: 002824BR0<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1235132.81   | 0.05%             | 2029-03-09      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                                                         | Diageo Capital plc                                                          | CUSIP: 25243YBG3<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    350000 | PA      | $355558.06    | 0.01%             | 2027-10-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                                      | AvalonBay Communities, Inc                                                  | CUSIP: 05348EBC2<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196318.85    | 0.01%             | 2028-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                         | Ally Financial, Inc                                                         | CUSIP: 02005NBR0<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    500000 | PA      | $518842.27    | 0.02%             | 2027-11-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                       | Targa Resources Corp                                                        | CUSIP: 87612GAR2<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    500000 | PA      | $497905.75    | 0.02%             | 2029-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Takeoff Merger Sub Inc                                                     | Takeoff Merger Sub, Inc                                                     | CUSIP: 873923AA4<br>LEI: 984500DF5ACB4A114F45 | Long             | DBT              | CORP              | US        |    500000 | PA      | $497318.45    | 0.02%             | 2028-03-24      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| VULCAN MATERIALS CO                                                        | Vulcan Materials Co                                                         | CUSIP: 929160AT6<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199343.00    | 0.01%             | 2027-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                   | Lloyds Banking Group plc                                                    | CUSIP: 539439AX7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $819765.18    | 0.03%             | 2029-03-06      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                      | Truist Financial Corp                                                       | CUSIP: 89788MAG7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    500000 | PA      | $497839.12    | 0.02%             | 2028-06-06      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                           | United States Treasury Note/Bond                                            | CUSIP: 91282CLG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  78500000 | PA      | $78401875.00  | 3.17%             | 2027-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                            | Israel Government International Bond                                        | CUSIP: 46513YJH2<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    500000 | PA      | $487073.20    | 0.02%             | 2028-01-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| COUNCIL OF EUROPE                                                          | Council Of Europe Development Bank                                          | CUSIP: 222213BC3<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | N/A       |    750000 | PA      | $749879.54    | 0.03%             | 2026-05-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                   | Japan Bank for International Cooperation                                    | CUSIP: YN6446184<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    645000 | PA      | $643190.16    | 0.03%             | 2028-07-03      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                 | Province of Ontario Canada                                                  | CUSIP: 683234D39<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   2250000 | PA      | $2242338.10   | 0.09%             | 2029-01-29      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                 | AbbVie, Inc                                                                 | CUSIP: 00287YDY2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1009102.96   | 0.04%             | 2028-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Air Products and Chemicals Inc                                             | Air Products and Chemicals, Inc                                             | CUSIP: 009158BN5<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    750000 | PA      | $752483.07    | 0.03%             | 2028-06-11      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Cummins Inc                                                                | Cummins, Inc                                                                | CUSIP: 231021AY2<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500705.95    | 0.02%             | 2028-05-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                   | Ford Motor Credit Co LLC                                                    | CUSIP: 345397C92<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    700000 | PA      | $721070.39    | 0.03%             | 2028-05-12      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Equitable America Global Funding                                           | Equitable America Global Funding                                            | CUSIP: 29446Q2C6<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |    500000 | PA      | $495882.49    | 0.02%             | 2027-09-15      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| AES CORP/THE                                                               | AES Corp                                                                    | CUSIP: 00130HCH6<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    500000 | PA      | $504575.38    | 0.02%             | 2028-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                          | HSBC Holdings plc                                                           | CUSIP: 404280EF2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1500000 | PA      | $1516850.69   | 0.06%             | 2028-05-17      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                          | State Street Corp                                                           | CUSIP: 857477CU5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1006700.05   | 0.04%             | 2028-02-28      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                | Oracle Corp                                                                 | CUSIP: 68389XDW2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2468404.33   | 0.10%             | 2029-02-04      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Blue Owl Credit Income Corp                                                | Blue Owl Credit Income Corp                                                 | CUSIP: 69120VAP6<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    300000 | PA      | $304206.09    | 0.01%             | 2027-09-16      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| J M Smucker Co/The                                                         | J M Smucker Co                                                              | CUSIP: 832696AW8<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    500000 | PA      | $517146.09    | 0.02%             | 2028-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                      | Province of Ontario Canada                                                  | CUSIP: 683234DB1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   1500000 | PA      | $1486943.16   | 0.06%             | 2027-05-19      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                         | Banco Santander S.A.                                                        | CUSIP: 05964HAS4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $605773.35    | 0.02%             | 2027-08-18      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                          | HSBC Holdings plc                                                           | CUSIP: 404280CL1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    700000 | PA      | $674800.01    | 0.03%             | 2028-09-22      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                         | Canadian Imperial Bank of Commerce                                          | CUSIP: 13607L8C0<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1010971.98   | 0.04%             | 2027-06-28      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                | Equinix, Inc                                                                | CUSIP: 29444UBG0<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193229.42    | 0.01%             | 2027-07-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                    | John Deere Capital Corp                                                     | CUSIP: 24422EWR6<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253317.59    | 0.01%             | 2028-01-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                      | Wells Fargo & Co                                                            | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $976056.03    | 0.04%             | 2028-06-02      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                        | American Tower Corp                                                         | CUSIP: 03027XCC2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    300000 | PA      | $305195.48    | 0.01%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                          | HSBC Holdings plc                                                           | CUSIP: 404280DF3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1200000 | PA      | $1202548.67   | 0.05%             | 2028-06-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                               | AutoZone, Inc                                                               | CUSIP: 053332BC5<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200387.92    | 0.01%             | 2028-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                       | Edison International                                                        | CUSIP: 281020AM9<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    500000 | PA      | $491474.68    | 0.02%             | 2028-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                       | Westpac Banking Corp                                                        | CUSIP: 961214FK4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $255103.84    | 0.01%             | 2027-11-18      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                      | United Parcel Service, Inc                                                  | CUSIP: 911312BM7<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246009.87    | 0.01%             | 2027-11-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                           | Wells Fargo & Co                                                            | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1519349.15   | 0.06%             | 2028-04-22      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Corp                                                          | Toyota Motor Corp                                                           | CUSIP: 892331AS8<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $500505.56    | 0.02%             | 2027-06-30      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                      | TransCanada PipeLines Ltd                                                   | CUSIP: 89352HAW9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $597299.96    | 0.02%             | 2028-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                                    | Landwirtschaftliche Rentenbank                                              | CUSIP: 515110BR4<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |   1000000 | PA      | $993390.60    | 0.04%             | 2026-07-27      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                                                         | Republic of Poland Government International Bond                            | CUSIP: 731011AU6<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    400000 | PA      | $399921.38    | 0.02%             | 2026-04-06      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Chevron USA Inc                                                            | Chevron USA, Inc                                                            | CUSIP: 166756BB1<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1007569.16   | 0.04%             | 2028-02-26      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                                              | M&T Bank Corp                                                               | CUSIP: 55261FAU8<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1004675.37   | 0.04%             | 2029-01-16      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                           | Bank of Montreal                                                            | CUSIP: 06368MXU3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $497115.54    | 0.02%             | 2028-09-22      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| Cintas Corp No 2                                                           | Cintas Corp No 2                                                            | CUSIP: 17252MAR1<br>LEI: 549300QVUQTTKMTE0G41 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499150.64    | 0.02%             | 2028-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd Finance Corp                                                     | Bunge Ltd                                                                   | CUSIP: 120568BD1<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    750000 | PA      | $746582.06    | 0.03%             | 2028-01-07      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| NORDIC INVESTMENT BANK                                                     | Nordic Investment Bank                                                      | CUSIP: 65562QBW4<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | CORP              | N/A       |    750000 | PA      | $757631.63    | 0.03%             | 2028-03-14      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BAIDU INC                                                                  | Baidu, Inc                                                                  | CUSIP: 056752AL2<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |    500000 | PA      | $501455.02    | 0.02%             | 2028-03-29      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank/The                                                 | Korea Development Bank                                                      | CUSIP: 500630DZ8<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |   1000000 | PA      | $1007287.85   | 0.04%             | 2026-10-23      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                                           | Ventas Realty LP                                                            | CUSIP: 92277GAM9<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148497.46    | 0.01%             | 2028-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                   | Ford Motor Credit Co LLC                                                    | CUSIP: 345397J20<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $987662.42    | 0.04%             | 2029-04-06      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                         | Canadian Imperial Bank of Commerce                                          | CUSIP: 13607QWB4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $496630.27    | 0.02%             | 2030-01-29      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                        | American Tower Corp                                                         | CUSIP: 03027XCE8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1031259.78   | 0.04%             | 2028-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                                        | Suzano Austria GmbH                                                         | CUSIP: 86964WAL6<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    750000 | PA      | $712204.20    | 0.03%             | 2028-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                   | Ford Motor Credit Co LLC                                                    | CUSIP: 345397E74<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    750000 | PA      | $755525.06    | 0.03%             | 2027-05-17      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                    | Bank of ,NV Scotia                                                          | CUSIP: 06418GAL1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $499462.05    | 0.02%             | 2028-09-08      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                            | Philip Morris International, Inc                                            | CUSIP: 718172DR7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    750000 | PA      | $748756.70    | 0.03%             | 2028-04-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                      | Wells Fargo & Co                                                            | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1534458.83   | 0.06%             | 2029-07-25      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                              | Owens Corning                                                               | CUSIP: 690742AN1<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126485.90    | 0.01%             | 2027-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Southwest Airlines Co                                                      | Southwest Airlines Co                                                       | CUSIP: 844741BL1<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $987039.35    | 0.04%             | 2028-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Honda Motor Co Ltd                                                         | Honda Motor Co Ltd                                                          | CUSIP: 438127AD4<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $997700.81    | 0.04%             | 2028-07-08      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                                     | Fairfax Financial Holdings Ltd                                              | CUSIP: 303901BB7<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $250939.22    | 0.01%             | 2028-04-17      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| LEAR CORP                                                                  | Lear Corp                                                                   | CUSIP: 521865AY1<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198001.51    | 0.01%             | 2027-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                          | National Rural Utilities Cooperative Finance Corp                           | CUSIP: 63743HGB2<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    500000 | PA      | $497606.96    | 0.02%             | 2027-12-10      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                  | Kroger Co                                                                   | CUSIP: 501044DJ7<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    300000 | PA      | $297514.19    | 0.01%             | 2027-08-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                            | General Motors Financial Co, Inc                                            | CUSIP: 37045XFH4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301534.71    | 0.01%             | 2027-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                         | Sunoco Logistics Partners Operations LP                                     | CUSIP: 86765BAU3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248332.13    | 0.01%             | 2027-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                             | Morgan Stanley                                                              | CUSIP: 61748UAR3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2474771.25   | 0.10%             | 2030-01-09      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| COSTCO WHOLESALE CORP                                                      | Costco Wholesale Corp                                                       | CUSIP: 22160KAN5<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |    800000 | PA      | $776070.68    | 0.03%             | 2027-06-20      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                               | Centene Corp                                                                | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $931298.50    | 0.04%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                                                             | Salesforce, Inc                                                             | CUSIP: 79466LAQ7<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1500386.28   | 0.06%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                          | NatWest Group plc                                                           | CUSIP: 639057AF5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $507328.08    | 0.02%             | 2028-09-30      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER                                                     | Indiana Michigan Power Co                                                   | CUSIP: 454889AS5<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198133.11    | 0.01%             | 2028-05-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                    | Bank of ,NV Scotia                                                          | CUSIP: 06418GAU1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    750000 | PA      | $745223.93    | 0.03%             | 2028-09-15      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                                                        | Dollar General Corp                                                         | CUSIP: 256677AN5<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    300000 | PA      | $303290.71    | 0.01%             | 2028-07-05      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                              | Citigroup, Inc                                                              | CUSIP: 172967LP4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1484025.42   | 0.06%             | 2028-07-24      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORP CHRISTI HD                                                   | Cheniere Corpus Christi Holdings LLC                                        | CUSIP: 16412XAG0<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    400000 | PA      | $402065.00    | 0.02%             | 2027-06-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                    | Public Service Electric and Gas Co                                          | CUSIP: 74456QBU9<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    350000 | PA      | $345863.68    | 0.01%             | 2028-05-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MYLAN INC                                                                  | Mylan, Inc                                                                  | CUSIP: 628530BK2<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198971.00    | 0.01%             | 2028-04-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                                                | NVIDIA Corp                                                                 | CUSIP: 67066GAM6<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    750000 | PA      | $712499.15    | 0.03%             | 2028-06-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                                                        | Delta Air Lines, Inc                                                        | CUSIP: 247361ZN1<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    300000 | PA      | $297893.59    | 0.01%             | 2028-04-19      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                     | Asian Development Bank                                                      | CUSIP: 045167DN0<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | N/A       |   1500000 | PA      | $1498123.17   | 0.06%             | 2026-04-24      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                            | Cigna Group                                                                 | CUSIP: 125523AH3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1099135.41   | 0.04%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                              | Marriott International, Inc                                                 | CUSIP: 571903BN2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205185.14    | 0.01%             | 2028-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Essential Utilities Inc                                                    | Essential Utilities, Inc                                                    | CUSIP: 29670GAJ1<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501902.29    | 0.02%             | 2027-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp                                                       | Las Vegas Sands Corp                                                        | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    500000 | PA      | $506510.91    | 0.02%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                        | JPMorgan Chase & Co                                                         | CUSIP: 46647PEU6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2017033.70   | 0.08%             | 2029-01-24      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                       | International Business Machines Corp                                        | CUSIP: 459200LF6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1006183.11   | 0.04%             | 2028-02-10      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                        | International Bank for Reconstruction & Development                         | CUSIP: 459058JZ7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |   5000000 | PA      | $4687562.55   | 0.19%             | 2028-09-13      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                                   | OMEGA Healthcare Investors, Inc                                             | CUSIP: 681936BK5<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249785.67    | 0.01%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Airbnb Inc                                                                 | Airbnb, Inc                                                                 | CUSIP: 009066AC5<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $998681.29    | 0.04%             | 2029-03-16      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                      | Northrop Grumman Corp                                                       | CUSIP: 666807BN1<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    800000 | PA      | $785704.76    | 0.03%             | 2028-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp                                                      | PACCAR Financial Corp                                                       | CUSIP: 69371RT63<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    500000 | PA      | $503733.32    | 0.02%             | 2028-03-03      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                                          | Expedia Group, Inc                                                          | CUSIP: 30212PAP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $197295.29    | 0.01%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                                   | Constellation Energy Generation LLC                                         | CUSIP: 210385AB6<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    300000 | PA      | $306649.64    | 0.01%             | 2028-03-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                              | Citigroup, Inc                                                              | CUSIP: 17327CAW3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2763866.38   | 0.11%             | 2029-03-04      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                             | Home Depot, Inc                                                             | CUSIP: 437076BT8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    400000 | PA      | $393139.10    | 0.02%             | 2027-09-14      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                           | Georgia Power Co                                                            | CUSIP: 373334KS9<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302323.61    | 0.01%             | 2028-05-16      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                  | Toronto-Dominion Bank                                                       | CUSIP: 89115KAK6<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $496421.18    | 0.02%             | 2028-01-13      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| PNC Bank NA                                                                | PNC Bank NA                                                                 | CUSIP: 69353RFZ6<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    750000 | PA      | $749713.61    | 0.03%             | 2028-07-21      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                                        | CDW LLC                                                                     | CUSIP: 12513GBF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $380936.65    | 0.02%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                                     | NXP BV                                                                      | CUSIP: 62954HBE7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    300000 | PA      | $299882.99    | 0.01%             | 2027-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| MASCO CORP                                                                 | Masco Corp                                                                  | CUSIP: 574599BS4<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |    350000 | PA      | $331233.49    | 0.01%             | 2028-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| LEGGETT & PLATT INC                                                        | Leggett & Platt, Inc                                                        | CUSIP: 524660AY3<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195721.45    | 0.01%             | 2027-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                       | Lockheed Martin Corp                                                        | CUSIP: 539830CK3<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1000730.95   | 0.04%             | 2028-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| NETAPP INC                                                                 | NetApp, Inc                                                                 | CUSIP: 64110DAJ3<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |    300000 | PA      | $292467.97    | 0.01%             | 2027-06-22      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Quanta Services Inc                                                        | Quanta Services, Inc                                                        | CUSIP: 74762EAM4<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499227.77    | 0.02%             | 2028-08-09      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                | ProLogis LP                                                                 | CUSIP: 74340XCG4<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    500000 | PA      | $505893.16    | 0.02%             | 2028-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NVENT FINANCE SARL                                                         | nVent Finance Sarl                                                          | CUSIP: 67078AAD5<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $199532.57    | 0.01%             | 2028-04-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                       | Keurig Dr Pepper, Inc                                                       | CUSIP: 49271VAZ3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    750000 | PA      | $747321.20    | 0.03%             | 2028-05-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CAPITAL CORP                                                      | Blue Owl Capital Corp                                                       | CUSIP: 69121KAG9<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    400000 | PA      | $371835.60    | 0.02%             | 2028-06-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                                                        | Kimberly-Clark Corp                                                         | CUSIP: 494368CC5<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    300000 | PA      | $287327.27    | 0.01%             | 2027-09-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                | Nutrien Ltd                                                                 | CUSIP: 67077MBC1<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    650000 | PA      | $656264.32    | 0.03%             | 2027-06-21      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                    | AstraZeneca Finance LLC                                                     | CUSIP: 04636NAE3<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $951650.92    | 0.04%             | 2028-05-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                           | United States Treasury Note/Bond                                            | CUSIP: 91282CKV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  58250000 | PA      | $58796093.75  | 2.38%             | 2027-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                           | United States Treasury Note                                                 | CUSIP: 91282CLQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  64000000 | PA      | $64040000.00  | 2.59%             | 2027-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                         | Banco Santander S.A.                                                        | CUSIP: 05964HAU9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $614593.81    | 0.02%             | 2028-08-08      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Svensk Exportkredit AB                                                     | Svensk Exportkredit AB                                                      | CUSIP: 01021NAA0<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | CORP              | SE        |   1000000 | PA      | $1008833.89   | 0.04%             | 2029-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                           | United States Treasury Note/Bond                                            | CUSIP: 91282CLL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  61000000 | PA      | $60602070.16  | 2.45%             | 2027-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                           | United States Treasury Note                                                 | CUSIP: 91282CMN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  75500000 | PA      | $76078046.88  | 3.08%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                             | Amazon.com, Inc                                                             | CUSIP: 023135BR6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1452271.05   | 0.06%             | 2027-06-03      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                           | Duke Energy Corp                                                            | CUSIP: 26441CBP9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192106.54    | 0.01%             | 2082-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CARLISLE COS INC                                                           | Carlisle Cos, Inc                                                           | CUSIP: 142339AH3<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246942.09    | 0.01%             | 2027-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                   | Alexandria Real Estate Equities, Inc                                        | CUSIP: 015271AK5<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197872.13    | 0.01%             | 2028-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                                                    | Blackstone Secured Lending Fund                                             | CUSIP: 09261XAD4<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    300000 | PA      | $291090.53    | 0.01%             | 2027-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                           | United States Treasury Note                                                 | CUSIP: 91282CPP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  72500000 | PA      | $71899609.38  | 2.91%             | 2028-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                              | Public Service Co of Colorado                                               | CUSIP: 744448DD0<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    750000 | PA      | $747854.13    | 0.03%             | 2029-03-13      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                    | American Electric Power Co, Inc                                             | CUSIP: 025537AU5<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    300000 | PA      | $293904.36    | 0.01%             | 2062-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                             | Starbucks Corp                                                              | CUSIP: 855244AP4<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196984.44    | 0.01%             | 2028-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                 | US Bancorp                                                                  | CUSIP: 91159HJM3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    750000 | PA      | $771434.78    | 0.03%             | 2029-06-12      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                           | Bank of Montreal                                                            | CUSIP: 06368MK78<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $995616.95    | 0.04%             | 2030-03-19      | Fixed         | 4.34%                 | No            |                  2 | On Loan: —       |
| BANK OF AMERICA CORP                                                       | Bank of America Corp                                                        | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1964742.98   | 0.08%             | 2028-12-20      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                           | Deutsche Bank AG/New York NY                                                | CUSIP: 251526BN8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    250000 | PA      | $248908.12    | 0.01%             | 2032-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                        | Constellation Energy Generation LLC                                         | CUSIP: 210385AP5<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    500000 | PA      | $495979.18    | 0.02%             | 2028-01-08      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                           | BAT Capital Corp                                                            | CUSIP: 05526DBR5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    800000 | PA      | $767840.75    | 0.03%             | 2028-03-25      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank/The                                   | Asian Infrastructure Investment Bank                                        | CUSIP: 04522KAK2<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | N/A       |   1000000 | PA      | $1004771.85   | 0.04%             | 2026-09-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Mosaic Co/The                                                              | Mosaic Co                                                                   | CUSIP: 61945CAJ2<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    500000 | PA      | $497353.67    | 0.02%             | 2029-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Main Street Capital Corp                                                   | Main Street Capital Corp                                                    | CUSIP: 56035LAK0<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |    500000 | PA      | $496695.72    | 0.02%             | 2028-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                   | Sumitomo Mitsui Financial Group, Inc                                        | CUSIP: 86562MAY6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $492983.30    | 0.02%             | 2028-01-17      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Citizens Bank NA/Providence RI                                             | Citizens Bank NA                                                            | CUSIP: 75524KSA3<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $993723.30    | 0.04%             | 2029-01-29      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Leidos Inc                                                                 | Leidos, Inc                                                                 | CUSIP: 52532XAM7<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    500000 | PA      | $495053.24    | 0.02%             | 2029-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP Funding LLC / NXP USA Inc                                     | NXP BV                                                                      | CUSIP: 62954HBF4<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    500000 | PA      | $497584.80    | 0.02%             | 2028-08-19      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                        | JPMorgan Chase & Co                                                         | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2732964.73   | 0.11%             | 2028-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| WRKCO INC                                                                  | WRKCo, Inc                                                                  | CUSIP: 96145DAH8<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198853.73    | 0.01%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                     | Sempra                                                                      | CUSIP: 816851BA6<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246455.20    | 0.01%             | 2027-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                            | General Motors Financial Co, Inc                                            | CUSIP: 37045XFE1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1311285.74   | 0.05%             | 2028-04-04      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc                                                         | Ingersoll Rand, Inc                                                         | CUSIP: 45687VAC0<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    750000 | PA      | $756495.95    | 0.03%             | 2027-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                                        | Caterpillar Financial Services Corp                                         | CUSIP: 14913UAY6<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1004932.27   | 0.04%             | 2028-03-03      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                         | Energy Transfer LP                                                          | CUSIP: 29273VAP5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1121033.86   | 0.05%             | 2028-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                        | Fixed Income Clearing Corp (FICC)                                           | CUSIP: 85748R009<br>LEI: N/A                  | Long             | RA               | CORP              | US        |  34644000 | PA      | $34644000.00  | 1.40%             |  |  |  | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                                      | Becton Dickinson & Co                                                       | CUSIP: 075887BW8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    650000 | PA      | $644649.41    | 0.03%             | 2027-06-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                          | Ares Capital Corp                                                           | CUSIP: 04010LBB8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    750000 | PA      | $708158.55    | 0.03%             | 2028-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                        | Nomura Holdings, Inc                                                        | CUSIP: 65535HAY5<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    700000 | PA      | $663221.20    | 0.03%             | 2028-07-14      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                                     | Province of Manitoba Canada                                                 | CUSIP: 563469UY9<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |    500000 | PA      | $470283.12    | 0.02%             | 2028-10-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                            | McDonald's Corp                                                             | CUSIP: 58013MFP4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    700000 | PA      | $693756.74    | 0.03%             | 2027-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                     | Pacific Gas and Electric Co                                                 | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    600000 | PA      | $581498.89    | 0.02%             | 2027-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                                         | Ally Financial, Inc                                                         | CUSIP: 02005NBU3<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    500000 | PA      | $521513.40    | 0.02%             | 2030-01-03      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Woodside Finance Ltd                                                       | Woodside Finance Ltd                                                        | CUSIP: 980236AX1<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    750000 | PA      | $755961.84    | 0.03%             | 2028-05-19      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                      | Novartis Capital Corp                                                       | CUSIP: 66989HAX6<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1492646.28   | 0.06%             | 2028-11-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AXIS SPECIALTY FINAN PLC                                                   | AXIS Specialty Finance plc                                                  | CUSIP: 05464HAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    100000 | PA      | $99319.51     | 0.00%             | 2027-12-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                    | Federal Home Loan Banks                                                     | CUSIP: 3130B6R24<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   1500000 | PA      | $1501386.72   | 0.06%             | 2027-06-04      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                          | National Rural Utilities Cooperative Finance Corp                           | CUSIP: 63743HFW7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    500000 | PA      | $503701.51    | 0.02%             | 2028-02-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                | Export-Import Bank of Korea                                                 | CUSIP: 302154ED7<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |   1000000 | PA      | $999128.87    | 0.04%             | 2027-09-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| eBay Inc                                                                   | eBay, Inc                                                                   | CUSIP: 278642BD4<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    500000 | PA      | $497370.53    | 0.02%             | 2029-03-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                                      | American Homes 4 Rent LP                                                    | CUSIP: 02666TAA5<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    300000 | PA      | $298339.42    | 0.01%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                        | Synchrony Financial                                                         | CUSIP: 87165BAX1<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499509.23    | 0.02%             | 2029-07-29      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc                                                                 | Ecolab, Inc                                                                 | CUSIP: 278865BQ2<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    175000 | PA      | $175421.43    | 0.01%             | 2028-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Private Credit Corp                                          | Goldman Sachs Private Credit Corp                                           | CUSIP: 38152BAA9<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |    500000 | PA      | $498689.12    | 0.02%             | 2028-05-06      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: —       |
| South Bow USA Infrastructure Holdings LLC                                  | South Bow USA Infrastructure Holdings LLC                                   | CUSIP: 83007CAB8<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    350000 | PA      | $351406.52    | 0.01%             | 2027-09-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Blue Owl Credit Income Corp                                                | Blue Owl Credit Income Corp                                                 | CUSIP: 69120VBB6<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    300000 | PA      | $307327.31    | 0.01%             | 2028-06-13      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank NA                                             | Morgan Stanley Private Bank NA                                              | CUSIP: 61776NZU0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $996536.86    | 0.04%             | 2028-11-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                           | Bank of Montreal                                                            | CUSIP: 06368L3K0<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    750000 | PA      | $759126.98    | 0.03%             | 2027-06-04      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                          | Kinder Morgan, Inc                                                          | CUSIP: 494553AD2<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1015072.13   | 0.04%             | 2029-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENI USA INC                                                                | Eni USA, Inc                                                                | CUSIP: 51808BAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $208830.55    | 0.01%             | 2027-11-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                                    | Japan Bank for International Cooperation                                    | CUSIP: 471048AZ1<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |   2000000 | PA      | $1980261.42   | 0.08%             | 2026-11-04      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| DISCOVER BANK                                                              | Discover Bank                                                               | CUSIP: 25466AAN1<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256081.11    | 0.01%             | 2028-08-09      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                     | Philip Morris International, Inc                                            | CUSIP: 718172CE7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1028465.57   | 0.04%             | 2028-03-02      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd/New York NY                      | Australia & New Zealand Banking Group Ltd                                   | CUSIP: 05253JB83<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    750000 | PA      | $745034.12    | 0.03%             | 2028-12-08      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                           | Wells Fargo & Co                                                            | CUSIP: 95000U4D2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1982279.64   | 0.08%             | 2030-01-23      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Blue Owl Technology Finance Corp                                           | Blue Owl Technology Finance Corp                                            | CUSIP: 095924AB2<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |    500000 | PA      | $494159.65    | 0.02%             | 2028-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: —       |
| EVERSOURCE ENERGY                                                          | Eversource Energy                                                           | CUSIP: 30040WAT5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    550000 | PA      | $558925.08    | 0.02%             | 2028-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                | PepsiCo, Inc                                                                | CUSIP: 713448GL6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $999422.45    | 0.04%             | 2029-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                                                   | Asian Infrastructure Investment Bank                                        | CUSIP: 04522KAH9<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | N/A       |    500000 | PA      | $499350.37    | 0.02%             | 2027-09-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA/NY                                                | Cooperatieve Rabobank UA                                                    | CUSIP: 21688ABK7<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $507045.30    | 0.02%             | 2028-01-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                        | JPMorgan Chase & Co                                                         | CUSIP: 46647PBR6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    750000 | PA      | $731111.78    | 0.03%             | 2028-06-01      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                          | National Rural Utilities Cooperative Finance Corp                           | CUSIP: 63743HGE6<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    500000 | PA      | $496691.17    | 0.02%             | 2029-02-09      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                   | Sumitomo Mitsui Financial Group, Inc                                        | CUSIP: 86562MCR9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1500000 | PA      | $1530115.77   | 0.06%             | 2028-01-13      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                   | Marsh & McLennan Cos, Inc                                                   | CUSIP: 571748BY7<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1004552.33   | 0.04%             | 2027-11-08      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                     | NextEra Energy Capital Holdings, Inc                                        | CUSIP: 65339KCM0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    750000 | PA      | $756022.70    | 0.03%             | 2028-02-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Huntington National Bank/The                                               | Huntington National Bank                                                    | CUSIP: 44644MAK7<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1003380.19   | 0.04%             | 2028-04-12      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| AutoNation Inc                                                             | AutoNation, Inc                                                             | CUSIP: 05329WAU6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $247921.59    | 0.01%             | 2029-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp                                                      | PACCAR Financial Corp                                                       | CUSIP: 69371RT30<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201127.44    | 0.01%             | 2027-08-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                      | Novartis Capital Corp                                                       | CUSIP: 66989HBF4<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $998802.15    | 0.04%             | 2029-03-16      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| KELLOGG CO                                                                 | Kellogg Co                                                                  | CUSIP: 487836BU1<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246829.45    | 0.01%             | 2027-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                           | Bank of New York Mellon Corp                                                | CUSIP: 06406RCH8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500661.47    | 0.02%             | 2028-06-09      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                           | United States Treasury Note                                                 | CUSIP: 91282CMS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  71650000 | PA      | $71731165.84  | 2.90%             | 2028-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                        | Province of British Columbia Canada                                         | CUSIP: 110709AJ1<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    500000 | PA      | $510659.34    | 0.02%             | 2028-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                       | Royal Bank of Canada                                                        | CUSIP: 78017DAF5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $501780.83    | 0.02%             | 2028-03-27      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank/The                                                 | Korea Development Bank                                                      | CUSIP: 500630EM6<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    500000 | PA      | $496260.86    | 0.02%             | 2029-01-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks Funding Corp                                     | Federal Farm Credit Banks Funding Corp                                      | CUSIP: 3133ERKR1<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   2000000 | PA      | $2004583.28   | 0.08%             | 2026-07-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Svensk Exportkredit AB                                                     | Svensk Exportkredit AB                                                      | CUSIP: 01021NAB8<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | CORP              | SE        |   1000000 | PA      | $997707.76    | 0.04%             | 2027-09-13      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                     | UnitedHealth Group, Inc                                                     | CUSIP: 91324PFN7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    475000 | PA      | $476542.90    | 0.02%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                    | John Deere Capital Corp                                                     | CUSIP: 24422EYD5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    750000 | PA      | $752365.84    | 0.03%             | 2028-06-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                                           | Ventas Realty LP                                                            | CUSIP: 92277GAL1<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    350000 | PA      | $347813.82    | 0.01%             | 2027-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CITIZENS BANK NA/RI                                                        | Citizens Bank NA                                                            | CUSIP: 75524KPG3<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500253.25    | 0.02%             | 2028-08-09      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Chevron USA Inc                                                            | Chevron USA, Inc                                                            | CUSIP: 166756BG0<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499878.00    | 0.02%             | 2027-08-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                        | Global Payments, Inc                                                        | CUSIP: 37940XBA9<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    500000 | PA      | $497779.37    | 0.02%             | 2028-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                         | Walt Disney Co                                                              | CUSIP: 254687GC4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    750000 | PA      | $741452.30    | 0.03%             | 2029-03-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                             | American Electric Power Co, Inc                                             | CUSIP: 025537AY7<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    500000 | PA      | $510264.18    | 0.02%             | 2029-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                                    | Jefferies Financial Group, Inc                                              | CUSIP: 47233WBM0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    350000 | PA      | $357374.33    | 0.01%             | 2028-07-21      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HORMEL FOODS CORP                                                          | Hormel Foods Corp                                                           | CUSIP: 440452AH3<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142146.54    | 0.01%             | 2028-06-03      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                           | Coca-Cola Co                                                                | CUSIP: 191216DD9<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $944886.80    | 0.04%             | 2028-03-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                          | NatWest Group plc                                                           | CUSIP: 639057AK4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1028903.57   | 0.04%             | 2029-09-13      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                                                        | Dollar General Corp                                                         | CUSIP: 256677AF2<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    325000 | PA      | $322821.98    | 0.01%             | 2028-05-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                   | Constellation Brands, Inc                                                   | CUSIP: 21036PBC1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502169.18    | 0.02%             | 2028-11-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                    | Bank of ,NV Scotia                                                          | CUSIP: 06418GAP2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $504197.74    | 0.02%             | 2029-02-14      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                                | Ovintiv, Inc                                                                | CUSIP: 69047QAB8<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    300000 | PA      | $308070.89    | 0.01%             | 2028-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                  | Apple, Inc                                                                  | CUSIP: 037833EY2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3003283.80   | 0.12%             | 2028-05-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hershey Co/The                                                             | Hershey Co                                                                  | CUSIP: 427866BK3<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    500000 | PA      | $503654.55    | 0.02%             | 2028-02-24      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                             | Home Depot, Inc                                                             | CUSIP: 437076CN0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197541.84    | 0.01%             | 2027-04-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                | Export-Import Bank of Korea                                                 | CUSIP: 302154EA3<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |   1000000 | PA      | $1004383.05   | 0.04%             | 2027-01-11      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                    | Bristol-Myers Squibb Co                                                     | CUSIP: 110122EF1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1021202.59   | 0.04%             | 2029-02-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                 | Ares Strategic Income Fund                                                  | CUSIP: 04020EAP2<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    500000 | PA      | $484131.73    | 0.02%             | 2029-01-15      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                | Pacific Gas and Electric Co                                                 | CUSIP: 694308KW6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1008470.91   | 0.04%             | 2028-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ARROW ELECTRONICS INC                                                      | Arrow Electronics, Inc                                                      | CUSIP: 042735BF6<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196980.21    | 0.01%             | 2028-01-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                      | Mexico Government International Bond                                        | CUSIP: 91087BAE0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $197024.00    | 0.01%             | 2028-01-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                               | Barclays plc                                                                | CUSIP: 06738EDG7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $492246.58    | 0.02%             | 2030-05-24      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                          | HSBC Holdings plc                                                           | CUSIP: 404280CV9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $946592.60    | 0.04%             | 2029-08-17      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| International Finance Corp                                                 | International Finance Corp                                                  | CUSIP: 45950KDQ0<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | N/A       |   1000000 | PA      | $991193.92    | 0.04%             | 2029-01-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                       | Boston Properties LP                                                        | CUSIP: 10112RBG8<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    500000 | PA      | $516790.48    | 0.02%             | 2027-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                            | Kreditanstalt fuer Wiederaufbau                                             | CUSIP: 500769JZ8<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   1500000 | PA      | $1504208.70   | 0.06%             | 2026-08-07      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                                        | Caterpillar Financial Services Corp                                         | CUSIP: 14913UAR1<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1004706.59   | 0.04%             | 2027-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                           | United States Treasury Note                                                 | CUSIP: 91282CPC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  67500000 | PA      | $66975292.80  | 2.71%             | 2028-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FIRST-CITIZENS BANK/TRST                                                   | CIT Group, Inc                                                              | CUSIP: 125581GX0<br>LEI: L9VVX1KT5TFTKS0MLF66 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205040.59    | 0.01%             | 2028-03-09      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Svensk Exportkredit AB                                                     | Svensk Exportkredit AB                                                      | CUSIP: 01021NAD4<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | CORP              | SE        |    500000 | PA      | $498417.69    | 0.02%             | 2028-05-08      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Inter-American Investment Corp                                             | Inter-American Investment Corp                                              | CUSIP: 45828Q2G1<br>LEI: 5493001X4LH60PFRL744 | Long             | DBT              | NUSS              | N/A       |   1000000 | PA      | $993090.69    | 0.04%             | 2028-11-20      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Export Development Canada                                                  | Export Development Canada                                                   | CUSIP: 30216BKH4<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |   1250000 | PA      | $1247965.96   | 0.05%             | 2027-09-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Accenture Capital Inc                                                      | Accenture Capital, Inc                                                      | CUSIP: 00440KAA1<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $998163.13    | 0.04%             | 2027-10-04      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                    | Federal Home Loan Banks                                                     | CUSIP: 3130B9RC6<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   1000000 | PA      | $994959.97    | 0.04%             | 2028-03-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 16-1 AA PTT                                                   | American Airlines Pass Through Trust                                        | CUSIP: 02376UAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    164460 | PA      | $162157.03    | 0.01%             | 2028-01-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                          | HSBC Holdings plc                                                           | CUSIP: 404280EQ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1500000 | PA      | $1508194.80   | 0.06%             | 2029-03-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                           | United States Treasury Note                                                 | CUSIP: 91282CNL1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4500000 | PA      | $4496484.38   | 0.18%             | 2027-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                          | General Mills, Inc                                                          | CUSIP: 370334CG7<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    400000 | PA      | $397915.88    | 0.02%             | 2028-04-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BlackRock Funding Inc                                                      | BlackRock Funding, Inc                                                      | CUSIP: 09290DAH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $503396.41    | 0.02%             | 2027-07-26      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                             | GE HealthCare Technologies, Inc                                             | CUSIP: 36266GAD9<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $993469.44    | 0.04%             | 2028-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PATTERSON-UTI ENERGY INC                                                   | Patterson-UTI Energy, Inc                                                   | CUSIP: 703481AB7<br>LEI: 254900XGFBKIXD6G0697 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196742.84    | 0.01%             | 2028-02-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SYNOVUS BANK GA                                                            | Synovus Bank                                                                | CUSIP: 87164DVJ6<br>LEI: 549300CDOC4F7XSRG390 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252802.55    | 0.01%             | 2028-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                                              | DTE Energy Co                                                               | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1006467.81   | 0.04%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                                                      | Southwest Airlines Co                                                       | CUSIP: 844741BK3<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501605.15    | 0.02%             | 2027-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                                                          | TSMC Arizona Corp                                                           | CUSIP: 872898AF8<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    500000 | PA      | $498277.91    | 0.02%             | 2027-04-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                               | Barclays plc                                                                | CUSIP: 06738ECX1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1008182.85   | 0.04%             | 2029-02-25      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Maple Parent Holdings Corp                                                 | Maple Parent Holdings Corp                                                  | CUSIP: 56530KAA4<br>LEI: 254900J6FBJ1E892Q074 | Long             | DBT              | CORP              | US        |    225000 | PA      | $224963.76    | 0.01%             | 2029-03-26      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| NATIONAL GRID PLC                                                          | National Grid plc                                                           | CUSIP: 636274AD4<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $307140.68    | 0.01%             | 2028-06-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp                                                       | Las Vegas Sands Corp                                                        | CUSIP: 517834AJ6<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    500000 | PA      | $506498.95    | 0.02%             | 2027-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                               | Thermo Fisher Scientific, Inc                                               | CUSIP: 883556DA7<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    600000 | PA      | $612129.64    | 0.02%             | 2029-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Corp Andina de Fomento                                                     | Corp Andina de Fomento                                                      | CUSIP: 219868CK0<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | N/A       |    750000 | PA      | $751102.50    | 0.03%             | 2028-01-07      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                      | Norfolk Southern Corp                                                       | CUSIP: 655844BZ0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    750000 | PA      | $742426.05    | 0.03%             | 2028-08-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Apollo Debt Solutions BDC                                                  | Apollo Debt Solutions BDC                                                   | CUSIP: 03770DAH6<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    500000 | PA      | $493793.78    | 0.02%             | 2028-12-08      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| North Haven Private Income Fund LLC                                        | North Haven Private Income Fund LLC                                         | CUSIP: 65960NAC4<br>LEI: 2549002BFPESF1EH2765 | Long             | DBT              | CORP              | US        |    300000 | PA      | $292154.62    | 0.01%             | 2028-09-25      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| ABBVIE INC                                                                 | AbbVie, Inc                                                                 | CUSIP: 00287YBF5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1002763.76   | 0.04%             | 2028-11-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                                 | CNH Industrial Capital LLC                                                  | CUSIP: 12592BAU8<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502093.74    | 0.02%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                       | Westpac Banking Corp                                                        | CUSIP: 961214EW9<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   2000000 | PA      | $1890018.78   | 0.08%             | 2028-11-20      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                                                      | Tennessee Valley Authority                                                  | CUSIP: 880591EZ1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |    750000 | PA      | $750797.47    | 0.03%             | 2028-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                    | Walt Disney Co                                                              | CUSIP: 254687FW1<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    300000 | PA      | $290663.63    | 0.01%             | 2028-01-13      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                                    | Canadian Natural Resources Ltd                                              | CUSIP: 136385AX9<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $497164.04    | 0.02%             | 2027-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                         | Royalty Pharma plc                                                          | CUSIP: 78081BAJ2<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $289207.99    | 0.01%             | 2027-09-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                | Goldman Sachs Group, Inc                                                    | CUSIP: 38141GD27<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2229004.58   | 0.09%             | 2029-10-21      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                    | Inter-American Development Bank                                             | CUSIP: 4581X0DX3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | N/A       |   3000000 | PA      | $2823226.50   | 0.11%             | 2028-07-20      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                              | Southern California Edison Co                                               | CUSIP: 842400HY2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1024385.82   | 0.04%             | 2028-10-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                    | Federal Home Loan Banks                                                     | CUSIP: 3130AXU63<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   4500000 | PA      | $4524383.48   | 0.18%             | 2026-11-17      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                           | United States Treasury Note                                                 | CUSIP: 91282CNE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  48000000 | PA      | $48031874.88  | 1.94%             | 2027-05-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                             | Merck & Co, Inc                                                             | CUSIP: 58933YBW4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    750000 | PA      | $744550.91    | 0.03%             | 2029-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                                 | Nucor Corp                                                                  | CUSIP: 670346AP0<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    400000 | PA      | $397365.69    | 0.02%             | 2028-05-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                          | Dell International LLC                                                      | CUSIP: 24703DBR1<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    750000 | PA      | $743761.77    | 0.03%             | 2029-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| HP INC                                                                     | HP, Inc                                                                     | CUSIP: 40434LAM7<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    350000 | PA      | $351529.63    | 0.01%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Zions Bancorp NA                                                           | Zions Bancorp NA                                                            | CUSIP: 98971DAD2<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |    500000 | PA      | $495548.29    | 0.02%             | 2028-08-18      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                     | UnitedHealth Group, Inc                                                     | CUSIP: 91324PEP3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    400000 | PA      | $407023.62    | 0.02%             | 2028-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                   | Enterprise Products Operating LLC                                           | CUSIP: 29379VBN2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    500000 | PA      | $495541.80    | 0.02%             | 2077-08-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                              | Southern California Edison Co                                               | CUSIP: 842400JC8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    500000 | PA      | $507023.98    | 0.02%             | 2029-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                           | Paramount Global                                                            | CUSIP: 124857AX1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    500000 | PA      | $483734.55    | 0.02%             | 2028-06-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                                      | Southern California Gas Co                                                  | CUSIP: 842434CW0<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    300000 | PA      | $296053.31    | 0.01%             | 2027-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                        | American Tower Corp                                                         | CUSIP: 03027XBJ8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    600000 | PA      | $568409.47    | 0.02%             | 2028-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                       | Royal Bank of Canada                                                        | CUSIP: 78017FZS5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $500554.60    | 0.02%             | 2028-10-18      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                               | Comcast Corp                                                                | CUSIP: 20030NCT6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2987677.56   | 0.12%             | 2028-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Quanta Services Inc                                                        | Quanta Services, Inc                                                        | CUSIP: 74762EAK8<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301454.54    | 0.01%             | 2027-08-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                             | Amazon.com, Inc                                                             | CUSIP: 023135CF1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    500000 | PA      | $496232.48    | 0.02%             | 2027-04-13      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                   | Prudential Financial, Inc                                                   | CUSIP: 74432QCC7<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248217.36    | 0.01%             | 2028-03-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                              | Hewlett Packard Enterprise Co                                               | CUSIP: 42824CCD9<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499540.56    | 0.02%             | 2029-03-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| SYSTEM ENERGY RESOURCES                                                    | System Energy Resources, Inc                                                | CUSIP: 871911AU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1027125.90   | 0.04%             | 2028-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Nordic Investment Bank                                                     | Nordic Investment Bank                                                      | CUSIP: 65562QC37<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | N/A       |   1320000 | PA      | $1317743.53   | 0.05%             | 2028-08-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                     | Mizuho Financial Group, Inc                                                 | CUSIP: 60687YCP2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    600000 | PA      | $615517.32    | 0.02%             | 2029-05-27      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Advanced Micro Devices Inc                                                 | Advanced Micro Devices, Inc                                                 | CUSIP: 007903BJ5<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |    500000 | PA      | $503159.32    | 0.02%             | 2028-03-24      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                                        | Caterpillar Financial Services Corp                                         | CUSIP: 14913UAS9<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    750000 | PA      | $756421.02    | 0.03%             | 2027-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                   | Thermo Fisher Scientific, Inc                                               | CUSIP: 883556CK6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    300000 | PA      | $282493.72    | 0.01%             | 2028-10-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                 | Humana, Inc                                                                 | CUSIP: 444859BU5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203925.82    | 0.01%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                                    | Marathon Petroleum Corp                                                     | CUSIP: 56585ABD3<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    300000 | PA      | $296500.02    | 0.01%             | 2028-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Pennsylvania Electric Co                                       | FirstEnergy Pennsylvania Electric Co                                        | CUSIP: 33767QAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $498085.96    | 0.02%             | 2028-03-15      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                                         | ConAgra Brands, Inc                                                         | CUSIP: 205887CF7<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190118.67    | 0.01%             | 2027-11-01      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                           | Bank of New York Mellon Corp                                                | CUSIP: 06406RBX4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1007804.40   | 0.04%             | 2028-07-21      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2020-1 A PTT                                                    | United Airlines Pass Through Trust                                          | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    211644 | PA      | $215179.66    | 0.01%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BORGWARNER INC                                                             | BorgWarner, Inc                                                             | CUSIP: 099724AL0<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |    400000 | PA      | $390896.43    | 0.02%             | 2027-07-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                   | Toyota Motor Credit Corp                                                    | CUSIP: 89236TMS1<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1303853.93   | 0.05%             | 2027-10-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                                                 | Hasbro, Inc                                                                 | CUSIP: 418056AV9<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    225000 | PA      | $222687.03    | 0.01%             | 2027-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                           | Paramount Global                                                            | CUSIP: 124857AT0<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96906.62     | 0.00%             | 2028-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                   | European Investment Bank                                                    | CUSIP: 298785JQ0<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |   2500000 | PA      | $2443260.78   | 0.10%             | 2027-03-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                                                        | Northern Trust Corp                                                         | CUSIP: 665859AS3<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    750000 | PA      | $739539.13    | 0.03%             | 2032-05-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                         | Canadian Imperial Bank of Commerce                                          | CUSIP: 13607QFD9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    750000 | PA      | $748043.49    | 0.03%             | 2028-09-08      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| Oesterreichische Kontrollbank AG                                           | Oesterreichische Kontrollbank AG.                                           | CUSIP: 676167CM9<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |   1500000 | PA      | $1514645.69   | 0.06%             | 2027-05-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                                                                | Ameren Corp                                                                 | CUSIP: 023608AK8<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    300000 | PA      | $285264.75    | 0.01%             | 2028-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                           | United States Treasury Note                                                 | CUSIP: 91282CQA2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  66000000 | PA      | $65427655.92  | 2.65%             | 2029-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                         | Athene Holding Ltd                                                          | CUSIP: 04686JAA9<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    375000 | PA      | $370275.29    | 0.01%             | 2028-01-12      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank/The                                                 | Korea Development Bank                                                      | CUSIP: 500630EG9<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    500000 | PA      | $505039.50    | 0.02%             | 2028-02-03      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Public Service Co of New Hampshire                                         | Public Service Co of New Hampshire                                          | CUSIP: 744538AH2<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |    750000 | PA      | $750983.28    | 0.03%             | 2028-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                   | European Investment Bank                                                    | CUSIP: 298785JY3<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |   2500000 | PA      | $2540951.05   | 0.10%             | 2028-10-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OP CO                                                       | Public Storage                                                              | CUSIP: 74460WAD9<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142903.23    | 0.01%             | 2028-05-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                   | Lloyds Banking Group plc                                                    | CUSIP: 53944YBG7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $494614.46    | 0.02%             | 2030-02-10      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                           | Coca-Cola Co                                                                | CUSIP: 191216DJ6<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    500000 | PA      | $477693.86    | 0.02%             | 2028-03-05      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I                                                   | Stanley Black & Decker, Inc                                                 | CUSIP: 854502AT8<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    175000 | PA      | $180360.71    | 0.01%             | 2028-03-06      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY PARTNERS                                                     | Valero Energy Partners LP                                                   | CUSIP: 91914JAB8<br>LEI: 549300WH1375KZXLJ231 | Long             | DBT              | CORP              | US        |    350000 | PA      | $350072.29    | 0.01%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                             | Merck & Co, Inc                                                             | CUSIP: 58933YBP9<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    750000 | PA      | $749041.64    | 0.03%             | 2027-09-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                        | JPMorgan Chase & Co                                                         | CUSIP: 46647PDU7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1527994.53   | 0.06%             | 2029-07-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                | Export-Import Bank of Korea                                                 | CUSIP: 302154EJ4<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |   1000000 | PA      | $1009394.67   | 0.04%             | 2028-01-14      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| LPL Holdings Inc                                                           | LPL Holdings, Inc                                                           | CUSIP: 50212YAJ3<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302770.37    | 0.01%             | 2027-05-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Southern Co Gas Capital Corp                                               | Southern Co Gas Capital Corp                                                | CUSIP: 8426EPAJ7<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $992644.80    | 0.04%             | 2028-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                   | Enterprise Products Operating LLC                                           | CUSIP: 29379VBR3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99033.02     | 0.00%             | 2078-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DOLLAR TREE INC                                                            | Dollar Tree, Inc                                                            | CUSIP: 256746AH1<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |    500000 | PA      | $496627.32    | 0.02%             | 2028-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP                                                    | Digital Realty Trust LP                                                     | CUSIP: 25389JAV8<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |    650000 | PA      | $661518.78    | 0.03%             | 2028-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                                                    | National Bank of Canada                                                     | CUSIP: 63307A3K9<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $497284.44    | 0.02%             | 2029-01-20      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| Wisconsin Electric Power Co                                                | Wisconsin Electric Power Co                                                 | CUSIP: 976656CV8<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $989014.54    | 0.04%             | 2029-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                    | John Deere Capital Corp                                                     | CUSIP: 24422EYK9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    500000 | PA      | $496787.79    | 0.02%             | 2029-03-09      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                                 | Fidelity National Information Services, Inc                                 | CUSIP: 31620MCD6<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $995284.82    | 0.04%             | 2029-03-10      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA/NY                                                | Cooperatieve Rabobank UA                                                    | CUSIP: 21688ABP6<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $498102.73    | 0.02%             | 2028-10-17      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                  | Amgen, Inc                                                                  | CUSIP: 031162DD9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    750000 | PA      | $723672.41    | 0.03%             | 2029-02-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                | American Honda Finance Corp                                                 | CUSIP: 02665WFK2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    750000 | PA      | $753424.71    | 0.03%             | 2027-07-09      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                                                | Truist Bank                                                                 | CUSIP: 89788JAJ8<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $994635.47    | 0.04%             | 2029-01-27      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Honeywell Aerospace Inc                                                    | Honeywell Aerospace, Inc                                                    | CUSIP: 43849RAC9<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $990662.31    | 0.04%             | 2029-03-16      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| FedEx Corp                                                                 | FedEx Corp                                                                  | CUSIP: 31428XDD5<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196493.28    | 0.01%             | 2028-02-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                    | Goldman Sachs Group, Inc                                                    | CUSIP: 38141GWL4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $991157.19    | 0.04%             | 2028-06-05      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                    | American Electric Power Co, Inc                                             | CUSIP: 025537AJ0<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    250000 | PA      | $245434.33    | 0.01%             | 2027-11-13      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                | Oracle Corp                                                                 | CUSIP: 68389XCY9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1000424.84   | 0.04%             | 2028-08-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                           | T-Mobile USA, Inc                                                           | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1490714.69   | 0.06%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                                      | Huntington Bancshares, Inc                                                  | CUSIP: 446150BC7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    750000 | PA      | $778064.20    | 0.03%             | 2029-08-21      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                               | Enbridge, Inc                                                               | CUSIP: 29250NCA1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $302506.04    | 0.01%             | 2027-04-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                     | Verizon Communications, Inc                                                 | CUSIP: 92343VES9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $990435.83    | 0.04%             | 2029-02-08      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                           | Deutsche Bank AG.                                                           | CUSIP: 251526CS6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $207209.07    | 0.01%             | 2029-01-18      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| Microchip Technology Inc                                                   | Microchip Technology, Inc                                                   | CUSIP: 595017BK9<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1006053.88   | 0.04%             | 2028-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                                                  | Jabil, Inc                                                                  | CUSIP: 466313AH6<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148608.21    | 0.01%             | 2028-01-12      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                      | Toronto-Dominion Bank                                                       | CUSIP: 89115A2H4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1005247.63   | 0.04%             | 2027-09-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| San Francisco City & County Public Utilities Commission Wastewater Revenue | San Francisco City & County Public Utilities Commission Wastewater Revenue  | CUSIP: 79768HJN9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    460000 | PA      | $465270.77    | 0.02%             | 2027-10-01      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                                     | BP Capital Markets plc                                                      | CUSIP: 05565QDN5<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $197492.35    | 0.01%             | 2027-09-19      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp                                                      | PACCAR Financial Corp                                                       | CUSIP: 69371RT97<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    750000 | PA      | $749465.70    | 0.03%             | 2028-08-08      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cadence Design Systems Inc                                                 | Cadence Design Systems, Inc                                                 | CUSIP: 127387AM0<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |    750000 | PA      | $749386.80    | 0.03%             | 2027-09-10      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                       | Bank of America Corp                                                        | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    750000 | PA      | $744288.32    | 0.03%             | 2028-04-24      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                               | Broadcom, Inc                                                               | CUSIP: 11135FCE9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    500000 | PA      | $505549.08    | 0.02%             | 2028-04-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                       | Kraft Heinz Foods Co                                                        | CUSIP: 50077LBC9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    650000 | PA      | $645607.20    | 0.03%             | 2027-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                   | Lloyds Banking Group plc                                                    | CUSIP: 539439BD0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1005942.06   | 0.04%             | 2029-06-13      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                        | International Bank for Reconstruction & Development                         | CUSIP: 459058LT8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |   2822000 | PA      | $2811366.17   | 0.11%             | 2028-05-05      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                        | American Tower Corp                                                         | CUSIP: 03027XAP5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    500000 | PA      | $494647.54    | 0.02%             | 2027-07-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                        | Elevance Health, Inc                                                        | CUSIP: 036752AG8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    500000 | PA      | $496666.27    | 0.02%             | 2028-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Emera US Finance LLC                                                       | Emera US Finance LLC                                                        | CUSIP: 29103HAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $499404.58    | 0.02%             | 2029-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                     | PNC Financial Services Group, Inc                                           | CUSIP: 693475BK0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1117136.65   | 0.05%             | 2028-12-02      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                         | Banco Bilbao Vizcaya Argentaria S.A.                                        | CUSIP: 05946KAT8<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $593012.33    | 0.02%             | 2029-03-03      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL IN                                                   | Brighthouse Financial, Inc                                                  | CUSIP: 10922NAC7<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |    300000 | PA      | $293919.65    | 0.01%             | 2027-06-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                                    | Pfizer Investment Enterprises Pte Ltd                                       | CUSIP: 716973AC6<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   2150000 | PA      | $2162760.42   | 0.09%             | 2028-05-19      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                 | PacifiCorp                                                                  | CUSIP: 695114DH8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    750000 | PA      | $741501.35    | 0.03%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                 | Ares Strategic Income Fund                                                  | CUSIP: 04020EAG2<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499224.49    | 0.02%             | 2028-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Council Of Europe Development Bank                                         | Council Of Europe Development Bank                                          | CUSIP: 222213BF6<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | N/A       |    750000 | PA      | $756709.14    | 0.03%             | 2027-06-11      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Private Credit Corp                                          | Goldman Sachs Private Credit Corp                                           | CUSIP: 38152BAE1<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |    300000 | PA      | $294874.84    | 0.01%             | 2029-01-31      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| ORACLE CORP                                                                | Oracle Corp                                                                 | CUSIP: 68389XBU8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    750000 | PA      | $737128.11    | 0.03%             | 2027-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                               | Broadcom, Inc                                                               | CUSIP: 11135FBZ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    394000 | PA      | $398040.63    | 0.02%             | 2027-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                             | BP Capital Markets America, Inc                                             | CUSIP: 10373QBY5<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1165094.81   | 0.05%             | 2027-11-17      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                              | Intercontinental Exchange, Inc                                              | CUSIP: 45866FBB9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    750000 | PA      | $738101.25    | 0.03%             | 2028-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| International Finance Corp                                                 | International Finance Corp                                                  | CUSIP: 45950KDK3<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | N/A       |    590000 | PA      | $596879.01    | 0.02%             | 2028-01-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                                 | CNH Industrial Capital LLC                                                  | CUSIP: 12592BAT1<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499779.87    | 0.02%             | 2027-10-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                     | NextEra Energy Capital Holdings, Inc                                        | CUSIP: 65339KBW9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1090480.01   | 0.04%             | 2028-06-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                        | Fifth Third Bancorp                                                         | CUSIP: 316773DK3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1036665.50   | 0.04%             | 2029-07-27      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                           | Welltower OP LLC                                                            | CUSIP: 95040QAD6<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299758.10    | 0.01%             | 2028-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                 | AbbVie, Inc                                                                 | CUSIP: 00287YED7<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    500000 | PA      | $496639.24    | 0.02%             | 2028-03-03      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd/New York                                       | National Australia Bank Ltd                                                 | CUSIP: 632525CA7<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |   1000000 | PA      | $1005444.77   | 0.04%             | 2027-10-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                                        | Caterpillar Financial Services Corp                                         | CUSIP: 14913UBJ8<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    500000 | PA      | $494019.95    | 0.02%             | 2029-02-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                                                   | Asian Infrastructure Investment Bank                                        | CUSIP: 04522KAJ5<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | N/A       |    750000 | PA      | $752500.26    | 0.03%             | 2028-01-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                               | Enbridge, Inc                                                               | CUSIP: 29250NCM5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    750000 | PA      | $744736.96    | 0.03%             | 2028-11-20      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Evergy Kansas Central Inc                                                  | Evergy Kansas Central, Inc                                                  | CUSIP: 30036FAE1<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502306.77    | 0.02%             | 2028-03-13      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp                                                      | PACCAR Financial Corp                                                       | CUSIP: 69371RU38<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    300000 | PA      | $297723.08    | 0.01%             | 2029-02-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                | American Honda Finance Corp                                                 | CUSIP: 02665WGD7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500207.48    | 0.02%             | 2027-07-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Blackstone Secured Lending Fund                                            | Blackstone Secured Lending Fund                                             | CUSIP: 09261XAJ1<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    500000 | PA      | $496224.50    | 0.02%             | 2028-04-13      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| AEGON NV                                                                   | Aegon NV                                                                    | CUSIP: 007924AJ2<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | DBT              | CORP              | BM        |    300000 | PA      | $299327.91    | 0.01%             | 2048-04-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                | Equinix, Inc                                                                | CUSIP: 29444UBL9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    300000 | PA      | $283987.81    | 0.01%             | 2028-03-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                        | International Bank for Reconstruction & Development                         | CUSIP: 459058JW4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |    750000 | PA      | $714234.95    | 0.03%             | 2028-04-20      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                                             | Phillips 66 Co                                                              | CUSIP: 718547AT9<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100950.43    | 0.00%             | 2027-12-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF SASKATCHEWAN                                                   | Province of Saskatchewan Canada                                             | CUSIP: 803854KQ0<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |    400000 | PA      | $396719.99    | 0.02%             | 2027-06-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                   | Capital One Financial Corp                                                  | CUSIP: 14040HCS2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501344.92    | 0.02%             | 2028-05-10      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                          | Eversource Energy                                                           | CUSIP: 30040WAE8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97929.80     | 0.00%             | 2028-01-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP                                                    | Digital Realty Trust LP                                                     | CUSIP: 25389JAR7<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |    350000 | PA      | $346367.29    | 0.01%             | 2027-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                                                        | Sprint Capital Corp                                                         | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1057308.80   | 0.04%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX Corp                                                             | TD SYNNEX Corp                                                              | CUSIP: 87162WAM2<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |    500000 | PA      | $494444.17    | 0.02%             | 2029-01-17      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                            | Kreditanstalt fuer Wiederaufbau                                             | CUSIP: 500769KM5<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   1000000 | PA      | $993200.12    | 0.04%             | 2028-08-09      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                             | Morgan Stanley                                                              | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    750000 | PA      | $758202.27    | 0.03%             | 2029-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                            | United States Treasury Note/Bond                                            | CUSIP: 91282CGH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9300000 | PA      | $9246960.98   | 0.37%             | 2028-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                        | American Express Co                                                         | CUSIP: 025816EN5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    500000 | PA      | $496806.54    | 0.02%             | 2029-02-09      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| XYLEM INC                                                                  | Xylem, Inc                                                                  | CUSIP: 98419MAM2<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191980.23    | 0.01%             | 2028-01-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                   | Raytheon Technologies Corp                                                  | CUSIP: 913017CR8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    500000 | PA      | $493535.95    | 0.02%             | 2027-05-04      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                | Prologis LP                                                                 | CUSIP: 74340XBN0<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    500000 | PA      | $490238.85    | 0.02%             | 2027-04-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HLDINGS                                                   | Medtronic Global Holdings S.C.A                                             | CUSIP: 58507LBB4<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |    500000 | PA      | $500998.30    | 0.02%             | 2028-03-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY OP LP                                                       | Federal Realty OP LP                                                        | CUSIP: 313747AY3<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147807.89    | 0.01%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                      | Entergy Louisiana LLC                                                       | CUSIP: 29364WAZ1<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98551.64     | 0.00%             | 2027-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                         | Banco Santander S.A.                                                        | CUSIP: 05964HAJ4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $199338.04    | 0.01%             | 2028-04-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                    | Baker Hughes Holdings LLC                                                   | CUSIP: 05724BAL3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $994910.87    | 0.04%             | 2029-03-11      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                            | Xcel Energy, Inc                                                            | CUSIP: 98389BBD1<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502566.41    | 0.02%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos Inc/The                                                   | Estee Lauder Cos, Inc                                                       | CUSIP: 29736RAS9<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500513.39    | 0.02%             | 2028-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                           | Altria Group, Inc                                                           | CUSIP: 02209SBS1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    500000 | PA      | $504132.95    | 0.02%             | 2028-02-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                    | Consolidated Edison Co of New York, Inc                                     | CUSIP: 209111FM0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98396.50     | 0.00%             | 2027-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                   | Raytheon Technologies Corp                                                  | CUSIP: 75513ECU3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1037403.01   | 0.04%             | 2029-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Takeoff Merger Sub Inc                                                     | Takeoff Merger Sub, Inc                                                     | CUSIP: 873923AC0<br>LEI: 984500DF5ACB4A114F45 | Long             | DBT              | CORP              | US        |    500000 | PA      | $496782.12    | 0.02%             | 2029-03-24      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                            | General Motors Financial Co, Inc                                            | CUSIP: 37045XEQ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1008805.57   | 0.04%             | 2027-05-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                                        | Caterpillar Financial Services Corp                                         | CUSIP: 14913UBD1<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    500000 | PA      | $497606.26    | 0.02%             | 2028-11-14      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                           | United States Treasury Note                                                 | CUSIP: 91282CNY3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  87200000 | PA      | $86300750.00  | 3.49%             | 2028-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                      | Indonesia Government International Bond                                     | CUSIP: 455780CF1<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    500000 | PA      | $496045.01    | 0.02%             | 2028-04-24      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                            | McDonald's Corp                                                             | CUSIP: 58013MFF6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198582.86    | 0.01%             | 2028-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                              | Citigroup, Inc                                                              | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1015415.66   | 0.04%             | 2030-02-13      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| CANADA GOVERNMENT                                                          | Canada Government International Bond                                        | CUSIP: 135087Q56<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |   1500000 | PA      | $1498126.37   | 0.06%             | 2028-04-26      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                  | AerCap Ireland Capital DAC                                                  | CUSIP: 00774MBN4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1250000 | PA      | $1258625.01   | 0.05%             | 2028-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                | Cencora, Inc                                                                | CUSIP: 03073EBC8<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    500000 | PA      | $493043.03    | 0.02%             | 2029-02-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                   | Charter Communications Operating LLC                                        | CUSIP: 161175CD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $934624.62    | 0.04%             | 2029-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fedex Freight Holding Co Inc                                               | FedEx Freight Holding Co, Inc                                               | CUSIP: 314352AA3<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |    750000 | PA      | $741006.62    | 0.03%             | 2029-03-15      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| American Honda Finance Corp                                                | American Honda Finance Corp                                                 | CUSIP: 02665WGR6<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    500000 | PA      | $493890.65    | 0.02%             | 2029-01-08      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc                                                                 | Kenvue, Inc                                                                 | CUSIP: 49177JAF9<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    500000 | PA      | $507630.60    | 0.02%             | 2028-03-22      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| IQVIA Inc                                                                  | IQVIA, Inc                                                                  | CUSIP: 46266TAC2<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    300000 | PA      | $305808.00    | 0.01%             | 2028-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                           | United States Treasury Note                                                 | CUSIP: 91282CNU1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  81500000 | PA      | $81152988.49  | 3.28%             | 2028-08-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                        | Cardinal Health, Inc                                                        | CUSIP: 14149YBN7<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    750000 | PA      | $763029.04    | 0.03%             | 2029-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                                                         | Republic of Poland Government International Bond                            | CUSIP: 857524AD4<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    800000 | PA      | $815944.59    | 0.03%             | 2027-11-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                 | Ares Strategic Income Fund                                                  | CUSIP: 04020EAL1<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    500000 | PA      | $494796.73    | 0.02%             | 2028-09-09      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| CHEVRON CORP                                                               | Chevron Corp                                                                | CUSIP: 166764BX7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $195761.19    | 0.01%             | 2027-05-11      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                                   | Province of British Columbia Canada                                         | CUSIP: 110709AH5<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |   1250000 | PA      | $1239031.30   | 0.05%             | 2026-07-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Private Credit Corp                                          | Goldman Sachs Private Credit Corp                                           | CUSIP: 38152BAJ0<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |    500000 | PA      | $492370.83    | 0.02%             | 2028-02-23      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                           | United States Treasury Note/Bond                                            | CUSIP: 91282CKR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  90750000 | PA      | $91416445.31  | 3.70%             | 2027-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                                                  | Jabil, Inc                                                                  | CUSIP: 466313AM5<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249357.81    | 0.01%             | 2027-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OAKTREE SPECIALTY LEND                                                     | Oaktree Specialty Lending Corp                                              | CUSIP: 67401PAC2<br>LEI: 549300J6MGCEU5928620 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194004.86    | 0.01%             | 2027-01-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                                    | Sherwin-Williams Co                                                         | CUSIP: 824348BS4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1003848.09   | 0.04%             | 2028-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                                     | Roper Technologies, Inc                                                     | CUSIP: 776696AK2<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    725000 | PA      | $720270.17    | 0.03%             | 2028-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                       | Westpac Banking Corp                                                        | CUSIP: 961214FC2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    300000 | PA      | $299861.73    | 0.01%             | 2027-08-26      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| Corp Andina de Fomento                                                     | Corp Andina de Fomento                                                      | CUSIP: 219868CH7<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | N/A       |    350000 | PA      | $357406.00    | 0.01%             | 2027-04-26      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                               | Enbridge, Inc                                                               | CUSIP: 29250NAR6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $148573.04    | 0.01%             | 2027-07-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                   | Santander UK Group Holdings plc                                             | CUSIP: 80281LAT2<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    750000 | PA      | $773855.47    | 0.03%             | 2029-01-10      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                           | Bank of New York Mellon Corp                                                | CUSIP: 06406RBT3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    750000 | PA      | $785237.99    | 0.03%             | 2029-10-25      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                   | Virginia Electric and Power Co                                              | CUSIP: 927804FZ2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    300000 | PA      | $297037.32    | 0.01%             | 2028-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                       | Royal Bank of Canada                                                        | CUSIP: 78017DAK4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1750000 | PA      | $1749997.20   | 0.07%             | 2029-08-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                            | Kreditanstalt fuer Wiederaufbau                                             | CUSIP: 500769KG8<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   1425000 | PA      | $1418610.50   | 0.06%             | 2027-08-27      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Barings BDC Inc                                                            | Barings BDC, Inc                                                            | CUSIP: 06759LAE3<br>LEI: 549300GSF4KFZP6ONG49 | Long             | DBT              | CORP              | US        |    500000 | PA      | $488539.00    | 0.02%             | 2028-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                                       | Freeport-McMoRan, Inc                                                       | CUSIP: 35671DCE3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247944.47    | 0.01%             | 2028-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                 | Zoetis, Inc                                                                 | CUSIP: 98978VAL7<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196614.89    | 0.01%             | 2027-09-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CH ROBINSON WORLDWIDE                                                      | CH Robinson Worldwide, Inc                                                  | CUSIP: 12541WAA8<br>LEI: 529900WNWN5L0OVDHA79 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248016.80    | 0.01%             | 2028-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                                             | AutoNation, Inc                                                             | CUSIP: 05329WAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $98766.87     | 0.00%             | 2027-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                          | Enterprise Products Operating LLC                                           | CUSIP: 29379VCJ0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1001331.30   | 0.04%             | 2028-06-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                   | Anheuser-Busch InBev Worldwide, Inc                                         | CUSIP: 035240AQ3<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1012712.04   | 0.04%             | 2029-01-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Svensk Exportkredit AB                                                     | Svensk Exportkredit AB                                                      | CUSIP: 87031CAM5<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | CORP              | SE        |    200000 | PA      | $200874.12    | 0.01%             | 2026-09-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                  | Apple, Inc                                                                  | CUSIP: 037833EH9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $944652.88    | 0.04%             | 2028-08-05      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                   | Corebridge Financial, Inc                                                   | CUSIP: 21871XAP4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    500000 | PA      | $503785.12    | 0.02%             | 2052-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Amrize Finance US LLC                                                      | Amrize Finance US LLC                                                       | CUSIP: 43475RAQ9<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502953.09    | 0.02%             | 2028-04-07      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA/NY                                                | Cooperatieve Rabobank UA                                                    | CUSIP: 21688ABV3<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $1002535.59   | 0.04%             | 2029-04-01      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Corp Andina de Fomento                                                     | Corp Andina de Fomento                                                      | CUSIP: 219868CN4<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | N/A       |    135000 | PA      | $135230.85    | 0.01%             | 2028-06-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Amcor Flexibles North America Inc                                          | Amcor Flexibles North America, Inc                                          | CUSIP: 02344AAF5<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1006039.89   | 0.04%             | 2028-03-17      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                | CitiBank NA                                                                 | CUSIP: 17325FBB3<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1038393.16   | 0.04%             | 2028-09-29      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                                                             | Salesforce, Inc                                                             | CUSIP: 79466LAR5<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1503106.37   | 0.06%             | 2029-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                           | Crown Castle, Inc                                                           | CUSIP: 22822VAK7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    600000 | PA      | $591414.77    | 0.02%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                                          | Chile Government International Bond                                         | CUSIP: 168863CF3<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    300000 | PA      | $293616.00    | 0.01%             | 2028-02-06      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| New Mountain Finance Corp                                                  | New Mountain Finance Corp                                                   | CUSIP: 647551AG5<br>LEI: 549300L1MPTT1H7SES77 | Long             | DBT              | CORP              | US        |    500000 | PA      | $497588.02    | 0.02%             | 2027-10-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Agilent Technologies Inc                                                   | Agilent Technologies, Inc                                                   | CUSIP: 00846UAQ4<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    500000 | PA      | $498966.34    | 0.02%             | 2027-09-09      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CLOROX COMPANY                                                             | Clorox Co                                                                   | CUSIP: 189054AW9<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |    400000 | PA      | $397557.41    | 0.02%             | 2028-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                   | Toyota Motor Credit Corp                                                    | CUSIP: 89236TKQ7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    600000 | PA      | $605472.35    | 0.02%             | 2028-01-12      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                                     | Brixmor Operating Partnership LP                                            | CUSIP: 11120VAK9<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143966.82    | 0.01%             | 2028-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                  | ONEOK, Inc                                                                  | CUSIP: 682680CB7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    500000 | PA      | $498703.54    | 0.02%             | 2027-09-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                        | American Express Co                                                         | CUSIP: 025816EJ4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $999285.89    | 0.04%             | 2029-07-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| PPG INDUSTRIES INC                                                         | PPG Industries, Inc                                                         | CUSIP: 693506BP1<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |    300000 | PA      | $297282.73    | 0.01%             | 2028-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                        | Gilead Sciences, Inc                                                        | CUSIP: 375558BX0<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    500000 | PA      | $479194.17    | 0.02%             | 2027-10-01      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs BDC Inc                                                      | Goldman Sachs BDC, Inc                                                      | CUSIP: 38147UAE7<br>LEI: 6D01AGSGBNZIJSN77043 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301500.20    | 0.01%             | 2027-03-11      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                        | International Bank for Reconstruction & Development                         | CUSIP: 459058KJ1<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |    500000 | PA      | $495856.33    | 0.02%             | 2027-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                     | NextEra Energy Capital Holdings, Inc                                        | CUSIP: 65339KAT7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    800000 | PA      | $793031.23    | 0.03%             | 2027-05-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                     | Mitsubishi UFJ Financial Group, Inc                                         | CUSIP: 606822CE2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $498105.70    | 0.02%             | 2028-04-19      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                         | Realty Income Corp                                                          | CUSIP: 756109CW2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    500000 | PA      | $494205.23    | 0.02%             | 2029-02-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                       | Bank of America Corp                                                        | CUSIP: 06051GMK2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2015581.78   | 0.08%             | 2029-01-24      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                           | Duke Energy Corp                                                            | CUSIP: 26441CAX3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    300000 | PA      | $295520.79    | 0.01%             | 2027-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                                   | Healthcare Realty Holdings LP                                               | CUSIP: 42225UAF1<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |    300000 | PA      | $297107.13    | 0.01%             | 2027-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corp                                                         | Regal Rexnord Corp                                                          | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    400000 | PA      | $410260.21    | 0.02%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                        | International Bank for Reconstruction & Development                         | CUSIP: 459058FT5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |   3000000 | PA      | $2967067.68   | 0.12%             | 2026-10-27      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                    | Federal Home Loan Banks                                                     | CUSIP: 3130AYPN0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   4500000 | PA      | $4512832.70   | 0.18%             | 2027-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| PNC Financial Services Group Inc/The                                       | PNC Financial Services Group, Inc                                           | CUSIP: 693475CG8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    500000 | PA      | $497361.69    | 0.02%             | 2029-01-26      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Marex Group PLC                                                            | Marex Group plc                                                             | CUSIP: 566539AB8<br>LEI: 549300DWX0SVICJAL507 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $505396.38    | 0.02%             | 2028-05-08      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                            | Inter-American Development Bank                                             | CUSIP: 4581X0EM6<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | N/A       |    500000 | PA      | $502083.31    | 0.02%             | 2027-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TANGER PROPERTIES LP                                                       | Tanger Properties LP                                                        | CUSIP: 875484AK3<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198362.44    | 0.01%             | 2027-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                  | Toronto-Dominion Bank                                                       | CUSIP: 89115A3E0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    750000 | PA      | $756035.26    | 0.03%             | 2028-01-31      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                                   | Banco Bilbao Vizcaya Argentaria S.A.                                        | CUSIP: 05946KAL5<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $204529.62    | 0.01%             | 2028-09-14      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                                                        | Otis Worldwide Corp                                                         | CUSIP: 68902VAJ6<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196177.54    | 0.01%             | 2027-04-05      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                     | PNC Financial Services Group, Inc                                           | CUSIP: 693475BR5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1024726.49   | 0.04%             | 2029-06-12      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                                | Netflix, Inc                                                                | CUSIP: 64110LAS5<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    500000 | PA      | $506556.15    | 0.02%             | 2028-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                   | Ford Motor Credit Co LLC                                                    | CUSIP: 345397G72<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1012674.30   | 0.04%             | 2028-03-20      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                             | Eli Lilly & Co                                                              | CUSIP: 532457DB1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    750000 | PA      | $749168.69    | 0.03%             | 2028-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                                            | CMS Energy Corp                                                             | CUSIP: 125896BS8<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98706.72     | 0.00%             | 2027-08-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                                                | Truist Bank                                                                 | CUSIP: 89788JAH2<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $990481.22    | 0.04%             | 2029-10-23      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                                        | CDW LLC                                                                     | CUSIP: 12513GBD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $296303.83    | 0.01%             | 2028-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                      | Indonesia Government International Bond                                     | CUSIP: 455780DQ6<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   1000000 | PA      | $1000792.10   | 0.04%             | 2028-01-11      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                        | Southern California Edison Co                                               | CUSIP: 842400HU0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    300000 | PA      | $304182.65    | 0.01%             | 2028-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                                       | WEC Energy Group, Inc                                                       | CUSIP: 92939UAL0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    500000 | PA      | $503658.62    | 0.02%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank NA                                             | Morgan Stanley Private Bank NA                                              | CUSIP: 61776NU43<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2474685.38   | 0.10%             | 2030-02-08      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                                                      | Unilever Capital Corp                                                       | CUSIP: 904764BU0<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    750000 | PA      | $752227.34    | 0.03%             | 2027-08-12      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                   | European Investment Bank                                                    | CUSIP: 298785KB1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |   2150000 | PA      | $2161669.02   | 0.09%             | 2027-03-19      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                            | Santander UK Group Holdings plc                                             | CUSIP: 80281LAX3<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $495310.14    | 0.02%             | 2029-09-22      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Adobe Inc                                                                  | Adobe, Inc                                                                  | CUSIP: 00724PAH2<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    500000 | PA      | $506128.61    | 0.02%             | 2028-01-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Svensk Exportkredit AB                                                     | Svensk Exportkredit AB                                                      | CUSIP: 01021NAH5<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | CORP              | SE        |   1000000 | PA      | $992488.58    | 0.04%             | 2029-03-12      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                       | Waste Management, Inc                                                       | CUSIP: 94106LBX6<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1009677.79   | 0.04%             | 2027-07-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc                                                       | Howmet Aerospace, Inc                                                       | CUSIP: 443201AG3<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $985643.83    | 0.04%             | 2029-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| LKQ Corp                                                                   | LKQ Corp                                                                    | CUSIP: 501889AD1<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | DBT              | CORP              | US        |    350000 | PA      | $356214.98    | 0.01%             | 2028-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                        | Charles Schwab Corp                                                         | CUSIP: 808513CD5<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    800000 | PA      | $821960.21    | 0.03%             | 2029-05-19      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                               | Synopsys, Inc                                                               | CUSIP: 871607AB3<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    750000 | PA      | $752750.73    | 0.03%             | 2028-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Private Export Funding Corp                                                | Private Export Funding Corp                                                 | CUSIP: 74274TAL4<br>LEI: CYQE6SAYPFKNQJ6FMH60 | Long             | DBT              | CORP              | US        |    750000 | PA      | $751570.93    | 0.03%             | 2027-02-07      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| INVITATION HOMES OP                                                        | Invitation Homes Operating Partnership LP                                   | CUSIP: 46188BAB8<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    300000 | PA      | $282342.83    | 0.01%             | 2028-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                     | Williams Cos, Inc                                                           | CUSIP: 969457CK4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    500000 | PA      | $510514.42    | 0.02%             | 2028-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                                                | Truist Bank                                                                 | CUSIP: 89788JAF6<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499973.93    | 0.02%             | 2028-07-24      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                 | Intel Corp                                                                  | CUSIP: 458140AX8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    500000 | PA      | $492887.45    | 0.02%             | 2027-05-11      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                    | Federal Home Loan Banks                                                     | CUSIP: 3130B5K64<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    500000 | PA      | $500901.13    | 0.02%             | 2027-03-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                     | NextEra Energy Capital Holdings, Inc                                        | CUSIP: 65339KCB4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    400000 | PA      | $386068.48    | 0.02%             | 2082-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| PACKAGING CORP OF AMERIC                                                   | Packaging Corp of America                                                   | CUSIP: 695156AT6<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147478.95    | 0.01%             | 2027-12-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                   | Toyota Motor Credit Corp                                                    | CUSIP: 89236TNG6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501969.22    | 0.02%             | 2027-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                    | Philippine Government International Bond                                    | CUSIP: 718286CY1<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    500000 | PA      | $501118.85    | 0.02%             | 2028-07-17      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES                                                     | CenterPoint Energy Resources Corp                                           | CUSIP: 15189YAG1<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    400000 | PA      | $406958.60    | 0.02%             | 2028-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                 | Fiserv, Inc                                                                 | CUSIP: 337738BG2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    500000 | PA      | $507798.61    | 0.02%             | 2028-08-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                               | Deutsche Bank AG.                                                           | CUSIP: 25160PAQ0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1300000 | PA      | $1314971.24   | 0.05%             | 2029-01-10      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Honeywell Aerospace Inc                                                    | Honeywell Aerospace, Inc                                                    | CUSIP: 43849RAA3<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |    500000 | PA      | $496318.02    | 0.02%             | 2028-03-16      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| STATE STR NAVIGATOR SECS L TR                                              | State Street Navigator Securities Lending Government Money Market Portfolio | CUSIP: 857509301<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   2749359 | NS      | $2749359.45   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Note/Bond                                           | United States Treasury Note                                                 | CUSIP: 91282CPK1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  76750000 | PA      | $76129404.11  | 3.08%             | 2028-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                 | US Bancorp                                                                  | CUSIP: 91159HJQ4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    500000 | PA      | $512050.85    | 0.02%             | 2030-01-23      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                              | Citigroup, Inc                                                              | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    750000 | PA      | $751240.72    | 0.03%             | 2028-05-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                        | Global Payments, Inc                                                        | CUSIP: 37940XAV4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $990208.33    | 0.04%             | 2028-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                         | Realty Income Corp                                                          | CUSIP: 756109BH6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    650000 | PA      | $639140.57    | 0.03%             | 2028-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| DXC TECHNOLOGY CO                                                          | DXC Technology Co                                                           | CUSIP: 23355LAM8<br>LEI: 549300DOVZ3EDJB7O259 | Long             | DBT              | CORP              | US        |    300000 | PA      | $281711.49    | 0.01%             | 2028-09-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                     | Asian Development Bank                                                      | CUSIP: 045167FZ1<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | N/A       |   3500000 | PA      | $3553498.83   | 0.14%             | 2028-08-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TC PIPELINES LP                                                            | TC PipeLines LP                                                             | CUSIP: 87233QAC2<br>LEI: 6HL0C5LCIE4TN8UZHL06 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198528.60    | 0.01%             | 2027-05-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                                                | Equifax, Inc                                                                | CUSIP: 294429AW5<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    350000 | PA      | $354458.78    | 0.01%             | 2028-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                               | NiSource, Inc                                                               | CUSIP: 65473QBE2<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    400000 | PA      | $395802.50    | 0.02%             | 2027-05-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                           | T-Mobile USA, Inc                                                           | CUSIP: 87264ACA1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $959172.50    | 0.04%             | 2028-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                                  | Hess Corp                                                                   | CUSIP: 42809HAG2<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    350000 | PA      | $350203.09    | 0.01%             | 2027-04-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                        | Global Payments, Inc                                                        | CUSIP: 37940XAP7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    275000 | PA      | $275509.30    | 0.01%             | 2027-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ORIX CORP                                                                  | ORIX Corp                                                                   | CUSIP: 686330AQ4<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    300000 | PA      | $302643.68    | 0.01%             | 2027-09-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts LP                                                   | Host Hotels & Resorts LP                                                    | CUSIP: 44107TBE5<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |    750000 | PA      | $741111.53    | 0.03%             | 2028-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                            | Kreditanstalt fuer Wiederaufbau                                             | CUSIP: 500769KL7<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   2010000 | PA      | $2014436.39   | 0.08%             | 2027-06-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                   | Japan Bank for International Cooperation                                    | CUSIP: 471048DB1<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    575000 | PA      | $579482.38    | 0.02%             | 2027-07-22      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                   | Constellation Brands, Inc                                                   | CUSIP: 21036PBK3<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499349.36    | 0.02%             | 2027-05-09      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                             | Salesforce, Inc                                                             | CUSIP: 79466LAH7<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $938831.49    | 0.04%             | 2028-07-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                              | Citigroup, Inc                                                              | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1000028.27   | 0.04%             | 2027-09-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                            | Kreditanstalt fuer Wiederaufbau                                             | CUSIP: 500769KC7<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    650000 | PA      | $653248.55    | 0.03%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                          | SYSCO Corp                                                                  | CUSIP: 871829BF3<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98476.23     | 0.00%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                                                     | Westinghouse Air Brake Technologies Corp                                    | CUSIP: 960386AM2<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    400000 | PA      | $401173.08    | 0.02%             | 2028-09-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                       | Royal Bank of Canada                                                        | CUSIP: 78017DAA6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1009311.94   | 0.04%             | 2029-01-24      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                           | Ryder System, Inc                                                           | CUSIP: 78355HKW8<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    500000 | PA      | $507981.63    | 0.02%             | 2028-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                       | Bank of America Corp                                                        | CUSIP: 06051GMT3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4519563.80   | 0.18%             | 2029-05-09      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings Inc                                                        | PayPal Holdings, Inc                                                        | CUSIP: 70450YAS2<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    750000 | PA      | $751585.64    | 0.03%             | 2028-03-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Council Of Europe Development Bank                                         | Council Of Europe Development Bank                                          | CUSIP: 222213BH2<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | N/A       |   1000000 | PA      | $995722.32    | 0.04%             | 2028-05-08      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                                                | Equifax, Inc                                                                | CUSIP: 294429AV7<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252502.73    | 0.01%             | 2027-12-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                               | ING Groep NV                                                                | CUSIP: 456837BQ5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $1006264.11   | 0.04%             | 2029-03-25      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                                                        | Highwoods Realty LP                                                         | CUSIP: 431282AQ5<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147848.13    | 0.01%             | 2028-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                    | Federal Home Loan Banks                                                     | CUSIP: 3130B0TY5<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   3000000 | PA      | $3029997.24   | 0.12%             | 2027-04-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                                    | Sherwin-Williams Co                                                         | CUSIP: 824348BU9<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    500000 | PA      | $498923.21    | 0.02%             | 2028-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                                                         | Coterra Energy, Inc                                                         | CUSIP: 127097AG8<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248207.97    | 0.01%             | 2027-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                | Goldman Sachs Group, Inc                                                    | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2512214.15   | 0.10%             | 2028-04-23      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Hercules Capital Inc                                                       | Hercules Capital, Inc                                                       | CUSIP: 42711MAA1<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |    500000 | PA      | $490100.53    | 0.02%             | 2029-02-10      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP                                                               | Vontier Corp                                                                | CUSIP: 928881AD3<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191700.28    | 0.01%             | 2028-04-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                      | Republic Services, Inc                                                      | CUSIP: 760759AT7<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    300000 | PA      | $298241.94    | 0.01%             | 2028-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                 | US Bancorp                                                                  | CUSIP: 91159HJF8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1201077.79   | 0.05%             | 2028-07-22      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                  | Toronto-Dominion Bank                                                       | CUSIP: 89115KAE0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $994621.64    | 0.04%             | 2028-10-13      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                                      | Becton Dickinson & Co                                                       | CUSIP: 075887CQ0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301434.52    | 0.01%             | 2028-02-13      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                           | United States Treasury Note                                                 | CUSIP: 91282CNM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  59000000 | PA      | $59069140.92  | 2.39%             | 2028-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                                                   | Baxter International, Inc                                                   | CUSIP: 071813DC0<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246860.37    | 0.01%             | 2029-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                                 | Zoetis, Inc                                                                 | CUSIP: 98978VAW3<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    400000 | PA      | $398757.65    | 0.02%             | 2028-08-17      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                                       | Booking Holdings, Inc                                                       | CUSIP: 741503BC9<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197412.21    | 0.01%             | 2028-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| African Development Bank                                                   | African Development Bank                                                    | CUSIP: 00828EEP0<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | N/A       |   1000000 | PA      | $1008294.98   | 0.04%             | 2027-11-03      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                                        | Caterpillar Financial Services Corp                                         | CUSIP: 14913UBB5<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499562.79    | 0.02%             | 2028-08-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                          | Eversource Energy                                                           | CUSIP: 30040WAR9<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300240.83    | 0.01%             | 2027-07-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                                      | Unilever Capital Corp                                                       | CUSIP: 904764AY3<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    300000 | PA      | $296585.78    | 0.01%             | 2027-05-05      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                | American Honda Finance Corp                                                 | CUSIP: 02665WFX4<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    750000 | PA      | $749681.54    | 0.03%             | 2028-03-03      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                              | Marriott International, Inc                                                 | CUSIP: 571903BV4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499230.81    | 0.02%             | 2027-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                     | UnitedHealth Group, Inc                                                     | CUSIP: 91324PEY4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1003934.68   | 0.04%             | 2027-04-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| TWDC ENTERPRISES 18 CORP                                                   | TWDC Enterprises 18 Corp                                                    | CUSIP: 25468PDV5<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    800000 | PA      | $789913.22    | 0.03%             | 2027-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                                   | Uruguay Government International Bond                                       | CUSIP: 760942BB7<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    333333 | PA      | $333533.33    | 0.01%             | 2027-10-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                | Goldman Sachs Group, Inc                                                    | CUSIP: 38145GAP5<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $993829.50    | 0.04%             | 2029-01-21      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                     | Arizona Public Service Co                                                   | CUSIP: 040555CW2<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97829.33     | 0.00%             | 2027-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                                           | ERP Operating LP                                                            | CUSIP: 26884ABJ1<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    350000 | PA      | $344736.50    | 0.01%             | 2028-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                     | Asian Development Bank                                                      | CUSIP: 045167FP3<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | N/A       |   3000000 | PA      | $2972519.73   | 0.12%             | 2027-08-20      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                     | Mitsubishi UFJ Financial Group, Inc                                         | CUSIP: 606822CL6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1250000 | PA      | $1257773.96   | 0.05%             | 2028-07-20      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                            | Sands China Ltd                                                             | CUSIP: 80007RAE5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    500000 | PA      | $503746.50    | 0.02%             | 2028-08-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                   | Lloyds Banking Group plc                                                    | CUSIP: 53944YBC6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1500000 | PA      | $1513678.31   | 0.06%             | 2028-11-26      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp                                                          | Hyatt Hotels Corp                                                           | CUSIP: 448579AU6<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    225000 | PA      | $226870.49    | 0.01%             | 2028-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd/New York                                       | National Australia Bank Ltd                                                 | CUSIP: 632525CQ2<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    500000 | PA      | $496217.45    | 0.02%             | 2028-12-13      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                        | Charles Schwab Corp                                                         | CUSIP: 808513AU9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    650000 | PA      | $639475.77    | 0.03%             | 2028-01-25      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                           | Paramount Global                                                            | CUSIP: 124857AR4<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    300000 | PA      | $294908.51    | 0.01%             | 2027-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                    | Goldman Sachs Group, Inc                                                    | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $999981.13    | 0.04%             | 2028-08-23      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                | Exelon Corp                                                                 | CUSIP: 30161NBJ9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    900000 | PA      | $910618.07    | 0.04%             | 2028-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                                   | Willis North America, Inc                                                   | CUSIP: 970648AL5<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300494.84    | 0.01%             | 2027-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                           | United States Treasury Note/Bond                                            | CUSIP: 91282CKJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14500000 | PA      | $14610391.98  | 0.59%             | 2027-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                         | Home Depot, Inc                                                             | CUSIP: 437076DB5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1009646.08   | 0.04%             | 2027-06-25      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                     | Pacific Gas and Electric Co                                                 | CUSIP: 694308KL0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1034781.06   | 0.04%             | 2029-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                  | Boeing Co                                                                   | CUSIP: 097023DB8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    400000 | PA      | $392099.35    | 0.02%             | 2028-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                         | Realty Income Corp                                                          | CUSIP: 756109BG8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    300000 | PA      | $298523.14    | 0.01%             | 2027-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp                                                      | PACCAR Financial Corp                                                       | CUSIP: 69371RU20<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    300000 | PA      | $298928.46    | 0.01%             | 2028-11-07      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA Inc                                                 | Santander Holdings USA, Inc                                                 | CUSIP: 80282KBN5<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1013917.39   | 0.04%             | 2029-03-20      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Main Street Capital Corp                                                   | Main Street Capital Corp                                                    | CUSIP: 56035LAJ3<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |    550000 | PA      | $554704.39    | 0.02%             | 2027-06-04      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                      | General Dynamics Corp                                                       | CUSIP: 369550BL1<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    400000 | PA      | $397841.12    | 0.02%             | 2027-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                            | CVS Health Corp                                                             | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1793620.24   | 0.07%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                    | Simon Property Group LP                                                     | CUSIP: 828807DC8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    500000 | PA      | $494852.69    | 0.02%             | 2027-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME                                                     | Blue Owl Credit Income Corp                                                 | CUSIP: 69120VAF8<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197739.12    | 0.01%             | 2027-02-08      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                       | Lockheed Martin Corp                                                        | CUSIP: 539830BZ1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502976.99    | 0.02%             | 2028-05-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                     | Mizuho Financial Group, Inc                                                 | CUSIP: 60687YCL1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $1013484.58   | 0.04%             | 2028-09-13      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                               | Centene Corp                                                                | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    488000 | PA      | $479369.57    | 0.02%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                        | Charles Schwab Corp                                                         | CUSIP: 808513BP9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    300000 | PA      | $287781.58    | 0.01%             | 2028-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                    | Philippine Government International Bond                                    | CUSIP: 718286CC9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    200000 | PA      | $194774.91    | 0.01%             | 2028-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                            | General Motors Financial Co, Inc                                            | CUSIP: 37045XEX0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2018931.16   | 0.08%             | 2027-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                          | Johnson & Johnson                                                           | CUSIP: 478160DH4<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1011637.76   | 0.04%             | 2028-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                        | NextEra Energy Capital Holdings, Inc                                        | CUSIP: 65339KDG2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    800000 | PA      | $807397.23    | 0.03%             | 2028-02-04      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                   | Berkshire Hathaway Energy Co                                                | CUSIP: 084659AM3<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196254.98    | 0.01%             | 2028-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                               | Enbridge, Inc                                                               | CUSIP: 29250NCH6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $300783.79    | 0.01%             | 2028-06-20      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| REVVITY INC                                                                | PerkinElmer, Inc                                                            | CUSIP: 714046AM1<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    200000 | PA      | $187921.27    | 0.01%             | 2028-09-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                         | Canadian Imperial Bank of Commerce                                          | CUSIP: 13607PH98<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $504000.03    | 0.02%             | 2029-03-30      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc                                                 | Mondelez International, Inc                                                 | CUSIP: 609207BF1<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    500000 | PA      | $498993.58    | 0.02%             | 2028-05-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                              | Intercontinental Exchange, Inc                                              | CUSIP: 45865VAA8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    500000 | PA      | $495125.00    | 0.02%             | 2028-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank/The                                                 | Korea Development Bank                                                      | CUSIP: 500630EE4<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    750000 | PA      | $750423.43    | 0.03%             | 2027-10-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                   | Toyota Motor Credit Corp                                                    | CUSIP: 89236TLL7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    750000 | PA      | $757572.20    | 0.03%             | 2029-01-05      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                                                       | BAT International Finance plc                                               | CUSIP: 05530QAP5<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    550000 | PA      | $550219.64    | 0.02%             | 2028-03-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                        | CommonSpirit Health                                                         | CUSIP: 20268JAK9<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | MUN               | US        |    200000 | PA      | $204973.27    | 0.01%             | 2027-11-01      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                     | Mitsubishi UFJ Financial Group, Inc                                         | CUSIP: 606822CN2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $1012052.14   | 0.04%             | 2028-09-13      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                    | Federal Home Loan Banks                                                     | CUSIP: 3130B7QM9<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   1000000 | PA      | $996525.08    | 0.04%             | 2027-09-09      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                           | United States Treasury Note                                                 | CUSIP: 91282CQB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $3968437.52   | 0.16%             | 2028-02-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                             | Lowe's Cos, Inc                                                             | CUSIP: 548661EU7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    750000 | PA      | $743802.66    | 0.03%             | 2028-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                   | Sumitomo Mitsui Financial Group, Inc                                        | CUSIP: 86562MCG3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1800000 | PA      | $1690510.03   | 0.07%             | 2028-09-17      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                   | Ford Motor Credit Co LLC                                                    | CUSIP: 345397D83<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1005515.01   | 0.04%             | 2027-03-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                 | 3M Co                                                                       | CUSIP: 88579YAY7<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    350000 | PA      | $343134.61    | 0.01%             | 2027-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                             | Mastercard, Inc                                                             | CUSIP: 57636QBA1<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1001439.44   | 0.04%             | 2028-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Golub Capital Private Credit Fund                                          | Golub Capital Private Credit Fund                                           | CUSIP: 38179RAE5<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |    300000 | PA      | $295859.21    | 0.01%             | 2028-08-15      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| MOSAIC CO                                                                  | Mosaic Co                                                                   | CUSIP: 61945CAG8<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198686.87    | 0.01%             | 2027-11-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                    | John Deere Capital Corp                                                     | CUSIP: 24422EXZ7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    500000 | PA      | $504570.65    | 0.02%             | 2028-01-07      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                                          | Chile Government International Bond                                         | CUSIP: 168863DX3<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   1000000 | PA      | $985200.00    | 0.04%             | 2027-01-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                             | Air Lease Corp                                                              | CUSIP: 00914AAQ5<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    300000 | PA      | $282110.94    | 0.01%             | 2028-09-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                       | Bank of America Corp                                                        | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2054586.72   | 0.08%             | 2028-11-10      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                        | International Bank for Reconstruction & Development                         | CUSIP: 459058LE1<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |   1500000 | PA      | $1500278.82   | 0.06%             | 2026-04-10      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                           | Georgia Power Co                                                            | CUSIP: 373334LC3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    500000 | PA      | $497071.04    | 0.02%             | 2028-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CINCINNATI FINL CORP                                                       | Cincinnati Financial Corp                                                   | CUSIP: 172062AF8<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | DBT              | CORP              | US        |    200000 | PA      | $210179.64    | 0.01%             | 2028-05-15      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                | Walmart, Inc                                                                | CUSIP: 931142FL2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1502463.81   | 0.06%             | 2027-04-28      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                    | GLP Capital LP                                                              | CUSIP: 361841AL3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $504336.50    | 0.02%             | 2029-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                              | Amphenol Corp                                                               | CUSIP: 032095AT8<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    750000 | PA      | $752191.79    | 0.03%             | 2028-06-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                             | Lowe's Cos, Inc                                                             | CUSIP: 548661DP9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    500000 | PA      | $494036.45    | 0.02%             | 2027-05-03      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                            | Philip Morris International, Inc                                            | CUSIP: 718172DX4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    750000 | PA      | $743648.19    | 0.03%             | 2028-10-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Manufacturers & Traders Trust Co                                           | Manufacturers & Traders Trust Co                                            | CUSIP: 564760CC8<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |    750000 | PA      | $752070.59    | 0.03%             | 2028-07-06      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                            | CVS Health Corp                                                             | CUSIP: 126650DM9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    750000 | PA      | $718622.96    | 0.03%             | 2027-08-21      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                           | Crown Castle, Inc                                                           | CUSIP: 22822VBA8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201433.87    | 0.01%             | 2028-01-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TELEDYNE TECHNOLOGIES IN                                                   | Teledyne Technologies, Inc                                                  | CUSIP: 879360AD7<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |    250000 | PA      | $239698.24    | 0.01%             | 2028-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                                | Netflix, Inc                                                                | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1040361.98   | 0.04%             | 2028-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                    | Philippine Government International Bond                                    | CUSIP: 718286CQ8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    500000 | PA      | $495945.26    | 0.02%             | 2027-03-29      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                             | Eli Lilly & Co                                                              | CUSIP: 532457CU0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    750000 | PA      | $756038.48    | 0.03%             | 2028-02-12      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                    | John Deere Capital Corp                                                     | CUSIP: 24422EXV6<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    750000 | PA      | $752358.35    | 0.03%             | 2027-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Export Development Canada                                                  | Export Development Canada                                                   | CUSIP: 30216BKC5<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |    750000 | PA      | $755212.40    | 0.03%             | 2029-02-13      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                                 | HPS Corporate Lending Fund                                                  | CUSIP: 40440VAQ8<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    300000 | PA      | $292258.02    | 0.01%             | 2028-09-11      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                    | Inter-American Development Bank                                             | CUSIP: 4581X0CY2<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | N/A       |    500000 | PA      | $491100.12    | 0.02%             | 2027-07-07      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                                          | Expedia Group, Inc                                                          | CUSIP: 30212PBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $500411.67    | 0.02%             | 2027-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                           | Duke Energy Corp                                                            | CUSIP: 26441CBS3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    650000 | PA      | $648857.80    | 0.03%             | 2028-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                                                        | Emerson Electric Co                                                         | CUSIP: 291011BQ6<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    600000 | PA      | $567920.89    | 0.02%             | 2028-12-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                                       | Parker-Hannifin Corp                                                        | CUSIP: 701094AR5<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    400000 | PA      | $400163.03    | 0.02%             | 2027-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                          | HSBC Holdings plc                                                           | CUSIP: 404280EM7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1050000 | PA      | $1057654.54   | 0.04%             | 2028-11-19      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                                   | Sabine Pass Liquefaction LLC                                                | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    500000 | PA      | $497923.96    | 0.02%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                                   | Public Service Enterprise Group, Inc                                        | CUSIP: 744573AV8<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    300000 | PA      | $306624.26    | 0.01%             | 2027-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                               | Alphabet, Inc                                                               | CUSIP: 02079KBJ5<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247851.38    | 0.01%             | 2029-02-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                          | National Rural Utilities Cooperative Finance Corp                           | CUSIP: 63743HFZ0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $996729.80    | 0.04%             | 2028-08-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Western Union Co/The                                                       | Western Union Co                                                            | CUSIP: 959802BB4<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |    500000 | PA      | $495546.49    | 0.02%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                   | AerCap Ireland Capital DAC                                                  | CUSIP: 00774MAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    500000 | PA      | $500603.84    | 0.02%             | 2027-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-31

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

**Signature:** Gina Spunder

**Name of Signer:** Gina Spunder

**Title:** Director, Fund Financial Reporting