# EDGAR Filing Document

**Accession Number:** 0001015965
**File Stem:** 0000940400-25-011415
**Filing Date:** 2025-11
**Character Count:** 1962823
**Document Hash:** c0e79d1b5dd55f7a933f6b2c8b18ed18
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-25-011415.hdr.sgml**: 20251128

**ACCESSION NUMBER**: 0000940400-25-011415

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251128

**DATE AS OF CHANGE**: 20251128

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Voya VARIABLE PORTFOLIOS INC
- **CENTRAL INDEX KEY:** 0001015965

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07651
- **FILM NUMBER:** 251534313

**BUSINESS ADDRESS:**
- **STREET 1:** 7337 E. DOUBLETREE RANCH ROAD, STE 100
- **CITY:** SCOTTSDALE
- **STATE:** AZ
- **ZIP:** 85258
- **BUSINESS PHONE:** 480-477-3000

**MAIL ADDRESS:**
- **STREET 1:** 7337 E. DOUBLETREE RANCH ROAD, STE 100
- **CITY:** SCOTTSDALE
- **STATE:** AZ
- **ZIP:** 85258

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ING VARIABLE PORTFOLIOS INC
- **DATE OF NAME CHANGE:** 20020501

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AETNA VARIABLE PORTFOLIOS INC
- **DATE OF NAME CHANGE:** 20020322

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ING VARIABLE PORTFOLIOS INC
- **DATE OF NAME CHANGE:** 20020320

## Series and Classes Contracts Data

### Voya U.S. Bond Index Portfolio (Series ID: S000021221)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000060421 | Class ADV    | ILUAX           |
| C000060422 | Class I      | ILBAX           |
| C000060423 | Class S      | ILABX           |
| C000074923 | Class S2     | IUSBX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Voya VARIABLE PORTFOLIOS INC

- **b. Investment Company Act file number:** 811-07651

- **c. CIK number of Registrant:** 0001015965

- **d. LEI of Registrant:** 549300RRSJVUNTELG112

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

  - **Street Address 1:** 7337 East Doubletree Ranch Road

  - **City:** Scottsdale

  - **State:** AZ

  - **Foreign country:** US

  - **Zip / Postal Code:** 85258

  - **Telephone number:** 1-800-992-0180

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

- **a. Name of Series:** VOYA U.S. BOND INDEX PORTFOLIO

- **b. EDGAR series identifier (if any):** S000021221

- **c. LEI of Series:** 549300FJP65HZHGFWI86

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $562049193.09

**Total Liabilities:** $59972421.00

**Net Assets:** $502076772.09

**Stand-by Commitments:** $7632359.39

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 619.75435000 | **1-Year:** 12129.26479000 | **5-Year:** 75783.18066000 | **10-Year:** 64116.19892000 | **30-Year:** 8964.31770000

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

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

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000060421 | -0.35%               | 1.20%                | 0.83%                |
| Class ID C000060422 | -0.31%               | 1.13%                | 0.98%                |
| Class ID C000074923 | -0.24%               | 1.10%                | 0.95%                |
| Class ID C000060423 | -0.33%               | 1.22%                | 1.40%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-212890.62              | $-7347482.95                               |
| Month 2  | $2243283.04              | $10016118.46                               |
| Month 3  | $-11318355.48            | $21433301.19                               |

**Designated Index Information**

- **Index Name:** BBG U.S. Aggregate Index

- **Index Identifier:** LBUSTRUU

### Schedule of Portfolio Investments

| Name                                                       | Title                                                                           | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AT&T INC                                                   | AT&T Inc                                                                        | CUSIP: 00206RKF8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     42000 | PA      | $27707.69     | 0.01%             | 2061-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PROV ST JOSEPH HLTH OBL                                    | Providence St Joseph Health Obligated Group                                     | CUSIP: 743756AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6000 | PA      | $5905.89      | 0.00%             | 2026-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 31286DGV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     30007 | PA      | $31465.42     | 0.01%             | 2037-09-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| SERVICENOW INC                                             | ServiceNow Inc                                                                  | CUSIP: 81762PAE2<br>LEI: 549300HJTQM36M0E1G39 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26279.79     | 0.01%             | 2030-09-01      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                       | Targa Resources Corp                                                            | CUSIP: 87612GAF8<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21805.33     | 0.00%             | 2034-03-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NYU LANGONE HOSPITALS                                      | NYU Langone Hospitals                                                           | CUSIP: 62952EAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11000 | PA      | $9564.98      | 0.00%             | 2047-07-01      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                       | Royal Bank of Canada                                                            | CUSIP: 78016EZD2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     26000 | PA      | $25901.00     | 0.01%             | 2027-05-04      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                   | Virginia Electric and Power Co                                                  | CUSIP: 927804GD0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     38000 | PA      | $22155.50     | 0.00%             | 2050-12-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust                                        | CNH Equipment Trust 2023-B                                                      | CUSIP: 12666DAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    154000 | PA      | $158255.47    | 0.03%             | 2031-03-17      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3128KKGF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     23433 | PA      | $24734.34     | 0.00%             | 2037-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                    | International Bank for Reconstruction & Development                             | CUSIP: 459058JW4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |    142000 | PA      | $134186.28    | 0.03%             | 2028-04-20      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| STANFORD HEALTH CARE                                       | Stanford Health Care                                                            | CUSIP: 85434VAA6<br>LEI: 5493005311WCPXQGDG42 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7923.99      | 0.00%             | 2048-11-15      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OP CO                                       | Public Storage Operating Co                                                     | CUSIP: 74460WAE7<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |     86000 | PA      | $77372.06     | 0.02%             | 2031-05-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                       | Westpac Banking Corp                                                            | CUSIP: 961214EW9<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     27000 | PA      | $25446.70     | 0.01%             | 2028-11-20      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                     | Diamondback Energy Inc                                                          | CUSIP: 25278XAZ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26552.56     | 0.01%             | 2034-04-18      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| MEDTRONIC GLOBAL HLDINGS                                   | Medtronic Global Holdings SCA                                                   | CUSIP: 58507LBB4<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |     20000 | PA      | $20145.87     | 0.00%             | 2028-03-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                          | Atmos Energy Corp                                                               | CUSIP: 049560AQ8<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     21000 | PA      | $17301.68     | 0.00%             | 2049-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                    | HCA Inc                                                                         | CUSIP: 404119CC1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     19000 | PA      | $16860.47     | 0.00%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| RPM INTERNATIONAL INC                                      | RPM International Inc                                                           | CUSIP: 749685AY9<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5425.86      | 0.00%             | 2032-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                        | CommonSpirit Health                                                             | CUSIP: 20268JAR4<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16552.79     | 0.00%             | 2031-12-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                        | American Express Co                                                             | CUSIP: 025816DB2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     33000 | PA      | $34193.06     | 0.01%             | 2027-11-05      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| TRACTOR SUPPLY CO                                          | Tractor Supply Co                                                               | CUSIP: 892356AA4<br>LEI: 549300OJ9VZHZRO6I137 | Long             | DBT              | CORP              | US        |     13000 | PA      | $11436.59     | 0.00%             | 2030-11-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                   | Constellation Brands Inc                                                        | CUSIP: 21036PBH0<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    203000 | PA      | $179020.88    | 0.04%             | 2031-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| MITSUBISHI UFJ FIN GRP                                     | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822AV6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    159000 | PA      | $158949.64    | 0.03%             | 2028-03-02      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                                     | Puget Sound Energy Inc                                                          | CUSIP: 745332CH7<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |     12000 | PA      | $9852.44      | 0.00%             | 2048-06-15      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                  | Kroger Co/The                                                                   | CUSIP: 501044DG3<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17081.62     | 0.00%             | 2047-02-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                      | MidAmerican Energy Co                                                           | CUSIP: 595620AZ8<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11712.88     | 0.00%             | 2055-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                   | Western Midstream Operating LP                                                  | CUSIP: 958254AD6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     12000 | PA      | $10889.35     | 0.00%             | 2044-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CLEVELAND CLINIC FOUND                                     | Cleveland Clinic Foundation/The                                                 | CUSIP: 18600TAA0<br>LEI: 5493005LGDPOFHUC6Z36 | Long             | DBT              | CORP              | US        |      8000 | PA      | $6946.17      | 0.00%             | 2114-01-01      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| AMERIPRISE FINANCIAL INC                                   | Ameriprise Financial Inc                                                        | CUSIP: 03076CAM8<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |     34000 | PA      | $35252.47     | 0.01%             | 2033-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                      | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150BD5<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     33000 | PA      | $34406.46     | 0.01%             | 2035-02-02      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                   | Enterprise Products Operating LLC                                               | CUSIP: 29379VBL6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     81000 | PA      | $80978.41     | 0.02%             | 2027-02-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3128M5U57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1396 | PA      | $1448.14      | 0.00%             | 2036-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                               | NiSource Inc                                                                    | CUSIP: 65473QBF9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16858.14     | 0.00%             | 2047-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJWR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    161669 | PA      | $155912.10    | 0.03%             | 2045-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                   | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XAX6<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9153.26      | 0.00%             | 2032-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31413TNW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       154 | PA      | $162.51       | 0.00%             | 2037-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LP                                        | Emera US Finance LP                                                             | CUSIP: 29103DAT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9000 | PA      | $8039.96      | 0.00%             | 2031-06-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE NA                                             | Capital One NA                                                                  | CUSIP: 25466AAE1<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |    137000 | PA      | $136957.38    | 0.03%             | 2026-03-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HACKENSACK MERIDIAN HLTH                                   | Hackensack Meridian Health Inc                                                  | CUSIP: 404530AD9<br>LEI: 5493001CB3OCWTEJY668 | Long             | DBT              | CORP              | US        |     10000 | PA      | $6477.27      | 0.00%             | 2050-09-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                     | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCV0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15684.25     | 0.00%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                  | ONEOK Inc                                                                       | CUSIP: 682680CY7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8005.90      | 0.00%             | 2045-04-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                             | Mastercard Inc                                                                  | CUSIP: 57636QAP9<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     29000 | PA      | $28236.77     | 0.01%             | 2030-03-26      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                             | Home Depot Inc/The                                                              | CUSIP: 437076CC4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    225000 | PA      | $184474.46    | 0.04%             | 2040-04-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                                     | Zimmer Biomet Holdings Inc                                                      | CUSIP: 98956PAV4<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13484.85     | 0.00%             | 2031-11-24      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                              | Owens Corning                                                                   | CUSIP: 690742AB7<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |      8000 | PA      | $9163.48      | 0.00%             | 2036-12-01      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                            | San Diego Gas & Electric Co                                                     | CUSIP: 797440BV5<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |      8000 | PA      | $6155.35      | 0.00%             | 2047-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                                        | Northern Trust Corp                                                             | CUSIP: 665859AW4<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20038.52     | 0.00%             | 2027-05-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                     | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCU2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22602.76     | 0.00%             | 2034-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                     | American Honda Finance Corp                                                     | CUSIP: 02665WFD8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13157.30     | 0.00%             | 2027-03-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                                   | Aptiv Swiss Holdings Ltd                                                        | CUSIP: 03835VAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |      6000 | PA      | $6012.95      | 0.00%             | 2029-03-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                 | Nasdaq Inc                                                                      | CUSIP: 63111XAL5<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15870.55     | 0.00%             | 2063-06-28      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| EIDP INC                                                   | EIDP Inc                                                                        | CUSIP: 263534CQ0<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12022.93     | 0.00%             | 2026-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                   | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 03523TBU1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     43000 | PA      | $44448.78     | 0.01%             | 2039-01-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                   | Florida Power & Light Co                                                        | CUSIP: 341081GE1<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     71000 | PA      | $45947.13     | 0.01%             | 2051-12-04      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                     | Philip Morris International Inc                                                 | CUSIP: 718172CE7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9792.86      | 0.00%             | 2028-03-02      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                     | BP Capital Markets America Inc                                                  | CUSIP: 10373QBN9<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     30000 | PA      | $18868.86     | 0.00%             | 2050-11-10      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                        | Global Payments Inc                                                             | CUSIP: 37940XAN2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10229.75     | 0.00%             | 2029-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJFA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     37327 | PA      | $38904.69     | 0.01%             | 2036-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                     | Korea Development Bank/The                                                      | CUSIP: 500630DL9<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $194490.00    | 0.04%             | 2026-09-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                   | American Water Capital Corp                                                     | CUSIP: 03040WAW5<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9424.41      | 0.00%             | 2030-05-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: —       |
| EIDP INC                                                   | EIDP Inc                                                                        | CUSIP: 263534CP2<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9203.18      | 0.00%             | 2030-07-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                        | American Express Co                                                             | CUSIP: 025816DH9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     33000 | PA      | $34042.54     | 0.01%             | 2029-07-27      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                        | Sherwin-Williams Co/The                                                         | CUSIP: 824348BK1<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     11000 | PA      | $8455.60      | 0.00%             | 2049-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                    | Exxon Mobil Corp                                                                | CUSIP: 30231GBK7<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39087.84     | 0.01%             | 2030-03-19      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| PATTERSON-UTI ENERGY INC                                   | Patterson-UTI Energy Inc                                                        | CUSIP: 703481AD3<br>LEI: 254900XGFBKIXD6G0697 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8479.27      | 0.00%             | 2033-10-01      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                   | BHP Billiton Finance USA Ltd                                                    | CUSIP: 055450AH3<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |      7000 | PA      | $7065.95      | 0.00%             | 2026-03-01      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                     | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBM8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     30000 | PA      | $32323.78     | 0.01%             | 2033-10-25      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                     | Verizon Communications Inc                                                      | CUSIP: 92343VBE3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9209.10      | 0.00%             | 2041-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                   | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MAR1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    123000 | PA      | $121804.09    | 0.02%             | 2027-07-12      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                          | Travelers Cos Inc/The                                                           | CUSIP: 89417EAQ2<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    141000 | PA      | $87102.30     | 0.02%             | 2050-04-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                            | CUSIP: 06051GFG9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11516.45     | 0.00%             | 2044-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                             | Phillips 66 Co                                                                  | CUSIP: 718547AW2<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9591.83      | 0.00%             | 2054-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                   | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MAF7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     46000 | PA      | $45506.04     | 0.01%             | 2026-07-14      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                             | Phillips 66 Co                                                                  | CUSIP: 718547AX0<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11312.73     | 0.00%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SABRA HEALTH CARE LP                                       | Sabra Health Care LP                                                            | CUSIP: 78574MAA1<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |     16000 | PA      | $14538.35     | 0.00%             | 2031-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| APA CORP                                                   | APA Corp                                                                        | CUSIP: 03743QAX6<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6830.68      | 0.00%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                            | United States Treasury Note/Bond                                                | CUSIP: 91282CNZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     54600 | PA      | $54425.11     | 0.01%             | 2032-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                          | Union Electric Co                                                               | CUSIP: 906548CS9<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     11000 | PA      | $6831.01      | 0.00%             | 2051-03-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3128LXQA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     30177 | PA      | $31355.11     | 0.01%             | 2036-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                     | Diamondback Energy Inc                                                          | CUSIP: 25278XAT6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     15000 | PA      | $11784.34     | 0.00%             | 2052-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                            | Hershey Co/The                                                                  | CUSIP: 427866BG2<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |     32000 | PA      | $20109.08     | 0.00%             | 2050-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                      | Waste Connections Inc                                                           | CUSIP: 94106BAG6<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |     15000 | PA      | $15323.87     | 0.00%             | 2034-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                   | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     28000 | PA      | $19415.60     | 0.00%             | 2061-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER CO                                   | Tucson Electric Power Co                                                        | CUSIP: 898813AR1<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5390.61      | 0.00%             | 2050-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                  | Boeing Co/The                                                                   | CUSIP: 097023CU7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    123000 | PA      | $124359.71    | 0.02%             | 2027-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| EL PASO ELECTRIC CO                                        | El Paso Electric Co                                                             | CUSIP: 283677AW2<br>LEI: OZ8GM8L4AHPKSWZMW205 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8311.41      | 0.00%             | 2035-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3128KXCR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       829 | PA      | $875.49       | 0.00%             | 2037-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF CHICAGO                                      | University of Chicago/The                                                       | CUSIP: 91412NBD1<br>LEI: 54930099Y7GU6182V326 | Long             | DBT              | CORP              | US        |     20000 | PA      | $15834.23     | 0.00%             | 2045-04-01      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                 | AbbVie Inc                                                                      | CUSIP: 00287YBD0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     36000 | PA      | $33409.85     | 0.01%             | 2048-11-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                 | Nucor Corp                                                                      | CUSIP: 670346AN5<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |     17000 | PA      | $16699.37     | 0.00%             | 2043-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                      | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 874060BD7<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    169000 | PA      | $110911.29    | 0.02%             | 2060-07-09      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                             | Starbucks Corp                                                                  | CUSIP: 855244BH1<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10295.85     | 0.00%             | 2031-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO                                            | Nevada Power Co                                                                 | CUSIP: 641423CF3<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8162.63      | 0.00%             | 2053-05-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                   | Capital One Financial Corp                                                      | CUSIP: 14040HCZ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     36000 | PA      | $37769.23     | 0.01%             | 2029-06-08      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                                      | Oglethorpe Power Corp                                                           | CUSIP: 677050AU0<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8432.78      | 0.00%             | 2053-12-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                   | Virginia Electric and Power Co                                                  | CUSIP: 927804FW9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8059.43      | 0.00%             | 2046-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                  | Amgen Inc                                                                       | CUSIP: 031162CZ1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     19000 | PA      | $16499.03     | 0.00%             | 2032-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| SOUTHERN CO GAS CAPITAL                                    | Southern Co Gas Capital Corp                                                    | CUSIP: 8426EPAD0<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     69000 | PA      | $60362.54     | 0.01%             | 2031-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                             | Merck & Co Inc                                                                  | CUSIP: 58933YBC8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    171000 | PA      | $165258.40    | 0.03%             | 2027-06-10      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| INGREDION INC                                              | Ingredion Inc                                                                   | CUSIP: 457187AC6<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11259.22     | 0.00%             | 2030-06-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                   | Western Midstream Operating LP                                                  | CUSIP: 958667AF4<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12628.90     | 0.00%             | 2029-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                     | Asian Development Bank                                                          | CUSIP: 045167EJ8<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | N/A       |     44000 | PA      | $43342.44     | 0.01%             | 2028-09-26      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                     | Asian Development Bank                                                          | CUSIP: 045167GA5<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | N/A       |    178000 | PA      | $178768.26    | 0.04%             | 2027-01-12      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31410TBC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5741 | PA      | $6026.37      | 0.00%             | 2036-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31417QTD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    331195 | PA      | $332482.00    | 0.07%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                                    | O'Reilly Automotive Inc                                                         | CUSIP: 67103HAJ6<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9972.31      | 0.00%             | 2030-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                                      | Evergy Kansas Central Inc                                                       | CUSIP: 95709TAQ3<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |      7000 | PA      | $4840.89      | 0.00%             | 2049-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                           | FirstEnergy Corp                                                                | CUSIP: 337932AP2<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8092.16      | 0.00%             | 2030-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                             | Starbucks Corp                                                                  | CUSIP: 855244BC2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18407.69     | 0.00%             | 2032-02-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| EXPAND ENERGY CORP                                         | Expand Energy Corp                                                              | CUSIP: 845467AS8<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23389.89     | 0.00%             | 2030-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                                    | Essential Utilities Inc                                                         | CUSIP: 29670GAF9<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    108000 | PA      | $96506.09     | 0.02%             | 2031-05-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                    | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZR8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     62000 | PA      | $61543.38     | 0.01%             | 2028-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                                                | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     62000 | PA      | $60282.39     | 0.01%             | 2028-06-02      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| ARCH CAPITAL GROUP LTD                                     | Arch Capital Group Ltd                                                          | CUSIP: 03939AAA5<br>LEI: 549300AYR4P8AFKDCE43 | Long             | DBT              | CORP              | BM        |     20000 | PA      | $14898.68     | 0.00%             | 2050-06-30      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                    | John Deere Capital Corp                                                         | CUSIP: 24422EXB0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     71000 | PA      | $72928.10     | 0.01%             | 2028-07-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31417AX87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    375203 | PA      | $356906.35    | 0.07%             | 2042-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL                                    | Raymond James Financial Inc                                                     | CUSIP: 754730AF6<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |     16000 | PA      | $14783.98     | 0.00%             | 2046-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                       | Targa Resources Corp                                                            | CUSIP: 87612GAB7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     44000 | PA      | $37705.53     | 0.01%             | 2052-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                         | Union Pacific Corp                                                              | CUSIP: 907818EM6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     39000 | PA      | $30197.16     | 0.01%             | 2051-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                             | Morgan Stanley                                                                  | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     43000 | PA      | $44438.06     | 0.01%             | 2029-07-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                        | American Express Co                                                             | CUSIP: 025816DC0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26062.11     | 0.01%             | 2026-02-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                          | EOG Resources Inc                                                               | CUSIP: 26875PAT8<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18228.40     | 0.00%             | 2050-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HACKENSACK MERIDIAN HLTH                                   | Hackensack Meridian Health Inc                                                  | CUSIP: 404530AC1<br>LEI: 5493001CB3OCWTEJY668 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7147.70      | 0.00%             | 2041-09-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                        | Global Payments Inc                                                             | CUSIP: 37940XAP7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10124.99     | 0.00%             | 2027-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                         | Ingersoll Rand Inc                                                              | CUSIP: 45687VAF3<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15648.95     | 0.00%             | 2034-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31414AEC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4465 | PA      | $4601.10      | 0.00%             | 2037-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                    | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JBP8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7700.87      | 0.00%             | 2049-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31410LK35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    397691 | PA      | $387085.22    | 0.08%             | 2042-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                        | Southern California Edison Co                                                   | CUSIP: 842400FW8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    171000 | PA      | $133991.31    | 0.03%             | 2043-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                                     | TotalEnergies Capital International SA                                          | CUSIP: 89153VAW9<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |     44000 | PA      | $29663.27     | 0.01%             | 2060-06-29      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                | Oracle Corp                                                                     | CUSIP: 68389XBM6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     58000 | PA      | $57333.51     | 0.01%             | 2026-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                                 | Biogen Inc                                                                      | CUSIP: 09062XAD5<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |     23000 | PA      | $21235.14     | 0.00%             | 2045-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                   | Occidental Petroleum Corp                                                       | CUSIP: 674599DL6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     23000 | PA      | $24065.20     | 0.00%             | 2046-03-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF PENNSYLVAN                                   | Trustees of the University of Pennsylvania/The                                  | CUSIP: 91481CAD2<br>LEI: 549300FG60YK9HZ7DS75 | Long             | DBT              | CORP              | US        |     17000 | PA      | $10219.39     | 0.00%             | 2050-10-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                   | Virginia Electric and Power Co                                                  | CUSIP: 927804GM0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9344.85      | 0.00%             | 2033-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BRUNSWICK CORP                                             | Brunswick Corp/DE                                                               | CUSIP: 117043AT6<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |     11000 | PA      | $9568.18      | 0.00%             | 2031-08-18      | Fixed         | 2.40%                 | No            |                  2 | On Loan: —       |
| TORONTO-DOMINION BANK                                      | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A2E1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     43000 | PA      | $42986.82     | 0.01%             | 2032-06-08      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                         | Steel Dynamics Inc                                                              | CUSIP: 858119BM1<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9451.75      | 0.00%             | 2031-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                      | Truist Financial Corp                                                           | CUSIP: 05531GAB7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11820.05     | 0.00%             | 2029-03-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                       | Shell Finance US Inc                                                            | CUSIP: 822905AH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    101000 | PA      | $80276.62     | 0.02%             | 2046-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                      | MidAmerican Energy Co                                                           | CUSIP: 595620AW5<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     10000 | PA      | $6315.17      | 0.00%             | 2052-08-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                                       | Kyndryl Holdings Inc                                                            | CUSIP: 50155QAK6<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8580.27      | 0.00%             | 2028-10-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                   | Cooperatieve Rabobank UA                                                        | CUSIP: 21684AAF3<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    171000 | PA      | $170248.77    | 0.03%             | 2026-07-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC D 10/06/2025                                  | AUTOZONE INC D 10/06/2025                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2997897.90   | 0.60%             | 2025-10-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                    | Exxon Mobil Corp                                                                | CUSIP: 30231GBG6<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |     56000 | PA      | $48054.41     | 0.01%             | 2050-03-19      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                 | FedEx Corp                                                                      | CUSIP: 31428XCT1<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     69000 | PA      | $59769.69     | 0.01%             | 2045-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LAM RESEARCH CORP                                          | Lam Research Corp                                                               | CUSIP: 512807AU2<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    151000 | PA      | $150928.95    | 0.03%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                    | Duke Energy Florida LLC                                                         | CUSIP: 26444HAE1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    202000 | PA      | $201234.28    | 0.04%             | 2028-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31412SRD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30834 | PA      | $32532.03     | 0.01%             | 2038-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                             | Starbucks Corp                                                                  | CUSIP: 855244AX7<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     10000 | PA      | $6944.60      | 0.00%             | 2050-03-12      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| ASCENSION HEALTH                                           | Ascension Health                                                                | CUSIP: 04351LAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     24000 | PA      | $19700.59     | 0.00%             | 2046-11-15      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                    | Honeywell International Inc                                                     | CUSIP: 438516BZ8<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18127.84     | 0.00%             | 2030-06-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31412GSV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        66 | PA      | $66.99        | 0.00%             | 2037-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REVVITY INC                                                | Revvity Inc                                                                     | CUSIP: 714046AH2<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7162.90      | 0.00%             | 2031-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC CO                                          | Tampa Electric Co                                                               | CUSIP: 875127BH4<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27218.10     | 0.01%             | 2031-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                         | Cenovus Energy Inc                                                              | CUSIP: 15135UAF6<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |     53000 | PA      | $58607.96     | 0.01%             | 2039-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                                                | CUSIP: 94974BGQ7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     47000 | PA      | $42829.10     | 0.01%             | 2045-11-17      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                        | Charles Schwab Corp/The                                                         | CUSIP: 808513BA2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11659.01     | 0.00%             | 2029-05-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OP CO                                       | Public Storage Operating Co                                                     | CUSIP: 74460DAG4<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12662.41     | 0.00%             | 2026-11-09      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA                                           | ArcelorMittal SA                                                                | CUSIP: 03938LBE3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |     24000 | PA      | $25046.48     | 0.00%             | 2027-11-29      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| INGREDION INC                                              | Ingredion Inc                                                                   | CUSIP: 457187AD4<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | DBT              | CORP              | US        |      8000 | PA      | $5980.05      | 0.00%             | 2050-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                     | American Honda Finance Corp                                                     | CUSIP: 02665WEV9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15645.02     | 0.00%             | 2028-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                  | Boeing Co/The                                                                   | CUSIP: 097023CJ2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    120000 | PA      | $108601.03    | 0.02%             | 2034-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                      | Texas Instruments Inc                                                           | CUSIP: 882508BJ2<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13549.39     | 0.00%             | 2030-05-04      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MOLSON COORS BEVERAGE                                      | Molson Coors Beverage Co                                                        | CUSIP: 60871RAD2<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |     67000 | PA      | $62652.41     | 0.01%             | 2042-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| METHODIST HOSPITAL/THE                                     | Methodist Hospital/The                                                          | CUSIP: 591539AA9<br>LEI: 549300Y1E42JLBRENF23 | Long             | DBT              | CORP              | US        |     11000 | PA      | $6875.74      | 0.00%             | 2050-12-01      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                   | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BW1<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10361.58     | 0.00%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                   | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $20685.86     | 0.00%             | 2049-07-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                   | Healthcare Realty Holdings LP                                                   | CUSIP: 42225UAD6<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11916.60     | 0.00%             | 2026-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                | PepsiCo Inc                                                                     | CUSIP: 713448DV7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     11000 | PA      | $9121.24      | 0.00%             | 2047-05-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LYB INTL FINANCE BV                                        | LYB International Finance BV                                                    | CUSIP: 50247VAC3<br>LEI: 549300J6QSW38QNOJK61 | Long             | DBT              | CORP              | NL        |     20000 | PA      | $17156.62     | 0.00%             | 2044-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                        | American Tower Corp                                                             | CUSIP: 03027XBK5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     45000 | PA      | $29193.83     | 0.01%             | 2051-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Ginnie Mae I Pool                                                               | CUSIP: 36294SED5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5253 | PA      | $5537.43      | 0.00%             | 2036-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                             | Salesforce Inc                                                                  | CUSIP: 79466LAK0<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |     25000 | PA      | $18397.54     | 0.00%             | 2041-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                   | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556CW0<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15531.18     | 0.00%             | 2030-08-10      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                | Phillips 66 Co                                                                  | CUSIP: 718547AP7<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |     12000 | PA      | $10550.58     | 0.00%             | 2046-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                       | Westpac Banking Corp                                                            | CUSIP: 961214EL3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     15000 | PA      | $14163.35     | 0.00%             | 2030-01-16      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                   | Toyota Motor Credit Corp                                                        | CUSIP: 89236TJW6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7151.57      | 0.00%             | 2032-01-13      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                          | Eversource Energy                                                               | CUSIP: 30040WAK4<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     12000 | PA      | $10541.39     | 0.00%             | 2030-08-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: —       |
| ABBOTT LABORATORIES                                        | Abbott Laboratories                                                             | CUSIP: 002824BH2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |     93000 | PA      | $89314.50     | 0.02%             | 2046-11-30      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WILLIS-KNIGHTON MED CTR                                    | Willis-Knighton Medical Center                                                  | CUSIP: 97068LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6000 | PA      | $5259.61      | 0.00%             | 2048-09-01      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                     | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCA6<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     10000 | PA      | $6434.00      | 0.00%             | 2052-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                               | Comcast Corp                                                                    | CUSIP: 20030NAK7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     23000 | PA      | $25748.47     | 0.01%             | 2035-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                                     | Zimmer Biomet Holdings Inc                                                      | CUSIP: 98956PAH5<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |     24000 | PA      | $21099.74     | 0.00%             | 2045-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTN                                   | Piedmont Operating Partnership LP                                               | CUSIP: 720198AJ9<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8468.53      | 0.00%             | 2029-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| RICE UNIVERSITY                                            | William Marsh Rice University                                                   | CUSIP: 96926GAC7<br>LEI: 549300QPVG49ONTSJJ20 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4039.83      | 0.00%             | 2045-05-15      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                | Walmart Inc                                                                     | CUSIP: 931142EX7<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20092.56     | 0.00%             | 2027-09-09      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SMITH & NEPHEW PLC                                         | Smith & Nephew PLC                                                              | CUSIP: 83192PAC2<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |      7000 | PA      | $7097.81      | 0.00%             | 2027-03-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                      | Northrop Grumman Corp                                                           | CUSIP: 666807BP6<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    164000 | PA      | $133771.31    | 0.03%             | 2047-10-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                   | Capital One Financial Corp                                                      | CUSIP: 14040HDB8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15451.59     | 0.00%             | 2027-10-29      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                              | Citigroup Inc                                                                   | CUSIP: 172967NA5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     53000 | PA      | $52003.88     | 0.01%             | 2027-06-09      | Fixed         | 1.46%                 | No            |                  2 | On Loan: —       |
| COMCAST CORP                                               | Comcast Corp                                                                    | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    121000 | PA      | $71868.25     | 0.01%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| ASSURED GUARANTY US HLDG                                   | Assured Guaranty US Holdings Inc                                                | CUSIP: 04621WAE0<br>LEI: 5493007YCE0652G9TZ64 | Long             | DBT              | CORP              | US        |      8000 | PA      | $5743.94      | 0.00%             | 2051-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                                         | Republic of Poland Government International Bond                                | CUSIP: 731011AU6<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     34000 | PA      | $33864.00     | 0.01%             | 2026-04-06      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                            | CUSIP: 06051GHA0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     29000 | PA      | $23437.57     | 0.00%             | 2049-01-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| WASHINGTON UNIVERSITY                                      | Washington University/The                                                       | CUSIP: 940663AD9<br>LEI: 2V765680J33YAZOYW441 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7785.83      | 0.00%             | 2122-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31416BYR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4508 | PA      | $4762.47      | 0.00%             | 2038-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                              | Citigroup Inc                                                                   | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     58000 | PA      | $59506.43     | 0.01%             | 2030-02-13      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| MANULIFE FINANCIAL CORP                                    | Manulife Financial Corp                                                         | CUSIP: 56501RAD8<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |     11000 | PA      | $10994.75     | 0.00%             | 2046-03-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                     | UnitedHealth Group Inc                                                          | CUSIP: 91324PDE9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     98000 | PA      | $96092.97     | 0.02%             | 2027-10-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                                   | Archer-Daniels-Midland Co                                                       | CUSIP: 039483AT9<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7624.30      | 0.00%             | 2032-10-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                    | John Deere Capital Corp                                                         | CUSIP: 24422EXK0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9034.72      | 0.00%             | 2026-03-06      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SAFEHOLD GL HOLDINGS LLC                                   | Safehold GL Holdings LLC                                                        | CUSIP: 785931AA4<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6325.64      | 0.00%             | 2034-04-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                     | BP Capital Markets America Inc                                                  | CUSIP: 10373QBS8<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     25000 | PA      | $16286.57     | 0.00%             | 2052-03-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                          | NSTAR Electric Co                                                               | CUSIP: 67021CAJ6<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5268.18      | 0.00%             | 2044-03-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA INSTITUTE OF                                    | California Institute of Technology                                              | CUSIP: 13034VAD6<br>LEI: 549300CITPNHOTVPHC04 | Long             | DBT              | CORP              | US        |     10000 | PA      | $6540.32      | 0.00%             | 2119-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                   | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     28000 | PA      | $17728.03     | 0.00%             | 2062-06-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 3140HXW55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    521625 | PA      | $480680.93    | 0.10%             | 2030-05-01      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                           | Progressive Corp/The                                                            | CUSIP: 743315AX1<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8084.08      | 0.00%             | 2050-03-26      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| D.R. HORTON INC                                            | DR Horton Inc                                                                   | CUSIP: 23331ABU2<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |     33000 | PA      | $34236.84     | 0.01%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NOV INC                                                    | NOV Inc                                                                         | CUSIP: 637071AK7<br>LEI: 549300EHF3IW1AR6U008 | Long             | DBT              | CORP              | US        |     22000 | PA      | $17121.23     | 0.00%             | 2042-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                      | Entergy Louisiana LLC                                                           | CUSIP: 29364WBH0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    163000 | PA      | $143464.36    | 0.03%             | 2032-06-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                      | MidAmerican Energy Co                                                           | CUSIP: 595620AU9<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     18000 | PA      | $15078.82     | 0.00%             | 2049-07-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                   | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10229.90     | 0.00%             | 2055-10-23      | Fixed         | 6.83%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                     | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCQ1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     23000 | PA      | $21718.71     | 0.00%             | 2053-02-28      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                     | Williams Cos Inc/The                                                            | CUSIP: 96949LAC9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13898.62     | 0.00%             | 2045-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                     | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607LWW9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     64000 | PA      | $69683.09     | 0.01%             | 2033-10-03      | Fixed         | 6.09%                 | No            |                  2 | On Loan: —       |
| MEDTRONIC INC                                              | Medtronic Inc                                                                   | CUSIP: 585055AY2<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5181.23      | 0.00%             | 2043-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31371NH81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        61 | PA      | $61.45        | 0.00%             | 2027-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31405AKQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3779 | PA      | $3987.64      | 0.00%             | 2034-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                        | American Express Co                                                             | CUSIP: 025816CF4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     19000 | PA      | $18896.31     | 0.00%             | 2026-05-20      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                     | Brookfield Finance Inc                                                          | CUSIP: 11271LAJ1<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |      8000 | PA      | $5791.31      | 0.00%             | 2052-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31410KXZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12451 | PA      | $12961.94     | 0.00%             | 2038-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LEAR CORP                                                  | Lear Corp                                                                       | CUSIP: 521865BA2<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |     29000 | PA      | $28837.67     | 0.01%             | 2029-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                                    | O'Reilly Automotive Inc                                                         | CUSIP: 67103HAG2<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10064.64     | 0.00%             | 2028-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                     | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664DA6<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18716.37     | 0.00%             | 2032-03-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| AMER AIRLINE 17-2 AA PTT                                   | American Airlines 2017-2 Class AA Pass Through Trust                            | CUSIP: 02376AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     29815 | PA      | $28795.14     | 0.01%             | 2029-10-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                                     | Puget Sound Energy Inc                                                          | CUSIP: 745332CD6<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6080.74      | 0.00%             | 2041-04-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                   | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556CM2<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     21000 | PA      | $15524.79     | 0.00%             | 2041-10-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                                         | Republic of Poland Government International Bond                                | CUSIP: 857524AD4<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     29000 | PA      | $29981.51     | 0.01%             | 2027-11-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                          | Johnson & Johnson                                                               | CUSIP: 478160CQ5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     35000 | PA      | $30953.39     | 0.01%             | 2030-09-01      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                            | Tyson Foods Inc                                                                 | CUSIP: 902494AY9<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9378.47      | 0.00%             | 2044-08-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                 | Federal National Mortgage Association                                           | CUSIP: 31359MFJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    282000 | PA      | $320817.66    | 0.06%             | 2030-01-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                     | American Honda Finance Corp                                                     | CUSIP: 02665WDJ7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9785.18      | 0.00%             | 2027-01-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| GEORGETOWN UNIVERSITY                                      | Georgetown University/The                                                       | CUSIP: 37310PAD3<br>LEI: 549300GCL3B0KVXSX752 | Long             | DBT              | CORP              | US        |     19000 | PA      | $12504.53     | 0.00%             | 2050-04-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                       | Las Vegas Sands Corp                                                            | CUSIP: 517834AF4<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14519.44     | 0.00%             | 2029-08-08      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                             | Morgan Stanley                                                                  | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     58000 | PA      | $50394.91     | 0.01%             | 2036-09-16      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                    | HCA Inc                                                                         | CUSIP: 404119CH0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     22000 | PA      | $21700.80     | 0.00%             | 2027-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                            | DTE Electric Co                                                                 | CUSIP: 23338VAQ9<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9255.34      | 0.00%             | 2032-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                         | Regency Centers LP                                                              | CUSIP: 75884RAX1<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6001.47      | 0.00%             | 2028-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                     | Fairfax Financial Holdings Ltd                                                  | CUSIP: 303901BL5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     15000 | PA      | $15600.77     | 0.00%             | 2032-08-16      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CHILDREN'S HOSPITAL CORP                                   | Children's Hospital Corp/The                                                    | CUSIP: 16876BAB8<br>LEI: 549300NXFO6BISJLOS32 | Long             | DBT              | CORP              | US        |     17000 | PA      | $10564.89     | 0.00%             | 2050-02-01      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                 | TELUS Corp                                                                      | CUSIP: 87971MBD4<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |     12000 | PA      | $11781.28     | 0.00%             | 2027-02-16      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                      | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A2C5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     33000 | PA      | $33062.21     | 0.01%             | 2027-06-08      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                      | United Parcel Service Inc                                                       | CUSIP: 911312BV7<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10006.39     | 0.00%             | 2040-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| HCA INC                                                    | HCA Inc                                                                         | CUSIP: 404119CR8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     22000 | PA      | $21736.29     | 0.00%             | 2053-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: —       |
| ARCELORMITTAL                                              | ArcelorMittal SA                                                                | CUSIP: 03938LBA1<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |      8000 | PA      | $7999.20      | 0.00%             | 2026-03-11      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                   | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     56000 | PA      | $44382.44     | 0.01%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                                        | Highwoods Realty LP                                                             | CUSIP: 431282AU6<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7950.08      | 0.00%             | 2034-02-01      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                           | Black Hills Corp                                                                | CUSIP: 092113AW9<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9631.66      | 0.00%             | 2034-05-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                     | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCN8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12378.31     | 0.00%             | 2030-02-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                             | Morgan Stanley                                                                  | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     48000 | PA      | $50027.13     | 0.01%             | 2034-07-21      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                         | Panama Government International Bond                                            | CUSIP: 698299BL7<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    200000 | PA      | $130162.50    | 0.03%             | 2060-07-23      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                         | Union Pacific Corp                                                              | CUSIP: 907818FN3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    281000 | PA      | $168585.82    | 0.03%             | 2062-09-16      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| PROV ST JOSEPH HLTH OBL                                    | Providence St Joseph Health Obligated Group                                     | CUSIP: 743756AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8000 | PA      | $6092.45      | 0.00%             | 2047-10-01      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                         | Energy Transfer LP                                                              | CUSIP: 29273RAR0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    364000 | PA      | $385760.58    | 0.08%             | 2042-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                    | HCA Inc                                                                         | CUSIP: 404121AJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     33000 | PA      | $34054.79     | 0.01%             | 2028-09-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                                        | Kimberly-Clark Corp                                                             | CUSIP: 494368CA9<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |     51000 | PA      | $33859.32     | 0.01%             | 2050-02-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                                   | FMC Corp                                                                        | CUSIP: 302491AT2<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9892.21      | 0.00%             | 2026-10-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                     | General Motors Financial Co Inc                                                 | CUSIP: 37045XEP7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31550.24     | 0.01%             | 2034-01-07      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                                         | Honda Motor Co Ltd                                                              | CUSIP: 438127AB8<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |     19000 | PA      | $18595.86     | 0.00%             | 2027-03-10      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                   | Enterprise Products Operating LLC                                               | CUSIP: 29379VBH5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     81000 | PA      | $80830.73     | 0.02%             | 2026-02-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                                       | Kyndryl Holdings Inc                                                            | CUSIP: 50155QAJ9<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12701.07     | 0.00%             | 2026-10-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                   | Berkshire Hathaway Energy Co                                                    | CUSIP: 59562VAP2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11885.38     | 0.00%             | 2037-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                | Netflix Inc                                                                     | CUSIP: 64110LBA3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16126.16     | 0.00%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                    | MPLX LP                                                                         | CUSIP: 55336VAN0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25145.51     | 0.01%             | 2048-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                      | Truist Financial Corp                                                           | CUSIP: 89788MAM4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     29000 | PA      | $29472.92     | 0.01%             | 2034-01-26      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                               | NiSource Inc                                                                    | CUSIP: 65473PAJ4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19377.79     | 0.00%             | 2030-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                     | Equitable Holdings Inc                                                          | CUSIP: 054561AM7<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |     21000 | PA      | $19347.66     | 0.00%             | 2048-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                   | Toyota Motor Credit Corp                                                        | CUSIP: 89236TDR3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    171000 | PA      | $169486.53    | 0.03%             | 2027-01-11      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| OMNICOM GP/OMNICOM CAP                                     | Omnicom Group Inc / Omnicom Capital Inc                                         | CUSIP: 68217FAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     61000 | PA      | $60770.49     | 0.01%             | 2026-04-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                        | American Tower Corp                                                             | CUSIP: 03027XAK6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    171000 | PA      | $169804.85    | 0.03%             | 2026-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CORNING INC                                                | Corning Inc                                                                     | CUSIP: 219350AW5<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9259.91      | 0.00%             | 2042-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 312930JL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     46404 | PA      | $48608.12     | 0.01%             | 2038-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ONEOK PARTNERS LP                                          | ONEOK Partners LP                                                               | CUSIP: 68268NAC7<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |     12000 | PA      | $13119.49     | 0.00%             | 2036-10-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                            | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     93000 | PA      | $93014.51     | 0.02%             | 2033-04-27      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                                         | Ameren Illinois Co                                                              | CUSIP: 02361DAZ3<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7368.94      | 0.00%             | 2052-12-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31411VTG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4038 | PA      | $4199.91      | 0.00%             | 2037-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                | US 2YR NOTE (CBT)                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       140 | NC      | $-71831.23    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| TARGET CORP                                                | Target Corp                                                                     | CUSIP: 87612EBP0<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20128.18     | 0.00%             | 2032-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| SOLVENTUM CORP                                             | Solventum Corp                                                                  | CUSIP: 83444MAR2<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |     78000 | PA      | $81249.49     | 0.02%             | 2034-03-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CORNING INC                                                | Corning Inc                                                                     | CUSIP: 219350AX3<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5875.62      | 0.00%             | 2037-03-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                | Oracle Corp                                                                     | CUSIP: 68389XBP9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     34000 | PA      | $29407.71     | 0.01%             | 2037-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                     | Verizon Communications Inc                                                      | CUSIP: 92343VES9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19860.34     | 0.00%             | 2029-02-08      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FOX CORP                                                   | Fox Corp                                                                        | CUSIP: 35137LAK1<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |     26000 | PA      | $25329.92     | 0.01%             | 2049-01-25      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                                         | Sonoco Products Co                                                              | CUSIP: 835495AN2<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5846.78      | 0.00%             | 2027-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3128M4T94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1099 | PA      | $1145.70      | 0.00%             | 2037-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                | Target Corp                                                                     | CUSIP: 87612EBQ8<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10008.93     | 0.00%             | 2033-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| S&P GLOBAL INC                                             | S&P Global Inc                                                                  | CUSIP: 78409VBH6<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24492.86     | 0.00%             | 2027-03-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                   | American Water Capital Corp                                                     | CUSIP: 03040WAS4<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12940.45     | 0.00%             | 2028-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                    | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $36149.78     | 0.01%             | 2029-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                   | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    210000 | PA      | $202439.09    | 0.04%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                        | LYB International Finance III LLC                                               | CUSIP: 50249AAJ2<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |     20000 | PA      | $13394.54     | 0.00%             | 2051-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| AGREE LP                                                   | Agree LP                                                                        | CUSIP: 008513AB9<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6606.59      | 0.00%             | 2028-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                    | HCA Inc                                                                         | CUSIP: 404121AH8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22097.85     | 0.00%             | 2026-09-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                    | Japan Bank for International Cooperation                                        | CUSIP: 471048BT4<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    200000 | PA      | $197063.72    | 0.04%             | 2028-07-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| CANADIAN IMPERIAL BANK                                     | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607HR61<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     22000 | PA      | $21840.90     | 0.00%             | 2027-04-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                            | CUSIP: 06051GGC7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     46000 | PA      | $46027.74     | 0.01%             | 2027-11-25      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3128M4TY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8529 | PA      | $8889.14      | 0.00%             | 2037-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                      | Lincoln National Corp                                                           | CUSIP: 534187BF5<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7951.14      | 0.00%             | 2026-12-12      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                             | Lowe's Cos Inc                                                                  | CUSIP: 548661DV6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6833.07      | 0.00%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                   | Baltimore Gas and Electric Co                                                   | CUSIP: 059165EH9<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |     21000 | PA      | $15934.31     | 0.00%             | 2046-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                  | Boeing Co/The                                                                   | CUSIP: 097023BA2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9302.42      | 0.00%             | 2040-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                         | Regency Centers LP                                                              | CUSIP: 75884RAY9<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5279.70      | 0.00%             | 2049-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                   | European Investment Bank                                                        | CUSIP: 298785JL1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |    237000 | PA      | $207919.08    | 0.04%             | 2031-02-14      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                             | Starbucks Corp                                                                  | CUSIP: 855244AZ2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22954.98     | 0.00%             | 2030-11-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: —       |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                                                | CUSIP: 95000U2Z5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    180000 | PA      | $158248.52    | 0.03%             | 2053-04-25      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Ginnie Mae II Pool                                                              | CUSIP: 36202FJT4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    274512 | PA      | $288130.28    | 0.06%             | 2040-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                               | Alphabet Inc                                                                    | CUSIP: 02079KAG2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     71000 | PA      | $38385.16     | 0.01%             | 2060-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| MEMORIAL SLOAN-KETTERING                                   | Memorial Sloan-Kettering Cancer Center                                          | CUSIP: 586054AD0<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |      9000 | PA      | $6005.75      | 0.00%             | 2050-01-01      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                              | Citigroup Inc                                                                   | CUSIP: 17327CAY9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21220.22     | 0.00%             | 2056-03-04      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| TORONTO DOMINION BANK                                      | Toronto-Dominion Bank/The                                                       | CUSIP: 89114TZN5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     16000 | PA      | $15616.51     | 0.00%             | 2027-01-12      | Fixed         | 1.95%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31417VN66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    111078 | PA      | $111577.90    | 0.02%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 3138ANM91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    698477 | PA      | $698533.53    | 0.14%             | 2041-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                   | Florida Power & Light Co                                                        | CUSIP: 341081FQ5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16357.45     | 0.00%             | 2048-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PUB SVC NEW HAMP                                           | Public Service Co of New Hampshire                                              | CUSIP: 744538AF6<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12564.93     | 0.00%             | 2033-10-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                            | McDonald's Corp                                                                 | CUSIP: 58013MFK5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    106000 | PA      | $79465.06     | 0.02%             | 2049-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3128L1DJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     34461 | PA      | $35895.99     | 0.01%             | 2037-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALLEGHANY CORP                                             | Alleghany Corp                                                                  | CUSIP: 017175AD2<br>LEI: 549300DCJE6AYX159479 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5642.45      | 0.00%             | 2044-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                | Oracle Corp                                                                     | CUSIP: 68389XAH8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     24000 | PA      | $25402.38     | 0.01%             | 2039-07-08      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BAYLOR SCOTT & WHITE HOL                                   | Baylor Scott & White Holdings                                                   | CUSIP: 072863AH6<br>LEI: 549300JQDKSBWYRGGV95 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5325.47      | 0.00%             | 2030-11-15      | Fixed         | 1.78%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Ginnie Mae I Pool                                                               | CUSIP: 36295B3U5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     35023 | PA      | $36297.48     | 0.01%             | 2038-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANC                                   | LYB International Finance II BV                                                 | CUSIP: 50247WAB3<br>LEI: 549300ZSNDBYN4Z4VZ93 | Long             | DBT              | CORP              | NL        |     12000 | PA      | $11862.72     | 0.00%             | 2027-03-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                                 | Unum Group                                                                      | CUSIP: 91529YAN6<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7903.05      | 0.00%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                               | NNN REIT Inc                                                                    | CUSIP: 637417AR7<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |      9000 | PA      | $5736.56      | 0.00%             | 2052-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                   | Virginia Electric and Power Co                                                  | CUSIP: 927804GE8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8847.99      | 0.00%             | 2031-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                       | Royal Bank of Canada                                                            | CUSIP: 78016EYH4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     33000 | PA      | $29533.45     | 0.01%             | 2031-11-03      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                   | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAR6<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    136000 | PA      | $132857.31    | 0.03%             | 2028-01-11      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                    | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAH2<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10378.87     | 0.00%             | 2034-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31413HLH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       423 | PA      | $444.70       | 0.00%             | 2037-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                | Walmart Inc                                                                     | CUSIP: 931142EV1<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     30000 | PA      | $19229.59     | 0.00%             | 2051-09-22      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                         | Steel Dynamics Inc                                                              | CUSIP: 858119BP4<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |      8000 | PA      | $5553.68      | 0.00%             | 2050-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                          | Store Capital LLC                                                               | CUSIP: 862121AA8<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6979.83      | 0.00%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                     | Extra Space Storage LP                                                          | CUSIP: 30225VAF4<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8102.51      | 0.00%             | 2031-06-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3128M8NC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9190 | PA      | $9698.25      | 0.00%             | 2039-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                       | Verisk Analytics Inc                                                            | CUSIP: 92345YAJ5<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12379.99     | 0.00%             | 2034-06-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3128L0LX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       965 | PA      | $996.22       | 0.00%             | 2037-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                   | American Water Capital Corp                                                     | CUSIP: 03040WBA2<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15979.64     | 0.00%             | 2032-06-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: —       |
| AMERICAN EXPRESS CO                                        | American Express Co                                                             | CUSIP: 025816DF3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27741.44     | 0.01%             | 2034-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                                        | American International Group Inc                                                | CUSIP: 026874DR5<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6711.24      | 0.00%             | 2030-06-30      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                     | American Honda Finance Corp                                                     | CUSIP: 02665WCE9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9867.31      | 0.00%             | 2028-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3128LXC65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15942 | PA      | $16615.11     | 0.00%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                   | Devon Energy Corp                                                               | CUSIP: 25179MAL7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24084.31     | 0.00%             | 2041-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                   | Toyota Motor Credit Corp                                                        | CUSIP: 89236TJF3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    171000 | PA      | $162796.08    | 0.03%             | 2028-04-06      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| EVEREST REINSURANCE HLDG                                   | Everest Reinsurance Holdings Inc                                                | CUSIP: 299808AJ4<br>LEI: 254900P29PM5UJR3VU91 | Long             | DBT              | CORP              | US        |     20000 | PA      | $12929.08     | 0.00%             | 2052-10-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                              | Citigroup Inc                                                                   | CUSIP: 172967HA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     19000 | PA      | $21507.07     | 0.00%             | 2043-09-13      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                          | Brown & Brown Inc                                                               | CUSIP: 115236AF8<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     12000 | PA      | $10584.07     | 0.00%             | 2052-03-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| S&P GLOBAL INC                                             | S&P Global Inc                                                                  | CUSIP: 78409VAR5<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     14000 | PA      | $7314.36      | 0.00%             | 2060-08-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                             | Lowe's Cos Inc                                                                  | CUSIP: 548661AK3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6459.03      | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                              | Citigroup Inc                                                                   | CUSIP: 172967KR1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     38000 | PA      | $33788.29     | 0.01%             | 2046-05-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31414SHW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1537 | PA      | $1585.60      | 0.00%             | 2038-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3128KRWX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5610 | PA      | $5846.58      | 0.00%             | 2036-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                    | Japan Bank for International Cooperation                                        | CUSIP: 471048CM8<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    236000 | PA      | $211565.36    | 0.04%             | 2031-04-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| SAFEHOLD GL HOLDINGS LLC                                   | Safehold GL Holdings LLC                                                        | CUSIP: 78646UAA7<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7330.20      | 0.00%             | 2031-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                      | Vale Overseas Ltd                                                               | CUSIP: 91911TAR4<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |     32000 | PA      | $34259.20     | 0.01%             | 2033-06-12      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                           | Altria Group Inc                                                                | CUSIP: 02209SBR3<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     10000 | PA      | $11306.28     | 0.00%             | 2033-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                      | Republic Services Inc                                                           | CUSIP: 760759AV2<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    171000 | PA      | $158274.22    | 0.03%             | 2030-03-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CF INDUSTRIES INC                                          | CF Industries Inc                                                               | CUSIP: 12527GAD5<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13811.79     | 0.00%             | 2043-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                             | Eli Lilly & Co                                                                  | CUSIP: 532457CM8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28405.62     | 0.01%             | 2054-02-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OP CO                                       | Public Storage Operating Co                                                     | CUSIP: 74460WAD9<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |     65000 | PA      | $61654.27     | 0.01%             | 2028-05-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: —       |
| BANK OF NY MELLON CORP                                     | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBU0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     22000 | PA      | $24531.26     | 0.00%             | 2034-10-25      | Fixed         | 6.47%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                                                | CUSIP: 949746SH5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     82000 | PA      | $81183.45     | 0.02%             | 2026-10-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GRUPO TELEVISA SAB                                         | Grupo Televisa SAB                                                              | CUSIP: 40049JAT4<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |      6000 | PA      | $6525.00      | 0.00%             | 2032-03-11      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| HONEYWELL INTERNATIONAL                                    | Honeywell International Inc                                                     | CUSIP: 438516BB1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8276.38      | 0.00%             | 2041-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                              | Citigroup Inc                                                                   | CUSIP: 172967LJ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     19000 | PA      | $16152.60     | 0.00%             | 2048-04-24      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                        | Moody's Corp                                                                    | CUSIP: 615369AE5<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11760.20     | 0.00%             | 2044-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                      | Truist Financial Corp                                                           | CUSIP: 89788MAN2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     29000 | PA      | $29340.77     | 0.01%             | 2027-06-08      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC                                           | Markel Group Inc                                                                | CUSIP: 570535AS3<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |      6000 | PA      | $4934.41      | 0.00%             | 2047-11-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                    | Bristol-Myers Squibb Co                                                         | CUSIP: 110122AU2<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    171000 | PA      | $132288.81    | 0.03%             | 2042-08-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3128M6VZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6089 | PA      | $6254.12      | 0.00%             | 2038-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV FIN                                   | Anheuser-Busch InBev Finance Inc                                                | CUSIP: 035242AM8<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13829.23     | 0.00%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                     | Fairfax Financial Holdings Ltd                                                  | CUSIP: 303901BN1<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     15000 | PA      | $15984.42     | 0.00%             | 2033-12-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                     | Blackstone Private Credit Fund                                                  | CUSIP: 09261HBG1<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10456.80     | 0.00%             | 2031-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                   | Virginia Electric and Power Co                                                  | CUSIP: 927804FG4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     15000 | PA      | $20216.95     | 0.00%             | 2038-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                           | Black Hills Corp                                                                | CUSIP: 092113AL3<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5989.05      | 0.00%             | 2026-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BROWN-FORMAN CORP                                          | Brown-Forman Corp                                                               | CUSIP: 115637AU4<br>LEI: 549300873K3LXF7ARU34 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13160.45     | 0.00%             | 2033-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| VIRGINIA ELEC & POWER CO                                   | Virginia Electric and Power Co                                                  | CUSIP: 927804FA7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12906.39     | 0.00%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LEAR CORP                                                  | Lear Corp                                                                       | CUSIP: 521865AZ8<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18046.14     | 0.00%             | 2049-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                    | John Deere Capital Corp                                                         | CUSIP: 24422EXF1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15125.45     | 0.00%             | 2027-01-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                    | Goldman Sachs Group Inc/The                                                     | CUSIP: 38143U8H7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     34000 | PA      | $33926.49     | 0.01%             | 2026-02-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                      | Mexico Government International Bond                                            | CUSIP: 91087BAZ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    501000 | PA      | $515028.00    | 0.10%             | 2036-05-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| VERIZON COMMUNICATIONS                                     | Verizon Communications Inc                                                      | CUSIP: 92343VDU5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22241.16     | 0.00%             | 2037-03-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31407JHX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       724 | PA      | $753.86       | 0.00%             | 2036-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                   | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556BG6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8053.50      | 0.00%             | 2044-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                                     | Westinghouse Air Brake Technologies Corp                                        | CUSIP: 960386AR1<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10519.88     | 0.00%             | 2034-03-11      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                               | NiSource Inc                                                                    | CUSIP: 65473PAP0<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9335.41      | 0.00%             | 2033-06-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                   | American Water Capital Corp                                                     | CUSIP: 03040WAR6<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     15000 | PA      | $11677.48     | 0.00%             | 2047-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| APA CORP                                                   | APA Corp                                                                        | CUSIP: 03743QAZ1<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10657.14     | 0.00%             | 2030-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                   | Sabine Pass Liquefaction LLC                                                    | CUSIP: 785592AV8<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10033.69     | 0.00%             | 2026-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                                      | Continental Resources Inc/OK                                                    | CUSIP: 212015AQ4<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |     14000 | PA      | $11450.49     | 0.00%             | 2044-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TAPESTRY INC                                               | Tapestry Inc                                                                    | CUSIP: 876030AA5<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9084.73      | 0.00%             | 2032-03-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                        | Charles Schwab Corp/The                                                         | CUSIP: 808513AU9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13756.57     | 0.00%             | 2028-01-25      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| HACKENSACK MERIDIAN HLTH                                   | Hackensack Meridian Health Inc                                                  | CUSIP: 404530AB3<br>LEI: 5493001CB3OCWTEJY668 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5015.99      | 0.00%             | 2048-07-01      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                 | Intel Corp                                                                      | CUSIP: 458140AX8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    202000 | PA      | $198826.55    | 0.04%             | 2027-05-11      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| MYLAN INC                                                  | Mylan Inc                                                                       | CUSIP: 628530BC0<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8698.82      | 0.00%             | 2043-11-29      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY SOUTH                                      | Dominion Energy South Carolina Inc                                              | CUSIP: 837004BX7<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7291.74      | 0.00%             | 2033-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                           | Altria Group Inc                                                                | CUSIP: 02209SBJ1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14400.13     | 0.00%             | 2030-05-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                             | Microsoft Corp                                                                  | CUSIP: 594918CD4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     71000 | PA      | $42505.83     | 0.01%             | 2060-06-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                   | European Investment Bank                                                        | CUSIP: 298785JW7<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |    237000 | PA      | $235591.19    | 0.05%             | 2030-07-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31418DUA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     69852 | PA      | $60920.85     | 0.01%             | 2040-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31410FYS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19151 | PA      | $19937.06     | 0.00%             | 2037-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                 | PacifiCorp                                                                      | CUSIP: 695114CD8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12405.98     | 0.00%             | 2037-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                | Target Corp                                                                     | CUSIP: 87612EBR6<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     23000 | PA      | $20906.46     | 0.00%             | 2053-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| EASTERN GAS TRAN                                           | Eastern Gas Transmission & Storage Inc                                          | CUSIP: 276480AH3<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8568.87      | 0.00%             | 2029-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31410YV92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    223670 | PA      | $235818.01    | 0.05%             | 2036-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                         | Analog Devices Inc                                                              | CUSIP: 032654AN5<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |     18000 | PA      | $17909.86     | 0.00%             | 2026-12-05      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH                                     | Massachusetts Institute of Technology                                           | CUSIP: 575718AG6<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |     11000 | PA      | $7531.29      | 0.00%             | 2050-07-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| NOVANT HEALTH INC                                          | Novant Health Inc                                                               | CUSIP: 66988AAH7<br>LEI: 549300ZUXEGFGE8EP917 | Long             | DBT              | CORP              | US        |     14000 | PA      | $9513.32      | 0.00%             | 2051-11-01      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS                                      | Universal Health Services Inc                                                   | CUSIP: 913903BA7<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8702.52      | 0.00%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CAMDEN PROPERTY TRUST                                      | Camden Property Trust                                                           | CUSIP: 133131AY8<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |      6000 | PA      | $4318.22      | 0.00%             | 2049-11-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                    | Procter & Gamble Co/The                                                         | CUSIP: 742718FG9<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    151000 | PA      | $149005.83    | 0.03%             | 2027-03-25      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                               | NNN REIT Inc                                                                    | CUSIP: 637417AK2<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7907.92      | 0.00%             | 2027-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                | Oracle Corp                                                                     | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     48000 | PA      | $53441.49     | 0.01%             | 2052-11-09      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                      | Southern California Gas Co                                                      | CUSIP: 842434CJ9<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5913.20      | 0.00%             | 2040-11-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                   | Capital One Financial Corp                                                      | CUSIP: 14040HCV5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18505.71     | 0.00%             | 2030-07-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                                        | Northern Trust Corp                                                             | CUSIP: 665859AP9<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14992.84     | 0.00%             | 2025-10-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| TWDC ENTERPRISES 18 CORP                                   | TWDC Enterprises 18 Corp                                                        | CUSIP: 25468PDB9<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    103000 | PA      | $88029.11     | 0.02%             | 2044-06-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNIV SOUTHERN CALIFORNIA                                   | University of Southern California                                               | CUSIP: 914886AE6<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |     18000 | PA      | $11736.90     | 0.00%             | 2050-10-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                     | Arizona Public Service Co                                                       | CUSIP: 040555DB7<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     78000 | PA      | $54974.10     | 0.01%             | 2050-05-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                     | Pacific Gas and Electric Co                                                     | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     31000 | PA      | $21181.27     | 0.00%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                            | Tyson Foods Inc                                                                 | CUSIP: 902494BH5<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |     27000 | PA      | $24932.11     | 0.00%             | 2048-09-28      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| AMEREN CORP                                                | Ameren Corp                                                                     | CUSIP: 023608AP7<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12191.97     | 0.00%             | 2026-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                               | Broadcom Inc                                                                    | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     56000 | PA      | $47810.80     | 0.01%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                   | Berkshire Hathaway Energy Co                                                    | CUSIP: 084659BC4<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     30000 | PA      | $19069.31     | 0.00%             | 2051-05-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                | Oracle Corp                                                                     | CUSIP: 68389XBQ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     43000 | PA      | $33347.31     | 0.01%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                | Oracle Corp                                                                     | CUSIP: 68389XCB9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     29000 | PA      | $20902.16     | 0.00%             | 2061-03-25      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                   | Prudential Financial Inc                                                        | CUSIP: 74432QCF0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     26000 | PA      | $19689.21     | 0.00%             | 2051-03-13      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CUBESMART LP                                               | CubeSmart LP                                                                    | CUSIP: 22966RAJ5<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8828.62      | 0.00%             | 2032-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                                      | Amrize Finance US LLC                                                           | CUSIP: 43475RAD8<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36076.13     | 0.01%             | 2035-04-07      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage A                             | Ginnie Mae I Pool                                                               | CUSIP: 36295QDX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     61590 | PA      | $64927.45     | 0.01%             | 2038-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                      | Quest Diagnostics Inc                                                           | CUSIP: 74834LBC3<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |     72000 | PA      | $66215.66     | 0.01%             | 2031-06-30      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                                     | Westinghouse Air Brake Technologies Corp                                        | CUSIP: 960386AL4<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14874.54     | 0.00%             | 2026-11-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| PUB SVC NEW HAMP                                           | Public Service Co of New Hampshire                                              | CUSIP: 744482BM1<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |      6000 | PA      | $4553.65      | 0.00%             | 2049-07-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| FEDERATION DES CAISSES 0.0 23OCT25                         | FEDERATION DES CAISSES 0.0 23OCT25                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    900000 | PA      | $897619.50    | 0.18%             | 2025-10-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                   | Prudential Financial Inc                                                        | CUSIP: 74432QCD5<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |      8000 | PA      | $6905.49      | 0.00%             | 2048-03-27      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3128M7YJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       794 | PA      | $835.70       | 0.00%             | 2039-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                                        | Highwoods Realty LP                                                             | CUSIP: 431282AQ5<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6923.89      | 0.00%             | 2028-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                        | Dominion Energy Inc                                                             | CUSIP: 25746UCY3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10019.03     | 0.00%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3128KH2G0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3101 | PA      | $3218.03      | 0.00%             | 2036-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                      | Texas Instruments Inc                                                           | CUSIP: 882508CH5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12326.54     | 0.00%             | 2034-02-08      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 31335YXW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     46694 | PA      | $48593.99     | 0.01%             | 2037-12-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                    | Public Service Electric and Gas Co                                              | CUSIP: 74456QBB1<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    151000 | PA      | $124229.83    | 0.02%             | 2043-01-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                                | Bell Telephone Co of Canada or Bell Canada                                      | CUSIP: 0778FPAA7<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |     23000 | PA      | $19232.38     | 0.00%             | 2048-04-01      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| DOLLAR TREE INC                                            | Dollar Tree Inc                                                                 | CUSIP: 256746AK4<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |      8000 | PA      | $5397.89      | 0.00%             | 2051-12-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                                     | PPL Electric Utilities Corp                                                     | CUSIP: 69351UAM5<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7811.33      | 0.00%             | 2039-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                   | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MBZ2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     89000 | PA      | $79873.63     | 0.02%             | 2030-09-23      | Fixed         | 2.14%                 | No            |                  2 | On Loan: No      |
| IPALCO ENTERPRISES INC                                     | IPALCO Enterprises Inc                                                          | CUSIP: 462613AP5<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9799.59      | 0.00%             | 2030-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                      | Texas Instruments Inc                                                           | CUSIP: 882508BV5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14244.24     | 0.00%             | 2028-02-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                       | Royal Bank of Canada                                                            | CUSIP: 78016EZM2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     27000 | PA      | $26720.95     | 0.01%             | 2026-01-20      | Fixed         | 0.88%                 | No            |                  2 | On Loan: —       |
| NSTAR ELECTRIC CO                                          | NSTAR Electric Co                                                               | CUSIP: 67021CAS6<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |      9000 | PA      | $7842.14      | 0.00%             | 2052-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                             | Amazon.com Inc                                                                  | CUSIP: 023135CF1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34758.39     | 0.01%             | 2027-04-13      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 3140MGLJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2747491 | PA      | $2246990.80   | 0.45%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MET TRANSPRTN AUTH NY REVENUE                              | Metropolitan Transportation Authority                                           | CUSIP: 59259YGF0<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    385000 | PA      | $427640.98    | 0.09%             | 2040-11-15      | Fixed         | 6.81%                 | No            |                  2 | On Loan: No      |
| LAZARD GROUP LLC                                           | Lazard Group LLC                                                                | CUSIP: 52107QAK1<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9978.31      | 0.00%             | 2029-03-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                     | UnitedHealth Group Inc                                                          | CUSIP: 91324PFM9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     37000 | PA      | $36865.95     | 0.01%             | 2064-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                        | Bank of Nova Scotia/The                                                         | CUSIP: 064159HB5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $25009.45     | 0.00%             | 2025-12-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                     | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HBA5<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     20000 | PA      | $17965.10     | 0.00%             | 2031-05-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| FORD FOUNDATION/THE                                        | Ford Foundation/The                                                             | CUSIP: 34531XAC8<br>LEI: 54930013YZ3DULPNNT44 | Long             | DBT              | CORP              | US        |     15000 | PA      | $8702.02      | 0.00%             | 2070-06-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                              | Citigroup Inc                                                                   | CUSIP: 172967PL9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     48000 | PA      | $49792.13     | 0.01%             | 2035-06-11      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| CORNING INC                                                | Corning Inc                                                                     | CUSIP: 219350BL8<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5988.62      | 0.00%             | 2068-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ABB FINANCE USA INC                                        | ABB Finance USA Inc                                                             | CUSIP: 00037BAF9<br>LEI: 5493002Y01YAFV45F528 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8027.54      | 0.00%             | 2028-04-03      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                     | UnitedHealth Group Inc                                                          | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41151.42     | 0.01%             | 2053-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                   | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $21900.29     | 0.00%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHOICE HOTELS INTL INC                                     | Choice Hotels International Inc                                                 | CUSIP: 169905AG1<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8429.06      | 0.00%             | 2031-01-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                            | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     46000 | PA      | $47947.72     | 0.01%             | 2028-11-10      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                  | ONEOK Inc                                                                       | CUSIP: 682680BC6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      9000 | PA      | $7369.63      | 0.00%             | 2050-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ACCENTURE CAPITAL INC                                      | Accenture Capital Inc                                                           | CUSIP: 00440KAA1<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21031.38     | 0.00%             | 2027-10-04      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PPL CAPITAL FUNDING INC                                    | PPL Capital Funding Inc                                                         | CUSIP: 69352PAL7<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13903.77     | 0.00%             | 2026-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                       | Boston Properties LP                                                            | CUSIP: 10112RBE3<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |     73000 | PA      | $63146.54     | 0.01%             | 2032-04-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: —       |
| PARKER-HANNIFIN CORP                                       | Parker-Hannifin Corp                                                            | CUSIP: 70109HAM7<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9699.90      | 0.00%             | 2034-11-21      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| MARSH & MCLENNAN COS INC                                   | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BU5<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12600.45     | 0.00%             | 2033-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| FLORIDA POWER & LIGHT CO                                   | Florida Power & Light Co                                                        | CUSIP: 341081GU5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15657.62     | 0.00%             | 2034-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                           | Progressive Corp/The                                                            | CUSIP: 743315AJ2<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6472.30      | 0.00%             | 2029-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                   | RTX Corp                                                                        | CUSIP: 913017CA5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    122000 | PA      | $102993.81    | 0.02%             | 2045-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CUBESMART LP                                               | CubeSmart LP                                                                    | CUSIP: 22966RAC0<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5992.85      | 0.00%             | 2025-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INF CAP                                     | HA Sustainable Infrastructure Capital Inc                                       | CUSIP: 40408AAB7<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |     29000 | PA      | $29915.26     | 0.01%             | 2035-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                    | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GWL4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     48000 | PA      | $47658.73     | 0.01%             | 2028-06-05      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                   | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $31487.40     | 0.01%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                | Oracle Corp                                                                     | CUSIP: 68389XCC7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     53000 | PA      | $52381.98     | 0.01%             | 2026-03-25      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                     | Marvell Technology Inc                                                          | CUSIP: 573874AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $13858.40     | 0.00%             | 2031-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                | PepsiCo Inc                                                                     | CUSIP: 713448EM6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7335.56      | 0.00%             | 2049-07-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                                       | Appalachian Power Co                                                            | CUSIP: 037735CT2<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    119000 | PA      | $100780.06    | 0.02%             | 2044-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                          | Union Electric Co                                                               | CUSIP: 906548CY6<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10319.41     | 0.00%             | 2034-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                          | Ares Capital Corp                                                               | CUSIP: 04010LBC6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     80000 | PA      | $71696.54     | 0.01%             | 2031-11-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: —       |
| COOPERATIEVE RABOBANK UA                                   | Cooperatieve Rabobank UA                                                        | CUSIP: 21685WCJ4<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |     78000 | PA      | $78586.14     | 0.02%             | 2041-05-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                      | Uber Technologies Inc                                                           | CUSIP: 90353TAQ3<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     24000 | PA      | $23301.69     | 0.00%             | 2054-09-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                           | Ventas Realty LP                                                                | CUSIP: 92277GAV9<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10127.87     | 0.00%             | 2030-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                                 | Biogen Inc                                                                      | CUSIP: 09062XAK9<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |     31000 | PA      | $20324.58     | 0.00%             | 2051-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| T-MOBILE USA INC                                           | T-Mobile USA Inc                                                                | CUSIP: 87264ABL8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     55000 | PA      | $41352.16     | 0.01%             | 2041-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORP                                               | Chevron Corp                                                                    | CUSIP: 166764CA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $13891.41     | 0.00%             | 2050-05-11      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| CARLISLE COS INC                                           | Carlisle Cos Inc                                                                | CUSIP: 142339AH3<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11909.81     | 0.00%             | 2027-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC                                           | Markel Group Inc                                                                | CUSIP: 570535AT1<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |     12000 | PA      | $10857.76     | 0.00%             | 2049-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                             | Starbucks Corp                                                                  | CUSIP: 855244AK5<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9894.09      | 0.00%             | 2026-06-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 3138AHXM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    624593 | PA      | $625028.88    | 0.12%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                   | BHP Billiton Finance USA Ltd                                                    | CUSIP: 055451BC1<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     14000 | PA      | $14405.00     | 0.00%             | 2028-09-08      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31413URH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1888 | PA      | $1980.65      | 0.00%             | 2037-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                              | Citigroup Inc                                                                   | CUSIP: 172967PG0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     48000 | PA      | $49799.70     | 0.01%             | 2035-02-13      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                | Oracle Corp                                                                     | CUSIP: 68389XBD6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9531.69      | 0.00%             | 2030-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                          | Union Electric Co                                                               | CUSIP: 906548CJ9<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8328.14      | 0.00%             | 2042-09-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31404GPA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34315 | PA      | $34663.05     | 0.01%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANNER HEALTH                                              | Banner Health                                                                   | CUSIP: 06654DAD9<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5327.32      | 0.00%             | 2031-01-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| DARDEN RESTAURANTS INC                                     | Darden Restaurants Inc                                                          | CUSIP: 237194AM7<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |     17000 | PA      | $14200.44     | 0.00%             | 2048-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                       | Westpac Banking Corp                                                            | CUSIP: 961214ER0<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     31000 | PA      | $30416.77     | 0.01%             | 2026-06-03      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| EASTERN GAS TRAN                                           | Eastern Gas Transmission & Storage Inc                                          | CUSIP: 276480AD2<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |      9000 | PA      | $7902.30      | 0.00%             | 2044-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31410KNZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18079 | PA      | $18831.21     | 0.00%             | 2034-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                       | Lockheed Martin Corp                                                            | CUSIP: 539830BK4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    171000 | PA      | $167462.58    | 0.03%             | 2036-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                  | ONEOK Inc                                                                       | CUSIP: 682680AT0<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     11000 | PA      | $9579.82      | 0.00%             | 2047-07-13      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                           | Duke Energy Corp                                                                | CUSIP: 26441CAP0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    101000 | PA      | $90136.36     | 0.02%             | 2045-12-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| THOMAS JEFFERSON UNIV                                      | Thomas Jefferson University                                                     | CUSIP: 88444NAS7<br>LEI: DB1TWPCZX5RK7VR27A68 | Long             | DBT              | CORP              | US        |     21000 | PA      | $14896.58     | 0.00%             | 2057-11-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                  | Boeing Co/The                                                                   | CUSIP: 097023AU9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8627.73      | 0.00%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC                                                | Workday Inc                                                                     | CUSIP: 98138HAJ0<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23882.53     | 0.00%             | 2032-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Ginnie Mae II Pool                                                              | CUSIP: 36202FTN6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    182251 | PA      | $188511.52    | 0.04%             | 2041-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                  | Amgen Inc                                                                       | CUSIP: 031162BK5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13633.75     | 0.00%             | 2041-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                                      | Applied Materials Inc                                                           | CUSIP: 038222AL9<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |     24000 | PA      | $23830.72     | 0.00%             | 2027-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                    | International Bank for Reconstruction & Development                             | CUSIP: 459058KQ5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |    250000 | PA      | $251273.07    | 0.05%             | 2030-02-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                   | Western Midstream Operating LP                                                  | CUSIP: 958254AL8<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6237.92      | 0.00%             | 2048-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                   | European Investment Bank                                                        | CUSIP: 298785JY3<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |    237000 | PA      | $242744.56    | 0.05%             | 2028-10-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| BLACKSTONE PRIVATE CRE                                     | Blackstone Private Credit Fund                                                  | CUSIP: 09261HAR8<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12703.23     | 0.00%             | 2029-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| AMERICAN HOMES 4 RENT                                      | American Homes 4 Rent LP                                                        | CUSIP: 02666TAH0<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10325.54     | 0.00%             | 2034-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                                | NVIDIA Corp                                                                     | CUSIP: 67066GAF1<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |     47000 | PA      | $44929.45     | 0.01%             | 2030-04-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                | Exelon Corp                                                                     | CUSIP: 30161NAQ4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    202000 | PA      | $199737.06    | 0.04%             | 2035-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AVERY DENNISON CORP                                        | Avery Dennison Corp                                                             | CUSIP: 053611AJ8<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10172.98     | 0.00%             | 2028-12-06      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3128LXQD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5426 | PA      | $5655.23      | 0.00%             | 2036-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                                | NVIDIA Corp                                                                     | CUSIP: 67066GAG9<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |     18000 | PA      | $15425.16     | 0.00%             | 2040-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                   | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AF7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7658.19      | 0.00%             | 2035-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| BECTON DICKINSON & CO                                      | Becton Dickinson & Co                                                           | CUSIP: 075887CK3<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     78000 | PA      | $59768.97     | 0.01%             | 2050-05-20      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                            | CUSIP: 06051GEN5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     34000 | PA      | $36456.61     | 0.01%             | 2042-02-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                | CUSIP: 3132CW4D3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     49146 | PA      | $47652.51     | 0.01%             | 2035-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31415UZD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28581 | PA      | $29818.42     | 0.01%             | 2038-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                         | Meta Platforms Inc                                                              | CUSIP: 30303M8H8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    190000 | PA      | $184989.08    | 0.04%             | 2032-08-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                | Walmart Inc                                                                     | CUSIP: 931142EP4<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     13000 | PA      | $9070.60      | 0.00%             | 2049-09-24      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                      | Lincoln National Corp                                                           | CUSIP: 534187BQ1<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5565.28      | 0.00%             | 2032-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 312929EN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5111 | PA      | $5332.72      | 0.00%             | 2038-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                             | Amazon.com Inc                                                                  | CUSIP: 023135BC9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     61000 | PA      | $60348.76     | 0.01%             | 2027-08-22      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| WACHOVIA CORP                                              | Wachovia Corp                                                                   | CUSIP: 929903AM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     19000 | PA      | $19588.24     | 0.00%             | 2035-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                    | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JCH5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |      8000 | PA      | $6861.96      | 0.00%             | 2052-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                                        | Otis Worldwide Corp                                                             | CUSIP: 68902VAL1<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |     47000 | PA      | $36616.70     | 0.01%             | 2040-02-15      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                    | HCA Inc                                                                         | CUSIP: 404119BT5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     33000 | PA      | $33067.73     | 0.01%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                         | Conagra Brands Inc                                                              | CUSIP: 205887CD2<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19210.58     | 0.00%             | 2038-11-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                    | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     48000 | PA      | $49211.52     | 0.01%             | 2030-07-23      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                                     | PPL Electric Utilities Corp                                                     | CUSIP: 69351UAU7<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8181.93      | 0.00%             | 2047-06-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DIGNITY HEALTH                                             | Dignity Health                                                                  | CUSIP: 254010AE1<br>LEI: TFVG45LTYVO3XKPZWP18 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5453.25      | 0.00%             | 2064-11-01      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                        | Charles Schwab Corp/The                                                         | CUSIP: 808513CE3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     26000 | PA      | $27836.57     | 0.01%             | 2034-05-19      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CI FINANCIAL CORP                                          | CI Financial Corp                                                               | CUSIP: 125491AN0<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |     19000 | PA      | $17057.92     | 0.00%             | 2030-12-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                       | Waste Management Inc                                                            | CUSIP: 94106LBK4<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     13000 | PA      | $10879.37     | 0.00%             | 2049-07-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                                       | Kyndryl Holdings Inc                                                            | CUSIP: 50155QAL4<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |     13000 | PA      | $11824.02     | 0.00%             | 2031-10-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                   | Occidental Petroleum Corp                                                       | CUSIP: 674599EK7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19337.67     | 0.00%             | 2032-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                    | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JBG8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |      9000 | PA      | $7384.94      | 0.00%             | 2048-11-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                      | Toronto-Dominion Bank/The                                                       | CUSIP: 89114QCP1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     27000 | PA      | $26755.11     | 0.01%             | 2026-01-06      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                    | Canadian Natural Resources Ltd                                                  | CUSIP: 136385AL5<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     22000 | PA      | $23493.89     | 0.00%             | 2038-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                     | Asian Development Bank                                                          | CUSIP: 045167DU4<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | N/A       |     77000 | PA      | $75914.34     | 0.02%             | 2027-01-12      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| FISERV INC DIS 10/10/2025                                  | FISERV INC DIS 10/10/2025                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4994039.00   | 0.99%             | 2025-10-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                             | EPR Properties                                                                  | CUSIP: 26884UAF6<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |     47000 | PA      | $45261.50     | 0.01%             | 2029-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                    | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DP0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    202000 | PA      | $191123.23    | 0.04%             | 2027-11-13      | Fixed         | 1.12%                 | No            |                  2 | On Loan: —       |
| CHARTER COMM OPT LLC/CAP                                   | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     48000 | PA      | $32532.91     | 0.01%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                              | Westlake Corp                                                                   | CUSIP: 960413BA9<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |      9000 | PA      | $5431.53      | 0.00%             | 2061-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                      | United Parcel Service Inc                                                       | CUSIP: 911312CF1<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74026.45     | 0.01%             | 2064-05-22      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31412D2D9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4089 | PA      | $4255.00      | 0.00%             | 2037-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                   | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XAR9<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    151000 | PA      | $148993.92    | 0.03%             | 2027-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                      | Southern California Gas Co                                                      | CUSIP: 842434CU4<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12141.01     | 0.00%             | 2030-02-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| MEMORIAL SLOAN-KETTERING                                   | Memorial Sloan-Kettering Cancer Center                                          | CUSIP: 586054AB4<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |      8000 | PA      | $6534.54      | 0.00%             | 2052-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                                     | Federal Home Loan Banks                                                         | CUSIP: 3130ANMH0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   1550000 | PA      | $1515143.37   | 0.30%             | 2026-08-20      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                       | Royal Bank of Canada                                                            | CUSIP: 78016EZT7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     15000 | PA      | $14676.23     | 0.00%             | 2026-07-14      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                        | Quanta Services Inc                                                             | CUSIP: 74762EAF9<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18689.11     | 0.00%             | 2030-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                          | Union Electric Co                                                               | CUSIP: 906548CN0<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |      9000 | PA      | $7270.35      | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                        | PayPal Holdings Inc                                                             | CUSIP: 70450YAM5<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18786.94     | 0.00%             | 2052-06-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| CAPITAL ONE FINANCIAL CO                                   | Capital One Financial Corp                                                      | CUSIP: 14040HCY9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26225.65     | 0.01%             | 2034-02-01      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                      | MidAmerican Energy Co                                                           | CUSIP: 595620AX3<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7322.05      | 0.00%             | 2034-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                   | Capital One Financial Corp                                                      | CUSIP: 14040HDC6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     36000 | PA      | $40726.14     | 0.01%             | 2031-10-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                             | Air Lease Corp                                                                  | CUSIP: 00914AAS1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13437.70     | 0.00%             | 2032-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| PULTEGROUP INC                                             | PulteGroup Inc                                                                  | CUSIP: 745867AM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     17000 | PA      | $20041.09     | 0.00%             | 2032-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                                     | GE HealthCare Technologies Inc                                                  | CUSIP: 36267VAK9<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |     26000 | PA      | $27987.69     | 0.01%             | 2032-11-22      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                     | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCS7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20053.14     | 0.00%             | 2026-01-29      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                              | Allstate Corp/The                                                               | CUSIP: 020002BA8<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8875.53      | 0.00%             | 2043-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                    | HCA Inc                                                                         | CUSIP: 404119BW8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22909.87     | 0.00%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                   | Toyota Motor Credit Corp                                                        | CUSIP: 89236TEM3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    202000 | PA      | $197924.63    | 0.04%             | 2028-01-11      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                             | Eli Lilly & Co                                                                  | CUSIP: 532457CL0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30346.09     | 0.01%             | 2034-02-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31412SDZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       253 | PA      | $262.84       | 0.00%             | 2038-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                | Equinix Inc                                                                     | CUSIP: 29444UBD7<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11824.40     | 0.00%             | 2026-11-18      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                               | QUALCOMM Inc                                                                    | CUSIP: 747525AK9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     62000 | PA      | $58175.27     | 0.01%             | 2045-05-20      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                               | NiSource Inc                                                                    | CUSIP: 65473QAX1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7287.68      | 0.00%             | 2041-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3132GDJ60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     68710 | PA      | $68875.23     | 0.01%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                     | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BB9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     62000 | PA      | $59185.07     | 0.01%             | 2038-07-26      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| ONEOK PARTNERS LP                                          | ONEOK Partners LP                                                               | CUSIP: 68268NAG8<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12340.22     | 0.00%             | 2041-02-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                     | American Honda Finance Corp                                                     | CUSIP: 02665WEM9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15386.34     | 0.00%             | 2028-07-07      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                    | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     77000 | PA      | $68743.58     | 0.01%             | 2032-07-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                    | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GC51<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     66000 | PA      | $68476.04     | 0.01%             | 2056-01-28      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| LAZARD GROUP LLC                                           | Lazard Group LLC                                                                | CUSIP: 52107QAL9<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8459.19      | 0.00%             | 2031-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                          | Eversource Energy                                                               | CUSIP: 30040WAN8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5856.78      | 0.00%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE FINANCIAL SER                                   | Nationwide Financial Services Inc                                               | CUSIP: 638612AJ0<br>LEI: 5493001H7AZNDS6BKJ36 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8094.18      | 0.00%             | 2037-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BLUE OWL FINANCE LLC                                       | Blue Owl Finance LLC                                                            | CUSIP: 09581JAT3<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20988.18     | 0.00%             | 2034-04-18      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TELEDYNE TECHNOLOGIES IN                                   | Teledyne Technologies Inc                                                       | CUSIP: 879360AC9<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8879.00      | 0.00%             | 2026-04-01      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                         | Meta Platforms Inc                                                              | CUSIP: 30303M8J4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     53000 | PA      | $45545.33     | 0.01%             | 2052-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJJK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1668 | PA      | $1765.43      | 0.00%             | 2038-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                         | Conagra Brands Inc                                                              | CUSIP: 205887AR3<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8569.41      | 0.00%             | 2028-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                    | Honeywell International Inc                                                     | CUSIP: 438516CM6<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19824.49     | 0.00%             | 2034-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31413TT93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29246 | PA      | $30670.79     | 0.01%             | 2037-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RELX CAPITAL INC                                           | RELX Capital Inc                                                                | CUSIP: 74949LAE2<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10187.60     | 0.00%             | 2032-05-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                                    | O'Reilly Automotive Inc                                                         | CUSIP: 67103HAL1<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17150.73     | 0.00%             | 2032-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                    | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GXM1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     42000 | PA      | $41739.66     | 0.01%             | 2026-12-09      | Fixed         | 1.09%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                            | United States Treasury Note/Bond                                                | CUSIP: 912810QL5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $3888281.24   | 0.77%             | 2040-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNOLOGIES INC                                   | Agilent Technologies Inc                                                        | CUSIP: 00846UAN1<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |     38000 | PA      | $34118.95     | 0.01%             | 2031-03-12      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                         | Analog Devices Inc                                                              | CUSIP: 032654AK1<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6936.00      | 0.00%             | 2045-12-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                    | Canadian Natural Resources Ltd                                                  | CUSIP: 136385AG6<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |      7000 | PA      | $7311.55      | 0.00%             | 2035-02-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3128LDEA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2241 | PA      | $2324.38      | 0.00%             | 2038-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                        | JPMorgan Chase & Co                                                             | CUSIP: 46625HJZ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    202000 | PA      | $202174.31    | 0.04%             | 2026-12-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                                    | Connecticut Light and Power Co/The                                              | CUSIP: 207597EM3<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7948.27      | 0.00%             | 2025-12-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| NETAPP INC                                                 | NetApp Inc                                                                      | CUSIP: 64110DAN4<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |     27000 | PA      | $28239.21     | 0.01%             | 2035-03-17      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31416WSY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32053 | PA      | $33126.96     | 0.01%             | 2040-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                     | Verizon Communications Inc                                                      | CUSIP: 92343VGL2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     19000 | PA      | $13847.75     | 0.00%             | 2041-09-03      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                | CUSIP: 3133B4HZ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1956112 | PA      | $1674277.15   | 0.33%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31412MPE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3256 | PA      | $3380.61      | 0.00%             | 2038-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                      | Micron Technology Inc                                                           | CUSIP: 595112BN2<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14428.37     | 0.00%             | 2029-02-06      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                             | Lowe's Cos Inc                                                                  | CUSIP: 548661DJ3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      9000 | PA      | $7698.87      | 0.00%             | 2045-09-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                   | Omega Healthcare Investors Inc                                                  | CUSIP: 681936BH2<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12003.27     | 0.00%             | 2026-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31410K5J9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1224 | PA      | $1297.44      | 0.00%             | 2038-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                             | Amazon.com Inc                                                                  | CUSIP: 023135CH7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     44000 | PA      | $42553.51     | 0.01%             | 2032-04-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: —       |
| EVERSOURCE ENERGY                                          | Eversource Energy                                                               | CUSIP: 30040WAH1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     13000 | PA      | $9318.23      | 0.00%             | 2050-01-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                 | PacifiCorp                                                                      | CUSIP: 695114DA3<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     21000 | PA      | $19849.85     | 0.00%             | 2054-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DARDEN RESTAURANTS INC                                     | Darden Restaurants Inc                                                          | CUSIP: 237194AL9<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9958.62      | 0.00%             | 2027-05-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                                                | CUSIP: 94974BGE4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     46000 | PA      | $40758.59     | 0.01%             | 2044-11-04      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                    | MPLX LP                                                                         | CUSIP: 55336VAK6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24973.66     | 0.00%             | 2027-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                 | AbbVie Inc                                                                      | CUSIP: 00287YDX4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     53000 | PA      | $53014.25     | 0.01%             | 2064-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SMITH & NEPHEW PLC                                         | Smith & Nephew PLC                                                              | CUSIP: 83192PAA6<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |     20000 | PA      | $17884.88     | 0.00%             | 2030-10-14      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA LTD                                      | Rio Tinto Finance USA Ltd                                                       | CUSIP: 767201AL0<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |     23000 | PA      | $23055.56     | 0.00%             | 2040-11-02      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                | Equinix Inc                                                                     | CUSIP: 29444UBL9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12225.11     | 0.00%             | 2028-03-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 3138XLFE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    383896 | PA      | $373260.86    | 0.07%             | 2044-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                     | UnitedHealth Group Inc                                                          | CUSIP: 91324PDY5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     59000 | PA      | $43987.51     | 0.01%             | 2040-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                              | Citigroup Inc                                                                   | CUSIP: 172967MD0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    144000 | PA      | $128542.12    | 0.03%             | 2048-07-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| KAISER FOUNDATION HOSPIT                                   | Kaiser Foundation Hospitals                                                     | CUSIP: 48305QAE3<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |     20000 | PA      | $14203.75     | 0.00%             | 2049-11-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                    | Canadian Natural Resources Ltd                                                  | CUSIP: 136385BA8<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $9374.60      | 0.00%             | 2030-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                        | Global Payments Inc                                                             | CUSIP: 37940XAH5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13457.18     | 0.00%             | 2031-11-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                           | T-Mobile USA Inc                                                                | CUSIP: 87264ABR5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     39000 | PA      | $38698.64     | 0.01%             | 2026-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| GEORGE WASHINGTON UNIVER                                   | George Washington University/The                                                | CUSIP: 372546AT8<br>LEI: 5493002S4P5IVD462L47 | Long             | DBT              | CORP              | US        |     18000 | PA      | $15251.81     | 0.00%             | 2044-09-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31414KB58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6060 | PA      | $6406.63      | 0.00%             | 2038-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                        | Dow Chemical Co/The                                                             | CUSIP: 260543CK7<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     81000 | PA      | $74840.14     | 0.01%             | 2034-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                      | MidAmerican Energy Co                                                           | CUSIP: 595620AQ8<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7907.02      | 0.00%             | 2027-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                                    | DCP Midstream Operating LP                                                      | CUSIP: 23311VAJ6<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10217.78     | 0.00%             | 2027-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC                                           | Markel Group Inc                                                                | CUSIP: 570535AQ7<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9098.90      | 0.00%             | 2046-04-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                      | Texas Instruments Inc                                                           | CUSIP: 882508BC7<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9827.45      | 0.00%             | 2027-11-03      | Fixed         | 2.90%                 | No            |                  2 | On Loan: —       |
| BANK OF NY MELLON CORP                                     | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RAR8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8796.35      | 0.00%             | 2031-01-28      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRA HLDS                                   | South Bow USA Infrastructure Holdings LLC                                       | CUSIP: 83007CAB8<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13114.02     | 0.00%             | 2027-09-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| AVNET INC                                                  | Avnet Inc                                                                       | CUSIP: 053807AV5<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17330.49     | 0.00%             | 2032-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                       | Royal Bank of Canada                                                            | CUSIP: 78016EZZ3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     19000 | PA      | $18497.12     | 0.00%             | 2026-11-02      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                 | Intel Corp                                                                      | CUSIP: 458140CG3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15340.00     | 0.00%             | 2033-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| ONEOK INC                                                  | ONEOK Inc                                                                       | CUSIP: 682680AY9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13493.57     | 0.00%             | 2029-09-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                              | Citigroup Inc                                                                   | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     77000 | PA      | $76888.89     | 0.02%             | 2031-03-31      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31415V4B8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11053 | PA      | $11024.10     | 0.00%             | 2038-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                          | HSBC Holdings PLC                                                               | CUSIP: 404280BT5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    171000 | PA      | $172231.46    | 0.03%             | 2029-06-19      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3128P7KV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9492 | PA      | $9706.35      | 0.00%             | 2028-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                             | Merck & Co Inc                                                                  | CUSIP: 58933YAT2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     86000 | PA      | $69074.98     | 0.01%             | 2045-02-10      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                             | Air Lease Corp                                                                  | CUSIP: 00914AAQ5<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9356.31      | 0.00%             | 2028-09-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                   | Florida Power & Light Co                                                        | CUSIP: 341081FR3<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8304.39      | 0.00%             | 2048-06-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3128LDA20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3816 | PA      | $3965.02      | 0.00%             | 2038-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES 2020-AA                                    | Delta Air Lines 2020-1 Class AA Pass Through Trust                              | CUSIP: 247361ZV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8412 | PA      | $8059.72      | 0.00%             | 2028-06-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3132GF2Q9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     22456 | PA      | $22230.87     | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                             | Solventum Corp                                                                  | CUSIP: 83444MAQ4<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |     59000 | PA      | $61552.18     | 0.01%             | 2031-03-13      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                    | Honeywell International Inc                                                     | CUSIP: 438516CA2<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     15000 | PA      | $9791.51      | 0.00%             | 2050-06-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                            | Chevron USA Inc                                                                 | CUSIP: 166756AU0<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7074.53      | 0.00%             | 2043-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FORTUNE BRANDS INNOVATIO                                   | Fortune Brands Innovations Inc                                                  | CUSIP: 34964CAF3<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8581.33      | 0.00%             | 2032-03-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJMN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    138215 | PA      | $139173.18    | 0.03%             | 2039-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                        | Nomura Holdings Inc                                                             | CUSIP: 65535HBH1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    119000 | PA      | $123077.00    | 0.02%             | 2028-01-18      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                          | Healthpeak OP LLC                                                               | CUSIP: 40414LAR0<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12606.87     | 0.00%             | 2029-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                        | American Tower Corp                                                             | CUSIP: 03027XAP5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    151000 | PA      | $149589.94    | 0.03%             | 2027-07-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                                         | Southwest Gas Corp                                                              | CUSIP: 845011AA3<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5925.12      | 0.00%             | 2028-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                                | Bell Telephone Co of Canada or Bell Canada                                      | CUSIP: 0778FPAL3<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |     17000 | PA      | $17305.63     | 0.00%             | 2033-05-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| CSX CORP                                                   | CSX Corp                                                                        | CUSIP: 126408GX5<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    172000 | PA      | $153991.64    | 0.03%             | 2043-03-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                             | Amazon.com Inc                                                                  | CUSIP: 023135BM7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     39000 | PA      | $32799.07     | 0.01%             | 2057-08-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PEACEHEALTH OBLIGATED GR                                   | PeaceHealth Obligated Group                                                     | CUSIP: 70462GAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7000 | PA      | $6973.48      | 0.00%             | 2025-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                   | Toyota Motor Credit Corp                                                        | CUSIP: 89236TKR5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10151.28     | 0.00%             | 2033-01-12      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                                     | PPL Electric Utilities Corp                                                     | CUSIP: 69351UAV5<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |      9000 | PA      | $7480.26      | 0.00%             | 2048-06-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| RENAISSANCERE HOLDINGS L                                   | RenaissanceRe Holdings Ltd                                                      | CUSIP: 75968NAE1<br>LEI: EK6GB9U3U58PDI411C94 | Long             | DBT              | CORP              | BM        |     15000 | PA      | $15752.68     | 0.00%             | 2033-06-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3128LXFP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     86654 | PA      | $88907.68     | 0.02%             | 2035-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Ginnie Mae II Pool                                                              | CUSIP: 36202EUT4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10812 | PA      | $11138.48     | 0.00%             | 2038-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                            | Caterpillar Inc                                                                 | CUSIP: 149123CJ8<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |     16000 | PA      | $11533.94     | 0.00%             | 2050-04-09      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 3138ATZ52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     91382 | PA      | $89002.19     | 0.02%             | 2041-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                     | Sempra                                                                          | CUSIP: 816851AP4<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15641.33     | 0.00%             | 2039-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                             | Lowe's Cos Inc                                                                  | CUSIP: 548661EB9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7120.82      | 0.00%             | 2051-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                 | Ecolab Inc                                                                      | CUSIP: 278865BN9<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |     19000 | PA      | $11995.78     | 0.00%             | 2051-12-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                    | America Movil SAB de CV                                                         | CUSIP: 02364WAP0<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    147000 | PA      | $157988.25    | 0.03%             | 2037-11-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| RENAISSANCERE HOLDINGS L                                   | RenaissanceRe Holdings Ltd                                                      | CUSIP: 75968NAD3<br>LEI: EK6GB9U3U58PDI411C94 | Long             | DBT              | CORP              | BM        |      8000 | PA      | $7820.96      | 0.00%             | 2029-04-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| PRES & FELLOWS OF HARVAR                                   | President and Fellows of Harvard College                                        | CUSIP: 740816AM5<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7406.65      | 0.00%             | 2046-07-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| ORLANDO HEALTH OBL GRP                                     | Orlando Health Obligated Group                                                  | CUSIP: 686514AF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     17000 | PA      | $13944.08     | 0.00%             | 2048-10-01      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                | Equinix Inc                                                                     | CUSIP: 29444UBS4<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18036.40     | 0.00%             | 2031-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31417SKH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     90608 | PA      | $91127.07     | 0.02%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                      | Southern California Gas Co                                                      | CUSIP: 842434CQ3<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9892.38      | 0.00%             | 2026-06-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                    | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JCF9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7835.73      | 0.00%             | 2032-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                     | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAK9<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6671.05      | 0.00%             | 2028-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                   | Florida Power & Light Co                                                        | CUSIP: 341081GP6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10191.36     | 0.00%             | 2030-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI LLC                                    | Entergy Mississippi LLC                                                         | CUSIP: 29366WAE6<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17461.91     | 0.00%             | 2054-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Ginnie Mae I Pool                                                               | CUSIP: 3620ADMN9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    287851 | PA      | $295372.88    | 0.06%             | 2039-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31418E4J6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    794003 | PA      | $803351.05    | 0.16%             | 2039-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                              | Citigroup Inc                                                                   | CUSIP: 172967BU4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9602.14      | 0.00%             | 2033-02-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 31292KZ75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     27524 | PA      | $28552.96     | 0.01%             | 2040-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                   | Virginia Electric and Power Co                                                  | CUSIP: 927804FU3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14952.85     | 0.00%             | 2026-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31403DSB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7271 | PA      | $7702.17      | 0.00%             | 2036-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                           | Kilroy Realty LP                                                                | CUSIP: 49427RAK8<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |     22000 | PA      | $21593.93     | 0.00%             | 2029-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                     | BP Capital Markets America Inc                                                  | CUSIP: 10373QBP4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     36000 | PA      | $23288.75     | 0.00%             | 2051-06-04      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| RIO TINTO ALCAN INC                                        | Rio Tinto Alcan Inc                                                             | CUSIP: 013716AQ8<br>LEI: 2138007ZSQ7B17SKOX77 | Long             | DBT              | CORP              | CA        |      8000 | PA      | $9206.09      | 0.00%             | 2031-03-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                      | Texas Instruments Inc                                                           | CUSIP: 882508CG7<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13276.10     | 0.00%             | 2029-02-08      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| AMAZON.COM INC                                             | Amazon.com Inc                                                                  | CUSIP: 023135CG9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     26000 | PA      | $25635.25     | 0.01%             | 2029-04-13      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CHUBB CORP                                                 | Chubb Corp/The                                                                  | CUSIP: 171232AQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16000 | PA      | $17548.34     | 0.00%             | 2037-05-11      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                          | L3Harris Technologies Inc                                                       | CUSIP: 502431AQ2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     26000 | PA      | $27110.56     | 0.01%             | 2033-07-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CF INDUSTRIES INC                                          | CF Industries Inc                                                               | CUSIP: 12527GAF0<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15145.53     | 0.00%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA INSTITUTE OF                                    | California Institute of Technology                                              | CUSIP: 13034VAB0<br>LEI: 549300CITPNHOTVPHC04 | Long             | DBT              | CORP              | US        |      8000 | PA      | $6942.88      | 0.00%             | 2045-08-01      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                         | Conagra Brands Inc                                                              | CUSIP: 205887CC4<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26279.14     | 0.01%             | 2028-11-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                     | Sempra                                                                          | CUSIP: 816851BR9<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14601.96     | 0.00%             | 2033-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| ONEOK INC                                                  | ONEOK Inc                                                                       | CUSIP: 682680CG6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11466.10     | 0.00%             | 2064-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 31297LBC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     39339 | PA      | $39879.27     | 0.01%             | 2035-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                             | Starbucks Corp                                                                  | CUSIP: 855244AP4<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11855.39     | 0.00%             | 2028-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                            | United States Treasury Note/Bond                                                | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $2684179.70   | 0.53%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                                 | Hasbro Inc                                                                      | CUSIP: 418056AZ0<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |     68000 | PA      | $66255.25     | 0.01%             | 2029-11-19      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                      | PACCAR Financial Corp                                                           | CUSIP: 69371RS98<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23728.33     | 0.00%             | 2034-03-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                | Ovintiv Inc                                                                     | CUSIP: 698900AG2<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7733.32      | 0.00%             | 2031-11-01      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                      | Unilever Capital Corp                                                           | CUSIP: 904764AH0<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |     26000 | PA      | $28518.57     | 0.01%             | 2032-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                                   | Archer-Daniels-Midland Co                                                       | CUSIP: 039482AC8<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |     15000 | PA      | $9369.27      | 0.00%             | 2051-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                   | Florida Power & Light Co                                                        | CUSIP: 341081GT8<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15574.68     | 0.00%             | 2029-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                                     | PPL Electric Utilities Corp                                                     | CUSIP: 69351UAW3<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |     41000 | PA      | $27498.34     | 0.01%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NIKE INC                                                   | NIKE Inc                                                                        | CUSIP: 654106AG8<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |     13000 | PA      | $9763.72      | 0.00%             | 2046-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                       | Royal Bank of Canada                                                            | CUSIP: 78016HZW3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     98000 | PA      | $102153.77    | 0.02%             | 2034-02-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31413LN54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1127 | PA      | $1185.08      | 0.00%             | 2037-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                         | Regency Centers LP                                                              | CUSIP: 75884RBB8<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8227.32      | 0.00%             | 2034-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                                      | Applied Materials Inc                                                           | CUSIP: 038222AM7<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17485.49     | 0.00%             | 2047-04-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                    | HCA Inc                                                                         | CUSIP: 404119BU2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26054.51     | 0.01%             | 2027-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                         | Analog Devices Inc                                                              | CUSIP: 032654AW5<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |     15000 | PA      | $11110.41     | 0.00%             | 2041-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                      | Texas Instruments Inc                                                           | CUSIP: 882508BF0<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13396.59     | 0.00%             | 2039-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP                                          | ITC Holdings Corp                                                               | CUSIP: 465685AP0<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |     33000 | PA      | $32402.46     | 0.01%             | 2027-11-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| PRES & FELLOWS OF HARVAR                                   | President and Fellows of Harvard College                                        | CUSIP: 740816AR4<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15114.27     | 0.00%             | 2035-02-15      | Fixed         | 4.61%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3128M4CE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19276 | PA      | $20090.57     | 0.00%             | 2036-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                             | Amazon.com Inc                                                                  | CUSIP: 023135BJ4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     61000 | PA      | $51652.97     | 0.01%             | 2047-08-22      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                               | Comcast Corp                                                                    | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    108000 | PA      | $66584.70     | 0.01%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                           | Progressive Corp/The                                                            | CUSIP: 743315AW3<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9626.93      | 0.00%             | 2030-03-26      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN FINANCIAL GROUP                                   | American Financial Group Inc/OH                                                 | CUSIP: 025932AL8<br>LEI: 549300AFOM7IVKIU1G39 | Long             | DBT              | CORP              | US        |     12000 | PA      | $10059.37     | 0.00%             | 2047-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                           | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526BZ1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    137000 | PA      | $136859.50    | 0.03%             | 2026-01-13      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| KFW                                                        | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769JG0<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    118000 | PA      | $102004.95    | 0.02%             | 2030-09-30      | Fixed         | 0.75%                 | No            |                  2 | On Loan: —       |
| AUTONATION INC                                             | AutoNation Inc                                                                  | CUSIP: 05329WAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     17000 | PA      | $16834.64     | 0.00%             | 2027-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                   | Citizens Financial Group Inc                                                    | CUSIP: 174610AT2<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    115000 | PA      | $108905.53    | 0.02%             | 2030-04-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                       | Westpac Banking Corp                                                            | CUSIP: 961214FC2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     22000 | PA      | $22097.16     | 0.00%             | 2027-08-26      | Fixed         | 4.04%                 | No            |                  2 | On Loan: —       |
| CI FINANCIAL CORP                                          | CI Financial Corp                                                               | CUSIP: 125491AP5<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |      7000 | PA      | $5081.15      | 0.00%             | 2051-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                    | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     48000 | PA      | $47596.86     | 0.01%             | 2029-04-23      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| TAPESTRY INC                                               | Tapestry Inc                                                                    | CUSIP: 189754AC8<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7995.58      | 0.00%             | 2027-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                           | Coca-Cola Co/The                                                                | CUSIP: 191216CV0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     65000 | PA      | $58480.70     | 0.01%             | 2030-06-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                  | ONEOK Inc                                                                       | CUSIP: 682680AW3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12991.87     | 0.00%             | 2029-03-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                   | Western Midstream Operating LP                                                  | CUSIP: 958254AH7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7012.04      | 0.00%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                            | CUSIP: 06051GGM5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     46000 | PA      | $42913.24     | 0.01%             | 2038-04-24      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                   | Western Midstream Operating LP                                                  | CUSIP: 958254AK0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8070.09      | 0.00%             | 2028-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                    | Simon Property Group LP                                                         | CUSIP: 828807DC8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14851.71     | 0.00%             | 2027-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                    | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZN7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     36000 | PA      | $28418.19     | 0.01%             | 2043-02-24      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                             | S&P Global Inc                                                                  | CUSIP: 78409VAQ7<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     12000 | PA      | $8639.64      | 0.00%             | 2049-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                     | Sempra                                                                          | CUSIP: 816851BG3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19625.75     | 0.00%             | 2028-02-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                   | Virginia Electric and Power Co                                                  | CUSIP: 927804GK4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15272.64     | 0.00%             | 2033-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31415RVK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6102 | PA      | $6359.01      | 0.00%             | 2038-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PACKAGING CORP OF AMERIC                                   | Packaging Corp of America                                                       | CUSIP: 695156AT6<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9865.03      | 0.00%             | 2027-12-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: —       |
| REGENCY CENTERS LP                                         | Regency Centers LP                                                              | CUSIP: 75884RBA0<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11686.79     | 0.00%             | 2030-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| AFLAC INC                                                  | Aflac Inc                                                                       | CUSIP: 001055AR3<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |      8000 | PA      | $6560.69      | 0.00%             | 2046-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                           | Black Hills Corp                                                                | CUSIP: 092113AS8<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |      6000 | PA      | $4524.90      | 0.00%             | 2049-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                       | Royal Bank of Canada                                                            | CUSIP: 78016FZQ0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     22000 | PA      | $21360.10     | 0.00%             | 2032-05-04      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                   | Visa Inc                                                                        | CUSIP: 92826CAM4<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     46000 | PA      | $42327.91     | 0.01%             | 2030-04-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| DOLLAR TREE INC                                            | Dollar Tree Inc                                                                 | CUSIP: 256746AJ7<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |     16000 | PA      | $14280.00     | 0.00%             | 2031-12-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: —       |
| BOSTON PROPERTIES LP                                       | Boston Properties LP                                                            | CUSIP: 10112RBD5<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |     76000 | PA      | $70698.29     | 0.01%             | 2031-01-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| EXPAND ENERGY CORP                                         | Expand Energy Corp                                                              | CUSIP: 845467AT6<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     22000 | PA      | $21630.45     | 0.00%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                   | Devon Energy Corp                                                               | CUSIP: 25179MBE2<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7000.52      | 0.00%             | 2028-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3132GE7K0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    149309 | PA      | $149684.52    | 0.03%             | 2041-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 31292KYV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18680 | PA      | $19811.18     | 0.00%             | 2039-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                             | Amazon.com Inc                                                                  | CUSIP: 023135CB0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     56000 | PA      | $38996.81     | 0.01%             | 2051-05-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| EVERGY METRO                                               | Evergy Metro Inc                                                                | CUSIP: 485134BS8<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |      9000 | PA      | $7297.00      | 0.00%             | 2049-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                     | Marvell Technology Inc                                                          | CUSIP: 573874AN4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10159.42     | 0.00%             | 2028-06-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                                         | Ameren Illinois Co                                                              | CUSIP: 02361DAR1<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7828.97      | 0.00%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                          | Eversource Energy                                                               | CUSIP: 30040WAF5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9975.64      | 0.00%             | 2029-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCE                                   | Pioneer Natural Resources Co                                                    | CUSIP: 723787AT4<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14864.38     | 0.00%             | 2026-01-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                               | Stryker Corp                                                                    | CUSIP: 863667AE1<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |      8000 | PA      | $6842.00      | 0.00%             | 2043-04-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                            | Chevron USA Inc                                                                 | CUSIP: 166756AH9<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |     70000 | PA      | $41706.47     | 0.01%             | 2050-08-12      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                                         | Sonoco Products Co                                                              | CUSIP: 835495AJ1<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11248.71     | 0.00%             | 2040-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3128K96H2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20134 | PA      | $20984.81     | 0.00%             | 2036-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31408CCW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     94961 | PA      | $98304.75     | 0.02%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORP                                               | Chevron Corp                                                                    | CUSIP: 166764BX7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $19448.86     | 0.00%             | 2027-05-11      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                    | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JBX1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5786.59      | 0.00%             | 2052-10-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ARROW ELECTRONICS INC                                      | Arrow Electronics Inc                                                           | CUSIP: 042735BF6<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9887.92      | 0.00%             | 2028-01-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PACKAGING CORP OF AMERIC                                   | Packaging Corp of America                                                       | CUSIP: 695156AX7<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8476.97      | 0.00%             | 2033-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| PROCTER & GAMBLE CO/THE                                    | Procter & Gamble Co/The                                                         | CUSIP: 742718FQ7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    151000 | PA      | $135869.28    | 0.03%             | 2031-04-23      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31411E4Y0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15521 | PA      | $16288.34     | 0.00%             | 2037-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 312935GN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     61045 | PA      | $61656.32     | 0.01%             | 2039-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                             | S&P Global Inc                                                                  | CUSIP: 78409VBJ2<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23891.48     | 0.00%             | 2029-03-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                       | Waste Management Inc                                                            | CUSIP: 94106LBE8<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13769.56     | 0.00%             | 2027-11-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                     | ConocoPhillips Co                                                               | CUSIP: 20826FAC0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    143000 | PA      | $123726.43    | 0.02%             | 2044-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                                         | Ameren Illinois Co                                                              | CUSIP: 02361DBB5<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9102.63      | 0.00%             | 2054-07-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                 | JP MORGAN SECURITIES LLC                                                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | Long             | RA               | CORP              | US        |    880496 | PA      | $880496.00    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                                   | Archer-Daniels-Midland Co                                                       | CUSIP: 039483AU6<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9501.36      | 0.00%             | 2035-09-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| HOWMET AEROSPACE INC                                       | Howmet Aerospace Inc                                                            | CUSIP: 443201AB4<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13512.12     | 0.00%             | 2029-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                           | T-Mobile USA Inc                                                                | CUSIP: 87264ADB8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27018.17     | 0.01%             | 2054-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| ARROW ELECTRONICS INC                                      | Arrow Electronics Inc                                                           | CUSIP: 04273WAE1<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10486.38     | 0.00%             | 2034-04-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                     | Asian Development Bank                                                          | CUSIP: 045167FB4<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | N/A       |    118000 | PA      | $104619.79    | 0.02%             | 2031-03-04      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                        | Synchrony Financial                                                             | CUSIP: 87165BAR4<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     33000 | PA      | $29236.74     | 0.01%             | 2031-10-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31412MFW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       219 | PA      | $226.58       | 0.00%             | 2038-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                                   | Aptiv Swiss Holdings Ltd                                                        | CUSIP: 03835VAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |      7000 | PA      | $6418.21      | 0.00%             | 2049-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                         | Ford Motor Co                                                                   | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     40000 | PA      | $31910.01     | 0.01%             | 2043-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| XYLEM INC                                                  | Xylem Inc/NY                                                                    | CUSIP: 98419MAK6<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |      8000 | PA      | $6814.24      | 0.00%             | 2046-11-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| KFW                                                        | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769KB9<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    118000 | PA      | $123351.17    | 0.02%             | 2030-10-29      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| PACIFICORP                                                 | PacifiCorp                                                                      | CUSIP: 695114CT3<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     12000 | PA      | $9350.56      | 0.00%             | 2049-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                          | Expedia Group Inc                                                               | CUSIP: 30212PAP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $19830.71     | 0.00%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3129344K5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     53982 | PA      | $54389.91     | 0.01%             | 2039-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TELEDYNE FLIR LLC                                          | Teledyne FLIR LLC                                                               | CUSIP: 302445AE1<br>LEI: 5493000HDPX16EHNN346 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9162.03      | 0.00%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                         | Vodafone Group PLC                                                              | CUSIP: 92857WBZ2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     10000 | PA      | $9747.18      | 0.00%             | 2063-02-10      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                                         | Southwest Gas Corp                                                              | CUSIP: 845011AE5<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11544.14     | 0.00%             | 2032-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31410SD53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3313 | PA      | $3466.47      | 0.00%             | 2036-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                           | T-Mobile USA Inc                                                                | CUSIP: 87264ACS2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9414.04      | 0.00%             | 2029-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                   | Berkshire Hathaway Energy Co                                                    | CUSIP: 084659AF8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13299.95     | 0.00%             | 2045-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                        | Carrier Global Corp                                                             | CUSIP: 14448CAQ7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37503.15     | 0.01%             | 2030-02-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO                                             | Halliburton Co                                                                  | CUSIP: 406216BK6<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |     62000 | PA      | $56426.09     | 0.01%             | 2045-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                     | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAE3<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7967.32      | 0.00%             | 2027-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CUBESMART LP                                               | CubeSmart LP                                                                    | CUSIP: 22966RAE6<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7008.45      | 0.00%             | 2029-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                             | Eli Lilly & Co                                                                  | CUSIP: 532457CK2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20319.76     | 0.00%             | 2029-02-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                                                | CUSIP: 94974BGU8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     46000 | PA      | $40849.94     | 0.01%             | 2046-12-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                       | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAN0<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8822.35      | 0.00%             | 2031-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                     | Diamondback Energy Inc                                                          | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28897.49     | 0.01%             | 2054-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                                           | HF Sinclair Corp                                                                | CUSIP: 403949AS9<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |     31000 | PA      | $32422.61     | 0.01%             | 2035-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                             | Morgan Stanley                                                                  | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     58000 | PA      | $58651.79     | 0.01%             | 2030-10-18      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                      | Truist Financial Corp                                                           | CUSIP: 89788MAC6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13282.22     | 0.00%             | 2027-08-03      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                                                | CUSIP: 949746NL1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12427.57     | 0.00%             | 2036-12-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                    | John Deere Capital Corp                                                         | CUSIP: 24422EUU1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    202000 | PA      | $198587.67    | 0.04%             | 2029-03-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                    | John Deere Capital Corp                                                         | CUSIP: 24422ETH2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9909.51      | 0.00%             | 2026-06-10      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                             | Lowe's Cos Inc                                                                  | CUSIP: 548661EG8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14860.18     | 0.00%             | 2027-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                             | Solventum Corp                                                                  | CUSIP: 83444MAP6<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36127.00     | 0.01%             | 2029-03-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CUBESMART LP                                               | CubeSmart LP                                                                    | CUSIP: 22966RAH9<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10361.28     | 0.00%             | 2028-12-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UNIV SOUTHERN CALIFORNIA                                   | University of Southern California                                               | CUSIP: 914886AB2<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12418.03     | 0.00%             | 2039-10-01      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                    | Honeywell International Inc                                                     | CUSIP: 438516CS3<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     29000 | PA      | $29497.17     | 0.01%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC                                           | Markel Group Inc                                                                | CUSIP: 570535AV6<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7902.63      | 0.00%             | 2050-09-17      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ARES MANAGEMENT CORP                                       | Ares Management Corp                                                            | CUSIP: 03990BAB7<br>LEI: 529900JUV61FH7B8VW38 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12586.04     | 0.00%             | 2054-10-11      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| AIR LEASE CORP                                             | Air Lease Corp                                                                  | CUSIP: 00914AAE2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9499.87      | 0.00%             | 2029-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                      | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150AS3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13893.16     | 0.00%             | 2030-02-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31410UZK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1277 | PA      | $1328.20      | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                         | Energy Transfer LP                                                              | CUSIP: 29273RBJ7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20149.07     | 0.00%             | 2045-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                                | Equifax Inc                                                                     | CUSIP: 294429AT2<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17689.07     | 0.00%             | 2031-09-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                      | PACCAR Financial Corp                                                           | CUSIP: 69371RR65<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5849.45      | 0.00%             | 2027-02-04      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31410KJ54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22645 | PA      | $23573.26     | 0.00%             | 2037-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                          | Union Electric Co                                                               | CUSIP: 906548CL4<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |      8000 | PA      | $6278.38      | 0.00%             | 2045-04-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                      | American Homes 4 Rent LP                                                        | CUSIP: 02666TAA5<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9977.98      | 0.00%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3128L03L4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7122 | PA      | $7377.86      | 0.00%             | 2037-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                                | PNC Bank NA                                                                     | CUSIP: 69353RFG8<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    151000 | PA      | $148505.51    | 0.03%             | 2027-10-25      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                       | Waste Management Inc                                                            | CUSIP: 94106LBS7<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     19000 | PA      | $18811.74     | 0.00%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER CO                                   | Tucson Electric Power Co                                                        | CUSIP: 898813AV2<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7828.19      | 0.00%             | 2053-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                                        | Highwoods Realty LP                                                             | CUSIP: 431282AT9<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6188.41      | 0.00%             | 2031-02-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                     | Blackstone Private Credit Fund                                                  | CUSIP: 09261HBC0<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10685.04     | 0.00%             | 2028-11-27      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                   | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556CL4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     24000 | PA      | $21212.57     | 0.00%             | 2031-10-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31412AWL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49596 | PA      | $52119.73     | 0.01%             | 2037-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                     | Verizon Communications Inc                                                      | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     53000 | PA      | $41899.52     | 0.01%             | 2041-03-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                   | BHP Billiton Finance USA Ltd                                                    | CUSIP: 055451BF4<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     16000 | PA      | $16267.50     | 0.00%             | 2053-09-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                             | Eli Lilly & Co                                                                  | CUSIP: 532457CG1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     27000 | PA      | $25200.62     | 0.01%             | 2053-02-27      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                | Equinix Inc                                                                     | CUSIP: 29444UBM7<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     10000 | PA      | $6403.43      | 0.00%             | 2051-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31409TU55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13167 | PA      | $13882.48     | 0.00%             | 2036-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                   | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432PA7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     83000 | PA      | $89087.46     | 0.02%             | 2033-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: —       |
| UNIV OF NOTRE DAME                                         | University of Notre Dame du Lac                                                 | CUSIP: 914744AD9<br>LEI: XV74408A6JGDG5126L34 | Long             | DBT              | CORP              | US        |      8000 | PA      | $6284.43      | 0.00%             | 2045-02-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJCS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    318336 | PA      | $331777.30    | 0.07%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                      | Micron Technology Inc                                                           | CUSIP: 595112BV4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     25000 | PA      | $27182.34     | 0.01%             | 2029-11-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                        | PayPal Holdings Inc                                                             | CUSIP: 70450YAN3<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9543.18      | 0.00%             | 2062-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                            | CUSIP: 06051GFQ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     12000 | PA      | $10943.61     | 0.00%             | 2045-04-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INDIANA UNIV HEALTH INC                                    | Indiana University Health Inc Obligated Group                                   | CUSIP: 455170AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     17000 | PA      | $10938.83     | 0.00%             | 2051-11-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                   | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAU8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    122000 | PA      | $122071.17    | 0.02%             | 2027-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                   | Florida Power & Light Co                                                        | CUSIP: 341081FB8<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10821.30     | 0.00%             | 2039-04-01      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                                     | TotalEnergies Capital International SA                                          | CUSIP: 89153VAX7<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |     16000 | PA      | $12142.69     | 0.00%             | 2041-06-29      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                             | Morgan Stanley                                                                  | CUSIP: 617482V92<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     38000 | PA      | $42707.39     | 0.01%             | 2042-07-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL (CHICAGO BRANCH)                          | BANK OF MONTREAL (CHICAGO BRANCH)                                               | CUSIP: 06367DSL0<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499991.40    | 0.10%             | 2026-03-09      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                             | S&P Global Inc                                                                  | CUSIP: 78409VAM6<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9864.32      | 0.00%             | 2027-01-22      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                    | KeyCorp                                                                         | CUSIP: 49326EEK5<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15549.40     | 0.00%             | 2027-04-06      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| KFW                                                        | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769BR4<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    118000 | PA      | $75580.39     | 0.02%             | 2036-04-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MEMORIAL SLOAN-KETTERING                                   | Memorial Sloan-Kettering Cancer Center                                          | CUSIP: 586054AC2<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |     11000 | PA      | $9007.58      | 0.00%             | 2055-07-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                   | Occidental Petroleum Corp                                                       | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     29000 | PA      | $31093.31     | 0.01%             | 2030-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| AFLAC INC                                                  | Aflac Inc                                                                       | CUSIP: 001055BJ0<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19612.15     | 0.00%             | 2030-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                      | PACCAR Financial Corp                                                           | CUSIP: 69371RS23<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6000.21      | 0.00%             | 2025-10-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                                        | American International Group Inc                                                | CUSIP: 026874DA2<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13406.65     | 0.00%             | 2044-07-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                    | Marathon Petroleum Corp                                                         | CUSIP: 56585AAH5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     72000 | PA      | $62029.19     | 0.01%             | 2044-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                     | Verizon Communications Inc                                                      | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     75000 | PA      | $68207.84     | 0.01%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                                              | Sutter Health                                                                   | CUSIP: 86944BAG8<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |     14000 | PA      | $12824.40     | 0.00%             | 2030-08-15      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                              | Amphenol Corp                                                                   | CUSIP: 032095AN1<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9146.15      | 0.00%             | 2027-04-05      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2018-1 AA PTT                                   | United Airlines 2018-1 Class AA Pass Through Trust                              | CUSIP: 909318AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    116457 | PA      | $111932.27    | 0.02%             | 2030-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                        | COMM 2016-COR1 Mortgage Trust                                                   | CUSIP: 12594MBG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    501000 | PA      | $486744.10    | 0.10%             | 2049-10-10      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                      | Canadian National Railway Co                                                    | CUSIP: 136375BQ4<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |     28000 | PA      | $31452.63     | 0.01%             | 2037-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                | Oracle Corp                                                                     | CUSIP: 68389XBH7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     24000 | PA      | $21380.38     | 0.00%             | 2036-07-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                                        | Dollar General Corp                                                             | CUSIP: 256677AM7<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12468.16     | 0.00%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| CIGNA GROUP/THE                                            | Cigna Group/The                                                                 | CUSIP: 125523AJ9<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     45000 | PA      | $42961.03     | 0.01%             | 2038-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                    | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYK4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     28000 | PA      | $20671.62     | 0.00%             | 2042-07-21      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                   | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $25084.56     | 0.00%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31413RD52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       863 | PA      | $905.58       | 0.00%             | 2037-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                                        | Highwoods Realty LP                                                             | CUSIP: 431282AR3<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6864.51      | 0.00%             | 2029-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                           | T-Mobile USA Inc                                                                | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    152000 | PA      | $149093.29    | 0.03%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31415VAQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18182 | PA      | $19081.97     | 0.00%             | 2038-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                   | Healthcare Realty Holdings LP                                                   | CUSIP: 42225UAH7<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |     16000 | PA      | $13896.29     | 0.00%             | 2031-03-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                | Viatris Inc                                                                     | CUSIP: 92556VAF3<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |     35000 | PA      | $23894.69     | 0.00%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31416BN53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     77580 | PA      | $80568.73     | 0.02%             | 2036-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                  | Boeing Co/The                                                                   | CUSIP: 097023CD5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19304.06     | 0.00%             | 2029-03-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                                        | Dollar General Corp                                                             | CUSIP: 256677AF2<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9962.48      | 0.00%             | 2028-05-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31403RR26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21829 | PA      | $22249.62     | 0.00%             | 2034-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                     | Verizon Communications Inc                                                      | CUSIP: 92343VFR0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     46000 | PA      | $40256.68     | 0.01%             | 2031-01-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                   | Florida Power & Light Co                                                        | CUSIP: 341081GK7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20529.29     | 0.00%             | 2028-04-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                        | Cardinal Health Inc                                                             | CUSIP: 14149YBD9<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     53000 | PA      | $48011.67     | 0.01%             | 2045-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                   | Western Midstream Operating LP                                                  | CUSIP: 958667AA5<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17421.99     | 0.00%             | 2050-02-01      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                      | MidAmerican Energy Co                                                           | CUSIP: 595620AR6<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8078.88      | 0.00%             | 2047-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                         | Regal Rexnord Corp                                                              | CUSIP: 758750AP8<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26850.57     | 0.01%             | 2033-04-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| LANDESBANK HESSEN THUERINGEN GIROZENTRALE(NEW YORK BRANCH) | LANDESBANK HESSEN THUERINGEN GIROZENTRALE(NEW YORK BRANCH)                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    900000 | PA      | $900908.82    | 0.18%             | 2026-01-21      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                      | Southern California Gas Co                                                      | CUSIP: 842434CZ3<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10347.31     | 0.00%             | 2033-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                                      | Applied Materials Inc                                                           | CUSIP: 038222AJ4<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14000.00     | 0.00%             | 2025-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                | US LONG BOND(CBT)                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        10 | NC      | $-1271.40     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS PLC                                               | Barclays PLC                                                                    | CUSIP: 06738ECJ2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    210000 | PA      | $214281.72    | 0.04%             | 2027-09-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 3138WHLM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1223856 | PA      | $1112844.67   | 0.22%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV FIN                                   | Anheuser-Busch InBev Finance Inc                                                | CUSIP: 035242AN6<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |     31000 | PA      | $28977.48     | 0.01%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                        | Bank of Nova Scotia/The                                                         | CUSIP: 0641598K5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     18000 | PA      | $17555.68     | 0.00%             | 2026-09-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                     | BP Capital Markets America Inc                                                  | CUSIP: 10373QBG4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     18000 | PA      | $11918.21     | 0.00%             | 2050-02-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ADVOCATE HEALTH CORP                                       | Advocate Health & Hospitals Corp                                                | CUSIP: 007589AC8<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |      9000 | PA      | $6555.08      | 0.00%             | 2049-10-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| KFW                                                        | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769JD7<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    118000 | PA      | $109698.89    | 0.02%             | 2029-09-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| ONEOK INC                                                  | ONEOK Inc                                                                       | CUSIP: 682680BZ5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8538.59      | 0.00%             | 2049-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                         | Union Pacific Corp                                                              | CUSIP: 907818FS2<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     23000 | PA      | $16236.12     | 0.00%             | 2071-04-06      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                    | Bristol-Myers Squibb Co                                                         | CUSIP: 110122CR7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     76000 | PA      | $63056.82     | 0.01%             | 2049-10-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                 | FedEx Corp                                                                      | CUSIP: 31428XCW4<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     11000 | PA      | $8358.60      | 0.00%             | 2048-02-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                             | PECO Energy Co                                                                  | CUSIP: 693304AS6<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    151000 | PA      | $128658.53    | 0.03%             | 2044-10-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                             | Morgan Stanley                                                                  | CUSIP: 61747YFQ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     48000 | PA      | $50134.26     | 0.01%             | 2030-04-18      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                      | Lincoln National Corp                                                           | CUSIP: 534187BK4<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9453.41      | 0.00%             | 2031-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                   | Devon Energy Corp                                                               | CUSIP: 25179MAU7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13072.16     | 0.00%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| LAS VEGAS SANDS CORP                                       | Las Vegas Sands Corp                                                            | CUSIP: 517834AJ6<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15310.33     | 0.00%             | 2027-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31410XF50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5176 | PA      | $5343.92      | 0.00%             | 2036-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                        | PayPal Holdings Inc                                                             | CUSIP: 70450YAJ2<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |     20000 | PA      | $14081.75     | 0.00%             | 2050-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31403MWB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1803 | PA      | $1853.74      | 0.00%             | 2034-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                    | Japan Bank for International Cooperation                                        | CUSIP: 471048CL0<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    200000 | PA      | $174368.90    | 0.03%             | 2031-01-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                 | AbbVie Inc                                                                      | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    124000 | PA      | $111032.70    | 0.02%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                                   | Martin Marietta Materials Inc                                                   | CUSIP: 573284AU0<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |     12000 | PA      | $10126.40     | 0.00%             | 2047-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                          | L3Harris Technologies Inc                                                       | CUSIP: 502431AS8<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15429.76     | 0.00%             | 2029-06-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31416CMZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    103231 | PA      | $108842.80    | 0.02%             | 2038-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                        | JPMorgan Chase & Co                                                             | CUSIP: 46647PAJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    151000 | PA      | $136025.39    | 0.03%             | 2038-07-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                   | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BQ4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     88000 | PA      | $56759.45     | 0.01%             | 2051-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                 | AbbVie Inc                                                                      | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    124000 | PA      | $119664.22    | 0.02%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                   | Florida Power & Light Co                                                        | CUSIP: 341081GM3<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14770.57     | 0.00%             | 2053-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FORTUNE BRANDS INNOVATIO                                   | Fortune Brands Innovations Inc                                                  | CUSIP: 34964CAG1<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |      9000 | PA      | $7411.93      | 0.00%             | 2052-03-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| APPLOVIN CORP                                              | AppLovin Corp                                                                   | CUSIP: 03831WAE8<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |     33000 | PA      | $33453.88     | 0.01%             | 2054-12-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                            | Caterpillar Inc                                                                 | CUSIP: 149123CB5<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |     86000 | PA      | $72705.57     | 0.01%             | 2042-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH)            | LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH)                                 | CUSIP: 51501YW40<br>LEI: B81CK4ESI35472RHJ606 | Long             | DBT              | CORP              | US        |    900000 | PA      | $900175.05    | 0.18%             | 2025-11-17      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31408JJ36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9014 | PA      | $9461.36      | 0.00%             | 2036-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                        | Moody's Corp                                                                    | CUSIP: 615369AQ8<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7361.37      | 0.00%             | 2048-12-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                      | MidAmerican Energy Co                                                           | CUSIP: 59562EAH8<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7567.21      | 0.00%             | 2036-10-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| UNIV OF NOTRE DAME                                         | University of Notre Dame du Lac                                                 | CUSIP: 914748AA6<br>LEI: XV74408A6JGDG5126L34 | Long             | DBT              | CORP              | US        |      8000 | PA      | $6034.98      | 0.00%             | 2048-02-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                       | Shell Finance US Inc                                                            | CUSIP: 822905AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    196000 | PA      | $188323.44    | 0.04%             | 2035-05-11      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                       | Parker-Hannifin Corp                                                            | CUSIP: 701094AJ3<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13854.70     | 0.00%             | 2027-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                                     | Boston Scientific Corp                                                          | CUSIP: 101137BA4<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |     24000 | PA      | $22456.53     | 0.00%             | 2030-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 3138E0RA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    372417 | PA      | $354718.54    | 0.07%             | 2041-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                      | MidAmerican Energy Co                                                           | CUSIP: 595620AP0<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |      9000 | PA      | $7669.60      | 0.00%             | 2046-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                      | Micron Technology Inc                                                           | CUSIP: 595112BU6<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     31000 | PA      | $22196.08     | 0.00%             | 2051-11-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: —       |
| JOHN DEERE CAPITAL CORP                                    | John Deere Capital Corp                                                         | CUSIP: 24422EVR7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10780.79     | 0.00%             | 2026-06-17      | Fixed         | 1.05%                 | No            |                  2 | On Loan: —       |
| REPUBLIC OF POLAND                                         | Republic of Poland Government International Bond                                | CUSIP: 731011AX0<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     29000 | PA      | $29568.40     | 0.01%             | 2029-03-18      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                                         | Diageo Capital PLC                                                              | CUSIP: 25243YBE8<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    137000 | PA      | $118590.18    | 0.02%             | 2032-04-29      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| JOHNS HOPKINS UNIVERSITY                                   | Johns Hopkins University                                                        | CUSIP: 478115AH1<br>LEI: 549300Z1XKWYKTIOM958 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17299.10     | 0.00%             | 2032-07-01      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                   | Baxter International Inc                                                        | CUSIP: 071813CS6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     31000 | PA      | $27185.83     | 0.01%             | 2032-02-01      | Fixed         | 2.54%                 | No            |                  2 | On Loan: —       |
| AMERICAN EXPRESS CO                                        | American Express Co                                                             | CUSIP: 025816CX5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15295.77     | 0.00%             | 2033-05-26      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                            | CVS Health Corp                                                                 | CUSIP: 126650CD0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14049.24     | 0.00%             | 2043-12-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                    | Hungary Government International Bond                                           | CUSIP: 445545AF3<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     32000 | PA      | $38032.00     | 0.01%             | 2041-03-29      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                       | Westpac Banking Corp                                                            | CUSIP: 961214DF7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     33000 | PA      | $32908.47     | 0.01%             | 2031-11-23      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                      | Entergy Louisiana LLC                                                           | CUSIP: 29364WBB3<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     17000 | PA      | $14006.78     | 0.00%             | 2048-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                                      | Applied Materials Inc                                                           | CUSIP: 038222AK1<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10388.69     | 0.00%             | 2035-10-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| MT SINAI HOSPITAL                                          | Mount Sinai Hospital/The                                                        | CUSIP: 623115AF9<br>LEI: 549300IJEDK5LH7YPT15 | Long             | DBT              | CORP              | US        |      8000 | PA      | $5106.28      | 0.00%             | 2050-07-01      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                   | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MAV2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     53000 | PA      | $52344.17     | 0.01%             | 2027-10-18      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                   | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAX2<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     16000 | PA      | $14868.21     | 0.00%             | 2052-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                     | Asian Development Bank                                                          | CUSIP: 04517PBT8<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | N/A       |    118000 | PA      | $116783.53    | 0.02%             | 2033-06-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTN                                   | Piedmont Operating Partnership LP                                               | CUSIP: 720198AF7<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |     17000 | PA      | $14493.23     | 0.00%             | 2032-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31415QDS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19576 | PA      | $20401.34     | 0.00%             | 2038-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                      | Becton Dickinson & Co                                                           | CUSIP: 075887CL1<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     26000 | PA      | $22941.03     | 0.00%             | 2031-02-11      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| BARRICK PD AU FIN PTY LT                                   | Barrick PD Australia Finance Pty Ltd                                            | CUSIP: 06849UAD7<br>LEI: 5493008DX0TK7OFLV260 | Long             | DBT              | CORP              | AU        |     67000 | PA      | $71193.99     | 0.01%             | 2039-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SANOFI SA                                                  | Sanofi SA                                                                       | CUSIP: 801060AD6<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |     20000 | PA      | $19907.00     | 0.00%             | 2028-06-19      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                       | Waste Management Inc                                                            | CUSIP: 94106LBY4<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14485.13     | 0.00%             | 2031-07-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                               | Broadcom Inc                                                                    | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    181000 | PA      | $180593.72    | 0.04%             | 2037-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                             | Air Lease Corp                                                                  | CUSIP: 00914AAB8<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14922.88     | 0.00%             | 2026-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                   | Constellation Energy Generation LLC                                             | CUSIP: 30161MAJ2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7217.42      | 0.00%             | 2041-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3132GGBJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    370779 | PA      | $368659.10    | 0.07%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                           | Puget Energy Inc                                                                | CUSIP: 745310AN2<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8632.54      | 0.00%             | 2032-03-15      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                   | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $43242.51     | 0.01%             | 2047-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                        | Fifth Third Bancorp                                                             | CUSIP: 316773DD9<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14579.59     | 0.00%             | 2027-11-01      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                     | BP Capital Markets America Inc                                                  | CUSIP: 10373QAT7<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     86000 | PA      | $85587.01     | 0.02%             | 2026-05-04      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                   | Sabine Pass Liquefaction LLC                                                    | CUSIP: 785592AZ9<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |      8752 | PA      | $9224.55      | 0.00%             | 2037-09-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| OHIOHEALTH CORP                                            | OhioHealth Corp                                                                 | CUSIP: 67777JAL2<br>LEI: JGYGIL4QGKKPZU7C1D18 | Long             | DBT              | CORP              | US        |     17000 | PA      | $15179.71     | 0.00%             | 2031-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                   | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99708.21     | 0.02%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NYU LANGONE HOSPITALS                                      | NYU Langone Hospitals                                                           | CUSIP: 62954RAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11000 | PA      | $7669.28      | 0.00%             | 2055-07-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| AMERICAN WATER CAPITAL C                                   | American Water Capital Corp                                                     | CUSIP: 03040WAD7<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     15000 | PA      | $16980.46     | 0.00%             | 2037-10-15      | Fixed         | 6.59%                 | No            |                  2 | On Loan: No      |
| AGREE LP                                                   | Agree LP                                                                        | CUSIP: 008513AD5<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6050.40      | 0.00%             | 2032-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| REGENERON PHARMACEUTICAL                                   | Regeneron Pharmaceuticals Inc                                                   | CUSIP: 75886FAE7<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22056.89     | 0.00%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                      | Truist Financial Corp                                                           | CUSIP: 89788MAS1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62983.09     | 0.01%             | 2035-01-24      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                           | T-Mobile USA Inc                                                                | CUSIP: 87264ADA0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18332.44     | 0.00%             | 2028-07-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| TORONTO-DOMINION BANK                                      | Toronto-Dominion Bank/The                                                       | CUSIP: 89114TZG0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     31000 | PA      | $30234.06     | 0.01%             | 2026-09-10      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                   | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556DA7<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20594.72     | 0.00%             | 2029-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| TARGA RESOURCES PARTNERS                                   | Targa Resources Partners LP / Targa Resources Partners Finance Corp             | CUSIP: 87612BBQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     19000 | PA      | $19331.06     | 0.00%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                                        | Northern Trust Corp                                                             | CUSIP: 665859AV6<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18237.20     | 0.00%             | 2030-05-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                                 | Kenvue Inc                                                                      | CUSIP: 49177JAR3<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |     42000 | PA      | $38989.17     | 0.01%             | 2063-03-22      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                   | EQT Corp                                                                        | CUSIP: 26884LAR0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26178.37     | 0.01%             | 2034-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31413NXZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       112 | PA      | $117.92       | 0.00%             | 2037-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                | Walmart Inc                                                                     | CUSIP: 931142CH4<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8263.90      | 0.00%             | 2027-04-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                   | Telefonica Emisiones SA                                                         | CUSIP: 87938WAT0<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |     80000 | PA      | $79870.88     | 0.02%             | 2027-03-08      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                       | Howmet Aerospace Inc                                                            | CUSIP: 022249AU0<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6349.73      | 0.00%             | 2028-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 31335YKA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     32988 | PA      | $34332.87     | 0.01%             | 2037-02-01      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                         | Ingersoll Rand Inc                                                              | CUSIP: 45687VAC0<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14241.77     | 0.00%             | 2027-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                           | T-Mobile USA Inc                                                                | CUSIP: 87264AAX3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     43000 | PA      | $38846.60     | 0.01%             | 2040-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                            | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     58000 | PA      | $51529.71     | 0.01%             | 2031-10-24      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                             | Salesforce Inc                                                                  | CUSIP: 79466LAM6<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |     25000 | PA      | $15771.48     | 0.00%             | 2061-07-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                   | Virginia Electric and Power Co                                                  | CUSIP: 927804GL2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14686.31     | 0.00%             | 2053-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                 | Fiserv Inc                                                                      | CUSIP: 337738BC1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    339000 | PA      | $313983.55    | 0.06%             | 2030-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Ginnie Mae II Pool                                                              | CUSIP: 36202FCQ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6532 | PA      | $6756.21      | 0.00%             | 2039-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                             | Amazon.com Inc                                                                  | CUSIP: 023135CC8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     36000 | PA      | $24103.99     | 0.00%             | 2061-05-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                 | Intel Corp                                                                      | CUSIP: 458140BJ8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    136000 | PA      | $90436.40     | 0.02%             | 2049-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                      | Norfolk Southern Corp                                                           | CUSIP: 655844BM9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    175000 | PA      | $147712.43    | 0.03%             | 2042-10-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 312928SQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       371 | PA      | $384.96       | 0.00%             | 2038-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                                        | Dollar General Corp                                                             | CUSIP: 256677AL9<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14146.40     | 0.00%             | 2032-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| TR FINANCE LLC                                             | TR Finance LLC                                                                  | CUSIP: 87268LAD9<br>LEI: 254900OWSTRTOV8P5W25 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7050.11      | 0.00%             | 2043-11-23      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                        | Carrier Global Corp                                                             | CUSIP: 14448CAS3<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     14000 | PA      | $10451.13     | 0.00%             | 2050-04-05      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                           | Crown Castle Inc                                                                | CUSIP: 22822VAV3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    171000 | PA      | $166782.96    | 0.03%             | 2026-07-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| CHILDREN'S HOSPITAL CORP                                   | Children's Hospital Corp/The                                                    | CUSIP: 16876BAA0<br>LEI: 549300NXFO6BISJLOS32 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5885.68      | 0.00%             | 2047-01-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                              | Amphenol Corp                                                                   | CUSIP: 032095AP6<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9289.62      | 0.00%             | 2029-04-05      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA                                           | ArcelorMittal SA                                                                | CUSIP: 03938LBG8<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |     10000 | PA      | $10684.20     | 0.00%             | 2034-06-17      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| STATE OF ISRAEL                                            | Israel Government International Bond                                            | CUSIP: 46514BRA7<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    220000 | PA      | $214610.00    | 0.04%             | 2033-01-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                   | Baxter International Inc                                                        | CUSIP: 071813BP3<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |      9000 | PA      | $6433.18      | 0.00%             | 2046-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DUKE UNIVERSITY                                            | Duke University                                                                 | CUSIP: 26442TAH0<br>LEI: FY5ICUIRRDCHN4HHL592 | Long             | DBT              | CORP              | US        |     12000 | PA      | $7594.52      | 0.00%             | 2055-10-01      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| AUTOMATIC DATA PROCESSNG                                   | Automatic Data Processing Inc                                                   | CUSIP: 053015AH6<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |     41000 | PA      | $40840.25     | 0.01%             | 2034-09-09      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                            | DTE Electric Co                                                                 | CUSIP: 23338VAV8<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10366.26     | 0.00%             | 2034-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                   | Telefonica Emisiones SA                                                         | CUSIP: 87938WAC7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |     42000 | PA      | $47402.64     | 0.01%             | 2036-06-20      | Fixed         | 7.04%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                | Cencora Inc                                                                     | CUSIP: 03073EAN5<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     22000 | PA      | $18493.08     | 0.00%             | 2045-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                 | Intel Corp                                                                      | CUSIP: 458140BH2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32508.02     | 0.01%             | 2029-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                        | JPMorgan Chase & Co                                                             | CUSIP: 46647PBM7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    268000 | PA      | $210736.19    | 0.04%             | 2041-04-22      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                | Walmart Inc                                                                     | CUSIP: 931142CY7<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7143.14      | 0.00%             | 2040-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KFW                                                        | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769HS6<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    178000 | PA      | $174863.46    | 0.03%             | 2028-04-03      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                   | Occidental Petroleum Corp                                                       | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     20000 | PA      | $23121.58     | 0.00%             | 2030-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                        | Dow Chemical Co/The                                                             | CUSIP: 260543DD2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    123000 | PA      | $83385.03     | 0.02%             | 2050-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AVERY DENNISON CORP                                        | Avery Dennison Corp                                                             | CUSIP: 053611AN9<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8462.41      | 0.00%             | 2033-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 31296WE45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8453 | PA      | $8524.76      | 0.00%             | 2034-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                       | Westpac Banking Corp                                                            | CUSIP: 961214EQ2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     22000 | PA      | $16852.83     | 0.00%             | 2040-11-16      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                              | DTE Energy Co                                                                   | CUSIP: 233331BL0<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |     17000 | PA      | $18072.88     | 0.00%             | 2034-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                      | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CBC7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    151000 | PA      | $109705.73    | 0.02%             | 2051-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                   | Capital One Financial Corp                                                      | CUSIP: 14040HBW4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     28000 | PA      | $27786.95     | 0.01%             | 2028-01-31      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                     | Verizon Communications Inc                                                      | CUSIP: 92343VFW9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     70000 | PA      | $43197.88     | 0.01%             | 2056-10-30      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                         | Ford Motor Co                                                                   | CUSIP: 345370CR9<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    122000 | PA      | $121519.26    | 0.02%             | 2026-12-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Ginnie Mae I Pool                                                               | CUSIP: 36296US35<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     20512 | PA      | $21047.83     | 0.00%             | 2039-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ADVANCED MICRO DEVICES                                     | Advanced Micro Devices Inc                                                      | CUSIP: 007903BF3<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9786.86      | 0.00%             | 2032-06-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: —       |
| COMMONSPIRIT HEALTH                                        | CommonSpirit Health                                                             | CUSIP: 20268JAS2<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15253.34     | 0.00%             | 2034-12-01      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Ginnie Mae II Pool                                                              | CUSIP: 36202FRD0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     75445 | PA      | $78036.27     | 0.02%             | 2041-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                     | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCJ7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20459.49     | 0.00%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MDC HOLDINGS INC                                           | MDC Holdings Inc                                                                | CUSIP: 552676AU2<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6180.12      | 0.00%             | 2031-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                   | Berkshire Hathaway Energy Co                                                    | CUSIP: 084659AR2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17120.26     | 0.00%             | 2049-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                  | ONEOK Inc                                                                       | CUSIP: 682680BR3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12007.29     | 0.00%             | 2026-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC.                               | RBC DOMINION SECURITIES INC                                                     | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | Long             | RA               | CORP              | US        |    391813 | PA      | $391813.00    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                            | United States Treasury Note/Bond                                                | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19467100 | PA      | $19534018.16  | 3.89%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                | MetLife Inc                                                                     | CUSIP: 59156RBN7<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     69000 | PA      | $58333.31     | 0.01%             | 2045-03-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ELECTRONIC ARTS INC                                        | Electronic Arts Inc                                                             | CUSIP: 285512AE9<br>LEI: 549300O7A67PUEYKDL45 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14252.23     | 0.00%             | 2031-02-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                        | Elevance Health Inc                                                             | CUSIP: 036752AU7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     46000 | PA      | $38619.30     | 0.01%             | 2052-05-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES                                     | CenterPoint Energy Resources Corp                                               | CUSIP: 15189WAP5<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9881.11      | 0.00%             | 2032-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                   | Rogers Communications Inc                                                       | CUSIP: 775109CK5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     28000 | PA      | $23227.90     | 0.00%             | 2052-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                            | San Diego Gas & Electric Co                                                     | CUSIP: 797440BX1<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |      8000 | PA      | $6449.32      | 0.00%             | 2049-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                     | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KBJ8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9779.83      | 0.00%             | 2029-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3132GEF21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    358982 | PA      | $349756.85    | 0.07%             | 2041-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                                         | Republic of Poland Government International Bond                                | CUSIP: 731011AW2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     48000 | PA      | $46443.36     | 0.01%             | 2053-04-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH                                     | Massachusetts Institute of Technology                                           | CUSIP: 575718AE1<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7428.96      | 0.00%             | 2038-07-01      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                    | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     53000 | PA      | $56409.97     | 0.01%             | 2029-10-24      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                     | Extra Space Storage LP                                                          | CUSIP: 30225VAH0<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7892.59      | 0.00%             | 2029-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 31297T3S0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     31598 | PA      | $32432.80     | 0.01%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WACHOVIA CORP                                              | Wachovia Corp                                                                   | CUSIP: 337358BH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7000 | PA      | $7191.53      | 0.00%             | 2026-08-01      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                     | Verizon Communications Inc                                                      | CUSIP: 92343VGC2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     67000 | PA      | $47235.51     | 0.01%             | 2061-03-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                   | Visa Inc                                                                        | CUSIP: 92826CAF9<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    120000 | PA      | $106026.66    | 0.02%             | 2045-12-14      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                          | Union Electric Co                                                               | CUSIP: 906548CQ3<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |      7000 | PA      | $4820.08      | 0.00%             | 2049-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                  | Apple Inc                                                                       | CUSIP: 037833EA4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     27000 | PA      | $15838.76     | 0.00%             | 2060-08-20      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                      | Rio Tinto Finance USA PLC                                                       | CUSIP: 76720AAN6<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |     13000 | PA      | $13393.44     | 0.00%             | 2033-03-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                   | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556DB5<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10420.82     | 0.00%             | 2034-01-31      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| CONSTELLATION EN GEN LLC                                   | Constellation Energy Generation LLC                                             | CUSIP: 30161MAN3<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16269.63     | 0.00%             | 2042-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                 | Pfizer Inc                                                                      | CUSIP: 717081EJ8<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     21000 | PA      | $19093.97     | 0.00%             | 2038-09-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                        | American Express Co                                                             | CUSIP: 025816DA4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26764.97     | 0.01%             | 2033-08-03      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                            | DTE Electric Co                                                                 | CUSIP: 23338VAS5<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12471.38     | 0.00%             | 2033-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                          | Hyatt Hotels Corp                                                               | CUSIP: 448579AF9<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8006.58      | 0.00%             | 2026-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| HACKENSACK MERIDIAN HLTH                                   | Hackensack Meridian Health Inc                                                  | CUSIP: 404530AA5<br>LEI: 5493001CB3OCWTEJY668 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5120.22      | 0.00%             | 2057-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 3140HVBX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    754350 | PA      | $713607.36    | 0.14%             | 2029-09-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                             | AutoNation Inc                                                                  | CUSIP: 05329WAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10058.71     | 0.00%             | 2030-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                            | CUSIP: 06051GFC8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     46000 | PA      | $45009.87     | 0.01%             | 2044-01-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MANULIFE FINANCIAL CORP                                    | Manulife Financial Corp                                                         | CUSIP: 56501RAE6<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |     44000 | PA      | $43697.38     | 0.01%             | 2032-02-24      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL                                              | ArcelorMittal SA                                                                | CUSIP: 03938LAP9<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |     14000 | PA      | $15735.74     | 0.00%             | 2039-10-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                               | Comcast Corp                                                                    | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     81000 | PA      | $46292.65     | 0.01%             | 2063-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                           | Progressive Corp/The                                                            | CUSIP: 743315BB8<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10295.28     | 0.00%             | 2033-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| TARGA RESOURCES CORP                                       | Targa Resources Corp                                                            | CUSIP: 87612GAD3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17909.72     | 0.00%             | 2053-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                  | Amgen Inc                                                                       | CUSIP: 031162BZ2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    185000 | PA      | $160740.68    | 0.03%             | 2045-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                   | Florida Power & Light Co                                                        | CUSIP: 341081ET0<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17312.35     | 0.00%             | 2035-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                          | Eversource Energy                                                               | CUSIP: 30040WAX6<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13435.15     | 0.00%             | 2034-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                      | Novartis Capital Corp                                                           | CUSIP: 66989HAR9<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     90000 | PA      | $82773.24     | 0.02%             | 2030-08-14      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                          | Kinder Morgan Inc                                                               | CUSIP: 49456BAP6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     44000 | PA      | $44197.69     | 0.01%             | 2028-03-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                  | ONEOK Inc                                                                       | CUSIP: 682680BF9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     17000 | PA      | $19114.56     | 0.00%             | 2051-01-15      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| HP INC                                                     | HP Inc                                                                          | CUSIP: 40434LAJ4<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18046.98     | 0.00%             | 2031-06-17      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                             | Solventum Corp                                                                  | CUSIP: 83444MAS0<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |     73000 | PA      | $75044.12     | 0.01%             | 2054-04-30      | Fixed         | 5.90%                 | No            |                  2 | On Loan: —       |
| JOHN DEERE CAPITAL CORP                                    | John Deere Capital Corp                                                         | CUSIP: 24422EWT2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11048.12     | 0.00%             | 2026-03-03      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                        | PayPal Holdings Inc                                                             | CUSIP: 70450YAH6<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18418.01     | 0.00%             | 2030-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                        | JPMorgan Chase & Co                                                             | CUSIP: 46647PEA0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50575.48     | 0.01%             | 2028-01-23      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                                     | TotalEnergies Capital International SA                                          | CUSIP: 89153VAQ2<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |     25000 | PA      | $24551.26     | 0.00%             | 2029-02-19      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                             | Lowe's Cos Inc                                                                  | CUSIP: 548661DR5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29490.55     | 0.01%             | 2029-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY SOUTH                                      | Dominion Energy South Carolina Inc                                              | CUSIP: 837004BV1<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7829.67      | 0.00%             | 2032-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                     | Verizon Communications Inc                                                      | CUSIP: 92343VCM4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13708.08     | 0.00%             | 2054-08-21      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| PIEDMONT HEALTHCARE INC                                    | Piedmont Healthcare Inc                                                         | CUSIP: 72014TAD1<br>LEI: 254900D1I6W7J0DSAY11 | Long             | DBT              | CORP              | US        |      6000 | PA      | $4281.15      | 0.00%             | 2042-01-01      | Fixed         | 2.72%                 | No            |                  2 | On Loan: —       |
| NISOURCE INC                                               | NiSource Inc                                                                    | CUSIP: 65473PAQ8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13393.72     | 0.00%             | 2034-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                        | Bank of Nova Scotia/The                                                         | CUSIP: 064159QE9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $24740.10     | 0.00%             | 2026-08-03      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3128M6LT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7150 | PA      | $7427.39      | 0.00%             | 2038-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                    | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JBR4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     14000 | PA      | $9511.59      | 0.00%             | 2049-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                   | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $17117.55     | 0.00%             | 2032-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: —       |
| VICI PROPERTIES LP                                         | VICI Properties LP                                                              | CUSIP: 925650AD5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    105000 | PA      | $106076.90    | 0.02%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 312944XY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     89121 | PA      | $92215.20     | 0.02%             | 2041-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ADVENTIST HEALTH SYS/W                                     | Adventist Health System/West                                                    | CUSIP: 007944AH4<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7184.51      | 0.00%             | 2032-03-01      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                             | Microsoft Corp                                                                  | CUSIP: 594918BC7<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     86000 | PA      | $81314.02     | 0.02%             | 2035-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| DANAHER CORP                                               | Danaher Corp                                                                    | CUSIP: 235851AW2<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |     77000 | PA      | $49691.59     | 0.01%             | 2051-12-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                                     | Zimmer Biomet Holdings Inc                                                      | CUSIP: 98956PAX0<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10359.68     | 0.00%             | 2028-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP                                         | CNA Financial Corp                                                              | CUSIP: 126117AX8<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10386.47     | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                         | Ingersoll Rand Inc                                                              | CUSIP: 45687VAB2<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21254.86     | 0.00%             | 2033-08-14      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| VENTAS REALTY LP                                           | Ventas Realty LP                                                                | CUSIP: 92277GAM9<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12943.59     | 0.00%             | 2028-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| SUN COMMUNITIES OPER LP                                    | Sun Communities Operating LP                                                    | CUSIP: 866677AH0<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11634.21     | 0.00%             | 2032-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                             | Amazon.com Inc                                                                  | CUSIP: 023135CP9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35532.95     | 0.01%             | 2027-12-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                          | L3Harris Technologies Inc                                                       | CUSIP: 413875AW5<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17115.70     | 0.00%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                         | Conagra Brands Inc                                                              | CUSIP: 205887AX0<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6906.47      | 0.00%             | 2030-09-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31410FYQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     96531 | PA      | $100494.45    | 0.02%             | 2037-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM CRP / CAYMN FI                                    | Broadcom Corp / Broadcom Cayman Finance Ltd                                     | CUSIP: 11134LAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     15000 | PA      | $14829.66     | 0.00%             | 2028-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MYLAN INC                                                  | Mylan Inc                                                                       | CUSIP: 628530BK2<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14943.77     | 0.00%             | 2028-04-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| GRUPO TELEVISA SAB                                         | Grupo Televisa SAB                                                              | CUSIP: 40049JAZ0<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |     67000 | PA      | $61900.63     | 0.01%             | 2040-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31371NGK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       222 | PA      | $224.13       | 0.00%             | 2027-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31410CYC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24886 | PA      | $25960.60     | 0.01%             | 2036-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL                                              | ArcelorMittal SA                                                                | CUSIP: 03938LBC7<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |     10000 | PA      | $9986.48      | 0.00%             | 2029-07-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                          | State Street Corp                                                               | CUSIP: 857477CX9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     84000 | PA      | $85996.02     | 0.02%             | 2036-02-28      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3132GEP95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    220247 | PA      | $220687.57    | 0.04%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BIO-RAD LABS                                               | Bio-Rad Laboratories Inc                                                        | CUSIP: 090572AQ1<br>LEI: 549300ZC1GPV35XYDK53 | Long             | DBT              | CORP              | US        |     16000 | PA      | $14961.95     | 0.00%             | 2032-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                | Nutrien Ltd                                                                     | CUSIP: 67077MAF5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $10516.03     | 0.00%             | 2036-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                   | TotalEnergies Capital SA                                                        | CUSIP: 89152UAH5<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |     20000 | PA      | $19965.45     | 0.00%             | 2028-10-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                    | Japan Bank for International Cooperation                                        | CUSIP: 471048CQ9<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    200000 | PA      | $189150.98    | 0.04%             | 2029-02-16      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                           | Berry Global Inc                                                                | CUSIP: 08576PAH4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29744.43     | 0.01%             | 2026-01-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                   | Florida Power & Light Co                                                        | CUSIP: 341081FP7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     14000 | PA      | $10903.31     | 0.00%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                     | Verizon Communications Inc                                                      | CUSIP: 92343VBS2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7725.37      | 0.00%             | 2033-09-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| CF INDUSTRIES INC                                          | CF Industries Inc                                                               | CUSIP: 12527GAE3<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14523.18     | 0.00%             | 2044-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                           | ERP Operating LP                                                                | CUSIP: 26884ABB8<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |     55000 | PA      | $48985.36     | 0.01%             | 2044-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                        | Dominion Energy Inc                                                             | CUSIP: 25746UDQ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     14000 | PA      | $12187.58     | 0.00%             | 2052-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                     | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KBY5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19456.18     | 0.00%             | 2027-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                    | MPLX LP                                                                         | CUSIP: 55336VAP5<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     60000 | PA      | $49967.61     | 0.01%             | 2058-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SPIRE MISSOURI INC                                         | Spire Missouri Inc                                                              | CUSIP: 84859DAA5<br>LEI: 06LJQCOVPRXOPDHFC707 | Long             | DBT              | CORP              | US        |      6000 | PA      | $4151.06      | 0.00%             | 2051-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                            | San Diego Gas & Electric Co                                                     | CUSIP: 797440CB8<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9174.16      | 0.00%             | 2032-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                         | Meta Platforms Inc                                                              | CUSIP: 30303M8Q8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     51000 | PA      | $51767.81     | 0.01%             | 2053-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                                   | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                      | CUSIP: 47214BAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     18000 | PA      | $20652.16     | 0.00%             | 2053-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPIT                                   | Kaiser Foundation Hospitals                                                     | CUSIP: 48305QAF0<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |     25000 | PA      | $18530.78     | 0.00%             | 2041-06-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| ENEL AMERICAS SA                                           | Enel Americas SA                                                                | CUSIP: 29274FAF1<br>LEI: 549300LKH11TFCJLZK20 | Long             | DBT              | CORP              | CL        |     42000 | PA      | $42035.70     | 0.01%             | 2026-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                    | MPLX LP                                                                         | CUSIP: 55336VBU3<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20072.90     | 0.00%             | 2032-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 3138A1KK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    361144 | PA      | $352113.21    | 0.07%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                                | Equifax Inc                                                                     | CUSIP: 294429AS4<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11359.92     | 0.00%             | 2030-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| NY & PRESBYTERIAN HOSPIT                                   | New York and Presbyterian Hospital/The                                          | CUSIP: 649322AH7<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |      6000 | PA      | $4211.33      | 0.00%             | 2040-08-01      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                            | DTE Electric Co                                                                 | CUSIP: 23338VAD8<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6063.19      | 0.00%             | 2044-07-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                     | Asian Development Bank                                                          | CUSIP: 045167FN8<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | N/A       |     59000 | PA      | $56203.02     | 0.01%             | 2032-04-27      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                  | Boeing Co/The                                                                   | CUSIP: 097023BX2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6835.37      | 0.00%             | 2028-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                         | Analog Devices Inc                                                              | CUSIP: 032654BA2<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8932.55      | 0.00%             | 2027-06-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                    | John Deere Capital Corp                                                         | CUSIP: 24422EWV7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    105000 | PA      | $107437.52    | 0.02%             | 2028-03-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                 | PacifiCorp                                                                      | CUSIP: 695114CN6<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |      6000 | PA      | $4978.72      | 0.00%             | 2042-02-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                             | Amazon.com Inc                                                                  | CUSIP: 023135BS4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     35000 | PA      | $31377.09     | 0.01%             | 2030-06-03      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                   | Berkshire Hathaway Energy Co                                                    | CUSIP: 084659AX9<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12299.95     | 0.00%             | 2050-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CHOICE HOTELS INTL INC                                     | Choice Hotels International Inc                                                 | CUSIP: 169905AF3<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7643.30      | 0.00%             | 2029-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                         | Conagra Brands Inc                                                              | CUSIP: 205887CE0<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18283.13     | 0.00%             | 2048-11-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                             | Home Depot Inc/The                                                              | CUSIP: 437076AV4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21574.22     | 0.00%             | 2041-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                    | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233DAP2<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |      7000 | PA      | $8068.87      | 0.00%             | 2033-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                                      | Oglethorpe Power Corp                                                           | CUSIP: 677050AH9<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5598.51      | 0.00%             | 2050-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3128KHAR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3934 | PA      | $4151.90      | 0.00%             | 2036-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31412NTU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17131 | PA      | $17962.53     | 0.00%             | 2039-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                    | Canadian Natural Resources Ltd                                                  | CUSIP: 136385AY7<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     15000 | PA      | $13370.99     | 0.00%             | 2047-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| FAIRFAX FINL HLDGS LTD                                     | Fairfax Financial Holdings Ltd                                                  | CUSIP: 303901BB7<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     12000 | PA      | $12162.57     | 0.00%             | 2028-04-17      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31419C4J9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    209586 | PA      | $204431.24    | 0.04%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                            | CUSIP: 06051GLG2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    157000 | PA      | $160954.13    | 0.03%             | 2029-04-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                                   | Archer-Daniels-Midland Co                                                       | CUSIP: 039482AD6<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13706.40     | 0.00%             | 2032-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                          | Union Electric Co                                                               | CUSIP: 906548CH3<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |      7000 | PA      | $9139.65      | 0.00%             | 2039-03-15      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| RELX CAPITAL INC                                           | RELX Capital Inc                                                                | CUSIP: 74949LAC6<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |     19000 | PA      | $18900.81     | 0.00%             | 2029-03-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CUBESMART LP                                               | CubeSmart LP                                                                    | CUSIP: 22966RAD8<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |     17000 | PA      | $16846.89     | 0.00%             | 2026-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                    | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     48000 | PA      | $50230.53     | 0.01%             | 2030-04-25      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                        | JPMorgan Chase & Co                                                             | CUSIP: 46625HRV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    171000 | PA      | $169433.41    | 0.03%             | 2026-10-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| STRYKER CORP                                               | Stryker Corp                                                                    | CUSIP: 863667AN1<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    171000 | PA      | $170538.43    | 0.03%             | 2026-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CAMDEN PROPERTY TRUST                                      | Camden Property Trust                                                           | CUSIP: 133131AZ5<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14076.81     | 0.00%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                | Phillips 66                                                                     | CUSIP: 718546BA1<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |     19000 | PA      | $12645.36     | 0.00%             | 2052-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                | Netflix Inc                                                                     | CUSIP: 64110LAS5<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     32000 | PA      | $32708.35     | 0.01%             | 2028-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                    | MPLX LP                                                                         | CUSIP: 55336VAR1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24888.85     | 0.00%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                     | Sempra                                                                          | CUSIP: 816851BH1<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17112.22     | 0.00%             | 2038-02-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                                     | Puget Sound Energy Inc                                                          | CUSIP: 745332BX3<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6556.17      | 0.00%             | 2037-03-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                    | John Deere Capital Corp                                                         | CUSIP: 24422EUB3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7854.27      | 0.00%             | 2028-01-06      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                                 | Intuit Inc                                                                      | CUSIP: 46124HAH9<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |     48000 | PA      | $48384.08     | 0.01%             | 2053-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                 | PacifiCorp                                                                      | CUSIP: 695114DB1<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10261.34     | 0.00%             | 2029-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                       | Westpac Banking Corp                                                            | CUSIP: 961214EP4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     33000 | PA      | $29628.35     | 0.01%             | 2035-11-15      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3128KE2J1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1011 | PA      | $1047.91      | 0.00%             | 2036-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                 | PacifiCorp                                                                      | CUSIP: 695114DD7<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22547.12     | 0.00%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| ENSTAR GROUP LTD                                           | Enstar Group Ltd                                                                | CUSIP: 29359UAB5<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |     10000 | PA      | $10106.20     | 0.00%             | 2029-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| ELECTRONIC ARTS INC                                        | Electronic Arts Inc                                                             | CUSIP: 285512AF6<br>LEI: 549300O7A67PUEYKDL45 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13030.31     | 0.00%             | 2051-02-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| KFW                                                        | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769JQ8<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    178000 | PA      | $173159.40    | 0.03%             | 2026-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: —       |
| CVS HEALTH CORP                                            | CVS Health Corp                                                                 | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    141000 | PA      | $125565.00    | 0.03%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                               | NNN REIT Inc                                                                    | CUSIP: 637417AP1<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |      6000 | PA      | $3956.17      | 0.00%             | 2050-04-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                      | Texas Instruments Inc                                                           | CUSIP: 882508BQ6<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |      6000 | PA      | $4891.32      | 0.00%             | 2052-08-16      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                          | Store Capital LLC                                                               | CUSIP: 862121AD2<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7020.45      | 0.00%             | 2031-12-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| KFW                                                        | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    237000 | PA      | $238613.32    | 0.05%             | 2028-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31418EJF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1671152 | PA      | $1666492.96   | 0.33%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                           | Black Hills Corp                                                                | CUSIP: 092113AQ2<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7714.46      | 0.00%             | 2033-05-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                            | Tyson Foods Inc                                                                 | CUSIP: 902494BC6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    151000 | PA      | $149477.73    | 0.03%             | 2027-06-02      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                | Phillips 66                                                                     | CUSIP: 718546AR5<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14923.13     | 0.00%             | 2028-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                       | Freeport-McMoRan Inc                                                            | CUSIP: 35671DCH6<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11889.83     | 0.00%             | 2030-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                         | Vodafone Group PLC                                                              | CUSIP: 92857WAQ3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     25000 | PA      | $27252.20     | 0.01%             | 2037-02-27      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                             | Lowe's Cos Inc                                                                  | CUSIP: 548661ER4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10101.07     | 0.00%             | 2053-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| CANADA GOVERNMENT                                          | Canada Government International Bond                                            | CUSIP: 43358BAB9<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    180000 | PA      | $181986.63    | 0.04%             | 2030-03-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                               | Centene Corp                                                                    | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58213.87     | 0.01%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ATLANTIC CITY ELECTRIC                                     | Atlantic City Electric Co                                                       | CUSIP: 048303CJ8<br>LEI: 549300S5TW3VP5V06B73 | Long             | DBT              | CORP              | US        |    171000 | PA      | $153675.47    | 0.03%             | 2031-03-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                     | Asian Development Bank                                                          | CUSIP: 045167FP3<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | N/A       |    266000 | PA      | $263388.24    | 0.05%             | 2027-08-20      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                              | Owens Corning                                                                   | CUSIP: 690742AF8<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7940.38      | 0.00%             | 2026-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3129272K1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    154090 | PA      | $159516.88    | 0.03%             | 2038-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS INTL PL                                   | JOHNSON CONTROLS INTERNATIONAL PLC                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9998832.00   | 1.99%             | 2025-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                    | John Deere Capital Corp                                                         | CUSIP: 24422EXD6<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11140.67     | 0.00%             | 2026-09-08      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                                    | Connecticut Light and Power Co/The                                              | CUSIP: 207597EJ0<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9895.04      | 0.00%             | 2027-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3128M44X8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4656 | PA      | $4856.57      | 0.00%             | 2037-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                    | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     13000 | PA      | $16905.15     | 0.00%             | 2046-07-15      | Fixed         | 8.35%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                                         | Coterra Energy Inc                                                              | CUSIP: 127097AK9<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8984.79      | 0.00%             | 2029-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                  | Kroger Co/The                                                                   | CUSIP: 501044DX6<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29285.56     | 0.01%             | 2064-09-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                     | General Motors Financial Co Inc                                                 | CUSIP: 37045XBT2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    171000 | PA      | $171238.93    | 0.03%             | 2027-01-17      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                     | Roper Technologies Inc                                                          | CUSIP: 776743AG1<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13346.98     | 0.00%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                   | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $19694.72     | 0.00%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                                    | Connecticut Light and Power Co/The                                              | CUSIP: 207597EL5<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |     14000 | PA      | $11379.38     | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                               | NiSource Inc                                                                    | CUSIP: 65473PAL9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13035.89     | 0.00%             | 2031-02-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 3140M2LF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1470655 | PA      | $1205436.46   | 0.24%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                             | Home Depot Inc/The                                                              | CUSIP: 437076CB6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28267.05     | 0.01%             | 2030-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                    | Fidelity National Information Services Inc                                      | CUSIP: 31620MBR6<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    171000 | PA      | $168845.43    | 0.03%             | 2026-03-01      | Fixed         | 1.15%                 | No            |                  2 | On Loan: —       |
| ATHENE HOLDING LTD                                         | Athene Holding Ltd                                                              | CUSIP: 04686JAG6<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12575.76     | 0.00%             | 2034-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                                    | Piedmont Natural Gas Co Inc                                                     | CUSIP: 720186AH8<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |     86000 | PA      | $81163.59     | 0.02%             | 2034-09-18      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                             | Lowe's Cos Inc                                                                  | CUSIP: 548661ES2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10101.92     | 0.00%             | 2063-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                    | Honeywell International Inc                                                     | CUSIP: 438516CZ7<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13245.80     | 0.00%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                              | Citigroup Inc                                                                   | CUSIP: 172967NU1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     48000 | PA      | $48594.94     | 0.01%             | 2033-05-24      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                     | American Honda Finance Corp                                                     | CUSIP: 02665WFE6<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14297.87     | 0.00%             | 2029-03-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                    | Honeywell International Inc                                                     | CUSIP: 438516CF1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25998.34     | 0.01%             | 2031-09-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| LOWE'S COS INC                                             | Lowe's Cos Inc                                                                  | CUSIP: 548661DP9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29575.00     | 0.01%             | 2027-05-03      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                      | Waste Connections Inc                                                           | CUSIP: 94106BAD3<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |     17000 | PA      | $11140.67     | 0.00%             | 2052-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| LEGGETT & PLATT INC                                        | Leggett & Platt Inc                                                             | CUSIP: 524660BA4<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | DBT              | CORP              | US        |     10000 | PA      | $6550.91      | 0.00%             | 2051-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UPMC                                                       | UPMC                                                                            | CUSIP: 90320WAG8<br>LEI: 5493001YCBUGKVU74S74 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22454.36     | 0.00%             | 2033-05-15      | Fixed         | 5.04%                 | No            |                  2 | On Loan: —       |
| NEXTERA ENERGY CAPITAL                                     | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCM0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25443.05     | 0.01%             | 2028-02-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| WASTE MANAGEMENT INC                                       | Waste Management Inc                                                            | CUSIP: 94106LBW8<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     24000 | PA      | $24561.95     | 0.00%             | 2034-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BD                                   | Apollo Debt Solutions BDC                                                       | CUSIP: 03770DAD5<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12723.48     | 0.00%             | 2031-07-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: —       |
| MASS GENERAL BRIGHAM INC                                   | Mass General Brigham Inc                                                        | CUSIP: 70213HAD0<br>LEI: 5493007Z86EDN0QFYU66 | Long             | DBT              | CORP              | US        |      6000 | PA      | $4672.21      | 0.00%             | 2048-07-01      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES OPER LP                                    | Sun Communities Operating LP                                                    | CUSIP: 866677AF4<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8512.29      | 0.00%             | 2028-11-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                | CUSIP: 3132DVL60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4474489 | PA      | $3672373.79   | 0.73%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Ginnie Mae I Pool                                                               | CUSIP: 36295M5Y1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     15282 | PA      | $16110.13     | 0.00%             | 2038-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                      | MidAmerican Energy Co                                                           | CUSIP: 595620AN5<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7025.64      | 0.00%             | 2044-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                                   | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                      | CUSIP: 46590XAU0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     19000 | PA      | $17733.71     | 0.00%             | 2032-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: —       |
| TOTALENERGIES CAPITAL SA                                   | TotalEnergies Capital SA                                                        | CUSIP: 89157XAB7<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |     36000 | PA      | $35643.21     | 0.01%             | 2054-04-05      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                        | Global Payments Inc                                                             | CUSIP: 37940XAR3<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14734.88     | 0.00%             | 2052-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| CANADIAN IMPERIAL BANK                                     | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607HVE9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     15000 | PA      | $14708.09     | 0.00%             | 2026-06-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                   | American Water Capital Corp                                                     | CUSIP: 03040WAX3<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7299.28      | 0.00%             | 2050-05-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31416MY57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5759 | PA      | $5788.66      | 0.00%             | 2039-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                     | Asian Development Bank                                                          | CUSIP: 045167AW3<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | N/A       |     44000 | PA      | $46239.17     | 0.01%             | 2028-06-16      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                            | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    115000 | PA      | $84794.18     | 0.02%             | 2041-06-19      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                      | Indonesia Government International Bond                                         | CUSIP: 455780CV6<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $175818.40    | 0.04%             | 2031-03-12      | Fixed         | 1.85%                 | No            |                  2 | On Loan: —       |
| KONINKIJKE AHOLD DLHAIZE                                   | Koninklijke Ahold Delhaize NV                                                   | CUSIP: 24668PAE7<br>LEI: 724500C9GNBV20UYRX36 | Long             | DBT              | CORP              | NL        |     10000 | PA      | $10389.95     | 0.00%             | 2040-10-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                    | John Deere Capital Corp                                                         | CUSIP: 24422EVF3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9702.21      | 0.00%             | 2027-03-09      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                     | Chubb INA Holdings LLC                                                          | CUSIP: 171239AJ5<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     98000 | PA      | $61466.04     | 0.01%             | 2061-12-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                    | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JCU6<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11961.19     | 0.00%             | 2054-06-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                     | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BA2<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    202000 | PA      | $180294.91    | 0.04%             | 2032-04-23      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                | Oracle Corp                                                                     | CUSIP: 68389XAM7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     43000 | PA      | $42207.25     | 0.01%             | 2040-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                             | AutoNation Inc                                                                  | CUSIP: 05329RAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     14000 | PA      | $13122.99     | 0.00%             | 2032-03-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BANNER HEALTH                                              | Banner Health                                                                   | CUSIP: 06654DAB3<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5570.45      | 0.00%             | 2030-01-01      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                 | AbbVie Inc                                                                      | CUSIP: 00287YDB2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     17000 | PA      | $15773.52     | 0.00%             | 2045-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| World Omni Automobile Lease Se                             | World Omni Automobile Lease Securitization Trust 2024-A                         | CUSIP: 981946AE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    650000 | PA      | $660312.06    | 0.13%             | 2029-09-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PULTEGROUP INC                                             | PulteGroup Inc                                                                  | CUSIP: 745867AP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8000 | PA      | $8732.89      | 0.00%             | 2033-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BERKLEY (WR) CORPORATION                                   | W R Berkley Corp                                                                | CUSIP: 084423AV4<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | DBT              | CORP              | US        |      8000 | PA      | $5686.45      | 0.00%             | 2052-03-30      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                   | Prudential Financial Inc                                                        | CUSIP: 744320BH4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     16000 | PA      | $14972.21     | 0.00%             | 2050-10-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                   | American Water Capital Corp                                                     | CUSIP: 03040WAY1<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     11000 | PA      | $9874.48      | 0.00%             | 2031-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                       | Targa Resources Corp                                                            | CUSIP: 87612GAC5<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     18000 | PA      | $19150.08     | 0.00%             | 2033-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                    | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JCS1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     16000 | PA      | $17040.25     | 0.00%             | 2033-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                                              | Sutter Health                                                                   | CUSIP: 86944BAE3<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5758.54      | 0.00%             | 2048-08-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                           | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CBV0<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     37000 | PA      | $36725.90     | 0.01%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHOICE HOTELS INTL INC                                     | Choice Hotels International Inc                                                 | CUSIP: 169905AH9<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12279.77     | 0.00%             | 2034-08-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                    | MPLX LP                                                                         | CUSIP: 55336VAT7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27952.20     | 0.01%             | 2049-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                    | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JCQ5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12083.47     | 0.00%             | 2028-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                    | Exxon Mobil Corp                                                                | CUSIP: 30231GBN1<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37342.54     | 0.01%             | 2030-10-15      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                           | Black Hills Corp                                                                | CUSIP: 092113AR0<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7601.60      | 0.00%             | 2029-10-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                | Oracle Corp                                                                     | CUSIP: 68389XBZ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     43000 | PA      | $34457.62     | 0.01%             | 2041-03-25      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                   | TotalEnergies Capital SA                                                        | CUSIP: 89157XAA9<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |     25000 | PA      | $25958.87     | 0.01%             | 2034-04-05      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| PUB SVC NEW HAMP                                           | Public Service Co of New Hampshire                                              | CUSIP: 744482BP4<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5718.71      | 0.00%             | 2053-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                    | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JBV5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |      8000 | PA      | $6003.91      | 0.00%             | 2050-05-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                | Equinix Inc                                                                     | CUSIP: 29444UBT2<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7017.01      | 0.00%             | 2052-02-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                    | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     53000 | PA      | $51696.09     | 0.01%             | 2027-09-10      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP                                    | Digital Realty Trust LP                                                         | CUSIP: 25389JAT3<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13102.25     | 0.00%             | 2028-07-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                | Nutrien Ltd                                                                     | CUSIP: 67077MAU2<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     15000 | PA      | $13742.38     | 0.00%             | 2049-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                                       | Pilgrim's Pride Corp                                                            | CUSIP: 72147KAL2<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |     10000 | PA      | $11053.40     | 0.00%             | 2034-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                             | Home Depot Inc/The                                                              | CUSIP: 437076CP5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23422.46     | 0.00%             | 2032-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| CHARLES SCHWAB CORP                                        | Charles Schwab Corp/The                                                         | CUSIP: 808513CA1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18248.06     | 0.00%             | 2032-03-03      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                     | Brookfield Finance Inc                                                          | CUSIP: 11271LAB8<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |      9000 | PA      | $7895.17      | 0.00%             | 2047-09-20      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                 | Intel Corp                                                                      | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38709.15     | 0.01%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                      | Waste Connections Inc                                                           | CUSIP: 94106BAE1<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $9265.17      | 0.00%             | 2032-06-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                | Ovintiv Inc                                                                     | CUSIP: 292505AE4<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9569.20      | 0.00%             | 2037-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                             | Home Depot Inc/The                                                              | CUSIP: 437076AU6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10318.99     | 0.00%             | 2040-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                | Walmart Inc                                                                     | CUSIP: 931142EM1<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15921.66     | 0.00%             | 2026-07-08      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                              | Amphenol Corp                                                                   | CUSIP: 032095AL5<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13317.75     | 0.00%             | 2031-09-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                             | Merck & Co Inc                                                                  | CUSIP: 58933YAZ8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     54000 | PA      | $47863.57     | 0.01%             | 2030-06-24      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                               | NNN REIT Inc                                                                    | CUSIP: 637417AL0<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8022.71      | 0.00%             | 2028-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                     | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607LWT6<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     19000 | PA      | $19363.69     | 0.00%             | 2026-10-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                     | Verizon Communications Inc                                                      | CUSIP: 92343VGB4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     86000 | PA      | $63102.42     | 0.01%             | 2051-03-22      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                   | Devon Energy Corp                                                               | CUSIP: 251799AA0<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |      8000 | PA      | $9321.78      | 0.00%             | 2032-04-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                        | SHERWIN-WILLIAMS CO/THE                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1649808.27   | 0.33%             | 2025-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                     | Diamondback Energy Inc                                                          | CUSIP: 25278XAR0<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     16000 | PA      | $14872.53     | 0.00%             | 2031-03-24      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                                      | Southwest Airlines Co                                                           | CUSIP: 844741BC1<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |     17000 | PA      | $16763.36     | 0.00%             | 2026-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                 | PacifiCorp                                                                      | CUSIP: 695114CU0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7776.87      | 0.00%             | 2029-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROP LP                                       | COPT Defense Properties LP                                                      | CUSIP: 22003BAM8<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |     31000 | PA      | $28081.27     | 0.01%             | 2031-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| RPM INTERNATIONAL INC                                      | RPM International Inc                                                           | CUSIP: 749685AW3<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5056.64      | 0.00%             | 2048-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                      | Texas Instruments Inc                                                           | CUSIP: 882508BD5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25145.38     | 0.01%             | 2048-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| AUTODESK INC                                               | Autodesk Inc                                                                    | CUSIP: 052769AE6<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9920.18      | 0.00%             | 2027-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 312938K51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    178734 | PA      | $179863.40    | 0.04%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                          | Eversource Energy                                                               | CUSIP: 30040WAY4<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7071.15      | 0.00%             | 2027-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                           | Black Hills Corp                                                                | CUSIP: 092113AV1<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7272.36      | 0.00%             | 2028-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                          | L3Harris Technologies Inc                                                       | CUSIP: 413875AN5<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6535.69      | 0.00%             | 2040-12-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                       | Booking Holdings Inc                                                            | CUSIP: 741503BC9<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9897.37      | 0.00%             | 2028-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                   | Florida Power & Light Co                                                        | CUSIP: 341081FM4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11977.82     | 0.00%             | 2025-12-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                              | Citigroup Inc                                                                   | CUSIP: 172967ME8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     48000 | PA      | $47429.29     | 0.01%             | 2030-03-20      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| MASCO CORP                                                 | Masco Corp                                                                      | CUSIP: 574599BQ8<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |     51000 | PA      | $44748.06     | 0.01%             | 2031-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                         | Steel Dynamics Inc                                                              | CUSIP: 858119BF6<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8001.58      | 0.00%             | 2026-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                         | Union Pacific Corp                                                              | CUSIP: 907818FW3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     17000 | PA      | $11083.00     | 0.00%             | 2052-03-10      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BAPTIST HEALTHCARE                                         | Baptist Healthcare System Obligated Group                                       | CUSIP: 06684QAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $7247.77      | 0.00%             | 2050-08-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                        | Quanta Services Inc                                                             | CUSIP: 74762EAJ1<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |     32000 | PA      | $23814.41     | 0.00%             | 2041-10-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                     | American Honda Finance Corp                                                     | CUSIP: 02665WFK2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13188.45     | 0.00%             | 2027-07-09      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                     | American Honda Finance Corp                                                     | CUSIP: 02665WEB3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11290.60     | 0.00%             | 2029-01-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                       | Westpac Banking Corp                                                            | CUSIP: 961214CX9<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     33000 | PA      | $32774.36     | 0.01%             | 2026-05-13      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                     | Pacific Gas and Electric Co                                                     | CUSIP: 694308JT5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32202.84     | 0.01%             | 2031-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EVEREST REINSURANCE HLDG                                   | Everest Reinsurance Holdings Inc                                                | CUSIP: 299808AH8<br>LEI: 254900P29PM5UJR3VU91 | Long             | DBT              | CORP              | US        |     20000 | PA      | $14147.39     | 0.00%             | 2050-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RIO TINTO ALCAN INC                                        | Rio Tinto Alcan Inc                                                             | CUSIP: 013716AW5<br>LEI: 2138007ZSQ7B17SKOX77 | Long             | DBT              | CORP              | CA        |      6000 | PA      | $6422.98      | 0.00%             | 2035-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                | Prologis LP                                                                     | CUSIP: 74340XBZ3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    202000 | PA      | $180702.02    | 0.04%             | 2030-07-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                             | Morgan Stanley                                                                  | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     53000 | PA      | $46238.18     | 0.01%             | 2032-02-13      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                     | Roper Technologies Inc                                                          | CUSIP: 776743AB2<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5994.09      | 0.00%             | 2025-12-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31415SG30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29659 | PA      | $30988.77     | 0.01%             | 2038-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                             | Morgan Stanley                                                                  | CUSIP: 61747YFK6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     43000 | PA      | $44203.28     | 0.01%             | 2030-01-16      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 3140XGLU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    659517 | PA      | $611562.73    | 0.12%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                | Walmart Inc                                                                     | CUSIP: 931142EC3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     29000 | PA      | $24467.65     | 0.00%             | 2048-06-29      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                                         | Diageo Capital PLC                                                              | CUSIP: 25243YAZ2<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |     31000 | PA      | $30901.40     | 0.01%             | 2028-05-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MASS GENERAL BRIGHAM INC                                   | Mass General Brigham Inc                                                        | CUSIP: 70213HAC2<br>LEI: 5493007Z86EDN0QFYU66 | Long             | DBT              | CORP              | US        |      6000 | PA      | $4960.13      | 0.00%             | 2055-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| SOUTH BOW USA INFRA HLDS                                   | South Bow USA Infrastructure Holdings LLC                                       | CUSIP: 83007CAH5<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12685.63     | 0.00%             | 2054-10-01      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                 | PacifiCorp                                                                      | CUSIP: 695114CB2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7517.29      | 0.00%             | 2036-08-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                        | Dominion Energy Inc                                                             | CUSIP: 25746UDF3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6949.09      | 0.00%             | 2027-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                   | Capital One Financial Corp                                                      | CUSIP: 14040HDA0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     36000 | PA      | $38952.13     | 0.01%             | 2034-06-08      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31402DP79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12867 | PA      | $13236.33     | 0.00%             | 2034-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                                       | Kyndryl Holdings Inc                                                            | CUSIP: 50155QAM2<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |     11000 | PA      | $8929.92      | 0.00%             | 2041-10-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                                | NVIDIA Corp                                                                     | CUSIP: 67066GAH7<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |     34000 | PA      | $26113.14     | 0.01%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| WALMART INC                                                | Walmart Inc                                                                     | CUSIP: 931142EU3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     17000 | PA      | $12324.92     | 0.00%             | 2041-09-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                    | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     58000 | PA      | $52177.58     | 0.01%             | 2032-10-21      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| FORTIVE CORPORATION                                        | Fortive Corp                                                                    | CUSIP: 34959JAG3<br>LEI: 549300MU9YQJYHDQEF63 | Long             | DBT              | CORP              | US        |     18000 | PA      | $17859.80     | 0.00%             | 2026-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust                                | Ally Auto Receivables Trust 2024-1                                              | CUSIP: 02008FAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1016495.20   | 0.20%             | 2029-10-15      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                        | Gilead Sciences Inc                                                             | CUSIP: 375558BA0<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     69000 | PA      | $61949.14     | 0.01%             | 2045-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                | Netflix Inc                                                                     | CUSIP: 64110LAX4<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     16000 | PA      | $17243.66     | 0.00%             | 2029-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                     | Asian Development Bank                                                          | CUSIP: 045167EE9<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | N/A       |     95000 | PA      | $92813.29     | 0.02%             | 2027-11-02      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 31292K2L0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     22115 | PA      | $22687.07     | 0.00%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NOVANT HEALTH INC                                          | Novant Health Inc                                                               | CUSIP: 66988AAJ3<br>LEI: 549300ZUXEGFGE8EP917 | Long             | DBT              | CORP              | US        |      8000 | PA      | $5270.69      | 0.00%             | 2061-11-01      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                                          | GXO Logistics Inc                                                               | CUSIP: 36262GAF8<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12607.29     | 0.00%             | 2029-05-06      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LENNAR CORP                                                | Lennar Corp                                                                     | CUSIP: 526057CD4<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |     41000 | PA      | $41399.37     | 0.01%             | 2027-11-29      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                            | McDonald's Corp                                                                 | CUSIP: 58013MEV2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     17000 | PA      | $15277.20     | 0.00%             | 2045-05-26      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                                       | Woodside Finance Ltd                                                            | CUSIP: 980236AR4<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |     24000 | PA      | $23827.78     | 0.00%             | 2034-09-12      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                       | Royal Bank of Canada                                                            | CUSIP: 780082AD5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     33000 | PA      | $33022.03     | 0.01%             | 2026-01-27      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                      | Canadian National Railway Co                                                    | CUSIP: 136375CV2<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |     52000 | PA      | $45621.04     | 0.01%             | 2049-01-20      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| HARTFORD INSUR GRP INC/T                                   | Hartford Insurance Group Inc/The                                                | CUSIP: 416515AP9<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8504.33      | 0.00%             | 2041-10-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                        | JPMorgan Chase & Co                                                             | CUSIP: 46647PBV7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     33000 | PA      | $23899.84     | 0.00%             | 2041-11-19      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| TRACTOR SUPPLY CO                                          | Tractor Supply Co                                                               | CUSIP: 892356AB2<br>LEI: 549300OJ9VZHZRO6I137 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15494.12     | 0.00%             | 2033-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 3138WGKZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    821002 | PA      | $771391.75    | 0.15%             | 2046-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                             | Air Lease Corp                                                                  | CUSIP: 00914AAM4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     24000 | PA      | $23507.65     | 0.00%             | 2026-08-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                              | Citigroup Inc                                                                   | CUSIP: 172967AR2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17973.10     | 0.00%             | 2028-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                     | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607GRR7<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $9979.17      | 0.00%             | 2025-10-23      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                        | JPMorgan Chase & Co                                                             | CUSIP: 46647PAM8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    202000 | PA      | $199361.26    | 0.04%             | 2029-01-23      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                   | Host Hotels & Resorts LP                                                        | CUSIP: 44107TAY2<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12364.96     | 0.00%             | 2029-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                   | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     49000 | PA      | $44443.94     | 0.01%             | 2048-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                          | HSBC Holdings PLC                                                               | CUSIP: 404280AH2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    627000 | PA      | $683288.91    | 0.14%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                  | Apple Inc                                                                       | CUSIP: 037833DW7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    202000 | PA      | $129542.86    | 0.03%             | 2050-05-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                      | Novartis Capital Corp                                                           | CUSIP: 66989HAN8<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59395.26     | 0.01%             | 2027-05-17      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                             | Air Lease Corp                                                                  | CUSIP: 00914AAT9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14423.77     | 0.00%             | 2027-12-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                   | Devon Energy Corp                                                               | CUSIP: 25179MBH5<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18567.29     | 0.00%             | 2054-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                               | Comcast Corp                                                                    | CUSIP: 20030NDM0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    171000 | PA      | $151929.61    | 0.03%             | 2031-01-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: —       |
| APA CORP                                                   | APA Corp                                                                        | CUSIP: 03743QBC1<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |     11000 | PA      | $8916.42      | 0.00%             | 2042-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                     | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAM5<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8265.16      | 0.00%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                      | MidAmerican Energy Co                                                           | CUSIP: 595620AE5<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6440.46      | 0.00%             | 2035-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HP INC                                                     | HP Inc                                                                          | CUSIP: 40434LAL9<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13582.89     | 0.00%             | 2032-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                    | Honeywell International Inc                                                     | CUSIP: 438516CX2<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23279.68     | 0.00%             | 2027-07-30      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 3138WFNK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    323740 | PA      | $317403.90    | 0.06%             | 2030-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                   | American Water Capital Corp                                                     | CUSIP: 03040WBD6<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14440.02     | 0.00%             | 2034-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                             | Morgan Stanley                                                                  | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     48000 | PA      | $49039.66     | 0.01%             | 2029-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                       | Targa Resources Corp                                                            | CUSIP: 87612KAA0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15241.00     | 0.00%             | 2027-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                             | Morgan Stanley                                                                  | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     38000 | PA      | $39854.02     | 0.01%             | 2038-01-19      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                 | FedEx Corp                                                                      | CUSIP: 31428XCN4<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     86000 | PA      | $64393.80     | 0.01%             | 2041-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3128LBJJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       218 | PA      | $227.88       | 0.00%             | 2038-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                     | Williams Cos Inc/The                                                            | CUSIP: 969457BY5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    252000 | PA      | $228918.22    | 0.05%             | 2031-03-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                             | TD SYNNEX Corp                                                                  | CUSIP: 87162WAL4<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12764.09     | 0.00%             | 2034-04-12      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP                                         | CNA Financial Corp                                                              | CUSIP: 126117AV2<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9878.04      | 0.00%             | 2029-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| UNIV SOUTHERN CALIFORNIA                                   | University of Southern California                                               | CUSIP: 914886AH9<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9467.23      | 0.00%             | 2053-10-01      | Fixed         | 4.98%                 | No            |                  2 | On Loan: —       |
| REPUBLIC OF POLAND                                         | Republic of Poland Government International Bond                                | CUSIP: 731011AV4<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     48000 | PA      | $48648.00     | 0.01%             | 2033-10-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                             | Starbucks Corp                                                                  | CUSIP: 855244AS8<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17060.37     | 0.00%             | 2048-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                         | Ford Motor Co                                                                   | CUSIP: 345370CX6<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     35000 | PA      | $40800.09     | 0.01%             | 2030-04-22      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                                      | Tennessee Valley Authority                                                      | CUSIP: 880591CP5<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |      5000 | PA      | $5847.87      | 0.00%             | 2038-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| TJX COS INC                                                | TJX Cos Inc/The                                                                 | CUSIP: 872540AW9<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |     53000 | PA      | $46452.29     | 0.01%             | 2031-05-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                                 | Unum Group                                                                      | CUSIP: 91529YAR7<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |     12000 | PA      | $9150.92      | 0.00%             | 2051-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                                      | Jackson Financial Inc                                                           | CUSIP: 46817MAS6<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7274.11      | 0.00%             | 2032-06-08      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HLDINGS                                   | Medtronic Global Holdings SCA                                                   | CUSIP: 58507LBC2<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |     20000 | PA      | $20021.77     | 0.00%             | 2033-03-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                     | UnitedHealth Group Inc                                                          | CUSIP: 91324PDX7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     87000 | PA      | $78885.36     | 0.02%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                   | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     14000 | PA      | $9899.53      | 0.00%             | 2051-09-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES                                      | Keysight Technologies Inc                                                       | CUSIP: 49338LAG8<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25170.90     | 0.01%             | 2034-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                   | Florida Power & Light Co                                                        | CUSIP: 341081GL5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15530.96     | 0.00%             | 2033-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                   | RTX Corp                                                                        | CUSIP: 913017BT5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    171000 | PA      | $154721.06    | 0.03%             | 2042-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)       | CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)                            | CUSIP: 13606DKU5<br>LEI: 549300H8L46OOZOFHU82 | Long             | DBT              | CORP              | US        |    900000 | PA      | $900281.74    | 0.18%             | 2025-11-12      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                                   | Take-Two Interactive Software Inc                                               | CUSIP: 874054AK5<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76366.18     | 0.02%             | 2028-03-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                           | Progressive Corp/The                                                            | CUSIP: 743315AR4<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9818.46      | 0.00%             | 2027-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                                | Paychex Inc                                                                     | CUSIP: 704326AC1<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |     55000 | PA      | $57611.66     | 0.01%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                     | American Honda Finance Corp                                                     | CUSIP: 02665WDZ1<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13657.78     | 0.00%             | 2026-09-09      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                   | Prudential Financial Inc                                                        | CUSIP: 74432QCJ2<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7804.88      | 0.00%             | 2040-03-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                    | HCA Inc                                                                         | CUSIP: 404121AL9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11981.90     | 0.00%             | 2054-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| FORTUNE BRANDS INNOVATIO                                   | Fortune Brands Innovations Inc                                                  | CUSIP: 34964CAE6<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13404.23     | 0.00%             | 2029-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                       | Royal Bank of Canada                                                            | CUSIP: 78016FZS6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     27000 | PA      | $27164.09     | 0.01%             | 2027-08-03      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                       | Waste Management Inc                                                            | CUSIP: 94106LBT5<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14246.82     | 0.00%             | 2030-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NVENT FINANCE SARL                                         | nVent Finance Sarl                                                              | CUSIP: 67078AAE3<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |      6000 | PA      | $5365.07      | 0.00%             | 2031-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                             | Lowe's Cos Inc                                                                  | CUSIP: 548661EQ6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20665.01     | 0.00%             | 2033-07-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| OWENS CORNING                                              | Owens Corning                                                                   | CUSIP: 690742AJ0<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8890.10      | 0.00%             | 2029-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                   | Berkshire Hathaway Energy Co                                                    | CUSIP: 084659BD2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8674.81      | 0.00%             | 2031-05-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| NVENT FINANCE SARL                                         | nVent Finance Sarl                                                              | CUSIP: 67078AAD5<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |     10000 | PA      | $10039.08     | 0.00%             | 2028-04-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                              | Citigroup Inc                                                                   | CUSIP: 172967CC3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13995.13     | 0.00%             | 2033-10-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                              | DTE Energy Co                                                                   | CUSIP: 233331BK2<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |     24000 | PA      | $24601.23     | 0.00%             | 2029-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                                                | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28411.06     | 0.01%             | 2030-10-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                   | Enterprise Products Operating LLC                                               | CUSIP: 29379VAY9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     48000 | PA      | $42440.53     | 0.01%             | 2043-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SPIRE MISSOURI INC                                         | Spire Missouri Inc                                                              | CUSIP: 84859DAC1<br>LEI: 06LJQCOVPRXOPDHFC707 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8070.62      | 0.00%             | 2033-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| EASTMAN CHEMICAL CO                                        | Eastman Chemical Co                                                             | CUSIP: 277432AP5<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42867.44     | 0.01%             | 2044-10-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                          | Atmos Energy Corp                                                               | CUSIP: 049560AM7<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    106000 | PA      | $90635.76     | 0.02%             | 2044-10-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                                    | Laboratory Corp of America Holdings                                             | CUSIP: 50540RAS1<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |     34000 | PA      | $30543.88     | 0.01%             | 2045-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| NETFLIX INC                                                | Netflix Inc                                                                     | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     38000 | PA      | $40077.36     | 0.01%             | 2028-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Ginnie Mae I Pool                                                               | CUSIP: 3620AMAC6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    120185 | PA      | $122669.08    | 0.02%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                     | Fairfax Financial Holdings Ltd                                                  | CUSIP: 303901BJ0<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     12000 | PA      | $11329.13     | 0.00%             | 2031-03-03      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                    | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GWB6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     58000 | PA      | $57854.96     | 0.01%             | 2027-01-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3128M4NJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     21379 | PA      | $21957.46     | 0.00%             | 2037-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MCCORMICK & CO                                             | McCormick & Co Inc/MD                                                           | CUSIP: 579780AN7<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14829.79     | 0.00%             | 2027-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                           | Coca-Cola Co/The                                                                | CUSIP: 191216CY4<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     27000 | PA      | $16433.17     | 0.00%             | 2060-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                   | Rogers Communications Inc                                                       | CUSIP: 775109BP5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     55000 | PA      | $41063.26     | 0.01%             | 2049-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                     | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RCJ4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26912.40     | 0.01%             | 2036-06-06      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP                                         | CNA Financial Corp                                                              | CUSIP: 126117AW0<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8935.24      | 0.00%             | 2030-08-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| VALMONT INDUSTRIES INC                                     | Valmont Industries Inc                                                          | CUSIP: 920253AF8<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8454.71      | 0.00%             | 2044-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                             | Eli Lilly & Co                                                                  | CUSIP: 532457CR7<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     66000 | PA      | $66289.17     | 0.01%             | 2034-08-14      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                     | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BE3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     62000 | PA      | $58220.77     | 0.01%             | 2039-03-07      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| SAN DIEGO G & E                                            | San Diego Gas & Electric Co                                                     | CUSIP: 797440BM5<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9234.93      | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                    | MPLX LP                                                                         | CUSIP: 55336VAM2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     36000 | PA      | $32580.40     | 0.01%             | 2038-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3128M7CQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7630 | PA      | $7946.15      | 0.00%             | 2039-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                   | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MAN0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     89000 | PA      | $88365.91     | 0.02%             | 2027-01-11      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                    | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAD1<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7305.72      | 0.00%             | 2033-03-02      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                           | Puget Energy Inc                                                                | CUSIP: 745310AK8<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10748.41     | 0.00%             | 2030-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                 | Ecolab Inc                                                                      | CUSIP: 278865BJ8<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |     59000 | PA      | $36520.82     | 0.01%             | 2055-08-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                          | Kinder Morgan Inc                                                               | CUSIP: 49456BAJ0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    121000 | PA      | $110123.88    | 0.02%             | 2046-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3128LBUW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5913 | PA      | $6133.87      | 0.00%             | 2038-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                           | Berry Global Inc                                                                | CUSIP: 08576PAQ4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16681.05     | 0.00%             | 2034-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                          | Brown & Brown Inc                                                               | CUSIP: 115236AC5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     14000 | PA      | $12466.98     | 0.00%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                  | Boeing Co/The                                                                   | CUSIP: 097023AX3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     10000 | PA      | $11332.07     | 0.00%             | 2039-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3128M4AH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     26974 | PA      | $28113.75     | 0.01%             | 2036-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                           | T-Mobile USA Inc                                                                | CUSIP: 87264ABU8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     26000 | PA      | $25792.44     | 0.01%             | 2026-04-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                | Oracle Corp                                                                     | CUSIP: 68389XBU8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     43000 | PA      | $42175.96     | 0.01%             | 2027-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                | Cencora Inc                                                                     | CUSIP: 03073EAR6<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     56000 | PA      | $52464.75     | 0.01%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN UNIVERSITY                                        | American University/The                                                         | CUSIP: 030360AD3<br>LEI: 549300ZMGVN6I2E7LS27 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7689.28      | 0.00%             | 2049-04-01      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                                   | Martin Marietta Materials Inc                                                   | CUSIP: 573284AV8<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9299.02      | 0.00%             | 2030-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJG87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2352 | PA      | $2482.48      | 0.00%             | 2037-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31407H6X9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10094 | PA      | $10593.23     | 0.00%             | 2036-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                                     | TotalEnergies Capital International SA                                          | CUSIP: 89153VAV1<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |     51000 | PA      | $34994.57     | 0.01%             | 2050-05-29      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                     | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KBK5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10077.76     | 0.00%             | 2079-05-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| CADENCE DESIGN SYS INC                                     | Cadence Design Systems Inc                                                      | CUSIP: 127387AN8<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19128.86     | 0.00%             | 2029-09-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                             | S&P Global Inc                                                                  | CUSIP: 78409VAP9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9388.07      | 0.00%             | 2029-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                   | BHP Billiton Finance USA Ltd                                                    | CUSIP: 055451BD9<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     18000 | PA      | $18768.77     | 0.00%             | 2030-09-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)  | OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)                       | CUSIP: 69033NGR0<br>LEI: 5493007O3QFXCPOGWK22 | Long             | DBT              | CORP              | US        |    900000 | PA      | $900318.06    | 0.18%             | 2025-11-14      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 31286DEG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     32572 | PA      | $34141.30     | 0.01%             | 2037-08-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                                 | VMware LLC                                                                      | CUSIP: 928563AE5<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10009.42     | 0.00%             | 2027-05-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NORTHWELL HEALTHCARE INC                                   | Northwell Healthcare Inc                                                        | CUSIP: 667274AA2<br>LEI: 54930073NUTKK4QD3P47 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7944.85      | 0.00%             | 2046-11-01      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                     | Motorola Solutions Inc                                                          | CUSIP: 620076BE8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7991.24      | 0.00%             | 2044-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                 | Intel Corp                                                                      | CUSIP: 458140AY6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     20000 | PA      | $15638.26     | 0.00%             | 2047-05-11      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                   | Prudential Financial Inc                                                        | CUSIP: 74432QBN4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |      7000 | PA      | $8018.34      | 0.00%             | 2040-06-21      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 3140NWVQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    742195 | PA      | $753601.77    | 0.15%             | 2029-11-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                    | MPLX LP                                                                         | CUSIP: 55336VAL4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18011.76     | 0.00%             | 2047-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH                                     | Massachusetts Institute of Technology                                           | CUSIP: 575718AA9<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15234.80     | 0.00%             | 2111-07-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| DOMINION 3/27/2008 3.20%                                   | DOMINION RES INC 10/14/21                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4991720.00   | 0.99%             | 2025-10-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORP CHRISTI HD                                   | Cheniere Corpus Christi Holdings LLC                                            | CUSIP: 16412XAG0<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |     24000 | PA      | $24265.51     | 0.00%             | 2027-06-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                        | Dow Chemical Co/The                                                             | CUSIP: 260543DC4<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     17000 | PA      | $15054.36     | 0.00%             | 2030-11-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                        | Bank of Nova Scotia/The                                                         | CUSIP: 06417XAP6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $25607.89     | 0.01%             | 2030-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| GLOBE LIFE INC                                             | Globe Life Inc                                                                  | CUSIP: 891027AS3<br>LEI: 5493001JFHKQOPP6XA71 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11102.67     | 0.00%             | 2028-09-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                          | Hyatt Hotels Corp                                                               | CUSIP: 448579AR3<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9234.00      | 0.00%             | 2029-06-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                         | Energy Transfer LP                                                              | CUSIP: 29273VAR1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    203000 | PA      | $206847.30    | 0.04%             | 2026-12-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                   | Healthcare Realty Holdings LP                                                   | CUSIP: 42225UAG9<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12247.05     | 0.00%             | 2030-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                             | Morgan Stanley                                                                  | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     62000 | PA      | $63997.02     | 0.01%             | 2035-07-19      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| COSTCO WHOLESALE CORP                                      | Costco Wholesale Corp                                                           | CUSIP: 22160KAM7<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19773.32     | 0.00%             | 2027-05-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                      | United Parcel Service Inc                                                       | CUSIP: 911312AR7<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |      8000 | PA      | $6419.79      | 0.00%             | 2042-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                                          | GXO Logistics Inc                                                               | CUSIP: 36262GAB7<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7834.66      | 0.00%             | 2026-07-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                | Walmart Inc                                                                     | CUSIP: 931142FD0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     26000 | PA      | $25837.80     | 0.01%             | 2033-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: —       |
| PARKER-HANNIFIN CORP                                       | Parker-Hannifin Corp                                                            | CUSIP: 70109HAJ4<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7771.36      | 0.00%             | 2038-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                     | Brookfield Finance Inc                                                          | CUSIP: 11271LAL6<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |     15000 | PA      | $15476.21     | 0.00%             | 2054-03-04      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                | Prologis LP                                                                     | CUSIP: 74340XCF6<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6777.01      | 0.00%             | 2053-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                          | L3Harris Technologies Inc                                                       | CUSIP: 502431AF6<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7591.69      | 0.00%             | 2029-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                   | Florida Power & Light Co                                                        | CUSIP: 341081FG7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     12000 | PA      | $10383.08     | 0.00%             | 2042-06-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                                     | Boston Scientific Corp                                                          | CUSIP: 101137AU1<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |     13000 | PA      | $11942.58     | 0.00%             | 2049-03-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ARCH CAPITAL FINANCE LLC                                   | Arch Capital Finance LLC                                                        | CUSIP: 03939CAB9<br>LEI: 549300XG4URFY0200M65 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8368.79      | 0.00%             | 2046-12-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                                      | Oglethorpe Power Corp                                                           | CUSIP: 677050AN6<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9126.44      | 0.00%             | 2048-10-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC                                           | Markel Group Inc                                                                | CUSIP: 570535AX2<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |     12000 | PA      | $8269.86      | 0.00%             | 2052-05-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                                        | Invitation Homes Operating Partnership LP                                       | CUSIP: 46188BAD4<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |     56000 | PA      | $54198.65     | 0.01%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                      | Toronto-Dominion Bank/The                                                       | CUSIP: 89114TZJ4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     19000 | PA      | $16891.28     | 0.00%             | 2031-09-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| ALLEGION US HOLDING CO                                     | Allegion US Holding Co Inc                                                      | CUSIP: 01748NAF1<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8360.33      | 0.00%             | 2034-05-29      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                   | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 03523TBW7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     43000 | PA      | $44857.34     | 0.01%             | 2059-01-23      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                           | Altria Group Inc                                                                | CUSIP: 02209SBM4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     30000 | PA      | $23270.97     | 0.00%             | 2041-02-04      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                            | CUSIP: 06051GKB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     75000 | PA      | $49955.18     | 0.01%             | 2052-07-21      | Fixed         | 2.97%                 | No            |                  2 | On Loan: —       |
| TR FINANCE LLC                                             | TR Finance LLC                                                                  | CUSIP: 87268LAB3<br>LEI: 254900OWSTRTOV8P5W25 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10431.84     | 0.00%             | 2040-04-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31412N7K6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     90668 | PA      | $91103.67     | 0.02%             | 2039-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                                                | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     58000 | PA      | $53912.06     | 0.01%             | 2031-02-11      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                 | Nasdaq Inc                                                                      | CUSIP: 63111XAD3<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     13000 | PA      | $11371.71     | 0.00%             | 2031-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                       | Waste Management Inc                                                            | CUSIP: 94106LCE7<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     29000 | PA      | $29450.22     | 0.01%             | 2035-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| T-MOBILE USA INC                                           | T-Mobile USA Inc                                                                | CUSIP: 87264ACA1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     36000 | PA      | $34327.89     | 0.01%             | 2028-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                            | San Diego Gas & Electric Co                                                     | CUSIP: 797440CA0<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     47000 | PA      | $30784.71     | 0.01%             | 2051-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                        | Global Payments Inc                                                             | CUSIP: 891906AC3<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15017.81     | 0.00%             | 2026-04-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                             | Eli Lilly & Co                                                                  | CUSIP: 532457BU1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     12000 | PA      | $9728.08      | 0.00%             | 2059-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                        | Carrier Global Corp                                                             | CUSIP: 14448CAL8<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13775.83     | 0.00%             | 2031-02-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ADVOCATE HEALTH CORP                                       | Advocate Health & Hospitals Corp                                                | CUSIP: 007589AD6<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5506.18      | 0.00%             | 2030-06-15      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                       | Targa Resources Corp                                                            | CUSIP: 87612GAE1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21081.06     | 0.00%             | 2029-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| KELLANOVA                                                  | Kellanova                                                                       | CUSIP: 487836BX5<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |     90000 | PA      | $81629.92     | 0.02%             | 2030-06-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                   | Capital One Financial Corp                                                      | CUSIP: 14040HCN3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24112.60     | 0.00%             | 2030-03-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 312946JY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    145689 | PA      | $145980.47    | 0.03%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                     | UnitedHealth Group Inc                                                          | CUSIP: 91324PEE8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     30000 | PA      | $22834.14     | 0.00%             | 2041-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                                   | MSCI Inc                                                                        | CUSIP: 55354GAR1<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21181.82     | 0.00%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31409JA91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30921 | PA      | $32497.80     | 0.01%             | 2036-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                            | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     75000 | PA      | $67245.30     | 0.01%             | 2032-10-20      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                        | Sherwin-Williams Co/The                                                         | CUSIP: 824348BM7<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     10000 | PA      | $6974.01      | 0.00%             | 2050-05-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                         | Ford Motor Co                                                                   | CUSIP: 345370BR0<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10839.91     | 0.00%             | 2046-11-01      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                   | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    128000 | PA      | $114827.83    | 0.02%             | 2042-09-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                                 | Eaton Corp                                                                      | CUSIP: 278062AG9<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13820.58     | 0.00%             | 2027-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                      | Mexico Government International Bond                                            | CUSIP: 91086QBB3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    486000 | PA      | $406782.00    | 0.08%             | 2044-03-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 3138WGHU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1057585 | PA      | $994399.63    | 0.20%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ASCENSION HEALTH                                           | Ascension Health                                                                | CUSIP: 04351LAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9000 | PA      | $8193.38      | 0.00%             | 2053-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                   | BHP Billiton Finance USA Ltd                                                    | CUSIP: 055451AR9<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     20000 | PA      | $17631.70     | 0.00%             | 2042-02-24      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE GROUP                                    | Columbia Pipeline Group Inc                                                     | CUSIP: 198280AH2<br>LEI: 549300SRP1TQM9JJBG80 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9982.19      | 0.00%             | 2045-06-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                    | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAB5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     63000 | PA      | $40805.83     | 0.01%             | 2052-03-09      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31406MJA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4832 | PA      | $4999.37      | 0.00%             | 2035-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                    | Simon Property Group LP                                                         | CUSIP: 828807DK0<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    207000 | PA      | $192855.42    | 0.04%             | 2030-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31411FCP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12262 | PA      | $12790.17     | 0.00%             | 2037-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CORNING INC                                                | Corning Inc                                                                     | CUSIP: 219350BP9<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |      8000 | PA      | $6294.99      | 0.00%             | 2049-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                | Oracle Corp                                                                     | CUSIP: 68389XCM5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14105.84     | 0.00%             | 2028-05-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                            | CVS Health Corp                                                                 | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    101000 | PA      | $94704.42     | 0.02%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31414RA54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     51839 | PA      | $53566.57     | 0.01%             | 2038-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                        | Charles Schwab Corp/The                                                         | CUSIP: 808513AZ8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11997.11     | 0.00%             | 2029-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                      | Canadian National Railway Co                                                    | CUSIP: 136375DC3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |     53000 | PA      | $51046.99     | 0.01%             | 2032-08-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| UTAH ACQUISITION SUB                                       | Utah Acquisition Sub Inc                                                        | CUSIP: 62854AAP9<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16629.20     | 0.00%             | 2046-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 3138AM2K0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     90969 | PA      | $88562.82     | 0.02%             | 2041-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                       | M&T Bank Corp                                                                   | CUSIP: 55261FAV6<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     42000 | PA      | $42595.41     | 0.01%             | 2036-01-16      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                                   | Aptiv Swiss Holdings Ltd                                                        | CUSIP: 00217GAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |     16000 | PA      | $14722.03     | 0.00%             | 2032-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                                    | Blackstone Secured Lending Fund                                                 | CUSIP: 09261LAC2<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    106000 | PA      | $105744.02    | 0.02%             | 2026-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJJW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       602 | PA      | $635.26       | 0.00%             | 2038-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                      | Lincoln National Corp                                                           | CUSIP: 534187BA6<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     10000 | PA      | $11384.11     | 0.00%             | 2040-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                             | Phillips 66 Co                                                                  | CUSIP: 718547AY8<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11883.63     | 0.00%             | 2035-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3128M6TW8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3574 | PA      | $3772.03      | 0.00%             | 2038-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31409CHA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11462 | PA      | $12145.02     | 0.00%             | 2036-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                            | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     46000 | PA      | $45709.33     | 0.01%             | 2028-04-24      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                     | Blackstone Private Credit Fund                                                  | CUSIP: 09261HBW6<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |     34000 | PA      | $34838.84     | 0.01%             | 2034-11-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| JOHNSON & JOHNSON                                          | Johnson & Johnson                                                               | CUSIP: 478160CG7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     86000 | PA      | $70694.01     | 0.01%             | 2047-03-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                            | United States Treasury Note/Bond                                                | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  39252500 | PA      | $39574492.97  | 7.88%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| EXPORT-IMPORT BANK KOREA                                   | Export-Import Bank of Korea                                                     | CUSIP: 302154BN8<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $198678.00    | 0.04%             | 2026-08-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3128M8AW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     28685 | PA      | $29792.76     | 0.01%             | 2040-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                    | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JBZ6<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9000.00      | 0.00%             | 2025-10-01      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                   | Occidental Petroleum Corp                                                       | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15256.22     | 0.00%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                | Prologis LP                                                                     | CUSIP: 74340XCC3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |      7000 | PA      | $4742.12      | 0.00%             | 2050-03-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                              | Citigroup Inc                                                                   | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     58000 | PA      | $52822.88     | 0.01%             | 2033-01-25      | Fixed         | 3.06%                 | No            |                  2 | On Loan: —       |
| CITIGROUP INC                                              | Citigroup Inc                                                                   | CUSIP: 172967KJ9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     29000 | PA      | $29048.22     | 0.01%             | 2026-03-09      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                                        | Delta Air Lines Inc                                                             | CUSIP: 247361ZT8<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9722.27      | 0.00%             | 2029-10-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| REVVITY INC                                                | Revvity Inc                                                                     | CUSIP: 714046AN9<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8685.20      | 0.00%             | 2031-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                      | MidAmerican Energy Co                                                           | CUSIP: 595620AL9<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6472.61      | 0.00%             | 2043-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                    | Honeywell International Inc                                                     | CUSIP: 438516AR7<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9593.95      | 0.00%             | 2036-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC                                           | Markel Group Inc                                                                | CUSIP: 570535AU8<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5796.78      | 0.00%             | 2029-09-17      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                | CUSIP: 3133KNQS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1274989 | PA      | $1088243.36   | 0.22%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                | Walmart Inc                                                                     | CUSIP: 931142FC2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10075.47     | 0.00%             | 2030-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| AGCO CORP                                                  | AGCO Corp                                                                       | CUSIP: 001084AS1<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14560.57     | 0.00%             | 2034-03-21      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                    | John Deere Capital Corp                                                         | CUSIP: 24422EXM6<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11149.96     | 0.00%             | 2027-03-05      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                        | Bank of Nova Scotia/The                                                         | CUSIP: 06418JAC5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     17000 | PA      | $18106.20     | 0.00%             | 2034-02-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CHURCH & DWIGHT CO INC                                     | Church & Dwight Co Inc                                                          | CUSIP: 17136MAC6<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |     52000 | PA      | $55154.45     | 0.01%             | 2032-11-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                | Target Corp                                                                     | CUSIP: 87612EBM7<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    171000 | PA      | $167003.37    | 0.03%             | 2027-01-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| FRANKLIN RESOURCES INC                                     | Franklin Resources Inc                                                          | CUSIP: 354613AM3<br>LEI: RIFQSET379FOGTEFKS80 | Long             | DBT              | CORP              | US        |      7000 | PA      | $4491.36      | 0.00%             | 2051-08-12      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Ginnie Mae II Pool                                                              | CUSIP: 36193BMR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    469618 | PA      | $449855.77    | 0.09%             | 2046-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                        | General Electric Co                                                             | CUSIP: 369604BY8<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |     84000 | PA      | $73534.49     | 0.01%             | 2050-05-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                              | Citigroup Inc                                                                   | CUSIP: 172967KN0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     38000 | PA      | $37855.83     | 0.01%             | 2026-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                 | 3M Co                                                                           | CUSIP: 88579YAH4<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |     69000 | PA      | $55862.25     | 0.01%             | 2044-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PPG INDUSTRIES INC                                         | PPG Industries Inc                                                              | CUSIP: 693506BU0<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |     24000 | PA      | $23673.86     | 0.00%             | 2026-03-15      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                 | TELUS Corp                                                                      | CUSIP: 87971MBW2<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |     18000 | PA      | $16581.73     | 0.00%             | 2032-05-13      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                               | Broadcom Inc                                                                    | CUSIP: 11135FBE0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13341.75     | 0.00%             | 2028-02-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Ginnie Mae I Pool                                                               | CUSIP: 36290UJ98<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     13052 | PA      | $13678.52     | 0.00%             | 2037-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                                | Cummins Inc                                                                     | CUSIP: 231021AS5<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |     44000 | PA      | $27172.64     | 0.01%             | 2050-09-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK OF AUSTRALIA                             | COMMONWEALTH BANK OF AUSTRALIA                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    900000 | PA      | $900040.23    | 0.18%             | 2026-02-25      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                   | European Investment Bank                                                        | CUSIP: 298785JE7<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |     59000 | PA      | $51878.79     | 0.01%             | 2030-05-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                      | Rio Tinto Finance USA PLC                                                       | CUSIP: 76720AAP1<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |     22000 | PA      | $20841.78     | 0.00%             | 2053-03-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                   | Prudential Financial Inc                                                        | CUSIP: 744320BF8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20399.54     | 0.00%             | 2048-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                             | Morgan Stanley                                                                  | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     67000 | PA      | $62619.63     | 0.01%             | 2031-01-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3132GDKC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    127855 | PA      | $131163.56    | 0.03%             | 2041-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEWMONT / NEWCREST FIN                                     | Newmont Corp / Newcrest Finance Pty Ltd                                         | CUSIP: 65163LAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     49000 | PA      | $46998.22     | 0.01%             | 2030-05-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| KONINKLIJKE PHILIPS NV                                     | Koninklijke Philips NV                                                          | CUSIP: 500472AC9<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | DBT              | CORP              | NL        |     14000 | PA      | $15851.31     | 0.00%             | 2038-03-11      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                         | Ingersoll Rand Inc                                                              | CUSIP: 45687VAA4<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10346.88     | 0.00%             | 2028-08-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                    | HCA Inc                                                                         | CUSIP: 404119CQ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     27000 | PA      | $28061.33     | 0.01%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CONSOLIDATED                                     | Coca-Cola Consolidated Inc                                                      | CUSIP: 191098AP7<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10471.33     | 0.00%             | 2034-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                     | Diamondback Energy Inc                                                          | CUSIP: 25278XAW9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13324.91     | 0.00%             | 2053-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER CO                                   | Tucson Electric Power Co                                                        | CUSIP: 898813AS9<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5246.71      | 0.00%             | 2030-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                        | Bank of Nova Scotia/The                                                         | CUSIP: 0641594A1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     15000 | PA      | $14717.41     | 0.00%             | 2026-06-24      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| ROCKWELL AUTOMATION                                        | Rockwell Automation Inc                                                         | CUSIP: 773903AL3<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |      9000 | PA      | $7840.29      | 0.00%             | 2031-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                 | PacifiCorp                                                                      | CUSIP: 695114CW6<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7386.83      | 0.00%             | 2030-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                      | Time Warner Cable LLC                                                           | CUSIP: 88732JBD9<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     61000 | PA      | $49039.42     | 0.01%             | 2042-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                        | LYB International Finance III LLC                                               | CUSIP: 50249AAD5<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |     20000 | PA      | $14826.24     | 0.00%             | 2050-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                            | DTE Electric Co                                                                 | CUSIP: 23338VAP1<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |      9000 | PA      | $6359.58      | 0.00%             | 2051-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                          | L3Harris Technologies Inc                                                       | CUSIP: 502431AV1<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9953.44      | 0.00%             | 2054-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| WALT DISNEY COMPANY/THE                                    | Walt Disney Co/The                                                              | CUSIP: 254687FZ4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    139000 | PA      | $105233.32    | 0.02%             | 2051-01-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                | Target Corp                                                                     | CUSIP: 87612EBJ4<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13970.64     | 0.00%             | 2030-02-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| TELEDYNE TECHNOLOGIES IN                                   | Teledyne Technologies Inc                                                       | CUSIP: 879360AD7<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13365.20     | 0.00%             | 2028-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                        | Bank of Nova Scotia/The                                                         | CUSIP: 06417XAD3<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     15000 | PA      | $14636.19     | 0.00%             | 2027-02-02      | Fixed         | 1.95%                 | No            |                  2 | On Loan: —       |
| WALMART INC                                                | Walmart Inc                                                                     | CUSIP: 931142ES8<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23429.81     | 0.00%             | 2028-09-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MAGNA INTERNATIONAL INC                                    | Magna International Inc                                                         | CUSIP: 559222AV6<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |     17000 | PA      | $15659.47     | 0.00%             | 2030-06-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: —       |
| PROGRESSIVE CORP                                           | Progressive Corp/The                                                            | CUSIP: 743315AP8<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6181.65      | 0.00%             | 2044-04-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                          | General Mills Inc                                                               | CUSIP: 370334CP7<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     89000 | PA      | $58113.27     | 0.01%             | 2051-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| BERKLEY (WR) CORPORATION                                   | W R Berkley Corp                                                                | CUSIP: 084423AW2<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | DBT              | CORP              | US        |      7000 | PA      | $4445.94      | 0.00%             | 2061-09-30      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                          | Johnson & Johnson                                                               | CUSIP: 478160CF9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    172000 | PA      | $156296.97    | 0.03%             | 2037-03-03      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| VERALTO CORP                                               | Veralto Corp                                                                    | CUSIP: 92338CAF0<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14649.26     | 0.00%             | 2033-09-18      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                               | Synopsys Inc                                                                    | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90895.17     | 0.02%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                                   | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                      | CUSIP: 46590XAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     10000 | PA      | $9467.51      | 0.00%             | 2031-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                     | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBB2<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8098.59      | 0.00%             | 2032-01-26      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| FLORIDA POWER & LIGHT CO                                   | Florida Power & Light Co                                                        | CUSIP: 341081FC6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10567.57     | 0.00%             | 2040-03-01      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                          | NSTAR Electric Co                                                               | CUSIP: 67021CAQ0<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |      6000 | PA      | $4136.47      | 0.00%             | 2051-06-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                                       | National Fuel Gas Co                                                            | CUSIP: 636180BR1<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |     17000 | PA      | $15522.57     | 0.00%             | 2031-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LP                                        | Emera US Finance LP                                                             | CUSIP: 29103DAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $14914.38     | 0.00%             | 2026-06-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| NY & PRESBYTERIAN HOSPIT                                   | New York and Presbyterian Hospital/The                                          | CUSIP: 649322AD6<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5567.36      | 0.00%             | 2056-08-01      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| DUKE UNIVERSITY HEALTH                                     | Duke University Health System Inc                                               | CUSIP: 26443CAA1<br>LEI: SYIJ9BNVFR17R33OPQ57 | Long             | DBT              | CORP              | US        |     12000 | PA      | $9718.85      | 0.00%             | 2047-06-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                      | Micron Technology Inc                                                           | CUSIP: 595112BT9<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7741.47      | 0.00%             | 2041-11-01      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                    | MPLX LP                                                                         | CUSIP: 55336VBR0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29689.34     | 0.01%             | 2026-03-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                               | Broadcom Inc                                                                    | CUSIP: 11135FBK6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     46000 | PA      | $42588.76     | 0.01%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                | Nutrien Ltd                                                                     | CUSIP: 67077MAW8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     13000 | PA      | $12256.71     | 0.00%             | 2030-05-13      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                             | Amazon.com Inc                                                                  | CUSIP: 023135AP1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22748.25     | 0.00%             | 2034-12-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                | Walmart Inc                                                                     | CUSIP: 931142CM3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     16000 | PA      | $18157.26     | 0.00%             | 2038-04-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: —       |
| CREDIT SUISSE USA LLC                                      | Credit Suisse USA LLC                                                           | CUSIP: 22541LAE3<br>LEI: EXD7DEVFDH4HOFFQ7349 | Long             | DBT              | CORP              | US        |     18000 | PA      | $20720.66     | 0.00%             | 2032-07-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                  | Boeing Co/The                                                                   | CUSIP: 097023CF0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    103000 | PA      | $72944.41     | 0.01%             | 2059-03-01      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| FORTIS INC                                                 | Fortis Inc/Canada                                                               | CUSIP: 349553AM9<br>LEI: 549300MQYQ9Y065XPR71 | Long             | DBT              | CORP              | CA        |     22000 | PA      | $21753.19     | 0.00%             | 2026-10-04      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                                 | Leidos Inc                                                                      | CUSIP: 52532XAH8<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17851.03     | 0.00%             | 2031-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                        | Dominion Energy Inc                                                             | CUSIP: 25746UBQ1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5769.84      | 0.00%             | 2042-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                | Phillips 66 Co                                                                  | CUSIP: 718547AK8<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10516.84     | 0.00%             | 2029-12-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PROV ST JOSEPH HLTH OBL                                    | Providence St Joseph Health Obligated Group                                     | CUSIP: 743820AC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12000 | PA      | $12344.54     | 0.00%             | 2033-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                   | Prudential Financial Inc                                                        | CUSIP: 744320BJ0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20110.34     | 0.00%             | 2052-03-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                        | Charles Schwab Corp/The                                                         | CUSIP: 808513CD5<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     24000 | PA      | $24929.42     | 0.00%             | 2029-05-19      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3128KVVG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1581 | PA      | $1620.55      | 0.00%             | 2037-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                    | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     38000 | PA      | $38494.89     | 0.01%             | 2030-10-23      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 3140HGR74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36732 | PA      | $35283.08     | 0.01%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Ginnie Mae II Pool                                                              | CUSIP: 36241LSS6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3614 | PA      | $3720.29      | 0.00%             | 2040-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                             | Morgan Stanley                                                                  | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     67000 | PA      | $59189.78     | 0.01%             | 2032-07-21      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                           | Coca-Cola Co/The                                                                | CUSIP: 191216DC1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     89000 | PA      | $54472.28     | 0.01%             | 2051-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                           | Altria Group Inc                                                                | CUSIP: 02209SBN2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     25000 | PA      | $18033.03     | 0.00%             | 2051-02-04      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| MCKESSON CORP                                              | McKesson Corp                                                                   | CUSIP: 581557BQ7<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    202000 | PA      | $200810.18    | 0.04%             | 2025-12-03      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                             | Amazon.com Inc                                                                  | CUSIP: 023135BT2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     44000 | PA      | $27206.48     | 0.01%             | 2050-06-03      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                               | Centene Corp                                                                    | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     26000 | PA      | $22352.33     | 0.00%             | 2031-08-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| MDC HOLDINGS INC                                           | MDC Holdings Inc                                                                | CUSIP: 552676AT5<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5771.41      | 0.00%             | 2030-01-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                             | Starbucks Corp                                                                  | CUSIP: 855244BG3<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20204.60     | 0.00%             | 2027-02-08      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                        | PayPal Holdings Inc                                                             | CUSIP: 70450YAE3<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28609.77     | 0.01%             | 2029-10-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                               | AES Corp/The                                                                    | CUSIP: 00130HCH6<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18440.18     | 0.00%             | 2028-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                     | Roper Technologies Inc                                                          | CUSIP: 776743AN6<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13313.26     | 0.00%             | 2027-09-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31413KUR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6809 | PA      | $7164.26      | 0.00%             | 2037-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                     | Asian Development Bank                                                          | CUSIP: 045167EG4<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | N/A       |    104000 | PA      | $101946.83    | 0.02%             | 2028-01-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                           | T-Mobile USA Inc                                                                | CUSIP: 87264ACY9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     57000 | PA      | $58241.52     | 0.01%             | 2033-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| ASTRAZENECA PLC                                            | AstraZeneca PLC                                                                 | CUSIP: 046353AT5<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    174000 | PA      | $174204.08    | 0.03%             | 2029-01-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| ADVENT HEALTH SYSTEM                                       | Adventist Health System/West                                                    | CUSIP: 007944AG6<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | CORP              | US        |     17000 | PA      | $11709.07     | 0.00%             | 2049-03-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3128L8Y33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     42310 | PA      | $43455.09     | 0.01%             | 2038-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PROV ST JOSEPH HLTH OBL                                    | Providence St Joseph Health Obligated Group                                     | CUSIP: 743820AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16000 | PA      | $9568.86      | 0.00%             | 2051-10-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| NY & PRESBYTERIAN HOSPIT                                   | New York and Presbyterian Hospital/The                                          | CUSIP: 649322AA2<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |     44000 | PA      | $36848.04     | 0.01%             | 2045-08-01      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                          | State Street Corp                                                               | CUSIP: 857477BP7<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    151000 | PA      | $134719.77    | 0.03%             | 2031-03-03      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| ONE GAS INC                                                | ONE Gas Inc                                                                     | CUSIP: 68235PAN8<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6189.40      | 0.00%             | 2029-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Ginnie Mae II Pool                                                              | CUSIP: 36179WFG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2163688 | PA      | $1865006.68   | 0.37%             | 2051-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31412LWW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5680 | PA      | $6018.34      | 0.00%             | 2037-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                         | Meta Platforms Inc                                                              | CUSIP: 30303M8W5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     38000 | PA      | $37750.62     | 0.01%             | 2064-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                     | Fairfax Financial Holdings Ltd                                                  | CUSIP: 303901BU5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     12000 | PA      | $12319.66     | 0.00%             | 2055-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                     | American Honda Finance Corp                                                     | CUSIP: 02665WFQ9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14080.63     | 0.00%             | 2029-09-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                     | Extra Space Storage LP                                                          | CUSIP: 30225VAU1<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21467.76     | 0.00%             | 2035-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                   | Devon Energy Corp                                                               | CUSIP: 25179MBD4<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8000.70      | 0.00%             | 2027-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BAIDU INC                                                  | Baidu Inc                                                                       | CUSIP: 056752AS7<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |    212000 | PA      | $209571.54    | 0.04%             | 2026-04-09      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                        | Gilead Sciences Inc                                                             | CUSIP: 375558BF9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     56000 | PA      | $55913.43     | 0.01%             | 2026-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| VALE SA                                                    | Vale SA                                                                         | CUSIP: 91912EAA3<br>LEI: 254900SMTWBX7RU2SR20 | Long             | DBT              | CORP              | BR        |     10000 | PA      | $10212.50     | 0.00%             | 2042-09-11      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                   | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556CZ3<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20236.83     | 0.00%             | 2026-12-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP                                         | CNA Financial Corp                                                              | CUSIP: 126117AY6<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10100.33     | 0.00%             | 2034-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31412BJF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9698 | PA      | $10108.95     | 0.00%             | 2036-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA LTD                                      | Rio Tinto Finance USA Ltd                                                       | CUSIP: 767201AT3<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |    126000 | PA      | $79084.59     | 0.02%             | 2051-11-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                   | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $18976.75     | 0.00%             | 2033-04-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                | Equinix Inc                                                                     | CUSIP: 29444UBE5<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     24000 | PA      | $22992.76     | 0.00%             | 2029-11-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                               | Centene Corp                                                                    | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     49000 | PA      | $48158.05     | 0.01%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                               | ING Groep NV                                                                    | CUSIP: 456837AM5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    307000 | PA      | $310132.10    | 0.06%             | 2028-10-02      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| INTERPUBLIC GROUP COS                                      | Interpublic Group of Cos Inc/The                                                | CUSIP: 460690BT6<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |     79000 | PA      | $70626.46     | 0.01%             | 2031-03-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                      | Lincoln National Corp                                                           | CUSIP: 534187BH1<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9882.20      | 0.00%             | 2028-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31413UJQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       221 | PA      | $232.84       | 0.00%             | 2037-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                     | Diamondback Energy Inc                                                          | CUSIP: 25278XAY5<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17515.60     | 0.00%             | 2030-01-30      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ONEOK PARTNERS LP                                          | ONEOK Partners LP                                                               | CUSIP: 68268NAD5<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |     12000 | PA      | $13249.93     | 0.00%             | 2037-10-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| ILLINOIS TOOL WORKS INC                                    | Illinois Tool Works Inc                                                         | CUSIP: 452308AR0<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |     41000 | PA      | $35113.46     | 0.01%             | 2042-09-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                                   | Federal Farm Credit Banks Funding Corp                                          | CUSIP: 3133EMR95<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   1324000 | PA      | $1066332.57   | 0.21%             | 2036-07-14      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                                        | Cheniere Energy Inc                                                             | CUSIP: 16411RAN9<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30939.23     | 0.01%             | 2034-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAP INC                                    | GlaxoSmithKline Capital Inc                                                     | CUSIP: 377372AE7<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    101000 | PA      | $113601.05    | 0.02%             | 2038-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                   | Virginia Electric and Power Co                                                  | CUSIP: 927804GB4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9549.42      | 0.00%             | 2029-07-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31371MT23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12171 | PA      | $12631.73     | 0.00%             | 2036-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ASSURED GUARANTY US HLDG                                   | Assured Guaranty US Holdings Inc                                                | CUSIP: 04621WAF7<br>LEI: 5493007YCE0652G9TZ64 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7365.93      | 0.00%             | 2028-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                             | Microsoft Corp                                                                  | CUSIP: 594918CF9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     85000 | PA      | $55365.07     | 0.01%             | 2062-03-17      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| ROCKEFELLER FOUNDATION                                     | Rockefeller Foundation/The                                                      | CUSIP: 77310VAA2<br>LEI: 549300JU3NX0IK5I9038 | Long             | DBT              | CORP              | US        |     14000 | PA      | $8632.42      | 0.00%             | 2050-10-01      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                             | Amazon.com Inc                                                                  | CUSIP: 023135CQ7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26684.65     | 0.01%             | 2029-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                     | Pacific Gas and Electric Co                                                     | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    302000 | PA      | $269179.32    | 0.05%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                         | VICI Properties LP                                                              | CUSIP: 925650AE3<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     17000 | PA      | $16230.28     | 0.00%             | 2052-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| GILEAD SCIENCES INC                                        | Gilead Sciences Inc                                                             | CUSIP: 375558BD4<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     77000 | PA      | $70813.75     | 0.01%             | 2046-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                  | Boeing Co/The                                                                   | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     91000 | PA      | $93411.33     | 0.02%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                             | Morgan Stanley                                                                  | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     62000 | PA      | $63955.72     | 0.01%             | 2034-04-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31416CK39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       361 | PA      | $375.22       | 0.00%             | 2039-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UDR INC                                                    | UDR Inc                                                                         | CUSIP: 90265EAP5<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15060.87     | 0.00%             | 2029-01-26      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                   | American Water Capital Corp                                                     | CUSIP: 03040WAU9<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10758.17     | 0.00%             | 2029-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ADVANCED MICRO DEVICES                                     | Advanced Micro Devices Inc                                                      | CUSIP: 007903BG1<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8626.10      | 0.00%             | 2052-06-01      | Fixed         | 4.39%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3132XXMU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    151899 | PA      | $146300.03    | 0.03%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                       | Freeport-McMoRan Inc                                                            | CUSIP: 35671DCD5<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10132.97     | 0.00%             | 2029-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                   | European Investment Bank                                                        | CUSIP: 298785JA5<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |     59000 | PA      | $54503.29     | 0.01%             | 2029-10-09      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                      | Texas Instruments Inc                                                           | CUSIP: 882508BM5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     10000 | PA      | $6266.44      | 0.00%             | 2051-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                      | Waste Connections Inc                                                           | CUSIP: 941053AH3<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $10066.76     | 0.00%             | 2028-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                                              | Sutter Health                                                                   | CUSIP: 86944BAK9<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8226.22      | 0.00%             | 2033-08-15      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                      | American Homes 4 Rent LP                                                        | CUSIP: 02666TAF4<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |      6000 | PA      | $4824.27      | 0.00%             | 2052-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                   | Occidental Petroleum Corp                                                       | CUSIP: 674599DH5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      7000 | PA      | $8217.28      | 0.00%             | 2039-06-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                                | PNC Bank NA                                                                     | CUSIP: 69353RFJ2<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    171000 | PA      | $168368.47    | 0.03%             | 2028-01-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTN                                   | Piedmont Operating Partnership LP                                               | CUSIP: 720198AG5<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |     12000 | PA      | $13328.05     | 0.00%             | 2028-07-20      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| STATE OF WISCONSIN INVESTMENT BOARD                        | STATE OF WISCONSIN INVESTMENT BOARD                                             | CUSIP: 000000000<br>LEI: VY0GIYI3352UC4XOP168 | Long             | RA               | CORP              | US        |  11336221 | PA      | $11336221.00  | 2.26%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                            | CUSIP: 06051GGR4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     46000 | PA      | $45588.43     | 0.01%             | 2028-07-21      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| KFW                                                        | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769CH5<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    118000 | PA      | $71119.84     | 0.01%             | 2037-06-29      | None          | 0.00%                 | No            |                  2 | On Loan: —       |
| KAISER FOUNDATION HOSPIT                                   | Kaiser Foundation Hospitals                                                     | CUSIP: 48305QAD5<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |     26000 | PA      | $21796.99     | 0.00%             | 2047-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3128M66T0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     58394 | PA      | $59900.16     | 0.01%             | 2038-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                        | LYB International Finance III LLC                                               | CUSIP: 50249AAL7<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10288.04     | 0.00%             | 2033-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| BUNGE LTD FINANCE CORP                                     | Bunge Ltd Finance Corp                                                          | CUSIP: 120568BR0<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35426.68     | 0.01%             | 2035-08-04      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                             | Amazon.com Inc                                                                  | CUSIP: 023135CJ3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     44000 | PA      | $35719.33     | 0.01%             | 2052-04-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                        | JPMorgan Chase & Co                                                             | CUSIP: 46647PBT2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54755.96     | 0.01%             | 2026-11-19      | Fixed         | 1.04%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                               | AutoZone Inc                                                                    | CUSIP: 053332BA9<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     18000 | PA      | $15678.99     | 0.00%             | 2031-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| BORGWARNER INC                                             | BorgWarner Inc                                                                  | CUSIP: 099724AL0<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |     22000 | PA      | $21438.75     | 0.00%             | 2027-07-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                                      | Evergy Kansas Central Inc                                                       | CUSIP: 30036FAA9<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7184.09      | 0.00%             | 2050-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                     | Diamondback Energy Inc                                                          | CUSIP: 25278XBB4<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19271.02     | 0.00%             | 2064-04-18      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                        | Synchrony Financial                                                             | CUSIP: 87165BAV5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15553.82     | 0.00%             | 2030-08-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| MSILF Government Portfolio                                 | MSILF Government Portfolio                                                      | CUSIP: 61747C707<br>LEI: 549300BI6Y5SI6BYPB26 | Long             | STIV             | RF                | US        |   8995000 | NS      | $8995000.00   | 1.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 3138ENY86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    945379 | PA      | $869714.70    | 0.17%             | 2043-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JUNIPER NETWORKS INC                                       | Juniper Networks Inc                                                            | CUSIP: 48203RAD6<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8094.87      | 0.00%             | 2041-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                      | United Parcel Service Inc                                                       | CUSIP: 911312BW5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24250.94     | 0.00%             | 2050-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| DOMINION ENERGY INC                                        | Dominion Energy Inc                                                             | CUSIP: 25746UAV1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10654.30     | 0.00%             | 2035-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER HLDGS CORP                                    | Schlumberger Holdings Corp                                                      | CUSIP: 806851AR2<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46652.48     | 0.01%             | 2030-06-26      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                                  | Adobe Inc                                                                       | CUSIP: 00724PAK5<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |     22000 | PA      | $23288.24     | 0.00%             | 2035-01-17      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Ginnie Mae II Pool                                                              | CUSIP: 36202FP75<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    307812 | PA      | $309803.24    | 0.06%             | 2041-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                     | Verizon Communications Inc                                                      | CUSIP: 92343VFT6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     61000 | PA      | $44145.44     | 0.01%             | 2040-11-20      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                   | Devon Energy Corp                                                               | CUSIP: 25179MBF9<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12030.39     | 0.00%             | 2030-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| JPMORGAN CHASE & CO                                        | JPMorgan Chase & Co                                                             | CUSIP: 46625HNJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    202000 | PA      | $203381.99    | 0.04%             | 2027-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ALBEMARLE CORP                                             | Albemarle Corp                                                                  | CUSIP: 012653AE1<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11853.87     | 0.00%             | 2032-06-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                          | Hyatt Hotels Corp                                                               | CUSIP: 448579AS1<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7169.08      | 0.00%             | 2034-06-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                           | Coca-Cola Co/The                                                                | CUSIP: 191216CE8<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     58000 | PA      | $57134.26     | 0.01%             | 2027-05-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                        | LYB International Finance III LLC                                               | CUSIP: 50249AAF0<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10000.00     | 0.00%             | 2025-10-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                     | Asian Development Bank                                                          | CUSIP: 04517PBY7<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | N/A       |     20000 | PA      | $20076.21     | 0.00%             | 2029-04-12      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                        | Global Payments Inc                                                             | CUSIP: 37940XAQ5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15354.42     | 0.00%             | 2032-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                     | UnitedHealth Group Inc                                                          | CUSIP: 91324PDZ2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    171000 | PA      | $110322.20    | 0.02%             | 2050-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                             | Starbucks Corp                                                                  | CUSIP: 855244AM1<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7603.75      | 0.00%             | 2047-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                            | DTE Electric Co                                                                 | CUSIP: 23338VAR7<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |      8000 | PA      | $6002.65      | 0.00%             | 2052-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| EVERGY INC                                                 | Evergy Inc                                                                      | CUSIP: 30034WAB2<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |     17000 | PA      | $16131.66     | 0.00%             | 2029-09-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                             | S&P Global Inc                                                                  | CUSIP: 78409VBG8<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19094.04     | 0.00%             | 2029-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HP INC                                                     | HP Inc                                                                          | CUSIP: 40434LAM7<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18244.42     | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ARROW ELECTRONICS INC                                      | Arrow Electronics Inc                                                           | CUSIP: 04273WAC5<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8937.81      | 0.00%             | 2032-02-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3128M5H45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1294 | PA      | $1365.89      | 0.00%             | 2037-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                | Nutrien Ltd                                                                     | CUSIP: 67077MAE8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |      8000 | PA      | $7985.89      | 0.00%             | 2026-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                   | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $41920.78     | 0.01%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                | Oracle Corp                                                                     | CUSIP: 68389XCT0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     34000 | PA      | $33217.94     | 0.01%             | 2034-09-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                     | Asian Development Bank                                                          | CUSIP: 045167DR1<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | N/A       |     36000 | PA      | $35366.68     | 0.01%             | 2026-08-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| STANFORD UNIVERSITY                                        | Leland Stanford Junior University/The                                           | CUSIP: 85440KAA2<br>LEI: JIUV0DC2REIJXQ26CR37 | Long             | DBT              | CORP              | US        |     15000 | PA      | $11889.81     | 0.00%             | 2048-05-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                  | Apple Inc                                                                       | CUSIP: 037833EE6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    151000 | PA      | $108620.61    | 0.02%             | 2041-02-08      | Fixed         | 2.38%                 | No            |                  2 | On Loan: —       |
| DOVER CORP                                                 | Dover Corp                                                                      | CUSIP: 260003AP3<br>LEI: 549300FMC2ALGA7N9E80 | Long             | DBT              | CORP              | US        |     17000 | PA      | $16174.53     | 0.00%             | 2029-11-04      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                      | PACCAR Financial Corp                                                           | CUSIP: 69371RS64<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6174.65      | 0.00%             | 2028-08-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                          | General Motors Co                                                               | CUSIP: 37045VAJ9<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22535.38     | 0.00%             | 2045-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                    | Honeywell International Inc                                                     | CUSIP: 438516CY0<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20397.92     | 0.00%             | 2030-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| IDAHO POWER CO                                             | Idaho Power Co                                                                  | CUSIP: 45138LBJ1<br>LEI: TN0LL73P2C8X3W6KM391 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7196.30      | 0.00%             | 2054-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                   | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     86000 | PA      | $73019.61     | 0.01%             | 2044-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                        | LYB International Finance III LLC                                               | CUSIP: 50249AAM5<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15095.84     | 0.00%             | 2034-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                             | Air Lease Corp                                                                  | CUSIP: 00912XAY0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9849.88      | 0.00%             | 2027-12-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                     | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KDB3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     24000 | PA      | $25874.90     | 0.01%             | 2054-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage A                             | Ginnie Mae I Pool                                                               | CUSIP: 36176SAE0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    121287 | PA      | $123431.06    | 0.02%             | 2042-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CLEVELAND ELECTRIC ILLUM                                   | Cleveland Electric Illuminating Co/The                                          | CUSIP: 186108CE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7000 | PA      | $7452.80      | 0.00%             | 2036-12-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                               | NiSource Inc                                                                    | CUSIP: 65473QBC6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13678.44     | 0.00%             | 2044-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                  | ONEOK Inc                                                                       | CUSIP: 682680BS1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9470.79      | 0.00%             | 2030-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                        | Bank of Nova Scotia/The                                                         | CUSIP: 06417XAE1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     17000 | PA      | $15106.56     | 0.00%             | 2032-02-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                | Oracle Corp                                                                     | CUSIP: 68389XBF1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     38000 | PA      | $30554.79     | 0.01%             | 2045-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                               | AutoZone Inc                                                                    | CUSIP: 053332BK7<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     67000 | PA      | $69566.72     | 0.01%             | 2034-07-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                           | T-Mobile USA Inc                                                                | CUSIP: 87264ABT1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     22000 | PA      | $20289.59     | 0.00%             | 2031-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                | PepsiCo Inc                                                                     | CUSIP: 713448EP9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     20000 | PA      | $13433.93     | 0.00%             | 2049-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                              | Citigroup Inc                                                                   | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     61000 | PA      | $64926.83     | 0.01%             | 2034-05-25      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                            | DTE Electric Co                                                                 | CUSIP: 23338VAL0<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     10000 | PA      | $6751.66      | 0.00%             | 2050-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31403DT82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37118 | PA      | $39321.55     | 0.01%             | 2036-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                   | Florida Power & Light Co                                                        | CUSIP: 341081FH5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |      8000 | PA      | $6624.20      | 0.00%             | 2042-12-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 3140HXW89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    571304 | PA      | $527326.80    | 0.11%             | 2030-05-01      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJEJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4488 | PA      | $4723.06      | 0.00%             | 2036-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                   | Air Products and Chemicals Inc                                                  | CUSIP: 009158BC9<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |     94000 | PA      | $85912.13     | 0.02%             | 2030-05-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| MCCORMICK & CO                                             | McCormick & Co Inc/MD                                                           | CUSIP: 579780AR8<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9870.63      | 0.00%             | 2026-02-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                   | Prudential Financial Inc                                                        | CUSIP: 74432QCC7<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8015.97      | 0.00%             | 2028-03-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                        | CommonSpirit Health                                                             | CUSIP: 20268JAT0<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9653.11      | 0.00%             | 2054-12-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                              | Citigroup Inc                                                                   | CUSIP: 172967ML2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     43000 | PA      | $39979.82     | 0.01%             | 2031-01-29      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                     | Goldman Sachs Bank USA/New York NY                                              | CUSIP: 38151LAF7<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |     43000 | PA      | $43200.93     | 0.01%             | 2027-03-18      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                 | 3M Co                                                                           | CUSIP: 88579YBD2<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |     23000 | PA      | $18647.54     | 0.00%             | 2048-09-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FOX CORP                                                   | Fox Corp                                                                        | CUSIP: 35137LAJ4<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25106.61     | 0.01%             | 2039-01-25      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                             | Morgan Stanley                                                                  | CUSIP: 6174468Y8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    199000 | PA      | $128319.38    | 0.03%             | 2052-01-25      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| REVVITY INC                                                | Revvity Inc                                                                     | CUSIP: 714046AM1<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9323.10      | 0.00%             | 2028-09-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                             | Morgan Stanley                                                                  | CUSIP: 61747YFJ9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     38000 | PA      | $42543.16     | 0.01%             | 2034-11-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                   | Virginia Electric and Power Co                                                  | CUSIP: 927804FR0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     14000 | PA      | $12277.80     | 0.00%             | 2044-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                                                | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     82000 | PA      | $83342.58     | 0.02%             | 2033-07-25      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| COSTCO WHOLESALE CORP                                      | Costco Wholesale Corp                                                           | CUSIP: 22160KAP0<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |     36000 | PA      | $32471.52     | 0.01%             | 2030-04-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                            | CVS Health Corp                                                                 | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    180000 | PA      | $163495.14    | 0.03%             | 2045-07-20      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                                                | Ameren Corp                                                                     | CUSIP: 023608AQ5<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14319.67     | 0.00%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3128M4FA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     27135 | PA      | $28282.14     | 0.01%             | 2037-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31410KW67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     67281 | PA      | $70041.30     | 0.01%             | 2036-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                           | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CD9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    195000 | PA      | $184898.23    | 0.04%             | 2031-09-18      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                | PepsiCo Inc                                                                     | CUSIP: 713448EV6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     39000 | PA      | $30375.57     | 0.01%             | 2060-03-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3128M8CB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     26898 | PA      | $28386.61     | 0.01%             | 2040-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PULTEGROUP INC                                             | PulteGroup Inc                                                                  | CUSIP: 745867AX9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7000 | PA      | $7064.26      | 0.00%             | 2027-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                          | Brown & Brown Inc                                                               | CUSIP: 115236AN1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     38000 | PA      | $40017.78     | 0.01%             | 2055-06-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                  | Boeing Co/The                                                                   | CUSIP: 097023BR5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7888.50      | 0.00%             | 2026-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                      | Truist Financial Corp                                                           | CUSIP: 89788NAA8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     19000 | PA      | $18944.39     | 0.00%             | 2033-07-28      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                     | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCP3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20439.05     | 0.00%             | 2033-02-28      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                    | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GXA7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     29000 | PA      | $26833.13     | 0.01%             | 2039-04-23      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| LINDE INC/CT                                               | Linde Inc/CT                                                                    | CUSIP: 74005PBT0<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |     63000 | PA      | $54836.32     | 0.01%             | 2030-08-10      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Ginnie Mae I Pool                                                               | CUSIP: 36297KLK5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    225831 | PA      | $231619.22    | 0.05%             | 2039-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                             | S&P Global Inc                                                                  | CUSIP: 78409VBQ6<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15715.96     | 0.00%             | 2033-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31414JAE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47068 | PA      | $49561.98     | 0.01%             | 2037-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                                 | Eaton Corp                                                                      | CUSIP: 278062AH7<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |     26000 | PA      | $25612.15     | 0.01%             | 2033-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| CIGNA GROUP/THE                                            | Cigna Group/The                                                                 | CUSIP: 125523CM0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     47000 | PA      | $42298.37     | 0.01%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31402QYZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    160004 | PA      | $166166.86    | 0.03%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                | Nutrien Ltd                                                                     | CUSIP: 67077MAX6<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $7773.47      | 0.00%             | 2050-05-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                    | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JAS3<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6934.45      | 0.00%             | 2042-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                    | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZT4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13015.86     | 0.00%             | 2027-06-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                           | Ventas Realty LP                                                                | CUSIP: 92277GAB3<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17065.85     | 0.00%             | 2043-09-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SAFEHOLD GL HOLDINGS LLC                                   | Safehold GL Holdings LLC                                                        | CUSIP: 78646UAB5<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6225.28      | 0.00%             | 2032-01-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                             | Morgan Stanley                                                                  | CUSIP: 61747YES0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     38000 | PA      | $38562.55     | 0.01%             | 2037-04-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                      | United Parcel Service Inc                                                       | CUSIP: 911312BQ8<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12417.10     | 0.00%             | 2049-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                             | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137H9C98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    200000 | PA      | $193240.64    | 0.04%             | 2032-09-25      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                     | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCW8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20719.86     | 0.00%             | 2054-09-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                        | JPMorgan Chase & Co                                                             | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     21000 | PA      | $20472.56     | 0.00%             | 2027-09-22      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                                    | Connecticut Light and Power Co/The                                              | CUSIP: 207597EQ4<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6093.02      | 0.00%             | 2033-07-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Ginnie Mae II Pool                                                              | CUSIP: 36179WQA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2036667 | PA      | $1756125.85   | 0.35%             | 2051-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ALLEGION US HOLDING CO                                     | Allegion US Holding Co Inc                                                      | CUSIP: 01748TAC5<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12537.67     | 0.00%             | 2032-07-01      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| STANFORD UNIVERSITY                                        | Leland Stanford Junior University/The                                           | CUSIP: 85440KAD6<br>LEI: JIUV0DC2REIJXQ26CR37 | Long             | DBT              | CORP              | US        |      9000 | PA      | $5534.35      | 0.00%             | 2050-06-01      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| CITY OF HOPE/THE                                           | City of Hope                                                                    | CUSIP: 17858PAA9<br>LEI: 549300QIQJNNQEIXBL15 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4957.03      | 0.00%             | 2043-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                   | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556CT7<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12194.72     | 0.00%             | 2027-11-21      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                               | Stryker Corp                                                                    | CUSIP: 863667AZ4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     49000 | PA      | $32935.81     | 0.01%             | 2050-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: —       |
| NOKIA OYJ                                                  | Nokia Oyj                                                                       | CUSIP: 654902AC9<br>LEI: 549300A0JPRWG1KI7U06 | Long             | DBT              | CORP              | FI        |     10000 | PA      | $10528.52     | 0.00%             | 2039-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS GROUP S                                   | Tyco Electronics Group SA                                                       | CUSIP: 902133AG2<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |     22000 | PA      | $26093.85     | 0.01%             | 2037-10-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31403DVZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1157 | PA      | $1220.37      | 0.00%             | 2036-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                     | Extra Space Storage LP                                                          | CUSIP: 30225VAR8<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12766.20     | 0.00%             | 2031-01-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC                                           | Markel Group Inc                                                                | CUSIP: 570535AR5<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5925.97      | 0.00%             | 2027-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                                   | FMC Corp                                                                        | CUSIP: 302491AY1<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9883.62      | 0.00%             | 2053-05-18      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| INTERCONTINENTALEXCHANGE                                   | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAY0<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19069.28     | 0.00%             | 2062-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31419ANM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     77622 | PA      | $77803.92     | 0.02%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER CO                                   | Tucson Electric Power Co                                                        | CUSIP: 898813AQ3<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5352.40      | 0.00%             | 2048-12-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                    | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GXH2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     48000 | PA      | $47254.75     | 0.01%             | 2030-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 31286DNR8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14001 | PA      | $14230.19     | 0.00%             | 2038-01-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| AMCOR FINANCE USA INC                                      | Amcor Finance USA Inc                                                           | CUSIP: 02343UAH8<br>LEI: 549300ZMT7FVT8R77U18 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10047.86     | 0.00%             | 2028-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| VIRGINIA ELEC & POWER CO                                   | Virginia Electric and Power Co                                                  | CUSIP: 927804FP4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     12000 | PA      | $10886.92     | 0.00%             | 2043-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                       | Verisk Analytics Inc                                                            | CUSIP: 92345YAE6<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6972.51      | 0.00%             | 2045-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                             | Morgan Stanley Capital I Trust 2016-BNK2                                        | CUSIP: 61690YBX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    625000 | PA      | $586753.50    | 0.12%             | 2049-11-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                    | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     58000 | PA      | $56790.74     | 0.01%             | 2028-02-24      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                           | Progressive Corp/The                                                            | CUSIP: 743315AS2<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12646.46     | 0.00%             | 2047-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 31297UTA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    211076 | PA      | $219318.11    | 0.04%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                              | Citigroup Inc                                                                   | CUSIP: 172967BL4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     19000 | PA      | $21082.73     | 0.00%             | 2032-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| DTE ELECTRIC CO                                            | DTE Electric Co                                                                 | CUSIP: 23338VAK2<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11080.04     | 0.00%             | 2030-03-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                                   | Martin Marietta Materials Inc                                                   | CUSIP: 573284AW6<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |     18000 | PA      | $16128.00     | 0.00%             | 2031-07-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                             | Amazon.com Inc                                                                  | CUSIP: 023135BZ8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     52000 | PA      | $46806.01     | 0.01%             | 2031-05-12      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3128M5BS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4195 | PA      | $4427.01      | 0.00%             | 2037-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                  | Amgen Inc                                                                       | CUSIP: 031162BC3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7288.19      | 0.00%             | 2040-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                 | FedEx Corp                                                                      | CUSIP: 31428XCK0<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     14000 | PA      | $12597.99     | 0.00%             | 2031-05-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: —       |
| PEPSICO SINGAPORE FIN                                      | Pepsico Singapore Financing I Pte Ltd                                           | CUSIP: 713466AB6<br>LEI: 254900DOMTCMUFROFJ76 | Long             | DBT              | CORP              | SG        |     10000 | PA      | $10168.20     | 0.00%             | 2029-02-16      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                   | Devon Energy Corp                                                               | CUSIP: 25179MBG7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     17000 | PA      | $16933.69     | 0.00%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ACCENTURE CAPITAL INC                                      | Accenture Capital Inc                                                           | CUSIP: 00440KAC7<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |     23000 | PA      | $22980.08     | 0.00%             | 2031-10-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| YALE UNIVERSITY                                            | Yale University                                                                 | CUSIP: 98459LAB9<br>LEI: 9SFB6DIM0FRWV0EV8S84 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8933.73      | 0.00%             | 2030-04-15      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC CO                                          | Tampa Electric Co                                                               | CUSIP: 875127BJ0<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |     43000 | PA      | $30980.99     | 0.01%             | 2051-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                        | American Express Co                                                             | CUSIP: 025816DK2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     24000 | PA      | $25076.42     | 0.00%             | 2034-07-28      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ADVOCATE HEALTH CORP                                       | Advocate Health & Hospitals Corp                                                | CUSIP: 007589AE4<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |      8000 | PA      | $5383.53      | 0.00%             | 2050-06-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                   | American Water Capital Corp                                                     | CUSIP: 03040WBC8<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11870.62     | 0.00%             | 2054-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                              | Citigroup Inc                                                                   | CUSIP: 172967PA3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     53000 | PA      | $57859.12     | 0.01%             | 2033-11-17      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| SNAP-ON INC                                                | Snap-on Inc                                                                     | CUSIP: 833034AL5<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | DBT              | CORP              | US        |      8000 | PA      | $6661.05      | 0.00%             | 2048-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                | Walmart Inc                                                                     | CUSIP: 931142BF9<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     10000 | PA      | $11447.11     | 0.00%             | 2030-02-15      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                     | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HAN8<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     10000 | PA      | $6730.40      | 0.00%             | 2051-11-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                      | MidAmerican Energy Co                                                           | CUSIP: 595620AV7<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     12000 | PA      | $8263.63      | 0.00%             | 2050-04-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                                    | O'Reilly Automotive Inc                                                         | CUSIP: 67103HAK3<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8720.08      | 0.00%             | 2031-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                       | Waste Management Inc                                                            | CUSIP: 94106LBV0<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14381.54     | 0.00%             | 2029-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                | Phillips 66                                                                     | CUSIP: 718546AW4<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |     16000 | PA      | $14289.15     | 0.00%             | 2030-12-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                             | Morgan Stanley                                                                  | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     58000 | PA      | $57503.56     | 0.01%             | 2029-01-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 3138ANJJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    254000 | PA      | $254386.53    | 0.05%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PATTERSON-UTI ENERGY INC                                   | Patterson-UTI Energy Inc                                                        | CUSIP: 703481AB7<br>LEI: 254900XGFBKIXD6G0697 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9770.26      | 0.00%             | 2028-02-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP                                         | CNA Financial Corp                                                              | CUSIP: 126117AT7<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9999.48      | 0.00%             | 2026-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                       | Westpac Banking Corp                                                            | CUSIP: 961214FG3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     22000 | PA      | $22721.71     | 0.00%             | 2033-08-10      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                      | Republic Services Inc                                                           | CUSIP: 760759AN0<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11588.37     | 0.00%             | 2041-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                                                | CUSIP: 949746RF0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     56000 | PA      | $56094.05     | 0.01%             | 2044-01-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31417MJ20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4436 | PA      | $4636.19      | 0.00%             | 2039-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL                                              | ArcelorMittal SA                                                                | CUSIP: 03938LAS3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |      9000 | PA      | $9778.16      | 0.00%             | 2041-03-01      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                           | Ventas Realty LP                                                                | CUSIP: 92277GAJ6<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8908.91      | 0.00%             | 2026-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ALLEGION US HOLDING CO                                     | Allegion US Holding Co Inc                                                      | CUSIP: 01748NAE4<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7903.62      | 0.00%             | 2027-10-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                  | ONEOK Inc                                                                       | CUSIP: 682680CE1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29599.01     | 0.01%             | 2034-11-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                          | Store Capital LLC                                                               | CUSIP: 862121AB6<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6960.27      | 0.00%             | 2029-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                   | Omega Healthcare Investors Inc                                                  | CUSIP: 681936BF6<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14044.64     | 0.00%             | 2027-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                               | Comcast Corp                                                                    | CUSIP: 20030NDA6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     32000 | PA      | $30013.93     | 0.01%             | 2030-02-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL BDC                                          | Golub Capital BDC Inc                                                           | CUSIP: 38173MAE2<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30665.29     | 0.01%             | 2029-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                   | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AV2<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     38000 | PA      | $37012.48     | 0.01%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| ASIAN DEVELOPMENT BANK                                     | Asian Development Bank                                                          | CUSIP: 045167EC3<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | N/A       |     30000 | PA      | $29315.14     | 0.01%             | 2027-08-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                       | Parker-Hannifin Corp                                                            | CUSIP: 70109HAN5<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8887.01      | 0.00%             | 2044-11-21      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                   | Northern States Power Co/MN                                                     | CUSIP: 665772CL1<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    171000 | PA      | $145621.97    | 0.03%             | 2044-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                        | CommonSpirit Health                                                             | CUSIP: 20268JAE3<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9000.00      | 0.00%             | 2025-10-01      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                        | PayPal Holdings Inc                                                             | CUSIP: 70450YAD5<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24701.50     | 0.00%             | 2026-10-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                      | PACCAR Financial Corp                                                           | CUSIP: 69371RS56<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8081.63      | 0.00%             | 2026-08-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                          | NSTAR Electric Co                                                               | CUSIP: 67021CAM9<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13822.38     | 0.00%             | 2027-05-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                                     | Puget Sound Energy Inc                                                          | CUSIP: 745332CA2<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7330.39      | 0.00%             | 2039-10-01      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                       | Freeport-McMoRan Inc                                                            | CUSIP: 35671DCF0<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8902.66      | 0.00%             | 2030-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                      | General Dynamics Corp                                                           | CUSIP: 369550AT5<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |     89000 | PA      | $73135.66     | 0.01%             | 2042-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                   | Virginia Electric and Power Co                                                  | CUSIP: 927804FE9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     10000 | PA      | $11028.16     | 0.00%             | 2037-11-30      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| ARCH CAPITAL FINANCE LLC                                   | Arch Capital Finance LLC                                                        | CUSIP: 03939CAA1<br>LEI: 549300XG4URFY0200M65 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9984.79      | 0.00%             | 2026-12-15      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                      | Truist Financial Corp                                                           | CUSIP: 89788MAG7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16011.56     | 0.00%             | 2028-06-06      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                        | CommonSpirit Health                                                             | CUSIP: 20268JAM5<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6564.45      | 0.00%             | 2052-11-01      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                          | Healthpeak OP LLC                                                               | CUSIP: 42250PAC7<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8666.39      | 0.00%             | 2027-02-01      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3129296S6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5852 | PA      | $6123.16      | 0.00%             | 2038-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BK/NY                                   | National Australia Bank Ltd/New York                                            | CUSIP: 63254AAS7<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    171000 | PA      | $169055.49    | 0.03%             | 2026-07-12      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3128L3DS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    104570 | PA      | $109896.44    | 0.02%             | 2037-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                                       | Appalachian Power Co                                                            | CUSIP: 037735CX3<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |      8000 | PA      | $6719.40      | 0.00%             | 2049-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                               | NNN REIT Inc                                                                    | CUSIP: 637417AH9<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7992.73      | 0.00%             | 2025-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                      | United Parcel Service Inc                                                       | CUSIP: 911312BM7<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    202000 | PA      | $198698.07    | 0.04%             | 2027-11-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                           | Crown Castle Inc                                                                | CUSIP: 22822VAU5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     48000 | PA      | $32430.56     | 0.01%             | 2051-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                          | L3Harris Technologies Inc                                                       | CUSIP: 502431AR0<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10068.44     | 0.00%             | 2053-07-31      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                           | Altria Group Inc                                                                | CUSIP: 02209SBE2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41502.60     | 0.01%             | 2039-02-14      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                  | ONEOK Inc                                                                       | CUSIP: 682680CA9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     15000 | PA      | $11081.72     | 0.00%             | 2050-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ADVOCATE HEALTH CORP                                       | Advocate Health & Hospitals Corp                                                | CUSIP: 007589AA2<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7964.61      | 0.00%             | 2028-08-15      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)    | MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)                         | CUSIP: 60683DZ28<br>LEI: JBONEPAGQXF4QP29B387 | Long             | DBT              | CORP              | US        |    900000 | PA      | $900504.99    | 0.18%             | 2026-03-11      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| MAYO CLINIC                                                | Mayo Clinic                                                                     | CUSIP: 578454AF7<br>LEI: 5493001OHMD58DCY4635 | Long             | DBT              | CORP              | US        |     10000 | PA      | $6491.75      | 0.00%             | 2061-11-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Ginnie Mae II Pool                                                              | CUSIP: 3617VQGL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1444639 | PA      | $1262553.63   | 0.25%             | 2051-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3132WJSM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1749143 | PA      | $1637957.35   | 0.33%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                  | Boeing Co/The                                                                   | CUSIP: 097023CM5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19599.71     | 0.00%             | 2027-02-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                 | PacifiCorp                                                                      | CUSIP: 695114BZ0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6089.43      | 0.00%             | 2035-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                        | Global Payments Inc                                                             | CUSIP: 37940XAG7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14621.27     | 0.00%             | 2027-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                     | Asian Development Bank                                                          | CUSIP: 045167FH1<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | N/A       |    207000 | PA      | $201075.30    | 0.04%             | 2027-01-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                | Walmart Inc                                                                     | CUSIP: 931142EY5<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25067.49     | 0.00%             | 2032-09-09      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| WESTERN UNION CO/THE                                       | Western Union Co/The                                                            | CUSIP: 959802AZ2<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |    171000 | PA      | $168577.86    | 0.03%             | 2026-03-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                             | Morgan Stanley                                                                  | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     48000 | PA      | $43651.69     | 0.01%             | 2033-01-21      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                  | ONEOK Inc                                                                       | CUSIP: 682680AN3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8424.30      | 0.00%             | 2035-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TRUSTEES PRINCETON UNIV                                    | Trustees of Princeton University/The                                            | CUSIP: 89837LAH8<br>LEI: 549300PJZYINN64GDJ90 | Long             | DBT              | CORP              | US        |     18000 | PA      | $15316.61     | 0.00%             | 2052-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC                                                | Textron Inc                                                                     | CUSIP: 883203CC3<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |     48000 | PA      | $43240.56     | 0.01%             | 2031-03-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                      | AvalonBay Communities Inc                                                       | CUSIP: 05348EBG3<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    171000 | PA      | $157734.21    | 0.03%             | 2030-03-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                      | United Parcel Service Inc                                                       | CUSIP: 911312BS4<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     14000 | PA      | $10081.04     | 0.00%             | 2049-09-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                      | Texas Instruments Inc                                                           | CUSIP: 882508BP8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7693.27      | 0.00%             | 2032-08-16      | Fixed         | 3.65%                 | No            |                  2 | On Loan: —       |
| EXXON MOBIL CORPORATION                                    | Exxon Mobil Corp                                                                | CUSIP: 30231GAW2<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |     51000 | PA      | $43289.51     | 0.01%             | 2046-03-01      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                   | Toyota Motor Credit Corp                                                        | CUSIP: 89236TNB7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     41000 | PA      | $42893.92     | 0.01%             | 2035-01-09      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| MARVELL TECHNOLOGY INC                                     | Marvell Technology Inc                                                          | CUSIP: 573874AP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10435.97     | 0.00%             | 2029-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                  | ONEOK Inc                                                                       | CUSIP: 682680BY8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7806.65      | 0.00%             | 2047-10-03      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                    | Canadian Natural Resources Ltd                                                  | CUSIP: 136385AC5<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |      8000 | PA      | $9019.25      | 0.00%             | 2032-01-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                             | Eli Lilly & Co                                                                  | CUSIP: 532457BJ6<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      9000 | PA      | $7283.74      | 0.00%             | 2045-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31412BSR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       642 | PA      | $671.60       | 0.00%             | 2036-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                 | PacifiCorp                                                                      | CUSIP: 695114CV8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     12000 | PA      | $9349.88      | 0.00%             | 2050-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3129366V4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     24107 | PA      | $24866.06     | 0.00%             | 2039-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                   | Caterpillar Financial Services Corp                                             | CUSIP: 14912L6T3<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     69000 | PA      | $68185.67     | 0.01%             | 2026-08-09      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3129413N5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     46363 | PA      | $46513.24     | 0.01%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                                    | O'Reilly Automotive Inc                                                         | CUSIP: 67103HAH0<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9894.63      | 0.00%             | 2029-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CINTAS CORPORATION NO. 2                                   | Cintas Corp No 2                                                                | CUSIP: 17252MAQ3<br>LEI: 549300QVUQTTKMTE0G41 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15656.49     | 0.00%             | 2032-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                   | Constellation Energy Generation LLC                                             | CUSIP: 210385AB6<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15507.25     | 0.00%             | 2028-03-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                   | Constellation Energy Generation LLC                                             | CUSIP: 210385AC4<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12826.86     | 0.00%             | 2033-03-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31410GRK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       753 | PA      | $798.28       | 0.00%             | 2037-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                   | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AX7<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     94000 | PA      | $59292.36     | 0.01%             | 2051-05-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                     | PNC Financial Services Group Inc/The                                            | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     53000 | PA      | $54561.33     | 0.01%             | 2036-07-21      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC                                                | Workday Inc                                                                     | CUSIP: 98138HAG6<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19830.78     | 0.00%             | 2027-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                             | Home Depot Inc/The                                                              | CUSIP: 437076DE9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35855.35     | 0.01%             | 2034-06-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                    | Goldman Sachs Group Inc/The                                                     | CUSIP: 38148YAA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     48000 | PA      | $43046.04     | 0.01%             | 2038-10-31      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                      | Southern California Gas Co                                                      | CUSIP: 842434CY6<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10098.09     | 0.00%             | 2053-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                        | American Express Co                                                             | CUSIP: 025816CS6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     38000 | PA      | $37270.88     | 0.01%             | 2027-03-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                   | Virginia Electric and Power Co                                                  | CUSIP: 927804GH1<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13942.18     | 0.00%             | 2027-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MT SINAI HOSPITAL                                          | Mount Sinai Hospital/The                                                        | CUSIP: 623115AE2<br>LEI: 549300IJEDK5LH7YPT15 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7087.19      | 0.00%             | 2049-07-01      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 312939V73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     53782 | PA      | $54072.12     | 0.01%             | 2040-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                                         | Southwest Gas Corp                                                              | CUSIP: 845011AF2<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6186.69      | 0.00%             | 2027-12-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                          | Kinder Morgan Inc                                                               | CUSIP: 49456BAH4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     86000 | PA      | $83599.03     | 0.02%             | 2045-06-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                                         | Southwest Gas Corp                                                              | CUSIP: 845011AC9<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8182.74      | 0.00%             | 2030-06-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                   | Canadian Pacific Railway Co                                                     | CUSIP: 13645RAU8<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     74000 | PA      | $68365.77     | 0.01%             | 2045-08-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 31335BTY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    104247 | PA      | $100133.64    | 0.02%             | 2047-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EL PASO ELECTRIC CO                                        | El Paso Electric Co                                                             | CUSIP: 283677AZ5<br>LEI: OZ8GM8L4AHPKSWZMW205 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5305.03      | 0.00%             | 2044-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CITY OF HOPE/THE                                           | City of Hope                                                                    | CUSIP: 17858PAB7<br>LEI: 549300QIQJNNQEIXBL15 | Long             | DBT              | CORP              | US        |     17000 | PA      | $14038.62     | 0.00%             | 2048-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                                   | Aptiv Swiss Holdings Ltd                                                        | CUSIP: 03835VAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |     58000 | PA      | $36843.36     | 0.01%             | 2051-12-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                          | L3Harris Technologies Inc                                                       | CUSIP: 413875AT2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9689.43      | 0.00%             | 2045-04-27      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                                        | Highwoods Realty LP                                                             | CUSIP: 431282AS1<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7411.99      | 0.00%             | 2030-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| PACKAGING CORP OF AMERIC                                   | Packaging Corp of America                                                       | CUSIP: 695156AU3<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9555.24      | 0.00%             | 2029-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                   | Prudential Financial Inc                                                        | CUSIP: 744320BA9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     21000 | PA      | $16609.69     | 0.00%             | 2049-12-07      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                 | Pfizer Inc                                                                      | CUSIP: 717081FA6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    144000 | PA      | $90896.82     | 0.02%             | 2050-05-28      | Fixed         | 2.70%                 | No            |                  2 | On Loan: —       |
| EXTRA SPACE STORAGE LP                                     | Extra Space Storage LP                                                          | CUSIP: 30225VAS6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12356.26     | 0.00%             | 2034-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3128M9WG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     28783 | PA      | $28039.68     | 0.01%             | 2042-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                    | HCA Inc                                                                         | CUSIP: 404119CL1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     43000 | PA      | $35533.27     | 0.01%             | 2052-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| KFW                                                        | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769JY1<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    237000 | PA      | $238408.92    | 0.05%             | 2033-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| APPLE INC                                                  | Apple Inc                                                                       | CUSIP: 037833EF3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    257000 | PA      | $164112.63    | 0.03%             | 2051-02-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                           | Ventas Realty LP                                                                | CUSIP: 92277GAU1<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12312.54     | 0.00%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31410MMY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12802 | PA      | $13275.09     | 0.00%             | 2036-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                      | MidAmerican Energy Co                                                           | CUSIP: 595620AB1<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |      8000 | PA      | $9015.34      | 0.00%             | 2031-12-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME                                     | Blue Owl Credit Income Corp                                                     | CUSIP: 69120VAZ4<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |     59000 | PA      | $62036.99     | 0.01%             | 2031-03-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: —       |
| APOLLO DEBT SOLUTIONS BD                                   | Apollo Debt Solutions BDC                                                       | CUSIP: 03770DAB9<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13671.80     | 0.00%             | 2029-04-13      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                          | Eversource Energy                                                               | CUSIP: 30040WAT5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26712.72     | 0.01%             | 2028-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                    | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FF5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    111000 | PA      | $96006.24     | 0.02%             | 2054-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31418CBM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    464573 | PA      | $410643.62    | 0.08%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                             | Amazon.com Inc                                                                  | CUSIP: 023135AQ9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     26000 | PA      | $25742.92     | 0.01%             | 2044-12-05      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                         | Banco Santander SA                                                              | CUSIP: 05964HAB1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $200298.88    | 0.04%             | 2027-04-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                    | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DR6<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     66000 | PA      | $46349.36     | 0.01%             | 2040-11-13      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| BAXALTA INC                                                | Baxalta Inc                                                                     | CUSIP: 07177MAN3<br>LEI: 5493000JW8DCO3T45R55 | Long             | DBT              | CORP              | US        |     18000 | PA      | $17338.95     | 0.00%             | 2045-06-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                            | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     51000 | PA      | $51192.17     | 0.01%             | 2028-04-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                      | Mexico Government International Bond                                            | CUSIP: 91087BAM2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    291000 | PA      | $260462.46    | 0.05%             | 2031-05-24      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                             | Morgan Stanley                                                                  | CUSIP: 61772BAC7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     38000 | PA      | $29731.73     | 0.01%             | 2042-04-22      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                           | Ventas Realty LP                                                                | CUSIP: 92277GAF4<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5085.22      | 0.00%             | 2045-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                   | Capital One Financial Corp                                                      | CUSIP: 254709AM0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19972.62     | 0.00%             | 2027-02-09      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                 | 3M Co                                                                           | CUSIP: 88579YAY7<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    126000 | PA      | $123470.71    | 0.02%             | 2027-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                         | Ford Motor Co                                                                   | CUSIP: 345370CS7<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     74000 | PA      | $62383.66     | 0.01%             | 2046-12-08      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                     | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAC7<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11982.46     | 0.00%             | 2026-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                    | Procter & Gamble Co/The                                                         | CUSIP: 742718FP9<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    151000 | PA      | $148736.44    | 0.03%             | 2026-04-23      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                     | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RAD9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    151000 | PA      | $149712.52    | 0.03%             | 2027-05-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                        | Abbott Laboratories                                                             | CUSIP: 002824BF6<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |     76000 | PA      | $75996.57     | 0.02%             | 2026-11-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31415TFV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1083 | PA      | $1142.24      | 0.00%             | 2038-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                | Nutrien Ltd                                                                     | CUSIP: 67077MAQ1<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |      8000 | PA      | $8437.37      | 0.00%             | 2041-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ORLANDO HEALTH OBL GRP                                     | Orlando Health Obligated Group                                                  | CUSIP: 686514AH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6000 | PA      | $4299.36      | 0.00%             | 2050-10-01      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 3138AMC86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43638 | PA      | $44022.76     | 0.01%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                          | Eversource Energy                                                               | CUSIP: 30040WAW8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16765.69     | 0.00%             | 2029-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                     | UnitedHealth Group Inc                                                          | CUSIP: 91324PDT6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20864.11     | 0.00%             | 2039-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JOHNS HOPKINS UNIVERSITY                                   | Johns Hopkins University                                                        | CUSIP: 478115AF5<br>LEI: 549300Z1XKWYKTIOM958 | Long             | DBT              | CORP              | US        |      8000 | PA      | $4705.05      | 0.00%             | 2060-01-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3132GDC67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    256544 | PA      | $250905.01    | 0.05%             | 2041-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 3140HFJB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    232591 | PA      | $223721.32    | 0.04%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UDR INC                                                    | UDR Inc                                                                         | CUSIP: 90265EAQ3<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |     37000 | PA      | $35397.15     | 0.01%             | 2030-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                     | Verizon Communications Inc                                                      | CUSIP: 92343VGP3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     19000 | PA      | $14595.41     | 0.00%             | 2052-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31408EDD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6567 | PA      | $6922.54      | 0.00%             | 2036-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                          | Brown & Brown Inc                                                               | CUSIP: 115236AE1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11590.14     | 0.00%             | 2032-03-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                     | Roper Technologies Inc                                                          | CUSIP: 776743AD8<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13953.84     | 0.00%             | 2026-12-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                     | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BR5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    118000 | PA      | $122295.96    | 0.02%             | 2029-06-12      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                             | Eli Lilly & Co                                                                  | CUSIP: 532457CE6<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15002.39     | 0.00%             | 2026-02-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                       | Royal Bank of Canada                                                            | CUSIP: 78016FZW7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     15000 | PA      | $15313.15     | 0.00%             | 2028-01-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                             | Phillips 66 Co                                                                  | CUSIP: 718547AT9<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14234.86     | 0.00%             | 2027-12-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| KENTUCKY UTILITIES CO                                      | Kentucky Utilities Co                                                           | CUSIP: 491674BN6<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9424.73      | 0.00%             | 2033-04-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                  | Kroger Co/The                                                                   | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     42000 | PA      | $42378.96     | 0.01%             | 2034-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                        | Charles Schwab Corp/The                                                         | CUSIP: 808513BG9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13046.00     | 0.00%             | 2031-03-11      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                     | Extra Space Storage LP                                                          | CUSIP: 30225VAK3<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9387.93      | 0.00%             | 2030-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                           | Duke Energy Corp                                                                | CUSIP: 26441CAT2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    171000 | PA      | $131232.52    | 0.03%             | 2046-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                        | Estee Lauder Cos Inc/The                                                        | CUSIP: 29736RAM2<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |     29000 | PA      | $19271.49     | 0.00%             | 2049-12-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                            | CUSIP: 06051GHG7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     58000 | PA      | $57726.54     | 0.01%             | 2029-03-05      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                        | Suzano Austria GmbH                                                             | CUSIP: 86964WAK8<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |     21000 | PA      | $18911.03     | 0.00%             | 2032-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                    | Honeywell International Inc                                                     | CUSIP: 438516BS4<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |      9000 | PA      | $7098.72      | 0.00%             | 2047-11-21      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                       | Westpac Banking Corp                                                            | CUSIP: 961214EX7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     27000 | PA      | $24092.80     | 0.00%             | 2036-11-18      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                             | S&P Global Inc                                                                  | CUSIP: 78409VBL7<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     17000 | PA      | $13143.83     | 0.00%             | 2052-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                    | Dell International LLC / EMC Corp                                               | CUSIP: 24703DBF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $15345.44     | 0.00%             | 2041-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                              | Amphenol Corp                                                                   | CUSIP: 032095AJ0<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     18000 | PA      | $17035.68     | 0.00%             | 2030-02-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| PEACEHEALTH OBLIGATED GR                                   | PeaceHealth Obligated Group                                                     | CUSIP: 70462GAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8000 | PA      | $5198.56      | 0.00%             | 2050-11-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| DOVER CORP                                                 | Dover Corp                                                                      | CUSIP: 260003AF5<br>LEI: 549300FMC2ALGA7N9E80 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6292.15      | 0.00%             | 2035-10-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                          | NSTAR Electric Co                                                               | CUSIP: 67021CAN7<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7753.20      | 0.00%             | 2029-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                              | Citigroup Inc                                                                   | CUSIP: 172967NS6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     29000 | PA      | $29223.92     | 0.01%             | 2028-05-24      | Fixed         | 4.66%                 | No            |                  2 | On Loan: —       |
| EXELON CORP                                                | Exelon Corp                                                                     | CUSIP: 30161NAS0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    151000 | PA      | $140924.98    | 0.03%             | 2045-06-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BROADCOM CRP / CAYMN FI                                    | Broadcom Corp / Broadcom Cayman Finance Ltd                                     | CUSIP: 11134LAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    202000 | PA      | $201930.78    | 0.04%             | 2027-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KOREA                                          | Korea International Bond                                                        | CUSIP: 50064FAL8<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $181263.00    | 0.04%             | 2044-06-10      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                          | Chile Government International Bond                                             | CUSIP: 168863DZ8<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    216932 | PA      | $218656.61    | 0.04%             | 2036-01-05      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| STANFORD HEALTH CARE                                       | Stanford Health Care                                                            | CUSIP: 85434VAB4<br>LEI: 5493005311WCPXQGDG42 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5776.60      | 0.00%             | 2030-08-15      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                | MetLife Inc                                                                     | CUSIP: 59156RCD8<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     46000 | PA      | $44860.06     | 0.01%             | 2054-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                        | Bank of Nova Scotia/The                                                         | CUSIP: 06418GAD9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     15000 | PA      | $15477.94     | 0.00%             | 2028-06-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| CITIGROUP INC                                              | Citigroup Inc                                                                   | CUSIP: 172967LU3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     19000 | PA      | $16728.11     | 0.00%             | 2039-01-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31413VTW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4175 | PA      | $4356.26      | 0.00%             | 2037-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                    | Exxon Mobil Corp                                                                | CUSIP: 30231GAY8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12011.70     | 0.00%             | 2039-08-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                        | Moody's Corp                                                                    | CUSIP: 615369AW5<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     12000 | PA      | $10551.94     | 0.00%             | 2031-08-19      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| ENTERGY ARKANSAS LLC                                       | Entergy Arkansas LLC                                                            | CUSIP: 29366MAC2<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |     95000 | PA      | $66137.93     | 0.01%             | 2052-06-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                                                | CUSIP: 95000U2L6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     48000 | PA      | $48277.77     | 0.01%             | 2031-04-04      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                        | Charles Schwab Corp/The                                                         | CUSIP: 808513BP9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23886.56     | 0.00%             | 2028-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                            | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     69000 | PA      | $63961.46     | 0.01%             | 2031-04-29      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                     | Sempra                                                                          | CUSIP: 816851BS7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12450.42     | 0.00%             | 2054-10-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                           | Paramount Global                                                                | CUSIP: 92556HAD9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     26000 | PA      | $24231.02     | 0.00%             | 2032-05-19      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| REVVITY INC                                                | Revvity Inc                                                                     | CUSIP: 714046AJ8<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |      8000 | PA      | $5689.62      | 0.00%             | 2051-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                   | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189TAZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11000 | PA      | $12251.82     | 0.00%             | 2037-05-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                | Nutrien Ltd                                                                     | CUSIP: 67077MAT5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     15000 | PA      | $14984.62     | 0.00%             | 2029-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                      | Vale Overseas Ltd                                                               | CUSIP: 91911TAK9<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |     25000 | PA      | $28077.75     | 0.01%             | 2039-11-10      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                       | Waste Management Inc                                                            | CUSIP: 94106LBQ1<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8380.59      | 0.00%             | 2029-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31410GW90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4100 | PA      | $4344.94      | 0.00%             | 2037-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                | Walmart Inc                                                                     | CUSIP: 931142DB6<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11739.63     | 0.00%             | 2041-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31410KXM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     71751 | PA      | $75635.43     | 0.02%             | 2038-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                   | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 03523TBJ6<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     10000 | PA      | $12828.70     | 0.00%             | 2039-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRA HLDS                                   | South Bow USA Infrastructure Holdings LLC                                       | CUSIP: 83007CAD4<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19223.66     | 0.00%             | 2029-10-01      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                     | American Honda Finance Corp                                                     | CUSIP: 02665WDW8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13318.56     | 0.00%             | 2028-03-24      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                           | LPL Holdings Inc                                                                | CUSIP: 50212YAH7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     15000 | PA      | $16015.87     | 0.00%             | 2028-11-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3128KSVT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3224 | PA      | $3370.30      | 0.00%             | 2037-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                   | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAN4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     35000 | PA      | $29568.97     | 0.01%             | 2032-09-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 312934VL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     28611 | PA      | $29882.68     | 0.01%             | 2039-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                   | Prudential Financial Inc                                                        | CUSIP: 74432QAQ8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15899.72     | 0.00%             | 2036-12-14      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                            | Chevron USA Inc                                                                 | CUSIP: 166756AL0<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14277.17     | 0.00%             | 2027-08-12      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                                   | Targa Resources Partners LP / Targa Resources Partners Finance Corp             | CUSIP: 87612BBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $20063.40     | 0.00%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                               | QUALCOMM Inc                                                                    | CUSIP: 747525AJ2<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     82000 | PA      | $82454.59     | 0.02%             | 2035-05-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| HERSHEY COMPANY                                            | Hershey Co/The                                                                  | CUSIP: 427866AX6<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    151000 | PA      | $148955.89    | 0.03%             | 2026-08-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                             | Salesforce Inc                                                                  | CUSIP: 79466LAJ3<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |     14000 | PA      | $12434.28     | 0.00%             | 2031-07-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: —       |
| NYU LANGONE HOSPITALS                                      | NYU Langone Hospitals                                                           | CUSIP: 62952EAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7000 | PA      | $7244.53      | 0.00%             | 2043-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                      | United Parcel Service Inc                                                       | CUSIP: 911312AJ5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7725.40      | 0.00%             | 2038-01-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                | CUSIP: 3133B3WP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    955672 | PA      | $815702.82    | 0.16%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31414CGM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       677 | PA      | $683.01       | 0.00%             | 2038-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DUKE UNIVERSITY                                            | Duke University                                                                 | CUSIP: 26442TAG2<br>LEI: FY5ICUIRRDCHN4HHL592 | Long             | DBT              | CORP              | US        |     18000 | PA      | $11682.02     | 0.00%             | 2050-10-01      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY SOUTH                                      | Dominion Energy South Carolina Inc                                              | CUSIP: 25731VAA2<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |      9000 | PA      | $7971.25      | 0.00%             | 2031-12-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                                         | Ameren Illinois Co                                                              | CUSIP: 02361DAU4<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |      6000 | PA      | $4219.38      | 0.00%             | 2050-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                 | Nasdaq Inc                                                                      | CUSIP: 63111XAH4<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18564.00     | 0.00%             | 2028-06-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                                         | Southwest Gas Corp                                                              | CUSIP: 845011AB1<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |      6000 | PA      | $4848.70      | 0.00%             | 2049-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BON SECOURS MERCY                                          | Bon Secours Mercy Health Inc                                                    | CUSIP: 09778PAA3<br>LEI: 5493006NA7JSVYYYF398 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7759.49      | 0.00%             | 2030-06-01      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                                      | Applied Materials Inc                                                           | CUSIP: 038222AP0<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |     15000 | PA      | $9788.28      | 0.00%             | 2050-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                       | Waste Management Inc                                                            | CUSIP: 94106LBC2<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |      8000 | PA      | $6824.81      | 0.00%             | 2045-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                                        | Northern Trust Corp                                                             | CUSIP: 665859AX2<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21875.18     | 0.00%             | 2032-11-02      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                            | AstraZeneca PLC                                                                 | CUSIP: 046353AU2<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |     13000 | PA      | $11445.26     | 0.00%             | 2048-08-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage A                             | Ginnie Mae I Pool                                                               | CUSIP: 36295NHQ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       827 | PA      | $841.65       | 0.00%             | 2038-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                        | JPMorgan Chase & Co                                                             | CUSIP: 46625HHV5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    478000 | PA      | $495610.75    | 0.10%             | 2040-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                   | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748AK8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6505.59      | 0.00%             | 2033-08-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                          | Hyatt Hotels Corp                                                               | CUSIP: 448579AG7<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8014.06      | 0.00%             | 2028-09-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| FREEPORT-MCMORAN INC                                       | Freeport-McMoRan Inc                                                            | CUSIP: 35671DBJ3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15382.35     | 0.00%             | 2034-11-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                       | Westpac Banking Corp                                                            | CUSIP: 961214EG4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     22000 | PA      | $20389.20     | 0.00%             | 2039-07-24      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                     | Roper Technologies Inc                                                          | CUSIP: 776696AM8<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45380.37     | 0.01%             | 2035-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                              | Citigroup Inc                                                                   | CUSIP: 17308CC53<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     43000 | PA      | $40714.39     | 0.01%             | 2030-11-05      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                      | Toronto-Dominion Bank/The                                                       | CUSIP: 891160MJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     33000 | PA      | $32737.30     | 0.01%             | 2031-09-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31418MRS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    213839 | PA      | $225460.60    | 0.04%             | 2039-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3129293Z3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3789 | PA      | $3980.76      | 0.00%             | 2038-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AON CORP                                                   | Aon Corp                                                                        | CUSIP: 037389BC6<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    171000 | PA      | $168601.00    | 0.03%             | 2029-05-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                   | Florida Power & Light Co                                                        | CUSIP: 341081GG6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26962.00     | 0.01%             | 2032-02-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                    | HCA Inc                                                                         | CUSIP: 404119CS6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8563.00      | 0.00%             | 2042-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF MIAMI                                        | University of Miami                                                             | CUSIP: 914453AA3<br>LEI: 5493008ZSVWUNRYQE312 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8073.50      | 0.00%             | 2052-04-01      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| INDIANA UNIV HEALTH INC                                    | Indiana University Health Inc Obligated Group                                   | CUSIP: 455170AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8000 | PA      | $6494.52      | 0.00%             | 2048-11-01      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                         | Province of Quebec Canada                                                       | CUSIP: 748148QR7<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     89000 | PA      | $100891.89    | 0.02%             | 2029-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                             | Lowe's Cos Inc                                                                  | CUSIP: 548661EF0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19980.49     | 0.00%             | 2062-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                   | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MCY4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     19000 | PA      | $20887.12     | 0.00%             | 2043-07-13      | Fixed         | 6.18%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 312946JS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     52569 | PA      | $52700.86     | 0.01%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 3138A74F2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    113856 | PA      | $113274.83    | 0.02%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WILLIS-KNIGHTON MED CTR                                    | Willis-Knighton Medical Center                                                  | CUSIP: 97068LAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8000 | PA      | $5058.80      | 0.00%             | 2051-03-01      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                    | Exxon Mobil Corp                                                                | CUSIP: 30231GAN2<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |     20000 | PA      | $15973.03     | 0.00%             | 2045-03-06      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                            | CUSIP: 06051GGG8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     46000 | PA      | $40375.74     | 0.01%             | 2048-01-20      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                   | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XAW8<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     19000 | PA      | $13528.51     | 0.00%             | 2051-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| WRKCO INC                                                  | WRKCo Inc                                                                       | CUSIP: 92940PAD6<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81555.14     | 0.02%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| PHILLIPS 66 CO                                             | Phillips 66 Co                                                                  | CUSIP: 718547AH5<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7930.03      | 0.00%             | 2028-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                                     | CNH Industrial Capital LLC                                                      | CUSIP: 12592BAR5<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10352.62     | 0.00%             | 2029-01-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 312931VP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18989 | PA      | $19150.08     | 0.00%             | 2039-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EMORY UNIVERSITY                                           | Emory University                                                                | CUSIP: 29157TAD8<br>LEI: 95MD72NUUVZ3P8PQ6919 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7279.33      | 0.00%             | 2030-09-01      | Fixed         | 2.14%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                   | Rogers Communications Inc                                                       | CUSIP: 775109CH2<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    138000 | PA      | $130409.46    | 0.03%             | 2032-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| SNAP-ON INC                                                | Snap-on Inc                                                                     | CUSIP: 833034AM3<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | DBT              | CORP              | US        |     10000 | PA      | $6958.25      | 0.00%             | 2050-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                   | Air Products and Chemicals Inc                                                  | CUSIP: 009158AZ9<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |     44000 | PA      | $32854.06     | 0.01%             | 2040-05-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST                                              | State of California                                                             | CUSIP: 13063A5G5<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     35000 | PA      | $42750.29     | 0.01%             | 2039-04-01      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| AGREE LP                                                   | Agree LP                                                                        | CUSIP: 008513AC7<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5139.89      | 0.00%             | 2033-06-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                                     | Puget Sound Energy Inc                                                          | CUSIP: 745332CL8<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7857.33      | 0.00%             | 2053-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CREDIT                                    | American Express Credit Corp                                                    | CUSIP: 0258M0EL9<br>LEI: 9ET6B8VCXWW51H8Z3M54 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6931.83      | 0.00%             | 2027-05-03      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3132QSYA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    148026 | PA      | $141228.71    | 0.03%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MCCORMICK & CO                                             | McCormick & Co Inc/MD                                                           | CUSIP: 579780AT4<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10202.09     | 0.00%             | 2033-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                 | Intel Corp                                                                      | CUSIP: 458140BG4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     93000 | PA      | $68737.88     | 0.01%             | 2047-12-08      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                            | CUSIP: 06051GLV9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     34000 | PA      | $34569.59     | 0.01%             | 2027-09-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                     | American Honda Finance Corp                                                     | CUSIP: 02665WFT3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14124.82     | 0.00%             | 2027-10-22      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                    | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141EC31<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     34000 | PA      | $31590.84     | 0.01%             | 2044-07-08      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                   | Omega Healthcare Investors Inc                                                  | CUSIP: 681936BL3<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9598.48      | 0.00%             | 2029-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                               | Broadcom Inc                                                                    | CUSIP: 11135FAL5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21070.58     | 0.00%             | 2028-09-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: —       |
| KFW                                                        | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769JT2<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    296000 | PA      | $292906.26    | 0.06%             | 2027-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| JEFFERIES FIN GROUP INC                                    | Jefferies Financial Group Inc                                                   | CUSIP: 472319AM4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     44000 | PA      | $47270.22     | 0.01%             | 2043-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                                      | Southwest Airlines Co                                                           | CUSIP: 844741BF4<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9224.29      | 0.00%             | 2030-02-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                               | NNN REIT Inc                                                                    | CUSIP: 637417AS5<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10467.89     | 0.00%             | 2033-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                        | Moody's Corp                                                                    | CUSIP: 615369AY1<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7628.02      | 0.00%             | 2052-02-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                             | Morgan Stanley                                                                  | CUSIP: 61746BEG7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     43000 | PA      | $37755.49     | 0.01%             | 2047-01-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                            | McDonald's Corp                                                                 | CUSIP: 58013MEY6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    123000 | PA      | $122789.07    | 0.02%             | 2026-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                       | Verisk Analytics Inc                                                            | CUSIP: 92345YAH9<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10637.11     | 0.00%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                    | Honeywell International Inc                                                     | CUSIP: 438516CE4<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19217.90     | 0.00%             | 2027-03-01      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                | PepsiCo Inc                                                                     | CUSIP: 713448FG8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     20000 | PA      | $12813.22     | 0.00%             | 2051-10-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                  | Boeing Co/The                                                                   | CUSIP: 097023CP8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13023.79     | 0.00%             | 2035-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                                   | Archer-Daniels-Midland Co                                                       | CUSIP: 039482AB0<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19241.52     | 0.00%             | 2030-03-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                      | Truist Financial Corp                                                           | CUSIP: 89788MAB8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     14000 | PA      | $12616.48     | 0.00%             | 2030-06-05      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                   | Healthcare Realty Holdings LP                                                   | CUSIP: 42225UAF1<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9929.41      | 0.00%             | 2027-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CAMDEN PROPERTY TRUST                                      | Camden Property Trust                                                           | CUSIP: 133131BA9<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10181.82     | 0.00%             | 2026-11-03      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                        | Gilead Sciences Inc                                                             | CUSIP: 375558BK8<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     36000 | PA      | $30391.21     | 0.01%             | 2047-03-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                     | Extra Space Storage LP                                                          | CUSIP: 30225VAP2<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7180.28      | 0.00%             | 2030-10-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                                        | Dollar General Corp                                                             | CUSIP: 256677AK1<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11095.54     | 0.00%             | 2027-11-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                    | HCA Inc                                                                         | CUSIP: 404119CK3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     43000 | PA      | $40351.94     | 0.01%             | 2032-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                   | Baxter International Inc                                                        | CUSIP: 071813CB3<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     13000 | PA      | $11178.97     | 0.00%             | 2031-04-01      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                    | Public Service Co of Colorado                                                   | CUSIP: 744448CQ2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    171000 | PA      | $137425.89    | 0.03%             | 2048-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                                     | Zimmer Biomet Holdings Inc                                                      | CUSIP: 98956PAB8<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6208.26      | 0.00%             | 2039-11-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                      | American Homes 4 Rent LP                                                        | CUSIP: 02666TAG2<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12392.59     | 0.00%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK (NEW YORK BRANCH)                    | TORONTO-DOMINION BANK (NEW YORK BRANCH)                                         | CUSIP: 89115DT48<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | US        |    900000 | PA      | $900903.90    | 0.18%             | 2026-02-19      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                   | Public Service Enterprise Group Inc                                             | CUSIP: 744573AV8<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31068.79     | 0.01%             | 2027-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31415P5N4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6925 | PA      | $6928.07      | 0.00%             | 2038-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31418ED64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2082175 | PA      | $1832343.46   | 0.36%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                        | PayPal Holdings Inc                                                             | CUSIP: 70450YAQ6<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8051.70      | 0.00%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| CAPITAL ONE FINANCIAL CO                                   | Capital One Financial Corp                                                      | CUSIP: 14040HCS2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     32000 | PA      | $32333.96     | 0.01%             | 2028-05-10      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                                   | FMC Corp                                                                        | CUSIP: 302491AV7<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7684.38      | 0.00%             | 2049-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                   | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     64000 | PA      | $41102.77     | 0.01%             | 2052-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                             | Air Lease Corp                                                                  | CUSIP: 00914AAV4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10157.08     | 0.00%             | 2029-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3128M7LM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     46359 | PA      | $48583.45     | 0.01%             | 2039-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ARES MANAGEMENT CORP                                       | Ares Management Corp                                                            | CUSIP: 03990BAA9<br>LEI: 529900JUV61FH7B8VW38 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9521.82      | 0.00%             | 2028-11-10      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORP CHRISTI HD                                   | Cheniere Corpus Christi Holdings LLC                                            | CUSIP: 16412XAL9<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |     11000 | PA      | $9231.36      | 0.00%             | 2039-12-31      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                | Oracle Corp                                                                     | CUSIP: 68389XCN3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14201.27     | 0.00%             | 2030-05-06      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                            | CUSIP: 06051GLU1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     65000 | PA      | $69678.55     | 0.01%             | 2034-09-15      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                       | Lockheed Martin Corp                                                            | CUSIP: 539830BL2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    130000 | PA      | $119472.75    | 0.02%             | 2046-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31413BQS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       460 | PA      | $487.23       | 0.00%             | 2037-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                          | Expedia Group Inc                                                               | CUSIP: 30212PAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $15001.18     | 0.00%             | 2026-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                    | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JAF1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |      6000 | PA      | $7356.06      | 0.00%             | 2038-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                            | CVS Health Corp                                                                 | CUSIP: 126650DH0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    232000 | PA      | $230116.29    | 0.05%             | 2027-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                     | Mizuho Financial Group Inc                                                      | CUSIP: 60687YAT6<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    478000 | PA      | $478764.81    | 0.10%             | 2029-09-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                            | CUSIP: 06051GGA1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     58000 | PA      | $57250.61     | 0.01%             | 2027-10-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                            | Chevron USA Inc                                                                 | CUSIP: 166756AR7<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12006.13     | 0.00%             | 2028-01-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                        | JPMorgan Chase & Co                                                             | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    162000 | PA      | $165251.96    | 0.03%             | 2033-07-25      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| JACOBS ENGINEERING GROUP                                   | Jacobs Engineering Group Inc                                                    | CUSIP: 469814AA5<br>LEI: 549300CZ8QS1GE53O776 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10579.30     | 0.00%             | 2033-03-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                | Oracle Corp                                                                     | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     77000 | PA      | $54243.73     | 0.01%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                             | Mastercard Inc                                                                  | CUSIP: 57636QAT1<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    110000 | PA      | $73681.55     | 0.01%             | 2051-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                                     | CNH Industrial Capital LLC                                                      | CUSIP: 12592BAL8<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9923.75      | 0.00%             | 2026-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                              | Owens Corning                                                                   | CUSIP: 690742AP6<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |     48000 | PA      | $50600.48     | 0.01%             | 2034-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3128K8F50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     45538 | PA      | $46656.60     | 0.01%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                       | Howmet Aerospace Inc                                                            | CUSIP: 013817AK7<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |     12000 | PA      | $13002.53     | 0.00%             | 2037-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| ELEVANCE HEALTH INC                                        | Elevance Health Inc                                                             | CUSIP: 036752AS2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     22000 | PA      | $15761.33     | 0.00%             | 2051-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                   | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     37000 | PA      | $23079.19     | 0.00%             | 2061-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: —       |
| NUTRIEN LTD                                                | Nutrien Ltd                                                                     | CUSIP: 67077MAG3<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |      9000 | PA      | $9086.04      | 0.00%             | 2040-12-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                           | Altria Group Inc                                                                | CUSIP: 02209SBD4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     39000 | PA      | $39630.53     | 0.01%             | 2029-02-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                   | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 03523TBT4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     38000 | PA      | $33055.65     | 0.01%             | 2048-10-06      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| MT SINAI HOSPITAL                                          | Mount Sinai Hospital/The                                                        | CUSIP: 623115AD4<br>LEI: 549300IJEDK5LH7YPT15 | Long             | DBT              | CORP              | US        |      6000 | PA      | $4468.98      | 0.00%             | 2048-07-01      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                   | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556BY7<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12685.53     | 0.00%             | 2047-08-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: —       |
| ATHENE HOLDING LTD                                         | Athene Holding Ltd                                                              | CUSIP: 04686JAH4<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20416.16     | 0.00%             | 2054-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                   | Berkshire Hathaway Energy Co                                                    | CUSIP: 084659AM3<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11790.10     | 0.00%             | 2028-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                              | DTE Energy Co                                                                   | CUSIP: 233331BC0<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9672.39      | 0.00%             | 2029-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                | CUSIP: 3133B6DP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1304976 | PA      | $1116556.94   | 0.22%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                   | TotalEnergies Capital SA                                                        | CUSIP: 89157XAC5<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |     25000 | PA      | $24932.51     | 0.00%             | 2064-04-05      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                        | Bank of Nova Scotia/The                                                         | CUSIP: 06418BAE8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     14000 | PA      | $13792.74     | 0.00%             | 2027-03-11      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                     | Diamondback Energy Inc                                                          | CUSIP: 25278XAQ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     13000 | PA      | $10506.97     | 0.00%             | 2051-03-24      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                        | FS KKR Capital Corp                                                             | CUSIP: 302635AG2<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    275000 | PA      | $273780.62    | 0.05%             | 2026-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                                   | Aptiv Swiss Holdings Ltd                                                        | CUSIP: 03835VAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |      6000 | PA      | $4816.45      | 0.00%             | 2046-10-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                   | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556CK6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13104.10     | 0.00%             | 2028-10-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                   | American Water Capital Corp                                                     | CUSIP: 03040WAT2<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     14000 | PA      | $11582.68     | 0.00%             | 2048-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                          | L3Harris Technologies Inc                                                       | CUSIP: 502431AN9<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     13000 | PA      | $11453.90     | 0.00%             | 2031-01-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                            | McDonald's Corp                                                                 | CUSIP: 58013MEZ3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     82000 | PA      | $81458.67     | 0.02%             | 2035-12-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31410ULR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7442 | PA      | $7845.89      | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                          | Union Electric Co                                                               | CUSIP: 906548CP5<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8823.74      | 0.00%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                | Nutrien Ltd                                                                     | CUSIP: 67077MAN8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |      9000 | PA      | $8360.25      | 0.00%             | 2035-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                           | T-Mobile USA Inc                                                                | CUSIP: 87264ACZ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22426.24     | 0.00%             | 2028-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                              | Citigroup Inc                                                                   | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     58000 | PA      | $58290.02     | 0.01%             | 2030-09-19      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| THE CAMPBELLS COMPANY                                      | Campbell's Company/The                                                          | CUSIP: 134429BK4<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |     10000 | PA      | $6600.34      | 0.00%             | 2050-04-24      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                 | PacifiCorp                                                                      | CUSIP: 695114DC9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14524.89     | 0.00%             | 2031-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 3140MGMF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    819172 | PA      | $753757.38    | 0.15%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                                  | Jabil Inc                                                                       | CUSIP: 466313AL7<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    171000 | PA      | $168734.89    | 0.03%             | 2026-04-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                               | Broadcom Inc                                                                    | CUSIP: 11135FAS0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     32000 | PA      | $31597.91     | 0.01%             | 2032-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                     | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664BL4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     15000 | PA      | $16371.66     | 0.00%             | 2040-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                    | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GCU6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     20000 | PA      | $22032.90     | 0.00%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                                      | Jackson Financial Inc                                                           | CUSIP: 46817MAN7<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7225.85      | 0.00%             | 2051-11-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                        | LYB International Finance III LLC                                               | CUSIP: 50249AAG8<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8930.98      | 0.00%             | 2030-10-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJJT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4449 | PA      | $4615.45      | 0.00%             | 2038-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31418MSR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21692 | PA      | $22521.20     | 0.00%             | 2039-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                               | Comcast Corp                                                                    | CUSIP: 20030NDG3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     32000 | PA      | $30967.52     | 0.01%             | 2030-04-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                      | Uber Technologies Inc                                                           | CUSIP: 90353TAN0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     24000 | PA      | $24087.22     | 0.00%             | 2030-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES OPER LP                                    | Sun Communities Operating LP                                                    | CUSIP: 866677AE7<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13578.77     | 0.00%             | 2031-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                               | Broadcom Inc                                                                    | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     66000 | PA      | $57124.98     | 0.01%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJAL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     24967 | PA      | $25661.06     | 0.01%             | 2034-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                          | Hyatt Hotels Corp                                                               | CUSIP: 448579AQ5<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12229.85     | 0.00%             | 2027-01-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TRUSTEES PRINCETON UNIV                                    | Trustees of Princeton University/The                                            | CUSIP: 89837LAB1<br>LEI: 549300PJZYINN64GDJ90 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10796.07     | 0.00%             | 2039-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORP CHRISTI HD                                   | Cheniere Corpus Christi Holdings LLC                                            | CUSIP: 16412XAJ4<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |     22000 | PA      | $21387.56     | 0.00%             | 2029-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3128KVWT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3621 | PA      | $3804.72      | 0.00%             | 2037-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31410WSQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3436 | PA      | $3611.35      | 0.00%             | 2037-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WASHINGTON GAS LIGHT CO                                    | Washington Gas Light Co                                                         | CUSIP: 93884PDW7<br>LEI: DL22T1SB4DUBS063O841 | Long             | DBT              | CORP              | US        |      9000 | PA      | $6916.83      | 0.00%             | 2046-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                                   | Martin Marietta Materials Inc                                                   | CUSIP: 573284AX4<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |     37000 | PA      | $25485.21     | 0.01%             | 2051-07-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                                              | Sutter Health                                                                   | CUSIP: 86944BAH6<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |      8000 | PA      | $6330.19      | 0.00%             | 2040-08-15      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                                    | Connecticut Light and Power Co/The                                              | CUSIP: 207597ER2<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7131.03      | 0.00%             | 2029-01-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                    | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GGM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     48000 | PA      | $52756.61     | 0.01%             | 2041-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                      | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A2K7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     15000 | PA      | $15034.52     | 0.00%             | 2026-01-09      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                     | CenterPoint Energy Inc                                                          | CUSIP: 15189TBB2<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9064.37      | 0.00%             | 2031-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                   | RTX Corp                                                                        | CUSIP: 913017CW7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    109000 | PA      | $102644.79    | 0.02%             | 2038-11-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                          | Chile Government International Bond                                             | CUSIP: 168863DS4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    277000 | PA      | $211905.00    | 0.04%             | 2041-05-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31410PVC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5303 | PA      | $5591.50      | 0.00%             | 2036-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                   | Occidental Petroleum Corp                                                       | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     23000 | PA      | $24245.13     | 0.00%             | 2031-01-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                    | Bristol-Myers Squibb Co                                                         | CUSIP: 110122EL8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34737.35     | 0.01%             | 2064-02-22      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                  | ONEOK Inc                                                                       | CUSIP: 682680BN2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31934.43     | 0.01%             | 2053-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| XYLEM INC                                                  | Xylem Inc/NY                                                                    | CUSIP: 98419MAL4<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8988.30      | 0.00%             | 2031-01-30      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                             | Merck & Co Inc                                                                  | CUSIP: 58933YAJ4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     62000 | PA      | $53935.17     | 0.01%             | 2043-05-18      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| FRANKLIN RESOURCES INC                                     | Franklin Resources Inc                                                          | CUSIP: 354613AL5<br>LEI: RIFQSET379FOGTEFKS80 | Long             | DBT              | CORP              | US        |     17000 | PA      | $14866.03     | 0.00%             | 2030-10-30      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                           | T-Mobile USA Inc                                                                | CUSIP: 87264ACV5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27868.37     | 0.01%             | 2033-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                      | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CBB9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    151000 | PA      | $138349.64    | 0.03%             | 2031-04-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                  | Apple Inc                                                                       | CUSIP: 037833DU1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27123.49     | 0.01%             | 2030-05-11      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                   | Virginia Electric and Power Co                                                  | CUSIP: 927804FY5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     12000 | PA      | $9308.97      | 0.00%             | 2047-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                     | Verizon Communications Inc                                                      | CUSIP: 92343VBG8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     14000 | PA      | $11383.57     | 0.00%             | 2042-11-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                         | Ingersoll Rand Inc                                                              | CUSIP: 45687VAD8<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15505.37     | 0.00%             | 2029-06-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                     | BP Capital Markets America Inc                                                  | CUSIP: 10373QAC4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    113000 | PA      | $112807.62    | 0.02%             | 2028-09-21      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                   | Host Hotels & Resorts LP                                                        | CUSIP: 44107TBA3<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8013.86      | 0.00%             | 2031-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                               | Centene Corp                                                                    | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36822.48     | 0.01%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER CO                                   | Tucson Electric Power Co                                                        | CUSIP: 898813AT7<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |      7000 | PA      | $4733.28      | 0.00%             | 2051-05-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                           | T-Mobile USA Inc                                                                | CUSIP: 87264ABX2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     22000 | PA      | $19359.91     | 0.00%             | 2031-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                                   | British Telecommunications PLC                                                  | CUSIP: 111021AE1<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |     69000 | PA      | $84977.68     | 0.02%             | 2030-12-15      | Variable      | 9.62%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                 | Nucor Corp                                                                      | CUSIP: 670346AW5<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |     11000 | PA      | $8552.81      | 0.00%             | 2052-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: —       |
| WISCONSIN POWER & LIGHT                                    | Wisconsin Power and Light Co                                                    | CUSIP: 976826BK2<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |     78000 | PA      | $63641.18     | 0.01%             | 2044-10-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 312941TS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     28225 | PA      | $27656.87     | 0.01%             | 2040-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                    | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAF6<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8877.57      | 0.00%             | 2034-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                       | Parker-Hannifin Corp                                                            | CUSIP: 701094AL8<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     12000 | PA      | $10071.83     | 0.00%             | 2047-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                     | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCT5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18425.03     | 0.00%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PRECISION CASTPARTS CORP                                   | Precision Castparts Corp                                                        | CUSIP: 740189AH8<br>LEI: 0XOOAY5P5J7Q734SEC89 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8428.60      | 0.00%             | 2043-01-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP                                    | Digital Realty Trust LP                                                         | CUSIP: 25389JAR7<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19866.55     | 0.00%             | 2027-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                  | Apple Inc                                                                       | CUSIP: 037833BA7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    171000 | PA      | $135852.51    | 0.03%             | 2045-02-09      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| HALEON US CAPITAL LLC                                      | Haleon US Capital LLC                                                           | CUSIP: 36264FAM3<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |     76000 | PA      | $72051.40     | 0.01%             | 2032-03-24      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                     | Asian Development Bank                                                          | CUSIP: 045167FW8<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | N/A       |    207000 | PA      | $207436.49    | 0.04%             | 2028-04-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| KENTUCKY UTILITIES CO                                      | Kentucky Utilities Co                                                           | CUSIP: 491674BM8<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |     11000 | PA      | $7710.20      | 0.00%             | 2050-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COPPER CORP                                       | Southern Copper Corp                                                            | CUSIP: 84265VAJ4<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |     71000 | PA      | $73689.84     | 0.01%             | 2045-04-23      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                   | Microchip Technology Inc                                                        | CUSIP: 595017BL7<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |     41000 | PA      | $41938.95     | 0.01%             | 2030-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                    | MPLX LP                                                                         | CUSIP: 55336VBV1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22014.79     | 0.00%             | 2033-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                         | Analog Devices Inc                                                              | CUSIP: 032654BB0<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11415.93     | 0.00%             | 2034-04-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| MCKESSON CORP                                              | McKesson Corp                                                                   | CUSIP: 581557BY0<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |     33000 | PA      | $34004.36     | 0.01%             | 2035-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ADVENT HEALTH SYSTEM                                       | Adventist Health System/West                                                    | CUSIP: 007944AF8<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | CORP              | US        |     17000 | PA      | $16057.05     | 0.00%             | 2029-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                               | NiSource Inc                                                                    | CUSIP: 65473PAN5<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21558.82     | 0.00%             | 2028-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL PAPER CO                                     | International Paper Co                                                          | CUSIP: 460146CS0<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |     77000 | PA      | $63053.88     | 0.01%             | 2048-08-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                     | Marvell Technology Inc                                                          | CUSIP: 573874AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9855.25      | 0.00%             | 2026-04-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                | Viatris Inc                                                                     | CUSIP: 92556VAD8<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |     29000 | PA      | $26118.53     | 0.01%             | 2030-06-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                | Target Corp                                                                     | CUSIP: 87612EBA3<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     23000 | PA      | $19653.12     | 0.00%             | 2042-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AVISTA CORP                                                | Avista Corp                                                                     | CUSIP: 05379BAQ0<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | DBT              | CORP              | US        |      8000 | PA      | $6726.98      | 0.00%             | 2048-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                | Federal Home Loan Mortgage Corp                                                 | CUSIP: 3134A3U46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |    407000 | PA      | $452869.47    | 0.09%             | 2029-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| KONINKLIJKE PHILIPS NV                                     | Koninklijke Philips NV                                                          | CUSIP: 500472AE5<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | DBT              | CORP              | NL        |     10000 | PA      | $9404.94      | 0.00%             | 2042-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                            | CUSIP: 06051GJW0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     81000 | PA      | $64287.63     | 0.01%             | 2042-04-22      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                         | Conagra Brands Inc                                                              | CUSIP: 205887CB6<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19994.30     | 0.00%             | 2025-11-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                     | Asian Development Bank                                                          | CUSIP: 045167GB3<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | N/A       |    118000 | PA      | $118368.61    | 0.02%             | 2034-01-12      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                        | CommonSpirit Health                                                             | CUSIP: 20268JAC7<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     16000 | PA      | $12733.36     | 0.00%             | 2049-10-01      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                        | Charles Schwab Corp/The                                                         | CUSIP: 808513BY0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29360.98     | 0.01%             | 2027-03-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                   | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AV1<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     14000 | PA      | $11506.04     | 0.00%             | 2033-02-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                      | Novartis Capital Corp                                                           | CUSIP: 66989HAS7<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     56000 | PA      | $36750.57     | 0.01%             | 2050-08-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| STANFORD HEALTH CARE                                       | Stanford Health Care                                                            | CUSIP: 85434VAC2<br>LEI: 5493005311WCPXQGDG42 | Long             | DBT              | CORP              | US        |      7000 | PA      | $4677.58      | 0.00%             | 2051-08-15      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                            | United States Treasury Note/Bond                                                | CUSIP: 91282CPA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14855000 | PA      | $14780144.76  | 2.94%             | 2030-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                                      | Oglethorpe Power Corp                                                           | CUSIP: 677052AA0<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8888.23      | 0.00%             | 2040-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORP                                               | Chevron Corp                                                                    | CUSIP: 166764BD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $14983.30     | 0.00%             | 2025-11-17      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                            | San Diego Gas & Electric Co                                                     | CUSIP: 797440CC6<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7373.18      | 0.00%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| LOUISVILLE GAS & ELEC                                      | Louisville Gas and Electric Co                                                  | CUSIP: 546676AY3<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | DBT              | CORP              | US        |      9000 | PA      | $7406.43      | 0.00%             | 2049-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                  | Boeing Co/The                                                                   | CUSIP: 097023CE3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      8000 | PA      | $6481.31      | 0.00%             | 2039-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                | Ovintiv Inc                                                                     | CUSIP: 651290AR9<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9001.73      | 0.00%             | 2026-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                                          | Entergy Texas Inc                                                               | CUSIP: 29365TAN4<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7120.87      | 0.00%             | 2053-09-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                               | AES Corp/The                                                                    | CUSIP: 00130HCE3<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15853.98     | 0.00%             | 2026-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                             | Morgan Stanley                                                                  | CUSIP: 61747YFM2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     29000 | PA      | $30372.89     | 0.01%             | 2039-02-07      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                        | American Express Co                                                             | CUSIP: 025816CA5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14999.66     | 0.00%             | 2025-11-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                    | Canadian Natural Resources Ltd                                                  | CUSIP: 136385AJ0<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |      9000 | PA      | $9794.49      | 0.00%             | 2037-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                           | Ventas Realty LP                                                                | CUSIP: 92277GAQ0<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     17000 | PA      | $15072.06     | 0.00%             | 2049-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 31283HAX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       638 | PA      | $652.32       | 0.00%             | 2028-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                          | NatWest Group PLC                                                               | CUSIP: 780097BA8<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    171000 | PA      | $171540.45    | 0.03%             | 2026-04-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 31286DCT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     37324 | PA      | $37358.54     | 0.01%             | 2037-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                                                | CUSIP: 95000U2D4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     58000 | PA      | $57993.07     | 0.01%             | 2029-01-24      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31415RZP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13285 | PA      | $13849.93     | 0.00%             | 2038-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                     | Marvell Technology Inc                                                          | CUSIP: 573874AQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10734.26     | 0.00%             | 2033-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| AHOLD FINANCE USA LLC                                      | Ahold Finance USA LLC                                                           | CUSIP: 008685AB5<br>LEI: 549300XB4647UBM7K822 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10882.55     | 0.00%             | 2029-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                                        | Northern Trust Corp                                                             | CUSIP: 665859AU8<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9714.06      | 0.00%             | 2029-05-03      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31418B5W2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40724 | PA      | $40488.92     | 0.01%             | 2026-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                            | CUSIP: 06051GHX0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     46000 | PA      | $43673.69     | 0.01%             | 2030-10-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                      | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150BB9<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15069.90     | 0.00%             | 2028-08-04      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                          | Eversource Energy                                                               | CUSIP: 30040WAP3<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12028.59     | 0.00%             | 2032-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3132GL7C2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    137762 | PA      | $134221.16    | 0.03%             | 2042-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                    | Canadian Natural Resources Ltd                                                  | CUSIP: 136385AX9<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $24845.49     | 0.00%             | 2027-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                      | Truist Financial Corp                                                           | CUSIP: 89788MAT9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19559.24     | 0.00%             | 2032-08-05      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                             | Mastercard Inc                                                                  | CUSIP: 57636QAJ3<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    144000 | PA      | $142956.98    | 0.03%             | 2028-02-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                   | Sabine Pass Liquefaction LLC                                                    | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26976.32     | 0.01%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                | Prologis LP                                                                     | CUSIP: 74340XBK6<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    151000 | PA      | $149907.43    | 0.03%             | 2026-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                              | Citigroup Inc                                                                   | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     74000 | PA      | $74320.52     | 0.01%             | 2027-09-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                    | MPLX LP                                                                         | CUSIP: 55336VBW9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9448.45      | 0.00%             | 2053-03-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                | Walmart Inc                                                                     | CUSIP: 931142CK7<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     21000 | PA      | $24403.45     | 0.00%             | 2037-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                   | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748CC4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     38000 | PA      | $38486.86     | 0.01%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                     | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KBW9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28366.48     | 0.01%             | 2028-06-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                           | Coca-Cola Co/The                                                                | CUSIP: 191216DT4<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39845.25     | 0.01%             | 2064-05-13      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                        | Kimco Realty OP LLC                                                             | CUSIP: 49446RAW9<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    146000 | PA      | $135370.95    | 0.03%             | 2030-10-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31414AWY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1576 | PA      | $1650.72      | 0.00%             | 2037-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                   | European Investment Bank                                                        | CUSIP: 298785JH0<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |     89000 | PA      | $76925.53     | 0.02%             | 2030-09-23      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 312930RM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1908 | PA      | $2027.53      | 0.00%             | 2039-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                       | Royal Bank of Canada                                                            | CUSIP: 78016FZX5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     36000 | PA      | $37199.09     | 0.01%             | 2033-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CLOROX COMPANY                                             | Clorox Co/The                                                                   | CUSIP: 189054AX7<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |     49000 | PA      | $43954.67     | 0.01%             | 2030-05-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                            | San Diego Gas & Electric Co                                                     | CUSIP: 797440CD4<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15405.71     | 0.00%             | 2053-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                     | Asian Development Bank                                                          | CUSIP: 045167AU7<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | N/A       |     18000 | PA      | $18685.69     | 0.00%             | 2027-08-15      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                 | US Bancorp                                                                      | CUSIP: 91159HJA9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    403000 | PA      | $353629.57    | 0.07%             | 2030-07-22      | Fixed         | 1.38%                 | No            |                  2 | On Loan: —       |
| GOLDMAN SACHS GROUP INC                                    | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GVS0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     34000 | PA      | $31082.83     | 0.01%             | 2045-10-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                                   | Amcor Flexibles North America Inc                                               | CUSIP: 081437AT2<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9229.47      | 0.00%             | 2030-06-19      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Ginnie Mae I Pool                                                               | CUSIP: 36296P2S9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     24146 | PA      | $25371.30     | 0.01%             | 2038-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                   | Enterprise Products Operating LLC                                               | CUSIP: 29379VBA0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     27000 | PA      | $24851.14     | 0.00%             | 2044-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORP                                          | Toyota Motor Corp                                                               | CUSIP: 892331AN9<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |     11000 | PA      | $10002.26     | 0.00%             | 2031-03-25      | Fixed         | 2.36%                 | No            |                  2 | On Loan: —       |
| GOLDMAN SACHS GROUP INC                                    | Goldman Sachs Group Inc/The                                                     | CUSIP: 38143YAC7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     13000 | PA      | $14321.55     | 0.00%             | 2036-05-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| CNOOC PETROLEUM NORTH                                      | CNOOC Petroleum North America ULC                                               | CUSIP: 65334HAE2<br>LEI: 549300I04PB7X2824122 | Long             | DBT              | CORP              | CA        |     11000 | PA      | $12274.08     | 0.00%             | 2035-03-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Ginnie Mae II Pool                                                              | CUSIP: 36202FSU1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    118170 | PA      | $122230.05    | 0.02%             | 2041-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP                                     | Boardwalk Pipelines LP                                                          | CUSIP: 096630AE8<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    171000 | PA      | $172101.34    | 0.03%             | 2026-06-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                 | US Bancorp                                                                      | CUSIP: 91159HHR4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    151000 | PA      | $149138.51    | 0.03%             | 2027-04-27      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                             | Phillips 66 Co                                                                  | CUSIP: 718547AU6<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23871.40     | 0.00%             | 2031-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                             | Lowe's Cos Inc                                                                  | CUSIP: 548661CX3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9215.37      | 0.00%             | 2042-04-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Ginnie Mae I Pool                                                               | CUSIP: 36241KSZ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     68084 | PA      | $70914.96     | 0.01%             | 2038-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                   | American Water Capital Corp                                                     | CUSIP: 03040WAQ8<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11773.42     | 0.00%             | 2027-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                     | Verizon Communications Inc                                                      | CUSIP: 92343VCK8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     45000 | PA      | $40970.55     | 0.01%             | 2046-08-21      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31418WZR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    198165 | PA      | $204806.51    | 0.04%             | 2040-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                                      | Continental Resources Inc/OK                                                    | CUSIP: 212015AS0<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19876.69     | 0.00%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| OHIOHEALTH CORP                                            | OhioHealth Corp                                                                 | CUSIP: 67777JAM0<br>LEI: JGYGIL4QGKKPZU7C1D18 | Long             | DBT              | CORP              | US        |     17000 | PA      | $12680.58     | 0.00%             | 2041-11-15      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3128M65F1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     38135 | PA      | $39103.00     | 0.01%             | 2036-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                             | Starbucks Corp                                                                  | CUSIP: 855244BA6<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     25000 | PA      | $17827.66     | 0.00%             | 2050-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                   | Virginia Electric and Power Co                                                  | CUSIP: 927804GN8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14185.17     | 0.00%             | 2053-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                     | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAH6<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14876.74     | 0.00%             | 2029-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AFLAC INC                                                  | Aflac Inc                                                                       | CUSIP: 001055AQ5<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5932.94      | 0.00%             | 2026-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31418PUF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     71840 | PA      | $72007.81     | 0.01%             | 2040-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CORNING INC                                                | Corning Inc                                                                     | CUSIP: 219350BQ7<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |     19000 | PA      | $17849.03     | 0.00%             | 2079-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CINTAS CORPORATION NO. 2                                   | Cintas Corp No 2                                                                | CUSIP: 17252MAN0<br>LEI: 549300QVUQTTKMTE0G41 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19927.46     | 0.00%             | 2027-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                   | Baxter International Inc                                                        | CUSIP: 071813CP2<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23469.95     | 0.00%             | 2028-12-01      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                        | Global Payments Inc                                                             | CUSIP: 37940XAE2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     22000 | PA      | $21712.22     | 0.00%             | 2026-03-01      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31415RDM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22518 | PA      | $23632.88     | 0.00%             | 2038-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31412WJ98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1177 | PA      | $1227.74      | 0.00%             | 2037-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                           | Progressive Corp/The                                                            | CUSIP: 743315AL7<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8913.86      | 0.00%             | 2032-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BAYLOR SCOTT & WHITE HOL                                   | Baylor Scott & White Holdings                                                   | CUSIP: 072863AJ2<br>LEI: 549300JQDKSBWYRGGV95 | Long             | DBT              | CORP              | US        |     18000 | PA      | $11655.66     | 0.00%             | 2050-11-15      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                      | Vale Overseas Ltd                                                               | CUSIP: 91911TAQ6<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |     32000 | PA      | $30896.00     | 0.01%             | 2030-07-08      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                                     | PPL Electric Utilities Corp                                                     | CUSIP: 69351UAS2<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5996.43      | 0.00%             | 2044-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                | US ULTRA BOND CBT                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        20 | NC      | $-14419.40    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| STANLEY BLACK & DECKER I                                   | Stanley Black & Decker Inc                                                      | CUSIP: 854502AL5<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    121000 | PA      | $110207.88    | 0.02%             | 2030-03-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: —       |
| AIR LEASE CORP                                             | Air Lease Corp                                                                  | CUSIP: 00914AAK8<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13872.40     | 0.00%             | 2030-12-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                 | Intel Corp                                                                      | CUSIP: 458140BM1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     46000 | PA      | $38993.78     | 0.01%             | 2050-03-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Ginnie Mae I Pool                                                               | CUSIP: 36294S5H6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     13772 | PA      | $14299.35     | 0.00%             | 2037-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                                         | Ameren Illinois Co                                                              | CUSIP: 02361DAV2<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7016.97      | 0.00%             | 2030-11-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                     | ConocoPhillips Co                                                               | CUSIP: 20826FBD7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     68000 | PA      | $50829.21     | 0.01%             | 2062-03-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                                     | GE HealthCare Technologies Inc                                                  | CUSIP: 36267VAH6<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    105000 | PA      | $111279.09    | 0.02%             | 2030-03-15      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                            | United States Treasury Note/Bond                                                | CUSIP: 91282CPB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  33774500 | PA      | $33703256.75  | 6.71%             | 2027-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                         | Steel Dynamics Inc                                                              | CUSIP: 858119BK5<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11561.11     | 0.00%             | 2030-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                           | Crown Castle Inc                                                                | CUSIP: 22822VAX9<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     25000 | PA      | $18311.00     | 0.00%             | 2041-04-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                              | Citigroup Inc                                                                   | CUSIP: 172967NF4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     24000 | PA      | $17599.69     | 0.00%             | 2042-11-03      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                           | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CBW8<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     38000 | PA      | $36367.17     | 0.01%             | 2054-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                   | Host Hotels & Resorts LP                                                        | CUSIP: 44107TAW6<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7990.05      | 0.00%             | 2026-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                        | BANK OF NOVA SCOTIA/THE                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    900000 | PA      | $900176.22    | 0.18%             | 2026-03-03      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS CAPITAL I                                    | Goldman Sachs Capital I                                                         | CUSIP: 38143VAA7<br>LEI: 5299005MCIJK7R2NP351 | Long             | DBT              | CORP              | US        |     18000 | PA      | $19239.37     | 0.00%             | 2034-02-15      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS                                      | Universal Health Services Inc                                                   | CUSIP: 913903AW0<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |     16000 | PA      | $14448.97     | 0.00%             | 2030-10-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                      | Republic Services Inc                                                           | CUSIP: 760759AW0<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     16000 | PA      | $11185.46     | 0.00%             | 2050-03-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                      | Micron Technology Inc                                                           | CUSIP: 595112BS1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17805.02     | 0.00%             | 2032-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| PATTERSON-UTI ENERGY INC                                   | Patterson-UTI Energy Inc                                                        | CUSIP: 703481AC5<br>LEI: 254900XGFBKIXD6G0697 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7007.93      | 0.00%             | 2029-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                            | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     86000 | PA      | $78340.49     | 0.02%             | 2033-02-04      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                    | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     72000 | PA      | $65340.00     | 0.01%             | 2032-04-22      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                            | CVS Health Corp                                                                 | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    101000 | PA      | $101080.51    | 0.02%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                             | Microsoft Corp                                                                  | CUSIP: 594918CE2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    202000 | PA      | $137137.56    | 0.03%             | 2052-03-17      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                          | NSTAR Electric Co                                                               | CUSIP: 67021CAP2<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7936.61      | 0.00%             | 2030-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                 | Pfizer Inc                                                                      | CUSIP: 717081EC3<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    171000 | PA      | $159695.66    | 0.03%             | 2036-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                          | Brown & Brown Inc                                                               | CUSIP: 115236AB7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7020.68      | 0.00%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                              | Owens Corning                                                                   | CUSIP: 690742AK7<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5865.49      | 0.00%             | 2030-06-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31412HMV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1876 | PA      | $1961.11      | 0.00%             | 2037-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                  | ONEOK Inc                                                                       | CUSIP: 682680AZ6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     11000 | PA      | $8888.60      | 0.00%             | 2049-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: —       |
| BAYLOR SCOTT & WHITE HOL                                   | Baylor Scott & White Holdings                                                   | CUSIP: 072863AF0<br>LEI: 549300JQDKSBWYRGGV95 | Long             | DBT              | CORP              | US        |      8000 | PA      | $6545.82      | 0.00%             | 2046-11-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                              | Citigroup Inc                                                                   | CUSIP: 172967JU6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     19000 | PA      | $17190.59     | 0.00%             | 2045-07-30      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                                   | Amcor Flexibles North America Inc                                               | CUSIP: 02344AAA6<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |     16000 | PA      | $14552.09     | 0.00%             | 2031-05-25      | Fixed         | 2.69%                 | No            |                  2 | On Loan: —       |
| SABINE PASS LIQUEFACTION                                   | Sabine Pass Liquefaction LLC                                                    | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40157.04     | 0.01%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3132QPDN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1272269 | PA      | $1164312.27   | 0.23%             | 2045-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Ginnie Mae II Pool                                                              | CUSIP: 36179Y5N0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    922844 | PA      | $949832.04    | 0.19%             | 2054-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY SOUTH                                      | Dominion Energy South Carolina Inc                                              | CUSIP: 25731VAB0<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |     23000 | PA      | $25325.38     | 0.01%             | 2053-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PEPSICO SINGAPORE FIN                                      | Pepsico Singapore Financing I Pte Ltd                                           | CUSIP: 713466AD2<br>LEI: 254900DOMTCMUFROFJ76 | Long             | DBT              | CORP              | SG        |     10000 | PA      | $10037.28     | 0.00%             | 2034-02-16      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                | Phillips 66                                                                     | CUSIP: 718546AH7<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |     29000 | PA      | $29783.29     | 0.01%             | 2042-05-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                   | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AR1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15508.29     | 0.00%             | 2031-01-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| GLOBAL PAYMENTS INC                                        | Global Payments Inc                                                             | CUSIP: 37940XAC6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     15000 | PA      | $11410.01     | 0.00%             | 2049-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                             | Lowe's Cos Inc                                                                  | CUSIP: 548661EA1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     26000 | PA      | $23737.09     | 0.00%             | 2031-04-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                        | Carrier Global Corp                                                             | CUSIP: 14448CAP9<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     18000 | PA      | $17624.47     | 0.00%             | 2027-02-15      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                    | Walt Disney Co/The                                                              | CUSIP: 254687EV4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     86000 | PA      | $79983.69     | 0.02%             | 2044-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                                                | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     77000 | PA      | $71697.70     | 0.01%             | 2033-03-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                                         | Southwest Gas Corp                                                              | CUSIP: 845011AH8<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6167.95      | 0.00%             | 2028-03-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                        | Dominion Energy Inc                                                             | CUSIP: 25746UDJ5<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11820.84     | 0.00%             | 2026-04-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                             | Morgan Stanley                                                                  | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     58000 | PA      | $57399.35     | 0.01%             | 2028-07-22      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                   | Prudential Financial Inc                                                        | CUSIP: 744320BP6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21431.66     | 0.00%             | 2054-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| REYNOLDS AMERICAN INC                                      | Reynolds American Inc                                                           | CUSIP: 761713AZ9<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    228000 | PA      | $234729.36    | 0.05%             | 2043-09-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                      | Truist Financial Corp                                                           | CUSIP: 89788MAK8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     14000 | PA      | $15088.78     | 0.00%             | 2033-10-28      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                     | BP Capital Markets America Inc                                                  | CUSIP: 10373QAV2<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    171000 | PA      | $169235.55    | 0.03%             | 2027-01-16      | Fixed         | 3.02%                 | No            |                  2 | On Loan: —       |
| BERKSHIRE HATHAWAY FIN                                     | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664CW9<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13286.91     | 0.00%             | 2030-10-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| BROWN UNIVERSITY                                           | Brown University                                                                | CUSIP: 11575TAC2<br>LEI: 9M13ULPHBPDR83N6CB89 | Long             | DBT              | CORP              | US        |     11000 | PA      | $7459.81      | 0.00%             | 2050-09-01      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO                                             | Halliburton Co                                                                  | CUSIP: 406216BE0<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |     18000 | PA      | $16124.98     | 0.00%             | 2043-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                 | Nasdaq Inc                                                                      | CUSIP: 63111XAE1<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     13000 | PA      | $9217.70      | 0.00%             | 2040-12-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                       | Targa Resources Corp                                                            | CUSIP: 87612KAC6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10208.98     | 0.00%             | 2052-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                     | Marriott International Inc/MD                                                   | CUSIP: 571903BG7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    129000 | PA      | $118750.81    | 0.02%             | 2031-04-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)             | SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)                                  | CUSIP: 86565GSM3<br>LEI: 549300MS3WYYVQ4HXM15 | Long             | DBT              | CORP              | US        |    900000 | PA      | $900167.40    | 0.18%             | 2026-03-06      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                     | Extra Space Storage LP                                                          | CUSIP: 30225VAJ6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10330.74     | 0.00%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                                    | DCP Midstream Operating LP                                                      | CUSIP: 23311VAF4<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7779.61      | 0.00%             | 2044-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                             | Lowe's Cos Inc                                                                  | CUSIP: 548661DY0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22011.06     | 0.00%             | 2030-10-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                   | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271BB4<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7227.54      | 0.00%             | 2053-04-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 3138WEWE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    730037 | PA      | $708864.02    | 0.14%             | 2030-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31410PZF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5385 | PA      | $5651.14      | 0.00%             | 2036-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                                    | Principal Financial Group Inc                                                   | CUSIP: 74251VAS1<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    117000 | PA      | $106028.47    | 0.02%             | 2030-06-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                       | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAM2<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    111000 | PA      | $73568.01     | 0.01%             | 2051-03-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                               | DNB BANK ASA                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    900000 | PA      | $900423.79    | 0.18%             | 2025-12-09      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3128KFJ76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       396 | PA      | $412.81       | 0.00%             | 2036-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                    | Canadian Natural Resources Ltd                                                  | CUSIP: 136385AP6<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |      8000 | PA      | $8822.61      | 0.00%             | 2039-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                                     | TotalEnergies Capital International SA                                          | CUSIP: 89153VAT6<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |     25000 | PA      | $23854.80     | 0.00%             | 2030-01-10      | Fixed         | 2.83%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31410GFM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    135766 | PA      | $141340.40    | 0.03%             | 2036-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                 | PacifiCorp                                                                      | CUSIP: 695114CX4<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     12000 | PA      | $7920.55      | 0.00%             | 2051-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                        | Charles Schwab Corp/The                                                         | CUSIP: 808513CG8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20299.51     | 0.00%             | 2026-08-24      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ENSTAR FINANCE LLC                                         | Enstar Finance LLC                                                              | CUSIP: 29360AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9939.69      | 0.00%             | 2042-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                             | Morgan Stanley                                                                  | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     43000 | PA      | $44079.49     | 0.01%             | 2030-07-19      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                           | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CAY5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31617.42     | 0.01%             | 2045-10-15      | Variable      | 6.35%                 | No            |                  2 | On Loan: —       |
| EVERGY METRO                                               | Evergy Metro Inc                                                                | CUSIP: 485134BM1<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8935.91      | 0.00%             | 2041-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                     | UnitedHealth Group Inc                                                          | CUSIP: 91324PCQ3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     86000 | PA      | $84856.29     | 0.02%             | 2035-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                                                  | Mosaic Co/The                                                                   | CUSIP: 61945CAD5<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |     47000 | PA      | $48601.45     | 0.01%             | 2033-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31414MZG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10198 | PA      | $10752.52     | 0.00%             | 2038-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                                    | Connecticut Light and Power Co/The                                              | CUSIP: 207597EG6<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8726.28      | 0.00%             | 2044-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                 | Pfizer Inc                                                                      | CUSIP: 717081ET6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    202000 | PA      | $198776.47    | 0.04%             | 2029-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: —       |
| NISOURCE INC                                               | NiSource Inc                                                                    | CUSIP: 65473QBB8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9726.19      | 0.00%             | 2043-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                               | Broadcom Inc                                                                    | CUSIP: 11135FBF7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     36000 | PA      | $31615.10     | 0.01%             | 2033-02-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FU                                   | Ares Strategic Income Fund                                                      | CUSIP: 04020EAJ6<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51684.48     | 0.01%             | 2032-03-21      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY PARTNERS LL                                   | Viper Energy Partners LLC                                                       | CUSIP: 92764MAB0<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |     24000 | PA      | $24416.28     | 0.00%             | 2035-08-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Ginnie Mae II Pool                                                              | CUSIP: 36202FUH7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    172872 | PA      | $178813.85    | 0.04%             | 2041-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                   | Baxter International Inc                                                        | CUSIP: 071813BQ1<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14796.76     | 0.00%             | 2026-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3128M5DJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1444 | PA      | $1531.61      | 0.00%             | 2037-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31415UZQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7303 | PA      | $7554.25      | 0.00%             | 2038-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 3138WHSR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    446163 | PA      | $404864.53    | 0.08%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                     | General Motors Financial Co Inc                                                 | CUSIP: 37045XBG0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    202000 | PA      | $202341.31    | 0.04%             | 2026-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                  | Boeing Co/The                                                                   | CUSIP: 097023CR4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     20000 | PA      | $14385.52     | 0.00%             | 2059-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                        | JPMorgan Chase & Co                                                             | CUSIP: 46647PCE4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    115000 | PA      | $82799.36     | 0.02%             | 2052-04-22      | Fixed         | 3.33%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31410KYY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18507 | PA      | $19611.11     | 0.00%             | 2038-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VALMONT INDUSTRIES INC                                     | Valmont Industries Inc                                                          | CUSIP: 920253AE1<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5591.39      | 0.00%             | 2054-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                          | Eversource Energy                                                               | CUSIP: 30040WAQ1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12772.28     | 0.00%             | 2027-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FOX CORP                                                   | Fox Corp                                                                        | CUSIP: 35137LAH8<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40521.96     | 0.01%             | 2029-01-25      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJE71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14287 | PA      | $15037.89     | 0.00%             | 2036-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                | PepsiCo Inc                                                                     | CUSIP: 713448DP0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     18000 | PA      | $13804.16     | 0.00%             | 2046-10-06      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                     | Diamondback Energy Inc                                                          | CUSIP: 25278XAV1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     22000 | PA      | $23711.01     | 0.00%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31413YLB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1045 | PA      | $1095.23      | 0.00%             | 2037-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BROWN-FORMAN CORP                                          | Brown-Forman Corp                                                               | CUSIP: 115637AP5<br>LEI: 549300873K3LXF7ARU34 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8891.32      | 0.00%             | 2045-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                             | Solventum Corp                                                                  | CUSIP: 83444MAN1<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19316.39     | 0.00%             | 2027-02-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| KLA CORP                                                   | KLA Corp                                                                        | CUSIP: 482480AM2<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |     27000 | PA      | $25272.80     | 0.01%             | 2052-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| KAISER FOUNDATION HOSPIT                                   | Kaiser Foundation Hospitals                                                     | CUSIP: 48305QAC7<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11855.95     | 0.00%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| ROCKWELL AUTOMATION                                        | Rockwell Automation Inc                                                         | CUSIP: 773903AM1<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |      9000 | PA      | $5375.44      | 0.00%             | 2061-08-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT                                   | Apollo Global Management Inc                                                    | CUSIP: 03769MAA4<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |     10000 | PA      | $11045.02     | 0.00%             | 2033-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MAYO CLINIC                                                | Mayo Clinic                                                                     | CUSIP: 578454AD2<br>LEI: 5493001OHMD58DCY4635 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5680.28      | 0.00%             | 2052-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                             | Starbucks Corp                                                                  | CUSIP: 855244AH2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5854.45      | 0.00%             | 2045-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                   | Virginia Electric and Power Co                                                  | CUSIP: 927804FX7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14895.48     | 0.00%             | 2027-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                                 | Biogen Inc                                                                      | CUSIP: 09062XAG8<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |     30000 | PA      | $19522.96     | 0.00%             | 2050-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                         | Athene Holding Ltd                                                              | CUSIP: 04686JAC5<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9503.71      | 0.00%             | 2031-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NY & PRESBYTERIAN HOSPIT                                   | New York and Presbyterian Hospital/The                                          | CUSIP: 649322AJ3<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |      6000 | PA      | $3367.46      | 0.00%             | 2060-08-01      | Fixed         | 2.61%                 | No            |                  2 | On Loan: —       |
| UNITED PARCEL SERVICE                                      | United Parcel Service Inc                                                       | CUSIP: 911312CA2<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     22000 | PA      | $20347.55     | 0.00%             | 2053-03-03      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                   | Occidental Petroleum Corp                                                       | CUSIP: 674599DD4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     17000 | PA      | $19104.94     | 0.00%             | 2031-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| ORACLE CORP                                                | Oracle Corp                                                                     | CUSIP: 68389XCV5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     24000 | PA      | $21996.65     | 0.00%             | 2064-09-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                           | T-Mobile USA Inc                                                                | CUSIP: 87264ADD4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22793.83     | 0.00%             | 2054-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                     | UnitedHealth Group Inc                                                          | CUSIP: 91324PEU2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25093.48     | 0.00%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                        | Dominion Energy Inc                                                             | CUSIP: 25746UCC1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8809.78      | 0.00%             | 2044-12-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                     | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822AR5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    123000 | PA      | $121497.74    | 0.02%             | 2027-07-25      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                | Oracle Corp                                                                     | CUSIP: 68389XCH6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     24000 | PA      | $25598.66     | 0.01%             | 2029-11-09      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                   | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BH4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9643.81      | 0.00%             | 2039-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31405AT29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1863 | PA      | $1877.89      | 0.00%             | 2034-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| THE CAMPBELLS COMPANY                                      | Campbell's Company/The                                                          | CUSIP: 134429BM0<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10159.96     | 0.00%             | 2027-03-19      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                     | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BZ7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     36000 | PA      | $37278.06     | 0.01%             | 2035-07-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Non Gold Pool                                                       | CUSIP: 3128LLHS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    197880 | PA      | $204407.98    | 0.04%             | 2042-02-01      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| CONCENTRIX CORP                                            | Concentrix Corp                                                                 | CUSIP: 20602DAA9<br>LEI: 5493000EAJN1KMPVA737 | Long             | DBT              | CORP              | US        |    117000 | PA      | $118763.57    | 0.02%             | 2026-08-02      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 16-2 AA PTT                                   | American Airlines 2016-2 Class AA Pass Through Trust                            | CUSIP: 023765AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     46132 | PA      | $44723.56     | 0.01%             | 2028-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                     | American Honda Finance Corp                                                     | CUSIP: 02665WDT5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     11000 | PA      | $9608.01      | 0.00%             | 2031-01-13      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| ACCENTURE CAPITAL INC                                      | Accenture Capital Inc                                                           | CUSIP: 00440KAB9<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |     23000 | PA      | $22994.88     | 0.00%             | 2029-10-04      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                             | Eli Lilly & Co                                                                  | CUSIP: 532457BZ0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    148000 | PA      | $84051.45     | 0.02%             | 2060-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                             | Eli Lilly & Co                                                                  | CUSIP: 532457BY3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     27000 | PA      | $15735.51     | 0.00%             | 2050-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                    | KeyCorp                                                                         | CUSIP: 49326EEJ8<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14060.24     | 0.00%             | 2029-10-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| PACKAGING CORP OF AMERIC                                   | Packaging Corp of America                                                       | CUSIP: 695156AV1<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |      8000 | PA      | $6378.80      | 0.00%             | 2049-12-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                     | Philip Morris International Inc                                                 | CUSIP: 718172AU3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     12000 | PA      | $9979.81      | 0.00%             | 2042-08-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3132GL3F9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    293104 | PA      | $279874.56    | 0.06%             | 2042-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                  | ONEOK Inc                                                                       | CUSIP: 682680AV5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     17000 | PA      | $15205.64     | 0.00%             | 2048-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                     | Roper Technologies Inc                                                          | CUSIP: 776743AL0<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17436.89     | 0.00%             | 2031-02-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                    | John Deere Capital Corp                                                         | CUSIP: 24422ETW9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9818.42      | 0.00%             | 2027-09-08      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP                                         | CNA Financial Corp                                                              | CUSIP: 126117AU4<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9882.79      | 0.00%             | 2027-08-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                   | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 03523TBV9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     72000 | PA      | $72844.05     | 0.01%             | 2049-01-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| HARTFORD INSUR GRP INC/T                                   | Hartford Insurance Group Inc/The                                                | CUSIP: 416518AD0<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |     12000 | PA      | $7798.83      | 0.00%             | 2051-09-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                | Ovintiv Inc                                                                     | CUSIP: 69047QAD4<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8647.70      | 0.00%             | 2053-07-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| AUTODESK INC                                               | Autodesk Inc                                                                    | CUSIP: 052769AH9<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17727.38     | 0.00%             | 2031-12-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| GEORGETOWN UNIVERSITY                                      | Georgetown University/The                                                       | CUSIP: 37310PAC5<br>LEI: 549300GCL3B0KVXSX752 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16862.12     | 0.00%             | 2049-04-01      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| IDAHO POWER CO                                             | Idaho Power Co                                                                  | CUSIP: 45138LBH5<br>LEI: TN0LL73P2C8X3W6KM391 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7956.78      | 0.00%             | 2053-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                                     | Boston Scientific Corp                                                          | CUSIP: 101137AT4<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8613.14      | 0.00%             | 2039-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31416JDY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24172 | PA      | $25008.82     | 0.00%             | 2036-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 3140J9NV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    212317 | PA      | $210355.83    | 0.04%             | 2029-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PIEDMONT HEALTHCARE INC                                    | Piedmont Healthcare Inc                                                         | CUSIP: 72014TAC3<br>LEI: 254900D1I6W7J0DSAY11 | Long             | DBT              | CORP              | US        |     17000 | PA      | $14609.66     | 0.00%             | 2032-01-01      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                | Ovintiv Inc                                                                     | CUSIP: 292505AG9<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9463.30      | 0.00%             | 2038-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DICK'S SPORTING GOODS                                      | Dick's Sporting Goods Inc                                                       | CUSIP: 253393AF9<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13747.51     | 0.00%             | 2032-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: —       |
| BANK OF NY MELLON CORP                                     | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBR7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7136.51      | 0.00%             | 2034-04-26      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31415A4N8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6377 | PA      | $6588.34      | 0.00%             | 2038-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                     | American Honda Finance Corp                                                     | CUSIP: 02665WFU0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13204.01     | 0.00%             | 2031-10-23      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL IN                                   | Brighthouse Financial Inc                                                       | CUSIP: 10922NAG8<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76978.96     | 0.02%             | 2030-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| HP INC                                                     | HP Inc                                                                          | CUSIP: 40434LAF2<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10798.55     | 0.00%             | 2026-06-17      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                     | Asian Development Bank                                                          | CUSIP: 045167GD9<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | N/A       |    207000 | PA      | $211500.39    | 0.04%             | 2029-03-06      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 3140XBLA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3379947 | PA      | $2774971.11   | 0.55%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                                      | Southwest Airlines Co                                                           | CUSIP: 844741BE7<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5897.89      | 0.00%             | 2027-11-16      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS INC                                    | Cboe Global Markets Inc                                                         | CUSIP: 12503MAD0<br>LEI: 529900RLNSGA90UPEH54 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5508.32      | 0.00%             | 2032-03-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AGREE LP                                                   | Agree LP                                                                        | CUSIP: 008513AE3<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9385.76      | 0.00%             | 2034-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3129414D6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    115100 | PA      | $115614.56    | 0.02%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                          | Eversource Energy                                                               | CUSIP: 30040WAU2<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16231.18     | 0.00%             | 2033-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                             | Eli Lilly & Co                                                                  | CUSIP: 532457AZ1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9225.74      | 0.00%             | 2027-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| ANHEUSER-BUSCH CO/INBEV                                    | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                     | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    128000 | PA      | $120004.18    | 0.02%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                                                | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     77000 | PA      | $76322.73     | 0.02%             | 2028-03-24      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 3138YV5Q8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    352316 | PA      | $341011.83    | 0.07%             | 2045-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                         | Vodafone Group PLC                                                              | CUSIP: 92857WCA6<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     40000 | PA      | $39408.15     | 0.01%             | 2054-06-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                    | HCA Inc                                                                         | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     58000 | PA      | $55416.90     | 0.01%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                    | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550AW6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    103000 | PA      | $116033.38    | 0.02%             | 2038-01-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                         | Steel Dynamics Inc                                                              | CUSIP: 858119BN9<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6661.26      | 0.00%             | 2027-10-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| LUBRIZOL CORP                                              | Lubrizol Corp/The                                                               | CUSIP: 549271AF1<br>LEI: 549300TW3R1QXAWGC017 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6791.31      | 0.00%             | 2034-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| FIFTH THIRD BANCORP                                        | Fifth Third Bancorp                                                             | CUSIP: 316773DG2<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     31000 | PA      | $31356.26     | 0.01%             | 2030-07-28      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                        | PayPal Holdings Inc                                                             | CUSIP: 70450YAL7<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20026.01     | 0.00%             | 2032-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 3138A4CD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     58402 | PA      | $58099.20     | 0.01%             | 2041-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC INC                                              | Medtronic Inc                                                                   | CUSIP: 585055BT2<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |     39000 | PA      | $38290.42     | 0.01%             | 2035-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                     | Motorola Solutions Inc                                                          | CUSIP: 620076BW8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12638.03     | 0.00%             | 2032-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Ginnie Mae II Pool                                                              | CUSIP: 36179VZQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2369041 | PA      | $1960265.39   | 0.39%             | 2050-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC INC                                              | Medtronic Inc                                                                   | CUSIP: 585055BU9<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |     31000 | PA      | $28499.58     | 0.01%             | 2045-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DOVER CORP                                                 | Dover Corp                                                                      | CUSIP: 260003AK4<br>LEI: 549300FMC2ALGA7N9E80 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7027.07      | 0.00%             | 2041-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                   | Occidental Petroleum Corp                                                       | CUSIP: 674599EL5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40609.76     | 0.01%             | 2034-10-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| PRUDENTIAL FINANCIAL INC                                   | Prudential Financial Inc                                                        | CUSIP: 74432QBD6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |      8000 | PA      | $9132.96      | 0.00%             | 2037-12-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                                   | SVENSKA HANDELSBANKEN AB                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    900000 | PA      | $900971.31    | 0.18%             | 2026-03-23      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                   | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    137000 | PA      | $130602.26    | 0.03%             | 2044-04-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER CO                                   | Tucson Electric Power Co                                                        | CUSIP: 898813AU4<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6461.69      | 0.00%             | 2032-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                   | Telefonica Emisiones SA                                                         | CUSIP: 87938WAW3<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |     86000 | PA      | $73875.10     | 0.01%             | 2048-03-06      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| JOHNS HOPKINS UNIVERSITY                                   | Johns Hopkins University                                                        | CUSIP: 478115AB4<br>LEI: 549300Z1XKWYKTIOM958 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5698.31      | 0.00%             | 2053-07-01      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                    | HCA Inc                                                                         | CUSIP: 404119BV0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     33000 | PA      | $31500.13     | 0.01%             | 2047-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                               | QUALCOMM Inc                                                                    | CUSIP: 747525BK8<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    109000 | PA      | $100129.81    | 0.02%             | 2030-05-20      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| THE CAMPBELLS COMPANY                                      | Campbell's Company/The                                                          | CUSIP: 134429BP3<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20499.39     | 0.00%             | 2034-03-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                            | Chevron USA Inc                                                                 | CUSIP: 166756AT3<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8736.40      | 0.00%             | 2041-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                             | S&P Global Inc                                                                  | CUSIP: 78409VBF0<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14266.17     | 0.00%             | 2028-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO                                            | Nevada Power Co                                                                 | CUSIP: 641423CC0<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9845.51      | 0.00%             | 2029-05-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31417QL51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    351158 | PA      | $352738.55    | 0.07%             | 2039-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                     | Verizon Communications Inc                                                      | CUSIP: 92343VGT5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20472.23     | 0.00%             | 2033-05-09      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                          | Travelers Cos Inc/The                                                           | CUSIP: 89417EAM1<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     19000 | PA      | $15719.11     | 0.00%             | 2047-05-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                       | Westpac Banking Corp                                                            | CUSIP: 961214DW0<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     22000 | PA      | $21774.78     | 0.00%             | 2028-01-25      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                    | Exxon Mobil Corp                                                                | CUSIP: 30231GBE1<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23782.86     | 0.00%             | 2029-08-16      | Fixed         | 2.44%                 | No            |                  2 | On Loan: —       |
| VERIZON COMMUNICATIONS                                     | Verizon Communications Inc                                                      | CUSIP: 92343VHA5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    141000 | PA      | $143312.38    | 0.03%             | 2037-07-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                 | AbbVie Inc                                                                      | CUSIP: 00287YAS8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     60000 | PA      | $55072.61     | 0.01%             | 2045-05-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                          | Hyatt Hotels Corp                                                               | CUSIP: 448579AJ1<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9365.34      | 0.00%             | 2030-04-23      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                  | Boeing Co/The                                                                   | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     28000 | PA      | $26836.75     | 0.01%             | 2031-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                      | American Homes 4 Rent LP                                                        | CUSIP: 02666TAC1<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |      9000 | PA      | $7977.57      | 0.00%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: —       |
| MARTIN MARIETTA MATERIAL                                   | Martin Marietta Materials Inc                                                   | CUSIP: 573284AT3<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9884.01      | 0.00%             | 2027-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                           | Ventas Realty LP                                                                | CUSIP: 92277GAW7<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8928.42      | 0.00%             | 2031-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                        | Fifth Third Bancorp                                                             | CUSIP: 316773CH1<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     31000 | PA      | $38370.45     | 0.01%             | 2038-03-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                        | CommonSpirit Health                                                             | CUSIP: 20268JAK9<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10373.35     | 0.00%             | 2027-11-01      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 312941GW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    109218 | PA      | $109672.26    | 0.02%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                      | Texas Instruments Inc                                                           | CUSIP: 882926AA6<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     27000 | PA      | $25111.75     | 0.01%             | 2063-05-18      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                         | Royalty Pharma PLC                                                              | CUSIP: 78081BAM5<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     20000 | PA      | $14061.64     | 0.00%             | 2050-09-02      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                 | Intel Corp                                                                      | CUSIP: 458140CC2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     18000 | PA      | $15475.36     | 0.00%             | 2062-08-05      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                        | Elevance Health Inc                                                             | CUSIP: 036752AP8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    151000 | PA      | $137131.18    | 0.03%             | 2031-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                             | Lowe's Cos Inc                                                                  | CUSIP: 548661DS3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     12000 | PA      | $10299.58     | 0.00%             | 2049-04-05      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CONCORD                                                    | CONCORD MINUTE 10/01/2025                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14998282.50  | 2.99%             | 2025-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                   | Omega Healthcare Investors Inc                                                  | CUSIP: 681936BK5<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11100.17     | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                             | Amazon.com Inc                                                                  | CUSIP: 023135BR6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     22000 | PA      | $21111.02     | 0.00%             | 2027-06-03      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3128LXJN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     94250 | PA      | $98229.36     | 0.02%             | 2036-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                             | Lowe's Cos Inc                                                                  | CUSIP: 548661EN3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20069.07     | 0.00%             | 2062-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: —       |
| DUKE ENERGY PROGRESS LLC                                   | Duke Energy Progress LLC                                                        | CUSIP: 26442RAD3<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     51000 | PA      | $43411.31     | 0.01%             | 2044-12-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                | Oracle Corp                                                                     | CUSIP: 68389XCD5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     38000 | PA      | $36337.38     | 0.01%             | 2028-03-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                            | CVS Health Corp                                                                 | CUSIP: 126650EA4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     86000 | PA      | $84787.56     | 0.02%             | 2063-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                | Nutrien Ltd                                                                     | CUSIP: 67077MAS7<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |      9000 | PA      | $8561.17      | 0.00%             | 2045-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                  | Hess Corp                                                                       | CUSIP: 42809HAH0<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |     32000 | PA      | $33350.99     | 0.01%             | 2047-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                                   | FMC Corp                                                                        | CUSIP: 302491AX3<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10003.66     | 0.00%             | 2033-05-18      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| DTE ELECTRIC CO                                            | DTE Electric Co                                                                 | CUSIP: 23338VAJ5<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     13000 | PA      | $10508.22     | 0.00%             | 2049-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                | PepsiCo Inc                                                                     | CUSIP: 713448EU8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     18000 | PA      | $13806.59     | 0.00%             | 2050-03-19      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                      | Alibaba Group Holding Ltd                                                       | CUSIP: 01609WAX0<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $180303.00    | 0.04%             | 2031-02-09      | Fixed         | 2.12%                 | No            |                  2 | On Loan: —       |
| DOC DR LLC                                                 | DOC DR LLC                                                                      | CUSIP: 71951QAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $8917.32      | 0.00%             | 2031-11-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 31286DFH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     59499 | PA      | $62309.68     | 0.01%             | 2037-09-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 3138X0NJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2085596 | PA      | $1918002.94   | 0.38%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                               | Entergy Corp                                                                    | CUSIP: 29364GAP8<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    171000 | PA      | $152943.52    | 0.03%             | 2031-06-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                                     | PPL Electric Utilities Corp                                                     | CUSIP: 69351UAT0<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5950.52      | 0.00%             | 2045-10-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| AON GLOBAL LTD                                             | Aon Global Ltd                                                                  | CUSIP: 00185AAC8<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |     64000 | PA      | $55793.70     | 0.01%             | 2043-05-24      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP                                    | Digital Realty Trust LP                                                         | CUSIP: 25389JAU0<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |     18000 | PA      | $17561.84     | 0.00%             | 2029-07-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3129393L3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    144826 | PA      | $145384.13    | 0.03%             | 2040-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                             | TD SYNNEX Corp                                                                  | CUSIP: 87162WAH3<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11393.26     | 0.00%             | 2028-08-09      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL                                     | American International Group Inc                                                | CUSIP: 026874DL8<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18124.17     | 0.00%             | 2048-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                                                | CUSIP: 95000U2F9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     58000 | PA      | $57596.63     | 0.01%             | 2027-06-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                                         | Sonoco Products Co                                                              | CUSIP: 835495AP7<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9022.42      | 0.00%             | 2032-02-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: —       |
| RPM INTERNATIONAL INC                                      | RPM International Inc                                                           | CUSIP: 749685AV5<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7943.30      | 0.00%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31413DBW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        33 | PA      | $35.20        | 0.00%             | 2037-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                    | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GES9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15376.37     | 0.00%             | 2027-01-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                        | Dominion Energy Inc                                                             | CUSIP: 25746UDL0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     19000 | PA      | $16823.31     | 0.00%             | 2031-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                             | Amazon.com Inc                                                                  | CUSIP: 023135CK0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     16000 | PA      | $12888.42     | 0.00%             | 2062-04-13      | Fixed         | 4.10%                 | No            |                  2 | On Loan: —       |
| CITIGROUP INC                                              | Citigroup Inc                                                                   | CUSIP: 172967LW9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     38000 | PA      | $37912.60     | 0.01%             | 2029-04-23      | Fixed         | 4.08%                 | No            |                  2 | On Loan: —       |
| MPLX LP                                                    | MPLX LP                                                                         | CUSIP: 55336VBN9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15019.55     | 0.00%             | 2027-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                      | Toronto-Dominion Bank/The                                                       | CUSIP: 89114TZT2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     24000 | PA      | $23609.50     | 0.00%             | 2027-03-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                                       | Kyndryl Holdings Inc                                                            | CUSIP: 50155QAN0<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10691.51     | 0.00%             | 2034-02-20      | Fixed         | 6.35%                 | No            |                  2 | On Loan: —       |
| REPUBLICA ORIENT URUGUAY                                   | Uruguay Government International Bond                                           | CUSIP: 760942BA9<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    207000 | PA      | $196753.50    | 0.04%             | 2050-06-18      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 3140MGLH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2899818 | PA      | $2375259.59   | 0.47%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                | Ovintiv Inc                                                                     | CUSIP: 012873AK1<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |     10000 | PA      | $11148.52     | 0.00%             | 2031-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                               | Enbridge Inc                                                                    | CUSIP: 29250NAJ4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     86000 | PA      | $73532.19     | 0.01%             | 2044-06-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                   | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556BZ4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     18000 | PA      | $17019.77     | 0.00%             | 2029-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                                                | CUSIP: 949746JM4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10608.93     | 0.00%             | 2035-02-07      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                     | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HAV0<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     49000 | PA      | $48988.73     | 0.01%             | 2029-06-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| UTAH ACQUISITION SUB                                       | Utah Acquisition Sub Inc                                                        | CUSIP: 62854AAN4<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |     28000 | PA      | $27879.74     | 0.01%             | 2026-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                               | Centene Corp                                                                    | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     45000 | PA      | $40237.31     | 0.01%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                     | Verizon Communications Inc                                                      | CUSIP: 92343VGY4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     42000 | PA      | $41332.24     | 0.01%             | 2035-02-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 3138A9CX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    106357 | PA      | $103763.03    | 0.02%             | 2041-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                         | Ingersoll Rand Inc                                                              | CUSIP: 45687VAE6<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10469.59     | 0.00%             | 2031-06-15      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                             | Morgan Stanley                                                                  | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     48000 | PA      | $42835.34     | 0.01%             | 2032-10-20      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS CO                                        | Vulcan Materials Co                                                             | CUSIP: 929160AZ2<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |     74000 | PA      | $71526.06     | 0.01%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                           | Duke Energy Corp                                                                | CUSIP: 26441CBH7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    202000 | PA      | $186005.83    | 0.04%             | 2030-06-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: —       |
| HCA INC                                                    | HCA Inc                                                                         | CUSIP: 404119CW7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     47000 | PA      | $47228.46     | 0.01%             | 2064-04-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                     | Goldman Sachs Bank USA/New York NY                                              | CUSIP: 38151LAG5<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |     51000 | PA      | $51400.48     | 0.01%             | 2027-05-21      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                | Prologis LP                                                                     | CUSIP: 74340XBJ9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16972.32     | 0.00%             | 2048-09-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                            | Cigna Group/The                                                                 | CUSIP: 125523CB4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    171000 | PA      | $169429.75    | 0.03%             | 2027-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                     | Verizon Communications Inc                                                      | CUSIP: 92343VEA8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     44000 | PA      | $43377.66     | 0.01%             | 2033-08-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                              | Allstate Corp/The                                                               | CUSIP: 020002BD2<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    202000 | PA      | $200180.61    | 0.04%             | 2026-12-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                      | Truist Financial Corp                                                           | CUSIP: 89788MAL6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     29000 | PA      | $29440.31     | 0.01%             | 2029-01-26      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| COSTCO WHOLESALE CORP                                      | Costco Wholesale Corp                                                           | CUSIP: 22160KAQ8<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17324.94     | 0.00%             | 2032-04-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                        | JPMorgan Chase & Co                                                             | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69005.89     | 0.01%             | 2027-04-22      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                           | T-Mobile USA Inc                                                                | CUSIP: 87264AAV7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     33000 | PA      | $33051.23     | 0.01%             | 2028-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 3140XAUJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1698217 | PA      | $1451353.35   | 0.29%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER CO                                          | Southern Power Co                                                               | CUSIP: 843646AM2<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    171000 | PA      | $170959.41    | 0.03%             | 2025-12-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                            | DTE Electric Co                                                                 | CUSIP: 23338VAG1<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |      9000 | PA      | $7010.69      | 0.00%             | 2047-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                        | Dominion Energy Inc                                                             | CUSIP: 25746UBM0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9267.38      | 0.00%             | 2041-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31414GSG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1225 | PA      | $1281.23      | 0.00%             | 2037-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MONTEFIORE OBLIGATED GRP                                   | Montefiore Obligated Group                                                      | CUSIP: 61237WAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $8203.52      | 0.00%             | 2048-11-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                            | San Diego Gas & Electric Co                                                     | CUSIP: 797440CF9<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11818.35     | 0.00%             | 2054-04-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                      | Truist Financial Corp                                                           | CUSIP: 89788MAP7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     34000 | PA      | $36035.03     | 0.01%             | 2034-06-08      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| MASCO CORP                                                 | Masco Corp                                                                      | CUSIP: 574599BS4<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11289.80     | 0.00%             | 2028-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                         | Ford Motor Co                                                                   | CUSIP: 345370DB3<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    142000 | PA      | $145512.26    | 0.03%             | 2032-08-19      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                             | Air Lease Corp                                                                  | CUSIP: 00914AAR3<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14596.98     | 0.00%             | 2027-01-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| PULTEGROUP INC                                             | PulteGroup Inc                                                                  | CUSIP: 745867AT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6000 | PA      | $6448.74      | 0.00%             | 2035-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31413TJW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17538 | PA      | $18491.22     | 0.00%             | 2037-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                           | FirstEnergy Corp                                                                | CUSIP: 337932AL1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11140.13     | 0.00%             | 2030-03-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 312930CC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6593 | PA      | $6850.33      | 0.00%             | 2038-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                     | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664BU4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14028.40     | 0.00%             | 2042-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                             | Lowe's Cos Inc                                                                  | CUSIP: 548661DU8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25337.10     | 0.01%             | 2030-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                | Oracle Corp                                                                     | CUSIP: 68389XBG9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     24000 | PA      | $18857.91     | 0.00%             | 2055-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                | Oracle Corp                                                                     | CUSIP: 68389XAW5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     19000 | PA      | $16251.99     | 0.00%             | 2044-07-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                             | Eli Lilly & Co                                                                  | CUSIP: 532457CF3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22456.88     | 0.00%             | 2033-02-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| PROLOGIS LP                                                | Prologis LP                                                                     | CUSIP: 74340XBP5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     14000 | PA      | $9379.35      | 0.00%             | 2050-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| AMERICA MOVIL SAB DE CV                                    | America Movil SAB de CV                                                         | CUSIP: 02364WAJ4<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |     13000 | PA      | $14438.84     | 0.00%             | 2035-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                   | Prudential Financial Inc                                                        | CUSIP: 74432QCA1<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13513.23     | 0.00%             | 2044-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                                        | Dollar General Corp                                                             | CUSIP: 256677AP0<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41492.92     | 0.01%             | 2033-07-05      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ABB FINANCE USA INC                                        | ABB Finance USA Inc                                                             | CUSIP: 00037BAC6<br>LEI: 5493002Y01YAFV45F528 | Long             | DBT              | CORP              | US        |     12000 | PA      | $10794.67     | 0.00%             | 2042-05-08      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                      | Truist Financial Corp                                                           | CUSIP: 89788MAR3<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     29000 | PA      | $30012.26     | 0.01%             | 2030-01-24      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPIT                                   | Kaiser Foundation Hospitals                                                     | CUSIP: 48305QAB9<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11388.58     | 0.00%             | 2042-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                        | Fifth Third Bancorp                                                             | CUSIP: 316773DF4<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     19000 | PA      | $18525.39     | 0.00%             | 2033-04-25      | Fixed         | 4.34%                 | No            |                  2 | On Loan: —       |
| QUANTA SERVICES INC                                        | Quanta Services Inc                                                             | CUSIP: 74762EAH5<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8782.74      | 0.00%             | 2032-01-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                          | L3Harris Technologies Inc                                                       | CUSIP: 502431AL3<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10970.16     | 0.00%             | 2026-12-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                                                | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     58000 | PA      | $58697.57     | 0.01%             | 2028-07-25      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF PENNSYLVAN                                   | Trustees of the University of Pennsylvania/The                                  | CUSIP: 91481CAA8<br>LEI: 549300FG60YK9HZ7DS75 | Long             | DBT              | CORP              | US        |     17000 | PA      | $14419.01     | 0.00%             | 2112-09-01      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                                    | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                     | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $113597.23    | 0.02%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                               | Centene Corp                                                                    | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     47000 | PA      | $43711.55     | 0.01%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| LKQ CORP                                                   | LKQ Corp                                                                        | CUSIP: 501889AD1<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16542.34     | 0.00%             | 2028-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| CAPITAL ONE FINANCIAL CO                                   | Capital One Financial Corp                                                      | CUSIP: 14040HDF9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21238.07     | 0.00%             | 2035-02-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL FINANCIAL                                    | Fidelity National Financial Inc                                                 | CUSIP: 31620RAL9<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |      9000 | PA      | $5807.43      | 0.00%             | 2051-09-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                    | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JBD5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5478.08      | 0.00%             | 2047-09-30      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                      | Southern California Gas Co                                                      | CUSIP: 842434CW0<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13796.03     | 0.00%             | 2027-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                   | Occidental Petroleum Corp                                                       | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     35000 | PA      | $37221.52     | 0.01%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| MCCORMICK & CO                                             | McCormick & Co Inc/MD                                                           | CUSIP: 579780AQ0<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9260.90      | 0.00%             | 2030-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                           | FirstEnergy Corp                                                                | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29823.36     | 0.01%             | 2027-07-15      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                    | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     67000 | PA      | $67093.06     | 0.01%             | 2029-05-01      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                                | NVIDIA Corp                                                                     | CUSIP: 67066GAM6<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23598.44     | 0.00%             | 2028-06-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                        | Elevance Health Inc                                                             | CUSIP: 94973VBK2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     86000 | PA      | $76335.95     | 0.02%             | 2044-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31416LY59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4385 | PA      | $4569.96      | 0.00%             | 2039-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                     | Fairfax Financial Holdings Ltd                                                  | CUSIP: 303901BF8<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     13000 | PA      | $13053.72     | 0.00%             | 2030-04-29      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                              | Allstate Corp/The                                                               | CUSIP: 020002AU5<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11654.10     | 0.00%             | 2057-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                   | European Investment Bank                                                        | CUSIP: 298785DV5<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |     59000 | PA      | $62242.85     | 0.01%             | 2036-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                          | Healthpeak OP LLC                                                               | CUSIP: 42250PAD5<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9367.01      | 0.00%             | 2028-12-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                   | BHP Billiton Finance USA Ltd                                                    | CUSIP: 055451BB3<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     17000 | PA      | $17211.12     | 0.00%             | 2026-09-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL                                     | American International Group Inc                                                | CUSIP: 026874DS3<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21617.01     | 0.00%             | 2033-03-27      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                      | Vale Overseas Ltd                                                               | CUSIP: 91911TAH6<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |     28000 | PA      | $31556.00     | 0.01%             | 2036-11-21      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Secu                             | JPMDB Commercial Mortgage Securities Trust 2016-C2                              | CUSIP: 46590LAS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1705440 | PA      | $1692220.84   | 0.34%             | 2049-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                   | Capital One Financial Corp                                                      | CUSIP: 14040HCH6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24361.97     | 0.00%             | 2027-11-02      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3128M7YM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    269165 | PA      | $279889.08    | 0.06%             | 2038-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                | Walmart Inc                                                                     | CUSIP: 931142CB7<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     23000 | PA      | $24366.73     | 0.00%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                    | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     67000 | PA      | $67477.86     | 0.01%             | 2035-10-23      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                           | Altria Group Inc                                                                | CUSIP: 02209SAR4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     37000 | PA      | $36416.17     | 0.01%             | 2044-01-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                             | Merck & Co Inc                                                                  | CUSIP: 58933YBF1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    171000 | PA      | $108059.00    | 0.02%             | 2051-12-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                   | Florida Power & Light Co                                                        | CUSIP: 341081EV5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8502.49      | 0.00%             | 2037-02-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                    | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JCM4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     18000 | PA      | $16421.91     | 0.00%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                     | Marriott International Inc/MD                                                   | CUSIP: 571903BU6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     38000 | PA      | $38850.42     | 0.01%             | 2037-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                             | Morgan Stanley                                                                  | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     58000 | PA      | $58286.55     | 0.01%             | 2030-01-23      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3128KDUR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       710 | PA      | $726.13       | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                | Walmart Inc                                                                     | CUSIP: 931142DW0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |      8000 | PA      | $6351.79      | 0.00%             | 2047-12-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                   | BHP Billiton Finance USA Ltd                                                    | CUSIP: 055451AV0<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     51000 | PA      | $49203.32     | 0.01%             | 2043-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                           | Progressive Corp/The                                                            | CUSIP: 743315AT0<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     12000 | PA      | $10254.16     | 0.00%             | 2048-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                   | Visa Inc                                                                        | CUSIP: 92826CAK8<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19168.84     | 0.00%             | 2040-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2016-1 A PTT                                    | United Airlines 2016-1 Class A Pass Through Trust                               | CUSIP: 90931MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30050 | PA      | $28877.81     | 0.01%             | 2028-07-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                                   | Martin Marietta Materials Inc                                                   | CUSIP: 573284AQ9<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5939.63      | 0.00%             | 2027-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                               | Barclays PLC                                                                    | CUSIP: 06738EAP0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    202000 | PA      | $202995.51    | 0.04%             | 2026-05-12      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PROV ST JOSEPH HLTH OBL                                    | Providence St Joseph Health Obligated Group                                     | CUSIP: 743820AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     13000 | PA      | $12156.91     | 0.00%             | 2029-10-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                           | Ventas Realty LP                                                                | CUSIP: 92277GAX5<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10421.48     | 0.00%             | 2034-07-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC                                                | Workday Inc                                                                     | CUSIP: 98138HAH4<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14780.55     | 0.00%             | 2029-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                       | Lockheed Martin Corp                                                            | CUSIP: 539830BQ1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     32000 | PA      | $20762.65     | 0.00%             | 2050-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| FORTIVE CORPORATION                                        | Fortive Corp                                                                    | CUSIP: 34959JAH1<br>LEI: 549300MU9YQJYHDQEF63 | Long             | DBT              | CORP              | US        |     11000 | PA      | $9246.82      | 0.00%             | 2046-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MISSISSIPPI POWER CO                                       | Mississippi Power Co                                                            | CUSIP: 605417BZ6<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |     19000 | PA      | $16624.79     | 0.00%             | 2042-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                        | American Express Co                                                             | CUSIP: 025816DG1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26253.70     | 0.01%             | 2027-07-28      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                               | NiSource Inc                                                                    | CUSIP: 65473QBG7<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     15000 | PA      | $11984.56     | 0.00%             | 2048-03-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY INC                                     | Berkshire Hathaway Inc                                                          | CUSIP: 084670BK3<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19010.33     | 0.00%             | 2043-02-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| ASIAN DEVELOPMENT BANK                                     | Asian Development Bank                                                          | CUSIP: 04517PBW1<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | N/A       |     30000 | PA      | $30188.54     | 0.01%             | 2028-09-26      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3128M6NG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     82868 | PA      | $86228.56     | 0.02%             | 2036-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                   | Prudential Financial Inc                                                        | CUSIP: 74432QCE3<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16951.79     | 0.00%             | 2050-02-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ALBEMARLE CORP                                             | Albemarle Corp                                                                  | CUSIP: 012653AD3<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13019.41     | 0.00%             | 2027-06-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| TEXAS INSTRUMENTS INC                                      | Texas Instruments Inc                                                           | CUSIP: 882508CJ1<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14476.21     | 0.00%             | 2054-02-08      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| SUMITOMO MITSUI FINL GRP                                   | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MBC3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     53000 | PA      | $52927.87     | 0.01%             | 2028-07-19      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                | Viatris Inc                                                                     | CUSIP: 92556VAC0<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14444.52     | 0.00%             | 2027-06-22      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| WW GRAINGER INC                                            | WW Grainger Inc                                                                 | CUSIP: 384802AB0<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18085.26     | 0.00%             | 2045-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                   | Baxter International Inc                                                        | CUSIP: 071813CV9<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     15000 | PA      | $9581.05      | 0.00%             | 2051-12-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                           | Georgia Power Co                                                                | CUSIP: 373334KP5<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    171000 | PA      | $119866.55    | 0.02%             | 2051-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                                          | CBRE Services Inc                                                               | CUSIP: 12505BAH3<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10382.37     | 0.00%             | 2029-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| PROGRESSIVE CORP                                           | Progressive Corp/The                                                            | CUSIP: 743315AY9<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9801.73      | 0.00%             | 2027-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TR FINANCE LLC                                             | TR Finance LLC                                                                  | CUSIP: 87268LAE7<br>LEI: 254900OWSTRTOV8P5W25 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8317.43      | 0.00%             | 2035-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                    | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAG4<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     12000 | PA      | $13563.39     | 0.00%             | 2054-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                            | DTE Electric Co                                                                 | CUSIP: 23338VAN6<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11420.04     | 0.00%             | 2028-04-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                       | Las Vegas Sands Corp                                                            | CUSIP: 517834AL1<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10470.56     | 0.00%             | 2034-08-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: —       |
| STRYKER CORP                                               | Stryker Corp                                                                    | CUSIP: 863667AG6<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     13000 | PA      | $11398.37     | 0.00%             | 2044-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH                                     | Massachusetts Institute of Technology                                           | CUSIP: 575718AF8<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7154.49      | 0.00%             | 2116-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| ARTHUR J GALLAGHER & CO                                    | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAA7<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7108.76      | 0.00%             | 2031-11-09      | Fixed         | 2.40%                 | No            |                  2 | On Loan: —       |
| HALLIBURTON CO                                             | Halliburton Co                                                                  | CUSIP: 406216BJ9<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19712.15     | 0.00%             | 2035-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                                                | CUSIP: 94974BGK0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     46000 | PA      | $37719.77     | 0.01%             | 2045-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                   | BHP Billiton Finance USA Ltd                                                    | CUSIP: 055451BA5<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     15000 | PA      | $15338.50     | 0.00%             | 2033-02-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJGU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3009 | PA      | $3176.64      | 0.00%             | 2037-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                                      | Southwest Airlines Co                                                           | CUSIP: 844741BK3<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |     36000 | PA      | $36450.05     | 0.01%             | 2027-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJQ37<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     82186 | PA      | $78272.69     | 0.02%             | 2042-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                  | Amgen Inc                                                                       | CUSIP: 031162AW0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      9000 | PA      | $10038.54     | 0.00%             | 2037-06-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                             | Home Depot Inc/The                                                              | CUSIP: 437076CS9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25399.43     | 0.01%             | 2032-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| KELLANOVA                                                  | Kellanova                                                                       | CUSIP: 487836BP2<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11946.65     | 0.00%             | 2026-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                     | Extra Space Storage LP                                                          | CUSIP: 30225VAQ0<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     12000 | PA      | $10573.92     | 0.00%             | 2031-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                        | Global Payments Inc                                                             | CUSIP: 37940XAB8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23748.23     | 0.00%             | 2029-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                        | Fifth Third Bancorp                                                             | CUSIP: 316773DE7<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11960.43     | 0.00%             | 2028-04-25      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                   | CSX Corp                                                                        | CUSIP: 126408HS5<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7773.47      | 0.00%             | 2050-04-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 3138AEJ87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    118707 | PA      | $115665.18    | 0.02%             | 2041-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ4M9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    293007 | PA      | $289357.50    | 0.06%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                           | LPL Holdings Inc                                                                | CUSIP: 50212YAJ3<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10193.71     | 0.00%             | 2027-05-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                            | DTE Electric Co                                                                 | CUSIP: 23338VAM8<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11028.80     | 0.00%             | 2031-03-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                    | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JBB9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     11000 | PA      | $8720.18      | 0.00%             | 2045-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                   | Willis North America Inc                                                        | CUSIP: 970648AM3<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |     98000 | PA      | $101475.60    | 0.02%             | 2033-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                          | Sysco Corp                                                                      | CUSIP: 871829BN6<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    103000 | PA      | $114534.22    | 0.02%             | 2050-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: —       |
| ARCHER-DANIELS-MIDLAND C                                   | Archer-Daniels-Midland Co                                                       | CUSIP: 039483BL5<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19762.61     | 0.00%             | 2026-08-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                       | Royal Bank of Canada                                                            | CUSIP: 78016EZQ3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     36000 | PA      | $35441.55     | 0.01%             | 2026-04-27      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH                                     | Massachusetts Institute of Technology                                           | CUSIP: 575718AJ0<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |     10000 | PA      | $6888.99      | 0.00%             | 2052-04-01      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 3140MGLQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1585100 | PA      | $1362291.29   | 0.27%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                 | Intel Corp                                                                      | CUSIP: 458140BW9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     25000 | PA      | $15874.19     | 0.00%             | 2051-08-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: —       |
| BANNER HEALTH                                              | Banner Health                                                                   | CUSIP: 06654DAE7<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |      6000 | PA      | $3859.76      | 0.00%             | 2051-01-01      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                     | Brookfield Finance Inc                                                          | CUSIP: 11271LAH5<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    151000 | PA      | $137987.80    | 0.03%             | 2031-04-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                         | Realty Income Corp                                                              | CUSIP: 756109AX2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    224000 | PA      | $212171.51    | 0.04%             | 2031-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31413EAC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5273 | PA      | $5485.04      | 0.00%             | 2037-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                | Equinor ASA                                                                     | CUSIP: 29446MAK8<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |     15000 | PA      | $13887.58     | 0.00%             | 2030-05-22      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31376KMJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25475 | PA      | $26519.44     | 0.01%             | 2035-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANNER HEALTH                                              | Banner Health                                                                   | CUSIP: 06654DAC1<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |      6000 | PA      | $4115.30      | 0.00%             | 2050-01-01      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                                 | Eaton Corp                                                                      | CUSIP: 278062AF1<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |      6000 | PA      | $4927.78      | 0.00%             | 2047-09-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                           | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CAX7<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     15000 | PA      | $16233.24     | 0.00%             | 2035-10-15      | Variable      | 6.20%                 | No            |                  2 | On Loan: —       |
| DARDEN RESTAURANTS INC                                     | Darden Restaurants Inc                                                          | CUSIP: 237194AN5<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10834.18     | 0.00%             | 2033-10-10      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                   | Capital One Financial Corp                                                      | CUSIP: 14040HCX1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20513.17     | 0.00%             | 2029-02-01      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                   | Berkshire Hathaway Energy Co                                                    | CUSIP: 59562VAM9<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     41000 | PA      | $44629.80     | 0.01%             | 2036-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                              | Westlake Corp                                                                   | CUSIP: 960413AU6<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7900.02      | 0.00%             | 2047-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                                         | Southwest Gas Corp                                                              | CUSIP: 845011AD7<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |      6000 | PA      | $4103.04      | 0.00%             | 2051-08-15      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Ginnie Mae I Pool                                                               | CUSIP: 36295W3L9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       177 | PA      | $183.94       | 0.00%             | 2038-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                    | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JAH7<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10053.90     | 0.00%             | 2040-09-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                        | Dominion Energy Inc                                                             | CUSIP: 25746UCZ0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      9000 | PA      | $7619.45      | 0.00%             | 2049-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                | Oracle Corp                                                                     | CUSIP: 68389XBE4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     24000 | PA      | $21882.06     | 0.00%             | 2035-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                   | Berkshire Hathaway Energy Co                                                    | CUSIP: 084659AV3<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     22000 | PA      | $21558.44     | 0.00%             | 2030-07-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Ginnie Mae II Pool                                                              | CUSIP: 36241LGS9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    141883 | PA      | $146759.70    | 0.03%             | 2039-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                       | Shell Finance US Inc                                                            | CUSIP: 822905AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     86000 | PA      | $75211.60     | 0.01%             | 2045-05-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| REGENERON PHARMACEUTICAL                                   | Regeneron Pharmaceuticals Inc                                                   | CUSIP: 75886FAF4<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |     15000 | PA      | $9335.54      | 0.00%             | 2050-09-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                   | Enterprise Products Operating LLC                                               | CUSIP: 29379VCA9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     95000 | PA      | $64474.11     | 0.01%             | 2052-02-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                | Walmart Inc                                                                     | CUSIP: 931142EQ2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6624.29      | 0.00%             | 2029-09-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                       | Parker-Hannifin Corp                                                            | CUSIP: 701094AS3<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20278.67     | 0.00%             | 2029-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                   | Export-Import Bank of Korea                                                     | CUSIP: 302154DW6<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    201000 | PA      | $210303.29    | 0.04%             | 2033-01-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| AERCAP IRELAND CAP/GLOBA                                   | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    161000 | PA      | $148354.02    | 0.03%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                    | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GA53<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     24000 | PA      | $26916.78     | 0.01%             | 2034-10-24      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                        | JPMorgan Chase & Co                                                             | CUSIP: 46647PDA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60162.85     | 0.01%             | 2028-04-26      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                                          | TSMC Arizona Corp                                                               | CUSIP: 872898AG6<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |     42000 | PA      | $42115.08     | 0.01%             | 2029-04-22      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                      | PACCAR Financial Corp                                                           | CUSIP: 69371RR32<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5900.43      | 0.00%             | 2026-05-11      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3128K5C26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        75 | PA      | $77.99        | 0.00%             | 2036-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                    | HCA Inc                                                                         | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     43000 | PA      | $42638.99     | 0.01%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                | Prologis LP                                                                     | CUSIP: 74340XBQ3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     10000 | PA      | $5515.02      | 0.00%             | 2050-10-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF PENNSYLVAN                                   | Trustees of the University of Pennsylvania/The                                  | CUSIP: 91481CAC4<br>LEI: 549300FG60YK9HZ7DS75 | Long             | DBT              | CORP              | US        |     17000 | PA      | $11210.07     | 0.00%             | 2119-02-15      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| AVNET INC                                                  | Avnet Inc                                                                       | CUSIP: 053807AS2<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10992.05     | 0.00%             | 2026-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31414JSU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1120 | PA      | $1170.62      | 0.00%             | 2037-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                   | Capital One Financial Corp                                                      | CUSIP: 14040HCE3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19848.72     | 0.00%             | 2027-05-11      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 3140QNUK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2395153 | PA      | $1968894.55   | 0.39%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                          | Eversource Energy                                                               | CUSIP: 30040WAR9<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12071.42     | 0.00%             | 2027-07-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31413UKQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5176 | PA      | $5456.36      | 0.00%             | 2037-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                           | Ventas Realty LP                                                                | CUSIP: 92277GAL1<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7972.25      | 0.00%             | 2027-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                                        | Dollar General Corp                                                             | CUSIP: 256677AG0<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19215.68     | 0.00%             | 2030-04-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY INC                                          | Suncor Energy Inc                                                               | CUSIP: 867224AE7<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |     71000 | PA      | $51309.87     | 0.01%             | 2051-03-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                            | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     64000 | PA      | $62728.69     | 0.01%             | 2027-07-22      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| UDR INC                                                    | UDR Inc                                                                         | CUSIP: 90265EAR1<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27720.30     | 0.01%             | 2031-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AFLAC INC                                                  | Aflac Inc                                                                       | CUSIP: 001055AY8<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |     11000 | PA      | $9883.25      | 0.00%             | 2049-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3128M6N38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15690 | PA      | $16558.56     | 0.00%             | 2038-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                         | Meta Platforms Inc                                                              | CUSIP: 30303M8N5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     36000 | PA      | $37290.53     | 0.01%             | 2033-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                      | Toronto-Dominion Bank/The                                                       | CUSIP: 89114TZV7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     78000 | PA      | $72453.07     | 0.01%             | 2032-03-10      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                         | Athene Holding Ltd                                                              | CUSIP: 04686JAF8<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8687.33      | 0.00%             | 2033-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| RELX CAPITAL INC                                           | RELX Capital Inc                                                                | CUSIP: 74949LAD4<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14212.31     | 0.00%             | 2030-05-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                   | Occidental Petroleum Corp                                                       | CUSIP: 674599DE2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     10000 | PA      | $11377.24     | 0.00%             | 2031-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                  | Kroger Co/The                                                                   | CUSIP: 501044DE8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24659.23     | 0.00%             | 2026-10-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTN                                   | Piedmont Operating Partnership LP                                               | CUSIP: 720198AE0<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5455.02      | 0.00%             | 2030-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                           | T-Mobile USA Inc                                                                | CUSIP: 87264ABS3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18986.16     | 0.00%             | 2029-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                                   | Archer-Daniels-Midland Co                                                       | CUSIP: 039483BM3<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |      8000 | PA      | $6221.99      | 0.00%             | 2047-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                    | KeyCorp                                                                         | CUSIP: 49326EEG4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14981.78     | 0.00%             | 2028-04-30      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PIEDMONT HEALTHCARE INC                                    | Piedmont Healthcare Inc                                                         | CUSIP: 72014TAE9<br>LEI: 254900D1I6W7J0DSAY11 | Long             | DBT              | CORP              | US        |      8000 | PA      | $5099.34      | 0.00%             | 2052-01-01      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER                                    | Reinsurance Group of America Inc                                                | CUSIP: 759351AS8<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13602.83     | 0.00%             | 2034-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Ginnie Mae I Pool                                                               | CUSIP: 3620AF4X2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    258915 | PA      | $265074.10    | 0.05%             | 2040-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                                                | Ameren Corp                                                                     | CUSIP: 023608AL6<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9695.98      | 0.00%             | 2027-03-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                                     | PPL Electric Utilities Corp                                                     | CUSIP: 69351UAR4<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6516.02      | 0.00%             | 2043-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BERKLEY (WR) CORPORATION                                   | W R Berkley Corp                                                                | CUSIP: 084423AU6<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7872.29      | 0.00%             | 2050-05-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AVNET INC                                                  | Avnet Inc                                                                       | CUSIP: 053807AW3<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10408.58     | 0.00%             | 2028-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 312935HU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    121776 | PA      | $122732.90    | 0.02%             | 2039-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| YALE UNIVERSITY                                            | Yale University                                                                 | CUSIP: 98459LAC7<br>LEI: 9SFB6DIM0FRWV0EV8S84 | Long             | DBT              | CORP              | US        |     10000 | PA      | $6105.99      | 0.00%             | 2050-04-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                            | CUSIP: 06051GJN0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     22000 | PA      | $16206.11     | 0.00%             | 2052-03-13      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                             | Morgan Stanley                                                                  | CUSIP: 61747YDY8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     48000 | PA      | $42135.20     | 0.01%             | 2045-01-27      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                     | Verizon Communications Inc                                                      | CUSIP: 92343VDR2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     23000 | PA      | $21948.62     | 0.00%             | 2039-03-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                  | ONEOK Inc                                                                       | CUSIP: 682680CF8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     29000 | PA      | $27396.81     | 0.01%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                               | AES Corp/The                                                                    | CUSIP: 00130HCG8<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17919.19     | 0.00%             | 2031-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                               | NNN REIT Inc                                                                    | CUSIP: 637417AN6<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7388.25      | 0.00%             | 2030-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| IDAHO POWER CO                                             | Idaho Power Co                                                                  | CUSIP: 45138LBF9<br>LEI: TN0LL73P2C8X3W6KM391 | Long             | DBT              | CORP              | US        |      9000 | PA      | $7488.28      | 0.00%             | 2048-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31414YF21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       888 | PA      | $921.39       | 0.00%             | 2038-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 3138WE4G1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    312203 | PA      | $303005.72    | 0.06%             | 2030-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                   | Virginia Electric and Power Co                                                  | CUSIP: 927804FB5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12906.45     | 0.00%             | 2037-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31411F6Z2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5775 | PA      | $5974.59      | 0.00%             | 2037-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                      | MidAmerican Energy Co                                                           | CUSIP: 595620AS4<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     14000 | PA      | $10695.11     | 0.00%             | 2048-08-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                        | Sherwin-Williams Co/The                                                         | CUSIP: 824348AW6<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    202000 | PA      | $200169.49    | 0.04%             | 2027-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31410F2S3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2221 | PA      | $2309.61      | 0.00%             | 2037-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                      | Lincoln National Corp                                                           | CUSIP: 534187AW9<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8578.30      | 0.00%             | 2037-10-09      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                           | Ventas Realty LP                                                                | CUSIP: 92277GAN7<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15046.84     | 0.00%             | 2029-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                                      | Oglethorpe Power Corp                                                           | CUSIP: 677050AS5<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8475.82      | 0.00%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                        | Bank of Nova Scotia/The                                                         | CUSIP: 0641594B9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     13000 | PA      | $11533.54     | 0.00%             | 2031-08-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                    | Honeywell International Inc                                                     | CUSIP: 438516BU9<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14294.59     | 0.00%             | 2029-08-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31415A6T3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       175 | PA      | $174.09       | 0.00%             | 2038-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 3140XJC35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1210337 | PA      | $1241628.72   | 0.25%             | 2042-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                   | AT&T Inc                                                                        | CUSIP: 00206RKA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    202000 | PA      | $146180.10    | 0.03%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                     | Motorola Solutions Inc                                                          | CUSIP: 620076BY4<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8194.23      | 0.00%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EASTERN GAS TRAN                                           | Eastern Gas Transmission & Storage Inc                                          | CUSIP: 276480AF7<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6302.88      | 0.00%             | 2043-11-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31416BHS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    331719 | PA      | $344280.45    | 0.07%             | 2038-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                    | John Deere Capital Corp                                                         | CUSIP: 24422EWA3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9729.15      | 0.00%             | 2027-01-11      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                   | Constellation Energy Generation LLC                                             | CUSIP: 210385AE0<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     15000 | PA      | $16733.94     | 0.00%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                   | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MAY6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     53000 | PA      | $52466.14     | 0.01%             | 2028-01-17      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31418DUF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5329331 | PA      | $4103630.35   | 0.82%             | 2050-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                | Phillips 66 Co                                                                  | CUSIP: 718547AM4<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |      9000 | PA      | $7730.89      | 0.00%             | 2045-02-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                   | Prudential Financial Inc                                                        | CUSIP: 74432QCG8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9220.62      | 0.00%             | 2030-03-10      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                               | Comcast Corp                                                                    | CUSIP: 20030NCU3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     28000 | PA      | $28058.48     | 0.01%             | 2030-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| ROYAL BANK OF CANADA                                       | Royal Bank of Canada                                                            | CUSIP: 78016HZS2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     22000 | PA      | $22694.53     | 0.00%             | 2028-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BIO-RAD LABS                                               | Bio-Rad Laboratories Inc                                                        | CUSIP: 090572AR9<br>LEI: 549300ZC1GPV35XYDK53 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7893.38      | 0.00%             | 2027-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AVERY DENNISON CORP                                        | Avery Dennison Corp                                                             | CUSIP: 053611AM1<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8667.03      | 0.00%             | 2032-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31410KGR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10271 | PA      | $10883.20     | 0.00%             | 2037-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3132H3EG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1139947 | PA      | $1070950.38   | 0.21%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                         | Royalty Pharma PLC                                                              | CUSIP: 78081BAS2<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     21000 | PA      | $20919.07     | 0.00%             | 2054-09-02      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                           | Berry Global Inc                                                                | CUSIP: 08576PAF8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7752.52      | 0.00%             | 2027-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                              | J M Smucker Co/The                                                              | CUSIP: 832696AZ1<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |     57000 | PA      | $62932.34     | 0.01%             | 2053-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3128LC5M4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14346 | PA      | $14907.00     | 0.00%             | 2037-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                              | Citigroup Inc                                                                   | CUSIP: 172967LP4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     48000 | PA      | $47585.33     | 0.01%             | 2028-07-24      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                              | Citigroup Inc                                                                   | CUSIP: 17327CAM5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     48000 | PA      | $47507.87     | 0.01%             | 2027-01-28      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                        | LYB International Finance III LLC                                               | CUSIP: 50249AAA1<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |     20000 | PA      | $14797.93     | 0.00%             | 2049-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                     | UnitedHealth Group Inc                                                          | CUSIP: 91324PCZ3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     21000 | PA      | $17523.85     | 0.00%             | 2047-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                          | EOG Resources Inc                                                               | CUSIP: 26875PBA8<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |     47000 | PA      | $49247.91     | 0.01%             | 2055-07-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                 | Pfizer Inc                                                                      | CUSIP: 717081EU3<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    202000 | PA      | $178505.73    | 0.04%             | 2039-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| MEAD JOHNSON NUTRITION C                                   | Mead Johnson Nutrition Co                                                       | CUSIP: 582839AG1<br>LEI: E4BJRFT3MF4GJDY1SC50 | Long             | DBT              | CORP              | US        |     18000 | PA      | $16298.78     | 0.00%             | 2044-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3128L07K2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19716 | PA      | $20811.89     | 0.00%             | 2037-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                                   | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                      | CUSIP: 46590XAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     12000 | PA      | $11510.23     | 0.00%             | 2029-02-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                    | Landwirtschaftliche Rentenbank                                                  | CUSIP: 515110BY9<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |   1763000 | PA      | $1537045.11   | 0.31%             | 2030-09-03      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                      | American Homes 4 Rent LP                                                        | CUSIP: 02666TAD9<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |     17000 | PA      | $11420.64     | 0.00%             | 2051-07-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OP CO                                       | Public Storage Operating Co                                                     | CUSIP: 74460DAC3<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9845.30      | 0.00%             | 2027-09-15      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                        | Consumers Energy Co                                                             | CUSIP: 210518DA1<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     60000 | PA      | $49007.18     | 0.01%             | 2047-07-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                                   | Amcor Flexibles North America Inc                                               | CUSIP: 02344AAH1<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23702.45     | 0.00%             | 2035-03-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31413NHW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4493 | PA      | $4682.06      | 0.00%             | 2037-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LAZARD GROUP LLC                                           | Lazard Group LLC                                                                | CUSIP: 52107QAJ4<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10048.16     | 0.00%             | 2028-09-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                           | Paramount Global                                                                | CUSIP: 92556HAC1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     64000 | PA      | $50913.90     | 0.01%             | 2050-05-19      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| LEGG MASON INC                                             | Legg Mason Inc                                                                  | CUSIP: 524901AV7<br>LEI: OWUNCC6U1ZJXMZKFBJ36 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9013.04      | 0.00%             | 2026-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                       | Waste Management Inc                                                            | CUSIP: 94106LCB3<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19235.87     | 0.00%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31412MGS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31676 | PA      | $33166.92     | 0.01%             | 2038-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                             | Amazon.com Inc                                                                  | CUSIP: 023135CA2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     35000 | PA      | $26871.88     | 0.01%             | 2041-05-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                        | American Express Co                                                             | CUSIP: 025816BF5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    116000 | PA      | $100602.53    | 0.02%             | 2042-12-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| DAIWA CAPITAL MARKETS AMERICA INC.                         | DAIWA CAPITAL MARKETS AMERICA INC                                               | CUSIP: 000000000<br>LEI: M67H5PRC0NQKM73ZAS82 | Long             | RA               | CORP              | US        |  11155477 | PA      | $11155477.00  | 2.22%             |  |  |  | No            |                  2 | On Loan: No      |
| EVERGY METRO                                               | Evergy Metro Inc                                                                | CUSIP: 485134BR0<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5797.13      | 0.00%             | 2048-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                             | Morgan Stanley                                                                  | CUSIP: 61747YEV3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     43000 | PA      | $44814.12     | 0.01%             | 2028-10-18      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3128M5QZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7427 | PA      | $7838.49      | 0.00%             | 2038-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                           | Welltower OP LLC                                                                | CUSIP: 95040QAM6<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    135000 | PA      | $124240.99    | 0.02%             | 2031-06-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                           | Altria Group Inc                                                                | CUSIP: 02209SAQ6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     13000 | PA      | $11220.84     | 0.00%             | 2043-05-02      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                    | Honeywell International Inc                                                     | CUSIP: 438516CJ3<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10226.62     | 0.00%             | 2028-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                     | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664CU3<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9139.52      | 0.00%             | 2030-03-12      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                            | CUSIP: 06051GFL8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     46000 | PA      | $46072.25     | 0.01%             | 2026-10-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MDC HOLDINGS INC                                           | MDC Holdings Inc                                                                | CUSIP: 552676AV0<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |      7000 | PA      | $4688.94      | 0.00%             | 2061-08-06      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 31292K2K2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     26690 | PA      | $26792.74     | 0.01%             | 2040-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH                                     | Massachusetts Institute of Technology                                           | CUSIP: 575718AH4<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |     21000 | PA      | $12309.46     | 0.00%             | 2051-07-01      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                                          | CBRE Services Inc                                                               | CUSIP: 12505BAG5<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21345.42     | 0.00%             | 2034-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| TORONTO-DOMINION BANK                                      | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A2H4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     33000 | PA      | $33437.49     | 0.01%             | 2027-09-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                         | Province of Quebec Canada                                                       | CUSIP: 748148SB0<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     89000 | PA      | $79536.75     | 0.02%             | 2030-05-28      | Fixed         | 1.35%                 | No            |                  2 | On Loan: —       |
| ELEVANCE HEALTH INC                                        | Elevance Health Inc                                                             | CUSIP: 036752AM5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     20000 | PA      | $13275.83     | 0.00%             | 2050-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORP                                     | Regions Financial Corp                                                          | CUSIP: 7591EPAT7<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11249.78     | 0.00%             | 2028-08-12      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS INTL PL                                   | Johnson Controls International plc                                              | CUSIP: 478375AL2<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |     52000 | PA      | $46587.34     | 0.01%             | 2044-07-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DICK'S SPORTING GOODS                                      | Dick's Sporting Goods Inc                                                       | CUSIP: 253393AG7<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |     15000 | PA      | $11177.24     | 0.00%             | 2052-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| SPECTRA ENERGY PARTNERS                                    | Spectra Energy Partners LP                                                      | CUSIP: 84756NAG4<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |    111000 | PA      | $95183.37     | 0.02%             | 2045-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                          | Johnson & Johnson                                                               | CUSIP: 478160CK8<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    179000 | PA      | $175929.14    | 0.04%             | 2028-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                    | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JBK9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7332.77      | 0.00%             | 2029-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                  | Boeing Co/The                                                                   | CUSIP: 097023CN3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14128.60     | 0.00%             | 2030-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31412PFH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7676 | PA      | $7736.79      | 0.00%             | 2039-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FORD FOUNDATION/THE                                        | Ford Foundation/The                                                             | CUSIP: 34531XAB0<br>LEI: 54930013YZ3DULPNNT44 | Long             | DBT              | CORP              | US        |     15000 | PA      | $9050.75      | 0.00%             | 2050-06-01      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                             | Starbucks Corp                                                                  | CUSIP: 855244AW9<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13776.20     | 0.00%             | 2030-03-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPIT                                   | Kaiser Foundation Hospitals                                                     | CUSIP: 48305QAG8<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |     28000 | PA      | $18630.91     | 0.00%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                | Walmart Inc                                                                     | CUSIP: 931142FB4<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15063.14     | 0.00%             | 2028-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                     | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAL7<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8890.19      | 0.00%             | 2031-08-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                | Target Corp                                                                     | CUSIP: 87612EBF2<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     12000 | PA      | $9270.57      | 0.00%             | 2046-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                     | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCB4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11717.58     | 0.00%             | 2082-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3128KUG50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       648 | PA      | $684.27       | 0.00%             | 2037-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                         | Province of Quebec Canada                                                       | CUSIP: 748148SE4<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     89000 | PA      | $90274.52     | 0.02%             | 2033-09-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                            | DTE Electric Co                                                                 | CUSIP: 23338VAH9<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     11000 | PA      | $9117.54      | 0.00%             | 2048-05-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO                                             | Halliburton Co                                                                  | CUSIP: 406216BL4<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18830.50     | 0.00%             | 2030-03-01      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                            | San Diego Gas & Electric Co                                                     | CUSIP: 797440BU7<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9902.07      | 0.00%             | 2026-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                  | Apple Inc                                                                       | CUSIP: 037833AT7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93911.65     | 0.02%             | 2044-05-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                                         | Coterra Energy Inc                                                              | CUSIP: 127097AN3<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19318.35     | 0.00%             | 2055-02-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                   | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $31982.50     | 0.01%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                        | Dominion Energy Inc                                                             | CUSIP: 25746UBD0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      9000 | PA      | $10253.27     | 0.00%             | 2038-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                       | Freeport-McMoRan Inc                                                            | CUSIP: 35671DCC7<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9001.62      | 0.00%             | 2027-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31403DDX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30263 | PA      | $31504.01     | 0.01%             | 2036-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Ginnie Mae II Pool                                                              | CUSIP: 3617GHCH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    177651 | PA      | $177455.07    | 0.04%             | 2048-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                       | Waste Management Inc                                                            | CUSIP: 94106LBU2<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10119.74     | 0.00%             | 2033-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                  | Boeing Co/The                                                                   | CUSIP: 097023BU8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    105000 | PA      | $102920.20    | 0.02%             | 2027-03-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANK PLC                                            | LLOYDS BANK PLC                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $500070.60    | 0.10%             | 2026-02-06      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                     | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664DB4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     56000 | PA      | $43983.19     | 0.01%             | 2052-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                               | Broadcom Inc                                                                    | CUSIP: 11135FBJ9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     61000 | PA      | $50226.95     | 0.01%             | 2041-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3128M6YJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    190705 | PA      | $195863.67    | 0.04%             | 2038-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REVVITY INC                                                | Revvity Inc                                                                     | CUSIP: 714046AG4<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |     17000 | PA      | $16261.81     | 0.00%             | 2029-09-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Ginnie Mae I Pool                                                               | CUSIP: 36296DA32<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6954 | PA      | $7248.86      | 0.00%             | 2038-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                   | Florida Power & Light Co                                                        | CUSIP: 402479CF4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     17000 | PA      | $16824.28     | 0.00%             | 2027-05-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                                 | Unum Group                                                                      | CUSIP: 91529YAP1<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |      9000 | PA      | $7349.49      | 0.00%             | 2049-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                        | Moody's Corp                                                                    | CUSIP: 615369AZ8<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9880.42      | 0.00%             | 2032-08-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31413JJ96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2028 | PA      | $2143.93      | 0.00%             | 2037-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                    | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GXG4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     38000 | PA      | $35602.72     | 0.01%             | 2030-02-07      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCE                                   | Pioneer Natural Resources Co                                                    | CUSIP: 723787AQ0<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |     22000 | PA      | $19768.06     | 0.00%             | 2030-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                     | General Motors Financial Co Inc                                                 | CUSIP: 37045XCG9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    171000 | PA      | $169465.33    | 0.03%             | 2028-01-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                 | Pfizer Inc                                                                      | CUSIP: 717081DE0<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     51000 | PA      | $44946.89     | 0.01%             | 2043-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                   | Berkshire Hathaway Energy Co                                                    | CUSIP: 59562VBD8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12650.43     | 0.00%             | 2043-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3128M4ZF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5342 | PA      | $5643.07      | 0.00%             | 2037-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                                     | Puget Sound Energy Inc                                                          | CUSIP: 745332CK0<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |     24000 | PA      | $15219.18     | 0.00%             | 2051-09-15      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                             | Starbucks Corp                                                                  | CUSIP: 855244AV1<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9715.29      | 0.00%             | 2027-03-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 3138XK3W2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    301971 | PA      | $289899.75    | 0.06%             | 2044-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                     | ConocoPhillips Co                                                               | CUSIP: 20826FCA2<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46851.57     | 0.01%             | 2045-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                   | Capital One Financial Corp                                                      | CUSIP: 14040HCT0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22504.17     | 0.00%             | 2033-05-10      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 312936FU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    101480 | PA      | $101886.58    | 0.02%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                          | Eversource Energy                                                               | CUSIP: 30040WAV0<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9028.24      | 0.00%             | 2026-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN UNIVERSITY                                    | Northwestern University                                                         | CUSIP: 668444AC6<br>LEI: OBWWNZE695DUK77DTI34 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10500.20     | 0.00%             | 2044-12-01      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                       | Royal Bank of Canada                                                            | CUSIP: 78016HZQ6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     19000 | PA      | $19572.45     | 0.00%             | 2033-05-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                 | FedEx Corp                                                                      | CUSIP: 31428XCF1<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     69000 | PA      | $67575.77     | 0.01%             | 2028-02-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                   | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $24889.36     | 0.00%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                   | CSX Corp                                                                        | CUSIP: 126408GY3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     84000 | PA      | $71312.11     | 0.01%             | 2044-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                                     | Puget Sound Energy Inc                                                          | CUSIP: 745332CB0<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7314.15      | 0.00%             | 2040-03-15      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                | Equinor ASA                                                                     | CUSIP: 85771PAL6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |     98000 | PA      | $83414.30     | 0.02%             | 2043-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                                    | O'Reilly Automotive Inc                                                         | CUSIP: 67103HAF4<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14871.49     | 0.00%             | 2027-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                             | TD SYNNEX Corp                                                                  | CUSIP: 87162WAK6<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8978.71      | 0.00%             | 2031-08-09      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                         | Energy Transfer LP                                                              | CUSIP: 86765BAM1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    107000 | PA      | $95175.93     | 0.02%             | 2043-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                                 | Eaton Corp                                                                      | CUSIP: 278062AE4<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17691.22     | 0.00%             | 2042-11-02      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                 | Nucor Corp                                                                      | CUSIP: 670346AU9<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |      9000 | PA      | $5706.36      | 0.00%             | 2055-12-15      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| GEORGETOWN UNIVERSITY                                      | Georgetown University/The                                                       | CUSIP: 37310PAB7<br>LEI: 549300GCL3B0KVXSX752 | Long             | DBT              | CORP              | US        |     18000 | PA      | $16134.61     | 0.00%             | 2118-10-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                        | American Express Co                                                             | CUSIP: 025816CW7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22046.38     | 0.00%             | 2029-05-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                | Oracle Corp                                                                     | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     58000 | PA      | $46607.10     | 0.01%             | 2040-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                        | CommonSpirit Health                                                             | CUSIP: 20268JAD5<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     14000 | PA      | $10552.81     | 0.00%             | 2049-10-01      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA                                           | ArcelorMittal SA                                                                | CUSIP: 03938LBF0<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |     20000 | PA      | $22260.11     | 0.00%             | 2032-11-29      | Fixed         | 6.80%                 | No            |                  2 | On Loan: —       |
| REINSURANCE GRP OF AMER                                    | Reinsurance Group of America Inc                                                | CUSIP: 759351AP4<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11331.01     | 0.00%             | 2030-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                                 | VMware LLC                                                                      | CUSIP: 928563AC9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24913.58     | 0.00%             | 2027-08-21      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| MYLAN INC                                                  | Mylan Inc                                                                       | CUSIP: 628530BJ5<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12299.65     | 0.00%             | 2048-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NORTHWELL HEALTHCARE INC                                   | Northwell Healthcare Inc                                                        | CUSIP: 667274AD6<br>LEI: 54930073NUTKK4QD3P47 | Long             | DBT              | CORP              | US        |      9000 | PA      | $6693.91      | 0.00%             | 2049-11-01      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                     | Asian Development Bank                                                          | CUSIP: 045167EY5<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | N/A       |     59000 | PA      | $50882.26     | 0.01%             | 2030-10-08      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| LOEWS CORP                                                 | Loews Corp                                                                      | CUSIP: 540424AS7<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | DBT              | CORP              | US        |     86000 | PA      | $85801.10     | 0.02%             | 2026-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                   | Berkshire Hathaway Energy Co                                                    | CUSIP: 084659BF7<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17224.86     | 0.00%             | 2053-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                              | Citigroup Inc                                                                   | CUSIP: 172967NE7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     34000 | PA      | $30213.10     | 0.01%             | 2032-11-03      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                           | T-Mobile USA Inc                                                                | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     48000 | PA      | $46614.52     | 0.01%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| STANFORD UNIVERSITY                                        | Leland Stanford Junior University/The                                           | CUSIP: 85440KAC8<br>LEI: JIUV0DC2REIJXQ26CR37 | Long             | DBT              | CORP              | US        |     18000 | PA      | $17266.40     | 0.00%             | 2027-06-01      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| BLACKROCK FUNDING INC                                      | BlackRock Funding Inc                                                           | CUSIP: 09290DAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     33000 | PA      | $32725.03     | 0.01%             | 2055-01-08      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                       | Verisk Analytics Inc                                                            | CUSIP: 92345YAF3<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11976.79     | 0.00%             | 2029-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                   | Duke Energy Progress LLC                                                        | CUSIP: 26442UAB0<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    151000 | PA      | $128552.66    | 0.03%             | 2045-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                                   | Targa Resources Partners LP / Targa Resources Partners Finance Corp             | CUSIP: 87612BBG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     14000 | PA      | $14016.31     | 0.00%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                            | CUSIP: 06051GJP5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     26000 | PA      | $23716.46     | 0.00%             | 2032-03-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                 | Intel Corp                                                                      | CUSIP: 458140CH1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19623.67     | 0.00%             | 2043-02-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3132QPD27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1294591 | PA      | $1182867.97   | 0.24%             | 2045-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NORTHWELL HEALTHCARE INC                                   | Northwell Healthcare Inc                                                        | CUSIP: 667274AC8<br>LEI: 54930073NUTKK4QD3P47 | Long             | DBT              | CORP              | US        |     17000 | PA      | $13983.89     | 0.00%             | 2047-11-01      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                 | Pfizer Inc                                                                      | CUSIP: 717081ED1<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     93000 | PA      | $77871.46     | 0.02%             | 2046-12-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                   | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XAV0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7209.49      | 0.00%             | 2031-04-01      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                              | Amphenol Corp                                                                   | CUSIP: 032095AM3<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7019.79      | 0.00%             | 2026-03-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                            | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    114000 | PA      | $117983.28    | 0.02%             | 2034-04-25      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                             | Morgan Stanley                                                                  | CUSIP: 6174468N2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     38000 | PA      | $38740.68     | 0.01%             | 2051-03-24      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BORGWARNER INC                                             | BorgWarner Inc                                                                  | CUSIP: 099724AH9<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8472.27      | 0.00%             | 2045-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 312928ZY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        96 | PA      | $100.76       | 0.00%             | 2038-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                             | Eli Lilly & Co                                                                  | CUSIP: 532457BP2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8901.78      | 0.00%             | 2027-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                     | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664CQ2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     48000 | PA      | $41040.98     | 0.01%             | 2048-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                   | Florida Power & Light Co                                                        | CUSIP: 341081EQ6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8559.04      | 0.00%             | 2034-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                  | Kroger Co/The                                                                   | CUSIP: 501044CR0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6649.33      | 0.00%             | 2042-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                        | Fifth Third Bancorp                                                             | CUSIP: 316773CV0<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     21000 | PA      | $20927.75     | 0.00%             | 2028-03-14      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                           | Altria Group Inc                                                                | CUSIP: 02209SBP7<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     20000 | PA      | $14779.05     | 0.00%             | 2061-02-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| HEALTHPEAK OP LLC                                          | Healthpeak OP LLC                                                               | CUSIP: 42250PAA1<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14181.42     | 0.00%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                    | HCA Inc                                                                         | CUSIP: 404119BS7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30039.46     | 0.01%             | 2026-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                                       | Mercedes-Benz Finance North America LLC                                         | CUSIP: 233835AQ0<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |     30000 | PA      | $35755.88     | 0.01%             | 2031-01-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                   | Western Midstream Operating LP                                                  | CUSIP: 958254AJ3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     14000 | PA      | $12192.86     | 0.00%             | 2048-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                               | Broadcom Inc                                                                    | CUSIP: 11135FBA8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     29000 | PA      | $29596.02     | 0.01%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                         | Ford Motor Co                                                                   | CUSIP: 345370CA6<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     74000 | PA      | $81883.01     | 0.02%             | 2031-07-16      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                | Target Corp                                                                     | CUSIP: 87612EAK2<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6691.88      | 0.00%             | 2032-11-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                   | Virginia Electric and Power Co                                                  | CUSIP: 927804GJ7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     14000 | PA      | $12140.56     | 0.00%             | 2052-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD GRP/CO                                   | JBS USA Holding Lux Sarl / JBS USA Foods Group Holdings Inc / JBS USA Food Co   | CUSIP: 472140AJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     41000 | PA      | $42252.14     | 0.01%             | 2066-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                        | Moody's Corp                                                                    | CUSIP: 615369AM7<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9836.24      | 0.00%             | 2028-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ATLASSIAN CORPORATION                                      | Atlassian Corp                                                                  | CUSIP: 049468AA9<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10284.22     | 0.00%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                   | RTX Corp                                                                        | CUSIP: 75513ECP4<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     22000 | PA      | $14516.90     | 0.00%             | 2052-03-15      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                      | Unilever Capital Corp                                                           | CUSIP: 904764BC0<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    202000 | PA      | $200167.71    | 0.04%             | 2028-03-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                                        | Dollar General Corp                                                             | CUSIP: 256677AN5<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10237.35     | 0.00%             | 2028-07-05      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                     | Motorola Solutions Inc                                                          | CUSIP: 620076BT5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     18000 | PA      | $16276.45     | 0.00%             | 2030-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP                                    | Digital Realty Trust LP                                                         | CUSIP: 25389JAV8<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18531.74     | 0.00%             | 2028-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                | MetLife Inc                                                                     | CUSIP: 59156RBD9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     44000 | PA      | $37895.12     | 0.01%             | 2042-08-13      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                              | Owens Corning                                                                   | CUSIP: 690742AH4<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |      8000 | PA      | $6665.68      | 0.00%             | 2048-01-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                             | Lowe's Cos Inc                                                                  | CUSIP: 548661DW4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8354.49      | 0.00%             | 2050-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                        | Charles Schwab Corp/The                                                         | CUSIP: 808513BT1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     17000 | PA      | $14763.35     | 0.00%             | 2031-12-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                       | Verisk Analytics Inc                                                            | CUSIP: 92345YAG1<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |     28000 | PA      | $20924.25     | 0.00%             | 2050-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                 | Federal National Mortgage Association                                           | CUSIP: 31359MGK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    236000 | PA      | $266859.38    | 0.05%             | 2030-11-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                          | Union Electric Co                                                               | CUSIP: 906548CW0<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9811.63      | 0.00%             | 2053-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY SOUTH                                      | Dominion Energy South Carolina Inc                                              | CUSIP: 837004CB4<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12984.19     | 0.00%             | 2038-01-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                   | eBay Inc                                                                        | CUSIP: 278642AW3<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    150000 | PA      | $140336.47    | 0.03%             | 2030-03-11      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                      | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HAM1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     86000 | PA      | $83884.03     | 0.02%             | 2034-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Ginnie Mae I Pool                                                               | CUSIP: 36295UFB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3286 | PA      | $3394.50      | 0.00%             | 2037-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                  | Kroger Co/The                                                                   | CUSIP: 501044DQ1<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8741.78      | 0.00%             | 2031-01-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                      | Lincoln National Corp                                                           | CUSIP: 534187BT5<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7328.97      | 0.00%             | 2034-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                  | Kroger Co/The                                                                   | CUSIP: 501044CT6<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7591.44      | 0.00%             | 2043-08-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                                        | Northern Trust Corp                                                             | CUSIP: 665859AS3<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6865.32      | 0.00%             | 2032-05-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                       | Royal Bank of Canada                                                            | CUSIP: 78016EYV3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $9765.20      | 0.00%             | 2027-01-21      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC                                           | Markel Group Inc                                                                | CUSIP: 570535AY0<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11237.62     | 0.00%             | 2054-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                     | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HBB3<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     22000 | PA      | $22302.50     | 0.00%             | 2033-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| LAS VEGAS SANDS CORP                                       | Las Vegas Sands Corp                                                            | CUSIP: 517834AE7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     19000 | PA      | $18854.03     | 0.00%             | 2026-08-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                                                | Ameren Corp                                                                     | CUSIP: 023608AK8<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8505.99      | 0.00%             | 2028-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ASCENSION HEALTH                                           | Ascension Health                                                                | CUSIP: 04352EAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12000 | PA      | $9475.48      | 0.00%             | 2039-11-15      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                    | Simon Property Group LP                                                         | CUSIP: 828807DH7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     82000 | PA      | $57592.62     | 0.01%             | 2049-09-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                                     | Zimmer Biomet Holdings Inc                                                      | CUSIP: 98956PAS1<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11951.66     | 0.00%             | 2026-01-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                        | American Tower Corp                                                             | CUSIP: 03027XBM1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    171000 | PA      | $156104.76    | 0.03%             | 2031-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31414L4L9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3711 | PA      | $3825.24      | 0.00%             | 2038-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                        | Charles Schwab Corp/The                                                         | CUSIP: 808513BX2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9496.72      | 0.00%             | 2029-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                 | Nucor Corp                                                                      | CUSIP: 670346AH8<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |     11000 | PA      | $12273.35     | 0.00%             | 2037-12-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| SMITH & NEPHEW PLC                                         | Smith & Nephew PLC                                                              | CUSIP: 83192PAD0<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |     13000 | PA      | $13428.41     | 0.00%             | 2034-03-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                                                | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     81000 | PA      | $62914.24     | 0.01%             | 2041-04-30      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                    | Walt Disney Co/The                                                              | CUSIP: 254687FX9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     51000 | PA      | $47466.07     | 0.01%             | 2031-01-13      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| HEICO CORP                                                 | HEICO Corp                                                                      | CUSIP: 422806AB5<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12456.78     | 0.00%             | 2033-08-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                          | Union Electric Co                                                               | CUSIP: 906548CR1<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9510.15      | 0.00%             | 2030-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                                                | CUSIP: 95000U2M4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     99000 | PA      | $92514.67     | 0.02%             | 2051-04-04      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| ALBEMARLE CORP                                             | Albemarle Corp                                                                  | CUSIP: 012653AF8<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |      9000 | PA      | $7951.47      | 0.00%             | 2052-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                    | John Deere Capital Corp                                                         | CUSIP: 24422EVP1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    171000 | PA      | $161457.66    | 0.03%             | 2028-03-06      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                    | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $16095.26     | 0.00%             | 2030-07-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                            | CUSIP: 06051GHM4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     69000 | PA      | $69253.33     | 0.01%             | 2029-07-23      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                        | Charles Schwab Corp/The                                                         | CUSIP: 808513AM7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6980.38      | 0.00%             | 2026-02-13      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                  | ONEOK Inc                                                                       | CUSIP: 682680CW1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6642.77      | 0.00%             | 2044-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PUB SVC NEW HAMP                                           | Public Service Co of New Hampshire                                              | CUSIP: 744538AE9<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6259.84      | 0.00%             | 2031-06-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                                 | Kenvue Inc                                                                      | CUSIP: 49177JAP7<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |     28000 | PA      | $26054.75     | 0.01%             | 2053-03-22      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| WALMART INC                                                | Walmart Inc                                                                     | CUSIP: 931142ER0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24374.10     | 0.00%             | 2026-09-17      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                                      | Applied Materials Inc                                                           | CUSIP: 038222AN5<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13490.55     | 0.00%             | 2030-06-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                             | Lowe's Cos Inc                                                                  | CUSIP: 548661EL7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25588.53     | 0.01%             | 2033-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                     | Philip Morris International Inc                                                 | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     57000 | PA      | $59543.89     | 0.01%             | 2033-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                | Nutrien Ltd                                                                     | CUSIP: 67077MBA5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     15000 | PA      | $15268.77     | 0.00%             | 2028-03-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                               | Alphabet Inc                                                                    | CUSIP: 02079KAE7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    104000 | PA      | $71119.21     | 0.01%             | 2040-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                                         | Honda Motor Co Ltd                                                              | CUSIP: 438127AF9<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |     65000 | PA      | $66257.91     | 0.01%             | 2035-07-08      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 3138WGK29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1663631 | PA      | $1564926.03   | 0.31%             | 2046-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NEWMONT / NEWCREST FIN                                     | Newmont Corp / Newcrest Finance Pty Ltd                                         | CUSIP: 65163LAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     33000 | PA      | $27610.16     | 0.01%             | 2050-05-13      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| CITIGROUP INC                                              | Citigroup Inc                                                                   | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     58000 | PA      | $55120.30     | 0.01%             | 2033-03-17      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                                 | VMware LLC                                                                      | CUSIP: 928563AJ4<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |     38000 | PA      | $37164.28     | 0.01%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| EVERGY METRO                                               | Evergy Metro Inc                                                                | CUSIP: 30037DAB1<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7125.50      | 0.00%             | 2033-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                           | Altria Group Inc                                                                | CUSIP: 02209SBK8<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8115.91      | 0.00%             | 2050-05-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                                        | Kimberly-Clark Corp                                                             | CUSIP: 494368BC6<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |     14000 | PA      | $16328.46     | 0.00%             | 2037-08-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                            | Caterpillar Inc                                                                 | CUSIP: 149123CK5<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |     69000 | PA      | $61766.47     | 0.01%             | 2031-03-12      | Fixed         | 1.90%                 | No            |                  2 | On Loan: —       |
| DIAMONDBACK ENERGY INC                                     | Diamondback Energy Inc                                                          | CUSIP: 25278XAM1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15836.59     | 0.00%             | 2026-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                             | Eli Lilly & Co                                                                  | CUSIP: 532457BA5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10729.14     | 0.00%             | 2037-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                   | Florida Power & Light Co                                                        | CUSIP: 341081GQ4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15269.62     | 0.00%             | 2033-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORP                                     | Regions Financial Corp                                                          | CUSIP: 7591EPAV2<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19541.14     | 0.00%             | 2035-09-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31407H6U5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       659 | PA      | $691.85       | 0.00%             | 2036-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                               | Barclays PLC                                                                    | CUSIP: 06738EAJ4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     50000 | PA      | $48135.56     | 0.01%             | 2045-08-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PROV ST JOSEPH HLTH OBL                                    | Providence St Joseph Health Obligated Group                                     | CUSIP: 743756AE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7000 | PA      | $5401.09      | 0.00%             | 2048-10-01      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                      | Rio Tinto Finance USA PLC                                                       | CUSIP: 76720AAD8<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |     10000 | PA      | $9362.99      | 0.00%             | 2042-03-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                                                | CUSIP: 949746TB7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     17000 | PA      | $19041.04     | 0.00%             | 2029-11-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                                       | Pilgrim's Pride Corp                                                            | CUSIP: 72147KAK4<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21373.80     | 0.00%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                    | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GXR0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     48000 | PA      | $42369.36     | 0.01%             | 2032-01-27      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| GEORGE WASHINGTON UNIVER                                   | George Washington University/The                                                | CUSIP: 372546AW1<br>LEI: 5493002S4P5IVD462L47 | Long             | DBT              | CORP              | US        |     16000 | PA      | $13225.15     | 0.00%             | 2048-09-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                              | Westlake Corp                                                                   | CUSIP: 960413AZ5<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |     12000 | PA      | $7451.40      | 0.00%             | 2051-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                      | Northrop Grumman Corp                                                           | CUSIP: 666807BJ0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     21000 | PA      | $17094.98     | 0.00%             | 2045-04-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO                                            | Nevada Power Co                                                                 | CUSIP: 641423CG1<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10418.44     | 0.00%             | 2054-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CADENCE DESIGN SYS INC                                     | Cadence Design Systems Inc                                                      | CUSIP: 127387AM0<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10045.48     | 0.00%             | 2027-09-10      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                   | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $16771.73     | 0.00%             | 2063-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                               | NNN REIT Inc                                                                    | CUSIP: 637417AM8<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5374.69      | 0.00%             | 2048-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                             | Microsoft Corp                                                                  | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    171000 | PA      | $108360.51    | 0.02%             | 2050-06-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| XYLEM INC                                                  | Xylem Inc/NY                                                                    | CUSIP: 98419MAM2<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9529.96      | 0.00%             | 2028-01-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                    | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAJ8<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9981.44      | 0.00%             | 2054-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                        | Bank of Nova Scotia/The                                                         | CUSIP: 0641593U8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     19000 | PA      | $18756.04     | 0.00%             | 2026-03-02      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                   | Constellation Energy Generation LLC                                             | CUSIP: 210385AF7<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18257.71     | 0.00%             | 2054-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                         | Regency Centers LP                                                              | CUSIP: 75884RAZ6<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8596.70      | 0.00%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                        | Suzano Austria GmbH                                                             | CUSIP: 86964WAL6<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |     11000 | PA      | $10379.05     | 0.00%             | 2028-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                                                | Ameren Corp                                                                     | CUSIP: 023608AG7<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6978.33      | 0.00%             | 2026-02-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                              | Westlake Corp                                                                   | CUSIP: 960413AY8<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |      7000 | PA      | $4827.09      | 0.00%             | 2041-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 3138L7X84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    546974 | PA      | $543806.95    | 0.11%             | 2029-10-01      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                  | ONEOK Inc                                                                       | CUSIP: 682680BJ1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14522.67     | 0.00%             | 2028-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Ginnie Mae I Pool                                                               | CUSIP: 36295M7F0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1592 | PA      | $1648.19      | 0.00%             | 2038-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                       | Waste Management Inc                                                            | CUSIP: 94106LCC1<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13270.80     | 0.00%             | 2030-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                                    | DCP Midstream Operating LP                                                      | CUSIP: 26439XAC7<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6902.22      | 0.00%             | 2030-08-16      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                | PepsiCo Inc                                                                     | CUSIP: 713448EZ7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    503000 | PA      | $451192.81    | 0.09%             | 2030-05-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                            | Caterpillar Inc                                                                 | CUSIP: 149123CH2<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18782.94     | 0.00%             | 2030-04-09      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                               | NiSource Inc                                                                    | CUSIP: 65473PAM7<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     39000 | PA      | $35220.71     | 0.01%             | 2052-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                   | RTX Corp                                                                        | CUSIP: 913017CX5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     36000 | PA      | $31847.66     | 0.01%             | 2048-11-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                                         | Ameren Illinois Co                                                              | CUSIP: 02361DBA7<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10272.28     | 0.00%             | 2033-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER                                    | Reinsurance Group of America Inc                                                | CUSIP: 759351AM1<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7994.45      | 0.00%             | 2026-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31376KTT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23063 | PA      | $24008.53     | 0.00%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LP                                        | Emera US Finance LP                                                             | CUSIP: 29103DAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $21601.76     | 0.00%             | 2046-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                    | Japan Bank for International Cooperation                                        | CUSIP: 471048BE7<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    200000 | PA      | $197066.41    | 0.04%             | 2027-06-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                         | Union Pacific Corp                                                              | CUSIP: 907818EB0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     86000 | PA      | $78027.96     | 0.02%             | 2035-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                          | L3Harris Technologies Inc                                                       | CUSIP: 502431AM1<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19129.31     | 0.00%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                   | Devon Energy Corp                                                               | CUSIP: 25179SAD2<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     14000 | PA      | $16256.51     | 0.00%             | 2031-09-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                       | Parker-Hannifin Corp                                                            | CUSIP: 701094AN4<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19416.97     | 0.00%             | 2029-06-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                   | European Investment Bank                                                        | CUSIP: 298785JR8<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |    178000 | PA      | $166931.86    | 0.03%             | 2029-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| CAPITAL ONE FINANCIAL CO                                   | Capital One Financial Corp                                                      | CUSIP: 14040HBN4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26857.50     | 0.01%             | 2027-03-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                   | AT&T Inc                                                                        | CUSIP: 00206RML3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    202000 | PA      | $199655.32    | 0.04%             | 2026-03-25      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| HSBC BANK USA NA                                           | HSBC BANK USA NA                                                                | CUSIP: 40435RVR9<br>LEI: 1IE8VN30JCEQV1H4R804 | Long             | DBT              | CORP              | US        |    550000 | PA      | $550050.32    | 0.11%             | 2025-10-16      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31413RGY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       742 | PA      | $779.67       | 0.00%             | 2037-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31412V2B3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29452 | PA      | $30913.81     | 0.01%             | 2036-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                     | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BC7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    123000 | PA      | $123160.67    | 0.02%             | 2028-09-11      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                     | UnitedHealth Group Inc                                                          | CUSIP: 91324PEA6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    367000 | PA      | $227637.81    | 0.05%             | 2060-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                     | American Honda Finance Corp                                                     | CUSIP: 02665WER8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10636.68     | 0.00%             | 2030-10-04      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                   | AT&T Inc                                                                        | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    282000 | PA      | $195210.60    | 0.04%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                            | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12537.88     | 0.00%             | 2035-01-23      | Fixed         | 5.47%                 | No            |                  2 | On Loan: —       |
| CITIGROUP INC                                              | Citigroup Inc                                                                   | CUSIP: 17327CAU7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21078.74     | 0.00%             | 2039-09-19      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                   | Prudential Financial Inc                                                        | CUSIP: 744320BK7<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     24000 | PA      | $25002.29     | 0.00%             | 2052-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| MARSH & MCLENNAN COS INC                                   | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BR2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10738.38     | 0.00%             | 2032-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Ginnie Mae II Pool                                                              | CUSIP: 36202FPJ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12893 | PA      | $13335.03     | 0.00%             | 2041-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                      | PACCAR Financial Corp                                                           | CUSIP: 69371RS31<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6092.92      | 0.00%             | 2028-01-10      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                             | Eli Lilly & Co                                                                  | CUSIP: 532457BR8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5801.07      | 0.00%             | 2047-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                              | Citigroup Inc                                                                   | CUSIP: 172967KU4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39967.18     | 0.01%             | 2028-07-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT ST                                             | State of Connecticut                                                            | CUSIP: 20772GF45<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |    635000 | PA      | $683220.38    | 0.14%             | 2032-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                                      | Evergy Kansas Central Inc                                                       | CUSIP: 95709TAP5<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6918.58      | 0.00%             | 2027-04-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                   | BHP Billiton Finance USA Ltd                                                    | CUSIP: 055451AY4<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     20000 | PA      | $20050.77     | 0.00%             | 2026-02-27      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                     | Verizon Communications Inc                                                      | CUSIP: 92343VDV3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8844.73      | 0.00%             | 2047-03-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                          | EOG Resources Inc                                                               | CUSIP: 26875PAP6<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |     86000 | PA      | $85941.21     | 0.02%             | 2026-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                     | General Motors Financial Co Inc                                                 | CUSIP: 37045XDS2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     61000 | PA      | $54972.35     | 0.01%             | 2032-01-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                    | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DE5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    202000 | PA      | $202046.78    | 0.04%             | 2028-02-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: —       |
| OVINTIV INC                                                | Ovintiv Inc                                                                     | CUSIP: 292505AD6<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12820.95     | 0.00%             | 2034-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA LTD                                      | Rio Tinto Finance USA Ltd                                                       | CUSIP: 767201AD8<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |     15000 | PA      | $16221.24     | 0.00%             | 2028-07-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| RPM INTERNATIONAL INC                                      | RPM International Inc                                                           | CUSIP: 749685AX1<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7052.56      | 0.00%             | 2029-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                      | PACCAR Financial Corp                                                           | CUSIP: 69371RS72<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10141.91     | 0.00%             | 2026-11-09      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| JUNIPER NETWORKS INC                                       | Juniper Networks Inc                                                            | CUSIP: 48203RAM6<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9767.19      | 0.00%             | 2029-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                    | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     58000 | PA      | $57260.87     | 0.01%             | 2027-03-09      | Fixed         | 1.43%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                   | Toyota Motor Credit Corp                                                        | CUSIP: 89236TLM5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16292.50     | 0.00%             | 2034-01-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                     | Asian Development Bank                                                          | CUSIP: 045167FT5<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | N/A       |     74000 | PA      | $73548.29     | 0.01%             | 2032-09-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER                                    | Reinsurance Group of America Inc                                                | CUSIP: 759351AN9<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11869.09     | 0.00%             | 2029-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                    | Public Service Co of Colorado                                                   | CUSIP: 744448CT6<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     80000 | PA      | $70590.67     | 0.01%             | 2031-01-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Ginnie Mae II Pool                                                              | CUSIP: 3622ABZB1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1514120 | PA      | $1343819.75   | 0.27%             | 2052-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                   | Florida Power & Light Co                                                        | CUSIP: 341081FA0<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     12000 | PA      | $13062.14     | 0.00%             | 2038-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                            | Tyson Foods Inc                                                                 | CUSIP: 902494BD4<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12843.15     | 0.00%             | 2047-06-02      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| LYB INTL FINANCE BV                                        | LYB International Finance BV                                                    | CUSIP: 50247VAB5<br>LEI: 549300J6QSW38QNOJK61 | Long             | DBT              | CORP              | NL        |     15000 | PA      | $13458.11     | 0.00%             | 2043-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                                | Bell Telephone Co of Canada or Bell Canada                                      | CUSIP: 0778FPAN9<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |     15000 | PA      | $14666.77     | 0.00%             | 2054-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 3138ANSU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    138961 | PA      | $135227.26    | 0.03%             | 2042-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                | Equinix Inc                                                                     | CUSIP: 29444UBH8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     22000 | PA      | $19857.86     | 0.00%             | 2030-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Ginnie Mae II Pool                                                              | CUSIP: 3618N5PK9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4162873 | PA      | $4243144.28   | 0.85%             | 2055-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                | Viatris Inc                                                                     | CUSIP: 92556VAE6<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |     30000 | PA      | $22889.49     | 0.00%             | 2040-06-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                                          | National Grid PLC                                                               | CUSIP: 636274AE2<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |     46000 | PA      | $49071.11     | 0.01%             | 2033-06-12      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                                    | DCP Midstream Operating LP                                                      | CUSIP: 23311VAH0<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12275.60     | 0.00%             | 2029-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                  | Boeing Co/The                                                                   | CUSIP: 097023DB8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     22000 | PA      | $21491.50     | 0.00%             | 2028-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                       | Westpac Banking Corp                                                            | CUSIP: 961214FK4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     27000 | PA      | $27871.87     | 0.01%             | 2027-11-18      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                           | Ventas Realty LP                                                                | CUSIP: 92277GAG2<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9980.12      | 0.00%             | 2026-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| DUPONT DE NEMOURS INC                                      | DuPont de Nemours Inc                                                           | CUSIP: 26078JAF7<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |     39000 | PA      | $38590.90     | 0.01%             | 2048-11-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                | Ovintiv Inc                                                                     | CUSIP: 69047QAB8<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14423.06     | 0.00%             | 2028-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK LTD                                | NATIONAL AUSTRALIA BANK LTD                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    900000 | PA      | $900031.41    | 0.18%             | 2026-03-06      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                         | Regal Rexnord Corp                                                              | CUSIP: 758750AL7<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22109.45     | 0.00%             | 2026-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                             | Amazon.com Inc                                                                  | CUSIP: 023135BF2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     48000 | PA      | $44277.31     | 0.01%             | 2037-08-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                      | Novartis Capital Corp                                                           | CUSIP: 66989HAK4<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     18000 | PA      | $15267.08     | 0.00%             | 2045-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                   | American Water Capital Corp                                                     | CUSIP: 03040WAP0<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |      6000 | PA      | $4951.54      | 0.00%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                              | Citigroup Inc                                                                   | CUSIP: 172967HS3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     17000 | PA      | $16595.77     | 0.00%             | 2044-05-06      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                        | Charles Schwab Corp/The                                                         | CUSIP: 808513CJ2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     26000 | PA      | $27615.42     | 0.01%             | 2029-11-17      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER                                     | Indiana Michigan Power Co                                                       | CUSIP: 454889AQ9<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |    120000 | PA      | $105548.81    | 0.02%             | 2046-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31415WP98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7206 | PA      | $7605.85      | 0.00%             | 2038-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3128LXQC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3776 | PA      | $3985.36      | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31415THG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       646 | PA      | $669.60       | 0.00%             | 2038-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                        | PayPal Holdings Inc                                                             | CUSIP: 70450YAP8<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17536.00     | 0.00%             | 2034-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                   | Capital One Financial Corp                                                      | CUSIP: 14040HCJ2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8901.78      | 0.00%             | 2032-11-02      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                                   | Archer-Daniels-Midland Co                                                       | CUSIP: 039483BE1<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7264.35      | 0.00%             | 2042-03-26      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| MCCORMICK & CO                                             | McCormick & Co Inc/MD                                                           | CUSIP: 579780AP2<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |      6000 | PA      | $4933.16      | 0.00%             | 2047-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| XILINX INC                                                 | Xilinx Inc                                                                      | CUSIP: 983919AK7<br>LEI: 6EY4K7ZMF9UX1CU6KC79 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13878.03     | 0.00%             | 2030-06-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                             | Air Lease Corp                                                                  | CUSIP: 00914AAJ1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     29000 | PA      | $28874.51     | 0.01%             | 2026-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                    | John Deere Capital Corp                                                         | CUSIP: 24422EVB2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8873.83      | 0.00%             | 2026-09-14      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                                          | GXO Logistics Inc                                                               | CUSIP: 36262GAG6<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10759.31     | 0.00%             | 2034-05-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                                        | Northern Trust Corp                                                             | CUSIP: 665859AT1<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9943.17      | 0.00%             | 2028-08-03      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                    | Honeywell International Inc                                                     | CUSIP: 438516BL9<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29525.09     | 0.01%             | 2026-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CARLISLE COS INC                                           | Carlisle Cos Inc                                                                | CUSIP: 142339AJ9<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14060.15     | 0.00%             | 2030-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| AIR PRODUCTS & CHEMICALS                                   | Air Products and Chemicals Inc                                                  | CUSIP: 009158AY2<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12591.30     | 0.00%             | 2027-05-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3128M75T9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     56363 | PA      | $57821.43     | 0.01%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                             | AutoNation Inc                                                                  | CUSIP: 05329WAM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9000 | PA      | $9000.00      | 0.00%             | 2025-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LYONDELLBASELL IND NV                                      | LyondellBasell Industries NV                                                    | CUSIP: 552081AM3<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | DBT              | CORP              | NL        |     17000 | PA      | $13393.13     | 0.00%             | 2055-02-26      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31414HTF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8213 | PA      | $8652.80      | 0.00%             | 2037-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                     | UnitedHealth Group Inc                                                          | CUSIP: 91324PED0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     29000 | PA      | $26003.35     | 0.01%             | 2031-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3132XVR54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    894924 | PA      | $834454.41    | 0.17%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                            | CUSIP: 06051GHV4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     58000 | PA      | $55882.66     | 0.01%             | 2030-07-23      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                      | United Parcel Service Inc                                                       | CUSIP: 911312AZ9<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7447.48      | 0.00%             | 2046-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                   | Capital One Financial Corp                                                      | CUSIP: 14040HCG8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17267.85     | 0.00%             | 2032-07-29      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                          | NSTAR Electric Co                                                               | CUSIP: 67021CAT4<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7377.68      | 0.00%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                     | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     21000 | PA      | $18683.39     | 0.00%             | 2032-02-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                    | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $35203.60     | 0.01%             | 2026-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                       | Waste Management Inc                                                            | CUSIP: 94106LBN8<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9354.71      | 0.00%             | 2028-03-15      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                   | Florida Power & Light Co                                                        | CUSIP: 341081GX9<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7174.54      | 0.00%             | 2034-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                    | HCA Inc                                                                         | CUSIP: 404121AK1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27705.99     | 0.01%             | 2034-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BRUNSWICK CORP                                             | Brunswick Corp/DE                                                               | CUSIP: 117043AW9<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8287.68      | 0.00%             | 2029-03-18      | Fixed         | 5.85%                 | No            |                  2 | On Loan: —       |
| ONCOR ELECTRIC DELIVERY                                    | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233DAT4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     10000 | PA      | $11375.51     | 0.00%             | 2032-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                               | Comcast Corp                                                                    | CUSIP: 20030NCC3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    146000 | PA      | $114186.07    | 0.02%             | 2047-11-01      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                   | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556CU4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12411.86     | 0.00%             | 2032-11-21      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| NEXTERA ENERGY CAPITAL                                     | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KBM1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18922.81     | 0.00%             | 2029-11-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                             | Morgan Stanley                                                                  | CUSIP: 61744YAR9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     19000 | PA      | $17943.54     | 0.00%             | 2039-04-22      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                            | Israel Government International Bond                                            | CUSIP: 46513JB42<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    264000 | PA      | $190872.00    | 0.04%             | 2050-07-03      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                          | General Motors Co                                                               | CUSIP: 37045VAK6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    151000 | PA      | $163054.14    | 0.03%             | 2036-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31414HBD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1200 | PA      | $1249.56      | 0.00%             | 2037-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                         | Expand Energy Corp                                                              | CUSIP: 845467AR0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13005.21     | 0.00%             | 2029-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                             | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137BN6G4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     36202 | PA      | $36046.67     | 0.01%             | 2025-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                     | Brookfield Finance Inc                                                          | CUSIP: 11271LAF9<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |     12000 | PA      | $8489.99      | 0.00%             | 2051-03-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                     | Mondelez International Inc                                                      | CUSIP: 609207AT2<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    158000 | PA      | $148214.98    | 0.03%             | 2030-04-13      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                            | Cigna Group/The                                                                 | CUSIP: 125523AK6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    171000 | PA      | $153606.78    | 0.03%             | 2048-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                | Walmart Inc                                                                     | CUSIP: 931142DQ3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5422.79      | 0.00%             | 2044-04-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                    | John Deere Capital Corp                                                         | CUSIP: 24422EWP0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     24000 | PA      | $24048.21     | 0.00%             | 2026-01-09      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                     | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCH1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25255.04     | 0.01%             | 2027-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BRUNSWICK CORP                                             | Brunswick Corp/DE                                                               | CUSIP: 117043AV1<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |     17000 | PA      | $13641.68     | 0.00%             | 2052-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                        | American Tower Corp                                                             | CUSIP: 03027XBL3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    171000 | PA      | $168712.41    | 0.03%             | 2026-04-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31415WZZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24848 | PA      | $26119.59     | 0.01%             | 2038-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3128KLJU2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4521 | PA      | $4698.09      | 0.00%             | 2037-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                      | Indonesia Government International Bond                                         | CUSIP: 455780CE4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $173400.00    | 0.03%             | 2048-01-11      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| OLD REPUBLIC INTL CORP                                     | Old Republic International Corp                                                 | CUSIP: 680223AK0<br>LEI: 549300IV6O2YY2A1KH37 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10961.79     | 0.00%             | 2026-08-26      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HP INC                                                     | HP Inc                                                                          | CUSIP: 40434LAK1<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19799.09     | 0.00%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                                | Bell Telephone Co of Canada or Bell Canada                                      | CUSIP: 0778FPAM1<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |     14000 | PA      | $14178.63     | 0.00%             | 2034-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| KROGER CO                                                  | Kroger Co/The                                                                   | CUSIP: 501044CK5<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |      7000 | PA      | $8033.15      | 0.00%             | 2038-04-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| CNO FINANCIAL GROUP INC                                    | CNO Financial Group Inc                                                         | CUSIP: 12621EAM5<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14867.83     | 0.00%             | 2034-06-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                     | Extra Space Storage LP                                                          | CUSIP: 30225VAN7<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6933.24      | 0.00%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DOC DR LLC                                                 | DOC DR LLC                                                                      | CUSIP: 71951QAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8000 | PA      | $8005.80      | 0.00%             | 2027-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                             | Salesforce Inc                                                                  | CUSIP: 79466LAL8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |     40000 | PA      | $26266.71     | 0.01%             | 2051-07-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                             | Eli Lilly & Co                                                                  | CUSIP: 532457CN6<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     24000 | PA      | $22715.04     | 0.00%             | 2064-02-09      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                 | Intel Corp                                                                      | CUSIP: 458140BK5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     20000 | PA      | $11861.62     | 0.00%             | 2060-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                  | Amgen Inc                                                                       | CUSIP: 031162BE9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11371.19     | 0.00%             | 2041-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                     | Bank of New York Mellon Corp/The                                                | CUSIP: 06406YAB8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     24000 | PA      | $25044.29     | 0.00%             | 2039-07-21      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 16-3 AA PTT                                   | American Airlines 2016-3 Class AA Pass Through Trust                            | CUSIP: 023771R91<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25128 | PA      | $24190.88     | 0.00%             | 2028-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                     | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607LNG4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     22000 | PA      | $22509.88     | 0.00%             | 2028-04-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| EXXON MOBIL CORPORATION                                    | Exxon Mobil Corp                                                                | CUSIP: 30231GBF8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36638.30     | 0.01%             | 2040-03-19      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                             | Air Lease Corp                                                                  | CUSIP: 00912XBF0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10049.20     | 0.00%             | 2028-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                        | Global Payments Inc                                                             | CUSIP: 37940XAD4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18515.70     | 0.00%             | 2030-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31414GGZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11383 | PA      | $12001.71     | 0.00%             | 2037-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                 | Intel Corp                                                                      | CUSIP: 458140AV2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19705.80     | 0.00%             | 2046-05-19      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                                         | Republic of Poland Government International Bond                                | CUSIP: 731011AZ5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     67000 | PA      | $64926.35     | 0.01%             | 2054-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                         | Meta Platforms Inc                                                              | CUSIP: 30303M8M7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12392.25     | 0.00%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                                          | CBRE Services Inc                                                               | CUSIP: 12505BAE0<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9053.36      | 0.00%             | 2031-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| EQUINIX INC                                                | Equinix Inc                                                                     | CUSIP: 29444UBU9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     24000 | PA      | $23032.86     | 0.00%             | 2032-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                  | ONEOK Inc                                                                       | CUSIP: 682680CL5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10035.60     | 0.00%             | 2026-07-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                             | Starbucks Corp                                                                  | CUSIP: 855244BF5<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10137.30     | 0.00%             | 2033-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| FLORIDA POWER & LIGHT CO                                   | Florida Power & Light Co                                                        | CUSIP: 341081GR2<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10018.78     | 0.00%             | 2026-05-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                           | SKANDINAVISKA ENSKILDA BANKEN AB                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    900000 | PA      | $900136.53    | 0.18%             | 2025-12-11      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                                         | Republic of Poland Government International Bond                                | CUSIP: 857524AE2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     29000 | PA      | $31056.10     | 0.01%             | 2032-11-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                      | American Homes 4 Rent LP                                                        | CUSIP: 02666TAE7<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11242.83     | 0.00%             | 2032-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                       | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    210000 | PA      | $174890.53    | 0.03%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                                   | Targa Resources Partners LP / Targa Resources Partners Finance Corp             | CUSIP: 87612BBN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     14000 | PA      | $14262.26     | 0.00%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                                      | Evergy Kansas Central Inc                                                       | CUSIP: 95709TAM2<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5935.76      | 0.00%             | 2045-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                    | MPLX LP                                                                         | CUSIP: 55336VBX7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     24000 | PA      | $24472.84     | 0.00%             | 2034-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                              | Westlake Corp                                                                   | CUSIP: 960413AT9<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14909.40     | 0.00%             | 2026-08-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: —       |
| ABBVIE INC                                                 | AbbVie Inc                                                                      | CUSIP: 00287YCY3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     95000 | PA      | $93553.49     | 0.02%             | 2035-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| WASHINGTON GAS LIGHT CO                                    | Washington Gas Light Co                                                         | CUSIP: 93884PDY3<br>LEI: DL22T1SB4DUBS063O841 | Long             | DBT              | CORP              | US        |      8000 | PA      | $5870.09      | 0.00%             | 2049-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| MEMORIAL SLOAN-KETTERING                                   | Memorial Sloan-Kettering Cancer Center                                          | CUSIP: 586054AA6<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7748.50      | 0.00%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                     | Pacific Gas and Electric Co                                                     | CUSIP: 694308JU2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     60000 | PA      | $49287.57     | 0.01%             | 2041-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                   | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XAU2<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    101000 | PA      | $66609.16     | 0.01%             | 2050-07-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BLACKROCK INC                                              | Blackrock Inc                                                                   | CUSIP: 09247XAR2<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |    200000 | PA      | $178346.67    | 0.04%             | 2031-01-28      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                           | Ryder System Inc                                                                | CUSIP: 78355HKS7<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     86000 | PA      | $84205.77     | 0.02%             | 2026-09-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                     | Sempra                                                                          | CUSIP: 816851BP3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9803.85      | 0.00%             | 2029-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| NOVANT HEALTH INC                                          | Novant Health Inc                                                               | CUSIP: 66988AAG9<br>LEI: 549300ZUXEGFGE8EP917 | Long             | DBT              | CORP              | US        |      8000 | PA      | $6408.30      | 0.00%             | 2036-11-01      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                    | International Bank for Reconstruction & Development                             | CUSIP: 459058JZ7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |    223000 | PA      | $207302.52    | 0.04%             | 2028-09-13      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                   | Prudential Financial Inc                                                        | CUSIP: 744320AY8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     18000 | PA      | $14441.51     | 0.00%             | 2047-12-07      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                             | Mastercard Inc                                                                  | CUSIP: 57636QAS3<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     12000 | PA      | $10695.57     | 0.00%             | 2031-03-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                                      | Evergy Kansas Central Inc                                                       | CUSIP: 95709TAN0<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6921.24      | 0.00%             | 2026-07-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                    | Honeywell International Inc                                                     | CUSIP: 438516CQ7<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10288.09     | 0.00%             | 2029-09-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Ginnie Mae I Pool                                                               | CUSIP: 3620C0Y77<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    434646 | PA      | $443704.98    | 0.09%             | 2040-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                    | HCA Inc                                                                         | CUSIP: 404119BZ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     43000 | PA      | $39413.89     | 0.01%             | 2049-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31418AB23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    303012 | PA      | $294871.08    | 0.06%             | 2042-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                           | Progressive Corp/The                                                            | CUSIP: 743315AQ6<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |      8000 | PA      | $6425.81      | 0.00%             | 2045-01-26      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                           | Black Hills Corp                                                                | CUSIP: 092113AM1<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7896.90      | 0.00%             | 2027-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31403DWU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46852 | PA      | $48774.69     | 0.01%             | 2036-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                            | DTE Electric Co                                                                 | CUSIP: 23338VAT3<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11933.18     | 0.00%             | 2053-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| BERKSHIRE HATHAWAY ENERG                                   | Berkshire Hathaway Energy Co                                                    | CUSIP: 084659AP6<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     15000 | PA      | $11589.76     | 0.00%             | 2048-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                         | Conagra Brands Inc                                                              | CUSIP: 205887CJ9<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10104.80     | 0.00%             | 2026-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                              | DTE Energy Co                                                                   | CUSIP: 233331BF3<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5643.65      | 0.00%             | 2030-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                | Ovintiv Inc                                                                     | CUSIP: 012873AH8<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6859.85      | 0.00%             | 2030-09-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                         | Vodafone Group PLC                                                              | CUSIP: 92857WCB4<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     60000 | PA      | $59768.37     | 0.01%             | 2064-06-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                              | Westlake Corp                                                                   | CUSIP: 960413AW2<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5719.55      | 0.00%             | 2030-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| KILROY REALTY LP                                           | Kilroy Realty LP                                                                | CUSIP: 49427RAQ5<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |     33000 | PA      | $27452.59     | 0.01%             | 2032-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                   | American Water Capital Corp                                                     | CUSIP: 03040WAZ8<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     11000 | PA      | $7643.63      | 0.00%             | 2051-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                              | Citigroup Inc                                                                   | CUSIP: 172967EW7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     37000 | PA      | $47455.78     | 0.01%             | 2039-07-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                    | Goldman Sachs Group Inc/The                                                     | CUSIP: 38148LAF3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     38000 | PA      | $35882.44     | 0.01%             | 2045-05-22      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                          | Expedia Group Inc                                                               | CUSIP: 30212PAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $23895.20     | 0.00%             | 2030-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| UNION ELECTRIC CO                                          | Union Electric Co                                                               | CUSIP: 02360FAB2<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6082.15      | 0.00%             | 2037-08-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                  | ONEOK Inc                                                                       | CUSIP: 682680CC5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11996.69     | 0.00%             | 2029-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| OCCIDENTAL PETROLEUM COR                                   | Occidental Petroleum Corp                                                       | CUSIP: 674599EC5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12557.86     | 0.00%             | 2028-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                           | LPL Holdings Inc                                                                | CUSIP: 50212YAK0<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10455.29     | 0.00%             | 2034-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3128KDL60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20843 | PA      | $21619.27     | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                                 | Eaton Corp                                                                      | CUSIP: 278062AD6<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13717.64     | 0.00%             | 2032-11-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                  | Hess Corp                                                                       | CUSIP: 42809HAD9<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23884.52     | 0.00%             | 2041-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                 | PacifiCorp                                                                      | CUSIP: 695114BT4<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6989.38      | 0.00%             | 2031-11-15      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| HARTFORD INSUR GRP INC/T                                   | Hartford Insurance Group Inc/The                                                | CUSIP: 416515BB9<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5241.02      | 0.00%             | 2043-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Ginnie Mae II Pool                                                              | CUSIP: 36179YDL5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2484294 | PA      | $2543098.11   | 0.51%             | 2053-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                           | Black Hills Corp                                                                | CUSIP: 092113AN9<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |      6000 | PA      | $4862.76      | 0.00%             | 2046-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY SOUTH                                      | Dominion Energy South Carolina Inc                                              | CUSIP: 837004CE8<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7134.35      | 0.00%             | 2041-02-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                     | American Honda Finance Corp                                                     | CUSIP: 02665WEH0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13114.32     | 0.00%             | 2030-04-17      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CNO FINANCIAL GROUP INC                                    | CNO Financial Group Inc                                                         | CUSIP: 12621EAL7<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10177.98     | 0.00%             | 2029-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JUNIPER NETWORKS INC                                       | Juniper Networks Inc                                                            | CUSIP: 48203RAP9<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7018.14      | 0.00%             | 2030-12-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31409H3Q5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       456 | PA      | $475.21       | 0.00%             | 2036-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                               | NiSource Inc                                                                    | CUSIP: 65473QBD4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9974.47      | 0.00%             | 2045-02-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                  | ONEOK Inc                                                                       | CUSIP: 682680BK8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10541.35     | 0.00%             | 2030-11-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Ginnie Mae II Pool                                                              | CUSIP: 36202FB54<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10884 | PA      | $11257.97     | 0.00%             | 2039-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                  | ONEOK Inc                                                                       | CUSIP: 682680CB7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     24000 | PA      | $24036.39     | 0.00%             | 2027-09-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                          | Eversource Energy                                                               | CUSIP: 30040WAL2<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6315.65      | 0.00%             | 2031-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                   | Caterpillar Financial Services Corp                                             | CUSIP: 14913R2U0<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    171000 | PA      | $166550.67    | 0.03%             | 2027-01-08      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                               | WP Carey Inc                                                                    | CUSIP: 92936UAM1<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30762.09     | 0.01%             | 2034-06-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MIZUHO BANK LTD/NY                                         | Mizuho Bank Ltd/New York NY                                                     | CUSIP: 60710T2D2<br>LEI: RB0PEZSDGCO3JS6CEU02 | Long             | DBT              | CORP              | US        |    900000 | PA      | $900294.84    | 0.18%             | 2026-01-27      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                  | ONEOK Inc                                                                       | CUSIP: 682680BL6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     29000 | PA      | $30762.03     | 0.01%             | 2033-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                | Equinor ASA                                                                     | CUSIP: 29446MAB8<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |     59000 | PA      | $58534.09     | 0.01%             | 2028-09-10      | Fixed         | 3.62%                 | No            |                  2 | On Loan: —       |
| REPUBLIC OF PHILIPPINES                                    | Philippine Government International Bond                                        | CUSIP: 718286BD8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    775000 | PA      | $862265.00    | 0.17%             | 2032-01-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ROCKWELL AUTOMATION                                        | Rockwell Automation Inc                                                         | CUSIP: 773903AH2<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8835.51      | 0.00%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                           | T-Mobile USA Inc                                                                | CUSIP: 87264ABY0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2039.95      | 0.00%             | 2060-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                   | Capital One Financial Corp                                                      | CUSIP: 14040HDG7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     32000 | PA      | $33138.09     | 0.01%             | 2030-07-26      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                              | Citigroup Inc                                                                   | CUSIP: 172967LS8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     43000 | PA      | $42432.34     | 0.01%             | 2028-10-27      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                             | AutoNation Inc                                                                  | CUSIP: 05329WAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8000 | PA      | $7507.37      | 0.00%             | 2028-08-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                   | Florida Power & Light Co                                                        | CUSIP: 341081GN1<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15174.83     | 0.00%             | 2028-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| DELL INC                                                   | Dell Inc                                                                        | CUSIP: 247025AE9<br>LEI: 3E70L4WYANTIWWIPHC81 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6416.93      | 0.00%             | 2028-04-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                         | Vodafone Group PLC                                                              | CUSIP: 92857WBY5<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     14000 | PA      | $13636.70     | 0.00%             | 2053-02-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31413LY94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       794 | PA      | $824.48       | 0.00%             | 2037-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                                        | Cheniere Energy Inc                                                             | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29914.51     | 0.01%             | 2028-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                     | Marvell Technology Inc                                                          | CUSIP: 573874AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $14370.92     | 0.00%             | 2028-04-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3128M7EX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    172234 | PA      | $176894.51    | 0.04%             | 2038-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AON GLOBAL LTD                                             | Aon Global Ltd                                                                  | CUSIP: 00185AAG9<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |     49000 | PA      | $43497.47     | 0.01%             | 2044-06-14      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL FINANCIAL                                    | Fidelity National Financial Inc                                                 | CUSIP: 31620RAH8<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9051.41      | 0.00%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                           | T-Mobile USA Inc                                                                | CUSIP: 87264ACW3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     38000 | PA      | $37571.55     | 0.01%             | 2053-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                                                | Ameren Corp                                                                     | CUSIP: 023608AJ1<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15282.35     | 0.00%             | 2031-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                           | Ryder System Inc                                                                | CUSIP: 78355HKP3<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     92000 | PA      | $90630.09     | 0.02%             | 2026-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                                      | Applied Materials Inc                                                           | CUSIP: 038222AG0<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12833.45     | 0.00%             | 2041-06-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3128M4X99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        80 | PA      | $83.90        | 0.00%             | 2037-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ADVOCATE HEALTH CORP                                       | Advocate Health & Hospitals Corp                                                | CUSIP: 007589AB0<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |      8000 | PA      | $6763.36      | 0.00%             | 2048-08-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY SOUTH                                      | Dominion Energy South Carolina Inc                                              | CUSIP: 837004CJ7<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9137.56      | 0.00%             | 2065-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ALLEGHANY CORP                                             | Alleghany Corp                                                                  | CUSIP: 017175AE0<br>LEI: 549300DCJE6AYX159479 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9779.17      | 0.00%             | 2030-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Ginnie Mae II Pool                                                              | CUSIP: 36202FQ74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     92941 | PA      | $93542.65     | 0.02%             | 2041-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| APA CORP                                                   | APA Corp                                                                        | CUSIP: 03743QBD9<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3845.75      | 0.00%             | 2043-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                | CUSIP: 3133KLZV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    433833 | PA      | $351991.41    | 0.07%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ACCENTURE CAPITAL INC                                      | Accenture Capital Inc                                                           | CUSIP: 00440KAD5<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |     29000 | PA      | $28618.62     | 0.01%             | 2034-10-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                         | BANK OF AMERICA NA                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    900000 | PA      | $900108.45    | 0.18%             | 2025-12-17      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                     | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607LWV1<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     15000 | PA      | $15759.34     | 0.00%             | 2028-10-03      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                             | S&P Global Inc                                                                  | CUSIP: 78409VBM5<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7684.01      | 0.00%             | 2062-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                        | Charles Schwab Corp/The                                                         | CUSIP: 808513BC8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10192.71     | 0.00%             | 2030-03-22      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                     | Blackstone Private Credit Fund                                                  | CUSIP: 09261HBN6<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10292.09     | 0.00%             | 2029-07-16      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                    | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FG3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    110000 | PA      | $96576.30     | 0.02%             | 2045-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                                 | Unum Group                                                                      | CUSIP: 91529YAJ5<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10038.63     | 0.00%             | 2042-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                   | Devon Energy Corp                                                               | CUSIP: 25179MAN3<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13091.44     | 0.00%             | 2042-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                             | Starbucks Corp                                                                  | CUSIP: 855244AR0<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14980.23     | 0.00%             | 2028-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                 | HSBC SECURITIES (USA) INC                                                       | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Long             | RA               | CORP              | US        |    467344 | PA      | $467344.00    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                     | Blackstone Private Credit Fund                                                  | CUSIP: 09261HAK3<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19626.43     | 0.00%             | 2027-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                               | Centene Corp                                                                    | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     45000 | PA      | $38791.76     | 0.01%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                             | Air Lease Corp                                                                  | CUSIP: 00914AAG7<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12110.89     | 0.00%             | 2030-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                        | Dominion Energy Inc                                                             | CUSIP: 25746UAN9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7581.11      | 0.00%             | 2033-03-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                | Federal Home Loan Mortgage Corp                                                 | CUSIP: 3134A4KX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |    247000 | PA      | $280536.24    | 0.06%             | 2032-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| AT&T INC                                                   | AT&T Inc                                                                        | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    202000 | PA      | $195253.94    | 0.04%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                   | Enterprise Products Operating LLC                                               | CUSIP: 29379VBZ5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     50000 | PA      | $37330.44     | 0.01%             | 2060-01-31      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                | Equinix Inc                                                                     | CUSIP: 29444UBJ4<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     10000 | PA      | $6543.18      | 0.00%             | 2050-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                                     | Puget Sound Energy Inc                                                          | CUSIP: 745332CG9<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |      9000 | PA      | $7541.22      | 0.00%             | 2045-05-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                   | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    441000 | PA      | $441003.41    | 0.09%             | 2025-10-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                     | Asian Development Bank                                                          | CUSIP: 045167DN0<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | N/A       |     59000 | PA      | $58372.89     | 0.01%             | 2026-04-24      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                   | Constellation Energy Generation LLC                                             | CUSIP: 210385AD2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10889.96     | 0.00%             | 2034-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                    | MPLX LP                                                                         | CUSIP: 55336VBQ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27554.53     | 0.01%             | 2030-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                                                | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     56000 | PA      | $58205.42     | 0.01%             | 2034-04-24      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS                                      | Universal Health Services Inc                                                   | CUSIP: 913903AZ3<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13673.39     | 0.00%             | 2026-09-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| PRES & FELLOWS OF HARVAR                                   | President and Fellows of Harvard College                                        | CUSIP: 740816AP8<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |     10000 | PA      | $6177.97      | 0.00%             | 2050-10-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: —       |
| AUTONATION INC                                             | AutoNation Inc                                                                  | CUSIP: 05329WAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9000 | PA      | $7872.57      | 0.00%             | 2031-08-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                             | Amazon.com Inc                                                                  | CUSIP: 023135BY1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     39000 | PA      | $36953.18     | 0.01%             | 2028-05-12      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| DOC DR LLC                                                 | DOC DR LLC                                                                      | CUSIP: 71951QAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7000 | PA      | $6946.22      | 0.00%             | 2028-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                    | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AU3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     47000 | PA      | $47385.17     | 0.01%             | 2054-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                            | CMS Energy Corp                                                                 | CUSIP: 125896BN9<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     86000 | PA      | $78034.88     | 0.02%             | 2044-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TRIMBLE INC                                                | Trimble Inc                                                                     | CUSIP: 896239AC4<br>LEI: 549300E2MI7NSZFQWS19 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12223.79     | 0.00%             | 2028-06-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                   | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     18000 | PA      | $19241.99     | 0.00%             | 2034-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                     | Philip Morris International Inc                                                 | CUSIP: 718172BL2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    236000 | PA      | $203720.09    | 0.04%             | 2044-11-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                    | Public Service Co of Colorado                                                   | CUSIP: 744448CP4<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     81000 | PA      | $80515.56     | 0.02%             | 2028-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                 | Intel Corp                                                                      | CUSIP: 458140BX7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     15000 | PA      | $8975.81      | 0.00%             | 2061-08-12      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                    | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FD0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     17000 | PA      | $15002.96     | 0.00%             | 2044-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                           | T-Mobile USA Inc                                                                | CUSIP: 87264ACQ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     21000 | PA      | $18830.64     | 0.00%             | 2032-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                         | Banco Santander SA                                                              | CUSIP: 05964HAV7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $222495.83    | 0.04%             | 2033-08-08      | Fixed         | 6.92%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3128M5C57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4848 | PA      | $5116.35      | 0.00%             | 2037-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                       | Waste Management Inc                                                            | CUSIP: 94106LBR9<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |      9000 | PA      | $6833.20      | 0.00%             | 2041-06-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                             | Home Depot Inc/The                                                              | CUSIP: 437076BT8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    171000 | PA      | $167791.08    | 0.03%             | 2027-09-14      | Fixed         | 2.80%                 | No            |                  2 | On Loan: —       |
| EVERGY METRO                                               | Evergy Metro Inc                                                                | CUSIP: 485134BQ2<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5782.52      | 0.00%             | 2047-06-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BROADRIDGE FINANCIAL SOL                                   | Broadridge Financial Solutions Inc                                              | CUSIP: 11133TAC7<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9943.28      | 0.00%             | 2026-06-27      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                            | AstraZeneca PLC                                                                 | CUSIP: 046353AD0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    138000 | PA      | $157380.78    | 0.03%             | 2037-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| AETNA INC                                                  | Aetna Inc                                                                       | CUSIP: 00817YAJ7<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |     47000 | PA      | $40657.25     | 0.01%             | 2042-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                         | Analog Devices Inc                                                              | CUSIP: 032654AU9<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14051.18     | 0.00%             | 2028-10-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31413VSB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       761 | PA      | $777.68       | 0.00%             | 2037-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                     | ConocoPhillips Co                                                               | CUSIP: 20826FAF3<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     44000 | PA      | $41899.19     | 0.01%             | 2034-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PRES & FELLOWS OF HARVAR                                   | President and Fellows of Harvard College                                        | CUSIP: 740816AN3<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7008.78      | 0.00%             | 2056-07-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| EMORY UNIVERSITY                                           | Emory University                                                                | CUSIP: 29157TAE6<br>LEI: 95MD72NUUVZ3P8PQ6919 | Long             | DBT              | CORP              | US        |      8000 | PA      | $5364.02      | 0.00%             | 2050-09-01      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                   | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $25331.06     | 0.01%             | 2029-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                             | TD SYNNEX Corp                                                                  | CUSIP: 87162WAF7<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13691.49     | 0.00%             | 2026-08-09      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                            | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    115000 | PA      | $117555.78    | 0.02%             | 2033-07-22      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                      | TransCanada PipeLines Ltd                                                       | CUSIP: 8935268Z9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     85000 | PA      | $101715.26    | 0.02%             | 2039-01-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                     | Sempra                                                                          | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19509.46     | 0.00%             | 2052-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                        | Moody's Corp                                                                    | CUSIP: 615369AX3<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     10000 | PA      | $6397.29      | 0.00%             | 2061-11-29      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                | PepsiCo Inc                                                                     | CUSIP: 713448FN3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8352.68      | 0.00%             | 2052-07-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                   | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MBS8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    118000 | PA      | $113155.82    | 0.02%             | 2029-09-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                                         | Sonoco Products Co                                                              | CUSIP: 835495AL6<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11344.35     | 0.00%             | 2030-05-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                        | Suzano Austria GmbH                                                             | CUSIP: 86964WAJ1<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |     34000 | PA      | $32257.50     | 0.01%             | 2031-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PORT AUTH OF NEW YORK & NEW JE                             | Port Authority of New York & New Jersey                                         | CUSIP: 73358WEK6<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    550000 | PA      | $517216.76    | 0.10%             | 2051-10-01      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| HOAG MEMORIAL HOSPITAL                                     | Hoag Memorial Hospital Presbyterian                                             | CUSIP: 43371HAA1<br>LEI: FZFVQHQN7LISVXIZDB30 | Long             | DBT              | CORP              | US        |     11000 | PA      | $8465.44      | 0.00%             | 2052-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                               | Barclays PLC                                                                    | CUSIP: 06738EBS3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    151000 | PA      | $121890.57    | 0.02%             | 2042-03-10      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                     | Motorola Solutions Inc                                                          | CUSIP: 620076BU2<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     17000 | PA      | $15524.67     | 0.00%             | 2031-05-24      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| TARGA RESOURCES PARTNERS                                   | Targa Resources Partners LP / Targa Resources Partners Finance Corp             | CUSIP: 87612BBU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $18974.66     | 0.00%             | 2032-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                     | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HAY4<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     20000 | PA      | $19226.90     | 0.00%             | 2030-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 3138YV5N5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    245722 | PA      | $237141.92    | 0.05%             | 2045-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                                     | PPL Electric Utilities Corp                                                     | CUSIP: 69351UBB8<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14648.21     | 0.00%             | 2053-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                   | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MBG4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     46000 | PA      | $46349.10     | 0.01%             | 2028-10-16      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                        | Charles Schwab Corp/The                                                         | CUSIP: 808513BW4<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14854.94     | 0.00%             | 2027-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                        | American Express Co                                                             | CUSIP: 025816CP2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34650.17     | 0.01%             | 2027-05-03      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJG38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2629 | PA      | $2774.69      | 0.00%             | 2037-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                   | Citizens Financial Group Inc                                                    | CUSIP: 174610BF1<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     32000 | PA      | $33361.62     | 0.01%             | 2030-01-23      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| ARCH CAPITAL GRP US INC                                    | Arch Capital Group US Inc                                                       | CUSIP: 03938JAA7<br>LEI: 549300B4QKQFLY1XST28 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9576.44      | 0.00%             | 2043-11-01      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                              | Amphenol Corp                                                                   | CUSIP: 032095AS0<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8003.07      | 0.00%             | 2054-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                 | TELUS Corp                                                                      | CUSIP: 87971MBF9<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $9916.25      | 0.00%             | 2027-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                           | Bank of Montreal                                                                | CUSIP: 06368DH72<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $66855.84     | 0.01%             | 2037-01-10      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| TANGER PROPERTIES LP                                       | Tanger Properties LP                                                            | CUSIP: 875484AJ6<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              | CORP              | US        |     37000 | PA      | $36586.54     | 0.01%             | 2026-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                   | International Business Machines Corp                                            | CUSIP: 459200KK6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    202000 | PA      | $152860.59    | 0.03%             | 2040-05-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                      | Southern California Gas Co                                                      | CUSIP: 842434DA7<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10051.38     | 0.00%             | 2054-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                  | Boeing Co/The                                                                   | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     71000 | PA      | $70984.17     | 0.01%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                    | Public Service Electric and Gas Co                                              | CUSIP: 74456QBF2<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     86000 | PA      | $70766.19     | 0.01%             | 2044-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BROADRIDGE FINANCIAL SOL                                   | Broadridge Financial Solutions Inc                                              | CUSIP: 11133TAD5<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14170.53     | 0.00%             | 2029-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                         | Athene Holding Ltd                                                              | CUSIP: 04686JAE1<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |     39000 | PA      | $25641.92     | 0.01%             | 2052-05-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN FINANCIAL GROUP                                   | American Financial Group Inc/OH                                                 | CUSIP: 025932AP9<br>LEI: 549300AFOM7IVKIU1G39 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17721.51     | 0.00%             | 2030-04-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CONSOLIDATED                                     | Coca-Cola Consolidated Inc                                                      | CUSIP: 191098AM4<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14476.36     | 0.00%             | 2029-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                         | Analog Devices Inc                                                              | CUSIP: 032654BC8<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10826.78     | 0.00%             | 2054-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                                      | Jackson Financial Inc                                                           | CUSIP: 46817MAR8<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8101.66      | 0.00%             | 2027-06-08      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                              | Citigroup Inc                                                                   | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     58000 | PA      | $52288.93     | 0.01%             | 2032-05-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Ginnie Mae II Pool                                                              | CUSIP: 36179Y2M5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2524659 | PA      | $2575633.58   | 0.51%             | 2054-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 3140J9N23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4381 | PA      | $4376.45      | 0.00%             | 2026-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                 | Intel Corp                                                                      | CUSIP: 458140BN9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17015.08     | 0.00%             | 2060-03-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                            | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     81000 | PA      | $73808.08     | 0.01%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                    | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JAT1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7299.13      | 0.00%             | 2041-12-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                            | Tyson Foods Inc                                                                 | CUSIP: 902494AZ6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9991.75      | 0.00%             | 2034-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HARTFORD INSUR GRP INC/T                                   | Hartford Insurance Group Inc/The                                                | CUSIP: 416515BE3<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11361.01     | 0.00%             | 2029-08-19      | Fixed         | 2.80%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31410KM92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     80594 | PA      | $83899.49     | 0.02%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                          | Eversource Energy                                                               | CUSIP: 30040WBA5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14841.70     | 0.00%             | 2031-04-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                     | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KBZ2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17684.59     | 0.00%             | 2032-01-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31410PV26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       413 | PA      | $434.52       | 0.00%             | 2036-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TR FINANCE LLC                                             | TR Finance LLC                                                                  | CUSIP: 87268LAA5<br>LEI: 254900OWSTRTOV8P5W25 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9931.21      | 0.00%             | 2026-05-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                   | Occidental Petroleum Corp                                                       | CUSIP: 674599CJ2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      9000 | PA      | $7066.77      | 0.00%             | 2046-04-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| UNIV SOUTHERN CALIFORNIA                                   | University of Southern California                                               | CUSIP: 914886AC0<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |      8000 | PA      | $6422.27      | 0.00%             | 2047-10-01      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| HORMEL FOODS CORP                                          | Hormel Foods Corp                                                               | CUSIP: 440452AF7<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |     64000 | PA      | $57430.70     | 0.01%             | 2030-06-11      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                   | Capital One Financial Corp                                                      | CUSIP: 14040HDE2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20769.13     | 0.00%             | 2030-02-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                             | Morgan Stanley                                                                  | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     58000 | PA      | $61851.37     | 0.01%             | 2035-04-19      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST TURNPIKE AUTH TU                             | New Jersey Turnpike Authority                                                   | CUSIP: 646139X83<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |    512000 | PA      | $593711.36    | 0.12%             | 2041-01-01      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                                     | CNH Industrial Capital LLC                                                      | CUSIP: 12592BAS3<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12292.83     | 0.00%             | 2029-04-20      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                    | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10312.74     | 0.00%             | 2027-07-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                                         | Ameren Illinois Co                                                              | CUSIP: 02361DAX8<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |      7000 | PA      | $4546.02      | 0.00%             | 2051-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                     | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664CX7<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     15000 | PA      | $9157.21      | 0.00%             | 2051-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCE                                   | Pioneer Natural Resources Co                                                    | CUSIP: 723787AR8<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17991.10     | 0.00%             | 2031-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                             | Eli Lilly & Co                                                                  | CUSIP: 532457CS5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12411.53     | 0.00%             | 2054-08-14      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                        | JPMorgan Chase & Co                                                             | CUSIP: 46625HRY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    202000 | PA      | $201146.27    | 0.04%             | 2028-02-01      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                   | European Investment Bank                                                        | CUSIP: 298785JN7<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |     89000 | PA      | $79165.56     | 0.02%             | 2031-05-13      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                           | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CBK4<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14830.60     | 0.00%             | 2026-04-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                     | UnitedHealth Group Inc                                                          | CUSIP: 91324PCR1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     86000 | PA      | $78289.65     | 0.02%             | 2045-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SPIRE INC                                                  | Spire Inc                                                                       | CUSIP: 84857LAC5<br>LEI: 549300NXSY15DRY2R511 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7030.57      | 0.00%             | 2026-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PRES & FELLOWS OF HARVAR                                   | President and Fellows of Harvard College                                        | CUSIP: 740816AQ6<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7839.12      | 0.00%             | 2052-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                        | Estee Lauder Cos Inc/The                                                        | CUSIP: 29736RAF7<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |     49000 | PA      | $38055.57     | 0.01%             | 2042-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ENEL CHILE SA                                              | Enel Chile SA                                                                   | CUSIP: 29278DAA3<br>LEI: 549300YM5CWCAUVOPB53 | Long             | DBT              | CORP              | CL        |     36000 | PA      | $36644.40     | 0.01%             | 2028-06-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                    | MPLX LP                                                                         | CUSIP: 55336VBP4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8974.43      | 0.00%             | 2047-12-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3128M7FG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5945 | PA      | $6169.22      | 0.00%             | 2038-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                        | Gilead Sciences Inc                                                             | CUSIP: 375558AX1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    120000 | PA      | $112264.36    | 0.02%             | 2044-04-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| KEY BANK NA                                                | KeyBank NA/Cleveland OH                                                         | CUSIP: 49327V2A1<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    171000 | PA      | $170085.24    | 0.03%             | 2026-05-20      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                 | AbbVie Inc                                                                      | CUSIP: 00287YAW9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     97000 | PA      | $85913.50     | 0.02%             | 2046-05-14      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                   | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     41000 | PA      | $27067.45     | 0.01%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31411GPQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8540 | PA      | $8916.47      | 0.00%             | 2037-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                             | Morgan Stanley                                                                  | CUSIP: 617446HD4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     19000 | PA      | $22017.97     | 0.00%             | 2032-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31410MYK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4046 | PA      | $4230.82      | 0.00%             | 2036-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3128M6Q27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       408 | PA      | $430.60       | 0.00%             | 2038-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                        | Elevance Health Inc                                                             | CUSIP: 036752BF9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39842.25     | 0.01%             | 2064-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| HARTFORD INSUR GRP INC/T                                   | Hartford Insurance Group Inc/The                                                | CUSIP: 416515AS3<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6484.26      | 0.00%             | 2036-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31411JHY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4223 | PA      | $4375.61      | 0.00%             | 2037-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORP                                               | Chevron Corp                                                                    | CUSIP: 166764BL3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     46000 | PA      | $45719.28     | 0.01%             | 2026-05-16      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                          | L3Harris Technologies Inc                                                       | CUSIP: 502431AP4<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25418.37     | 0.01%             | 2027-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                   | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AG5<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     33000 | PA      | $31740.69     | 0.01%             | 2042-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                              | Owens Corning                                                                   | CUSIP: 690742AG6<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |     12000 | PA      | $9901.58      | 0.00%             | 2047-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                   | AT&T Inc                                                                        | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    403000 | PA      | $322332.46    | 0.06%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                   | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 03523TBF4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     28000 | PA      | $36148.27     | 0.01%             | 2039-01-15      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                            | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     69000 | PA      | $70004.28     | 0.01%             | 2028-07-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EVEREST REINSURANCE HLDG                                   | Everest Reinsurance Holdings Inc                                                | CUSIP: 299808AF2<br>LEI: 254900P29PM5UJR3VU91 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7313.26      | 0.00%             | 2044-06-01      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| THE CAMPBELLS COMPANY                                      | Campbell's Company/The                                                          | CUSIP: 134429BH1<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |     14000 | PA      | $12351.11     | 0.00%             | 2048-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                                    | DCP Midstream Operating LP                                                      | CUSIP: 23311VAK3<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7294.94      | 0.00%             | 2032-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                 | PacifiCorp                                                                      | CUSIP: 695114CL0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13600.94     | 0.00%             | 2039-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                   | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432NT8<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     11000 | PA      | $9344.75      | 0.00%             | 2049-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| ALLSTATE CORP                                              | Allstate Corp/The                                                               | CUSIP: 020002BG5<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7845.64      | 0.00%             | 2049-08-10      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| MDC HOLDINGS INC                                           | MDC Holdings Inc                                                                | CUSIP: 552676AQ1<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9530.61      | 0.00%             | 2043-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                   | Sabine Pass Liquefaction LLC                                                    | CUSIP: 785592AS5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30190.54     | 0.01%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                                         | Honda Motor Co Ltd                                                              | CUSIP: 438127AC6<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |     14000 | PA      | $12763.70     | 0.00%             | 2032-03-10      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                   | Baxter International Inc                                                        | CUSIP: 071813BY4<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9806.16      | 0.00%             | 2030-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                                       | Woodside Finance Ltd                                                            | CUSIP: 980236AS2<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |     41000 | PA      | $39303.79     | 0.01%             | 2054-09-12      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3128L4ND2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1046 | PA      | $1099.01      | 0.00%             | 2038-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                   | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748CE0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9927.49      | 0.00%             | 2044-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                            | San Diego Gas & Electric Co                                                     | CUSIP: 797440CE2<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12295.58     | 0.00%             | 2028-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ALLINA HEALTH SYSTEM                                       | Allina Health System                                                            | CUSIP: 01959LAC6<br>LEI: 5493001V00JCD7SQ0G44 | Long             | DBT              | CORP              | US        |      6000 | PA      | $4687.67      | 0.00%             | 2049-04-15      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                     | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664BV2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9028.67      | 0.00%             | 2043-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                          | General Motors Co                                                               | CUSIP: 37045VAH3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14619.92     | 0.00%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OHIO EDISON CO                                             | Ohio Edison Co                                                                  | CUSIP: 677347CE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7000 | PA      | $8040.93      | 0.00%             | 2036-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SNAP-ON INC                                                | Snap-on Inc                                                                     | CUSIP: 833034AK7<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | DBT              | CORP              | US        |     17000 | PA      | $16823.45     | 0.00%             | 2027-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                       | Westpac Banking Corp                                                            | CUSIP: 961214EF6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     27000 | PA      | $26450.10     | 0.01%             | 2034-07-24      | Fixed         | 4.11%                 | No            |                  2 | On Loan: —       |
| SALESFORCE INC                                             | Salesforce Inc                                                                  | CUSIP: 79466LAF1<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |     29000 | PA      | $28913.06     | 0.01%             | 2028-04-11      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                   | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AW9<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21144.10     | 0.00%             | 2032-05-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DAYTON POWER & LIGHT CO/                                   | Dayton Power & Light Co/The                                                     | CUSIP: 240019BV0<br>LEI: 1ELKY8G44MKGCQWG6864 | Long             | DBT              | CORP              | US        |      9000 | PA      | $6812.93      | 0.00%             | 2049-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                           | Altria Group Inc                                                                | CUSIP: 02209SBQ5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10569.34     | 0.00%             | 2028-11-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                                    | Connecticut Light and Power Co/The                                              | CUSIP: 207597EN1<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |      9000 | PA      | $7962.35      | 0.00%             | 2031-07-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| NYU LANGONE HOSPITALS                                      | NYU Langone Hospitals                                                           | CUSIP: 62952EAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6000 | PA      | $5535.55      | 0.00%             | 2044-07-01      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                           | Berry Global Inc                                                                | CUSIP: 08576PAL5<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10285.97     | 0.00%             | 2028-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| AMERICAN HOMES 4 RENT                                      | American Homes 4 Rent LP                                                        | CUSIP: 02666TAB3<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8144.03      | 0.00%             | 2029-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                  | Boeing Co/The                                                                   | CUSIP: 097023CA1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6851.45      | 0.00%             | 2028-11-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| KENTUCKY UTILITIES CO                                      | Kentucky Utilities Co                                                           | CUSIP: 491674BL0<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |     12000 | PA      | $10360.94     | 0.00%             | 2045-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                      | Indonesia Government International Bond                                         | CUSIP: 455780DR4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $202250.00    | 0.04%             | 2033-01-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| OLD REPUBLIC INTL CORP                                     | Old Republic International Corp                                                 | CUSIP: 680223AM6<br>LEI: 549300IV6O2YY2A1KH37 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8345.95      | 0.00%             | 2034-03-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                | Oracle Corp                                                                     | CUSIP: 68389XCF0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19027.50     | 0.00%             | 2025-11-10      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                               | Broadcom Inc                                                                    | CUSIP: 11135FCA7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17047.82     | 0.00%             | 2028-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31419GV92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     72756 | PA      | $72747.28     | 0.01%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                   | Virginia Electric and Power Co                                                  | CUSIP: 927804FV1<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8884.08      | 0.00%             | 2026-11-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                   | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556CX8<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20731.50     | 0.00%             | 2033-08-10      | Fixed         | 5.09%                 | No            |                  2 | On Loan: —       |
| BOEING CO                                                  | Boeing Co/The                                                                   | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    142000 | PA      | $144979.58    | 0.03%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                             | Morgan Stanley                                                                  | CUSIP: 61744YAL2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     38000 | PA      | $34006.50     | 0.01%             | 2038-07-22      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                            | United States Treasury Note/Bond                                                | CUSIP: 91282CNY3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25000000 | PA      | $24831054.75  | 4.95%             | 2028-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| JACOBS ENGINEERING GROUP                                   | Jacobs Engineering Group Inc                                                    | CUSIP: 469814AB3<br>LEI: 549300CZ8QS1GE53O776 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12675.68     | 0.00%             | 2028-08-18      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                                      | Evergy Kansas Central Inc                                                       | CUSIP: 95709TAJ9<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |      9000 | PA      | $7599.67      | 0.00%             | 2043-04-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                        | Bank of Nova Scotia/The                                                         | CUSIP: 06418JAA9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     23000 | PA      | $23346.23     | 0.00%             | 2026-12-07      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BROWN-FORMAN CORP                                          | Brown-Forman Corp                                                               | CUSIP: 115637AT7<br>LEI: 549300873K3LXF7ARU34 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5416.81      | 0.00%             | 2038-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                                                | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     58000 | PA      | $57487.41     | 0.01%             | 2028-05-22      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                         | Regal Rexnord Corp                                                              | CUSIP: 758750AN3<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21214.86     | 0.00%             | 2030-02-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                       | Waste Management Inc                                                            | CUSIP: 94106LBP3<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     19000 | PA      | $16472.38     | 0.00%             | 2031-03-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BROADRIDGE FINANCIAL SOL                                   | Broadridge Financial Solutions Inc                                              | CUSIP: 11133TAE3<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18088.02     | 0.00%             | 2031-05-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| CORNING INC                                                | Corning Inc                                                                     | CUSIP: 219350AV7<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8378.64      | 0.00%             | 2040-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TRUSTEES PRINCETON UNIV                                    | Trustees of Princeton University/The                                            | CUSIP: 89837LAG0<br>LEI: 549300PJZYINN64GDJ90 | Long             | DBT              | CORP              | US        |     10000 | PA      | $6332.07      | 0.00%             | 2050-07-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                                    | Booz Allen Hamilton Inc                                                         | CUSIP: 09951LAD5<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21909.81     | 0.00%             | 2035-04-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                         | Ally Financial Inc                                                              | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     96000 | PA      | $109483.39    | 0.02%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| JOHNS HOPKINS HEALTH SYS                                   | Johns Hopkins Health System Corp/The                                            | CUSIP: 478111AC1<br>LEI: 549300D81FCFUS7TQR04 | Long             | DBT              | CORP              | US        |     14000 | PA      | $11278.12     | 0.00%             | 2046-05-15      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                   | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BN1<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    154000 | PA      | $139652.28    | 0.03%             | 2030-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                    | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     82000 | PA      | $80080.40     | 0.02%             | 2027-10-21      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                           | T-Mobile USA Inc                                                                | CUSIP: 87264ACT0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     60000 | PA      | $41143.51     | 0.01%             | 2052-10-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| DOVER CORP                                                 | Dover Corp                                                                      | CUSIP: 260003AM0<br>LEI: 549300FMC2ALGA7N9E80 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7984.06      | 0.00%             | 2025-11-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                         | Royalty Pharma PLC                                                              | CUSIP: 78081BAL7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     19000 | PA      | $14584.23     | 0.00%             | 2040-09-02      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                 | US Bancorp                                                                      | CUSIP: 91159HJC5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    111000 | PA      | $108150.64    | 0.02%             | 2028-01-27      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                  | ONEOK Inc                                                                       | CUSIP: 682680BD4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12032.94     | 0.00%             | 2026-01-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| GLOBE LIFE INC                                             | Globe Life Inc                                                                  | CUSIP: 37959EAA0<br>LEI: 5493001JFHKQOPP6XA71 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7194.45      | 0.00%             | 2030-08-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                   | Western Midstream Operating LP                                                  | CUSIP: 958667AE7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15853.67     | 0.00%             | 2033-04-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| ORIX CORP                                                  | ORIX Corp                                                                       | CUSIP: 686330AN1<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |     47000 | PA      | $41988.89     | 0.01%             | 2031-03-09      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                            | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    137000 | PA      | $134933.33    | 0.03%             | 2028-12-20      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                            | DTE Electric Co                                                                 | CUSIP: 23338VAF3<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |      6000 | PA      | $4723.28      | 0.00%             | 2046-06-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                   | BHP Billiton Finance USA Ltd                                                    | CUSIP: 055451AZ1<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     20000 | PA      | $20325.05     | 0.00%             | 2028-02-28      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LOUISVILLE GAS & ELEC                                      | Louisville Gas and Electric Co                                                  | CUSIP: 546676AW7<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7000.00      | 0.00%             | 2025-10-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                    | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $50410.10     | 0.01%             | 2026-06-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                              | DTE Energy Co                                                                   | CUSIP: 233331BJ5<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16281.46     | 0.00%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                   | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $23255.14     | 0.00%             | 2029-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ONE GAS INC                                                | ONE Gas Inc                                                                     | CUSIP: 68235PAM0<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5940.98      | 0.00%             | 2032-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BAYCARE HEALTH SYSTEM                                      | BayCare Health System Inc                                                       | CUSIP: 072722AE1<br>LEI: 1H90SRZU22X0SF1UZR52 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7819.37      | 0.00%             | 2050-11-15      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 3138EQB84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    840195 | PA      | $825290.13    | 0.16%             | 2030-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                     | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607HR53<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     22000 | PA      | $20914.88     | 0.00%             | 2032-04-07      | Fixed         | 3.60%                 | No            |                  2 | On Loan: —       |
| NVIDIA CORP                                                | NVIDIA Corp                                                                     | CUSIP: 67066GAJ3<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7590.84      | 0.00%             | 2060-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MONTEFIORE OBLIGATED GRP                                   | Montefiore Obligated Group                                                      | CUSIP: 61237WAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     17000 | PA      | $11690.17     | 0.00%             | 2050-09-01      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                       | Parker-Hannifin Corp                                                            | CUSIP: 701094AP9<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     16000 | PA      | $13067.88     | 0.00%             | 2049-06-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| WALMART INC                                                | Walmart Inc                                                                     | CUSIP: 931142DG5<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6150.06      | 0.00%             | 2043-04-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CAMDEN PROPERTY TRUST                                      | Camden Property Trust                                                           | CUSIP: 133131BB7<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8123.01      | 0.00%             | 2034-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                 | Nasdaq Inc                                                                      | CUSIP: 63111XAJ0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     22000 | PA      | $23111.18     | 0.00%             | 2034-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                      | Texas Instruments Inc                                                           | CUSIP: 882508CE2<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13129.95     | 0.00%             | 2027-02-08      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                    | John Deere Capital Corp                                                         | CUSIP: 24422EWD7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9795.17      | 0.00%             | 2027-03-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                           | Peruvian Government International Bond                                          | CUSIP: 715638AU6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    381000 | PA      | $424243.50    | 0.08%             | 2037-03-14      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                           | Berry Global Inc                                                                | CUSIP: 08576BAB8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16925.97     | 0.00%             | 2031-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                  | Amgen Inc                                                                       | CUSIP: 031162DJ6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13620.69     | 0.00%             | 2033-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                         | Analog Devices Inc                                                              | CUSIP: 032654AV7<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17690.16     | 0.00%             | 2031-10-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                    | Dell International LLC / EMC Corp                                               | CUSIP: 24703DBH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     46000 | PA      | $32347.52     | 0.01%             | 2051-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CARLISLE COS INC                                           | Carlisle Cos Inc                                                                | CUSIP: 142339AL4<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |     11000 | PA      | $9515.21      | 0.00%             | 2032-03-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: —       |
| LOWE'S COS INC                                             | Lowe's Cos Inc                                                                  | CUSIP: 548661DQ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     26000 | PA      | $20948.79     | 0.00%             | 2047-05-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                | CUSIP: 3133KN7M9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3277192 | PA      | $2795132.10   | 0.56%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                     | Verizon Communications Inc                                                      | CUSIP: 92343VCV4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     26000 | PA      | $24396.40     | 0.00%             | 2036-01-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| CUBESMART LP                                               | CubeSmart LP                                                                    | CUSIP: 22966RAG1<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |      9000 | PA      | $7877.38      | 0.00%             | 2031-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                   | American Water Capital Corp                                                     | CUSIP: 03040WAM7<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6085.18      | 0.00%             | 2045-09-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                   | International Business Machines Corp                                            | CUSIP: 459200JG7<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     64000 | PA      | $63834.09     | 0.01%             | 2026-02-19      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                 | Intel Corp                                                                      | CUSIP: 458140CM0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     23000 | PA      | $22099.39     | 0.00%             | 2054-02-21      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| WEC ENERGY GROUP INC                                       | WEC Energy Group Inc                                                            | CUSIP: 92939UAK2<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |     47000 | PA      | $47054.09     | 0.01%             | 2026-01-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| XYLEM INC                                                  | Xylem Inc/NY                                                                    | CUSIP: 98419MAJ9<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9899.21      | 0.00%             | 2026-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                       | Howmet Aerospace Inc                                                            | CUSIP: 013817AJ0<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12284.00     | 0.00%             | 2027-02-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                                | NVIDIA Corp                                                                     | CUSIP: 67066GAE4<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19891.92     | 0.00%             | 2026-09-16      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                         | Ford Motor Co                                                                   | CUSIP: 345370BY5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     36000 | PA      | $37968.92     | 0.01%             | 2028-10-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                           | Puget Energy Inc                                                                | CUSIP: 745310AM4<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9500.93      | 0.00%             | 2028-06-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                           | Altria Group Inc                                                                | CUSIP: 02209SBL6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26417.97     | 0.01%             | 2032-02-04      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                         | Royalty Pharma PLC                                                              | CUSIP: 78081BAP8<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     14000 | PA      | $9388.06      | 0.00%             | 2051-09-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31368HMU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       426 | PA      | $451.56       | 0.00%             | 2036-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                       | Westpac Banking Corp                                                            | CUSIP: 961214EY5<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     22000 | PA      | $16699.41     | 0.00%             | 2041-11-18      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                   | Prudential Financial Inc                                                        | CUSIP: 744320AW2<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14829.83     | 0.00%             | 2047-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| ROYAL BANK OF CANADA                                       | Royal Bank of Canada                                                            | CUSIP: 78016FZU1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     29000 | PA      | $30159.84     | 0.01%             | 2027-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                   | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748CD2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13740.36     | 0.00%             | 2055-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                             | Morgan Stanley                                                                  | CUSIP: 61747YFL4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     48000 | PA      | $50010.77     | 0.01%             | 2035-01-18      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                        | Charles Schwab Corp/The                                                         | CUSIP: 808513BR5<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19655.67     | 0.00%             | 2026-05-13      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                   | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MAK6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     65000 | PA      | $64357.24     | 0.01%             | 2026-10-19      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                              | Citigroup Inc                                                                   | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     67000 | PA      | $61659.27     | 0.01%             | 2031-06-03      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31412MSA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3430 | PA      | $3547.79      | 0.00%             | 2038-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                   | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556CV2<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12095.56     | 0.00%             | 2026-08-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                        | Dominion Energy Inc                                                             | CUSIP: 25746UDP1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8830.08      | 0.00%             | 2032-08-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                     | Pacific Gas and Electric Co                                                     | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    171000 | PA      | $164415.06    | 0.03%             | 2027-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                   | European Investment Bank                                                        | CUSIP: 298785JP2<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |    178000 | PA      | $172315.03    | 0.03%             | 2026-10-26      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                                   | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                      | CUSIP: 46590XAQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     19000 | PA      | $14975.16     | 0.00%             | 2052-02-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SIERRA PACIFIC POWER CO                                    | Sierra Pacific Power Co                                                         | CUSIP: 826418BQ7<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8178.10      | 0.00%             | 2054-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31413HNZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       438 | PA      | $453.48       | 0.00%             | 2037-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                         | Vodafone Group PLC                                                              | CUSIP: 92857WAB6<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     10000 | PA      | $10843.65     | 0.00%             | 2032-11-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                    | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JCD4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     10000 | PA      | $6151.06      | 0.00%             | 2051-11-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                              | Allstate Corp/The                                                               | CUSIP: 020002BC4<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |     14000 | PA      | $11756.27     | 0.00%             | 2046-12-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                           | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CBP3<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11304.27     | 0.00%             | 2028-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                         | Banco Santander SA                                                              | CUSIP: 05964HAF2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $198181.42    | 0.04%             | 2028-02-23      | Fixed         | 3.80%                 | No            |                  2 | On Loan: —       |
| REGIONS FINANCIAL CORP                                     | Regions Financial Corp                                                          | CUSIP: 7591EPAE0<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |     14000 | PA      | $16154.54     | 0.00%             | 2037-12-10      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CONSOLIDATED                                     | Coca-Cola Consolidated Inc                                                      | CUSIP: 191098AK8<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6993.00      | 0.00%             | 2025-11-25      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                                        | American International Group Inc                                                | CUSIP: 026874DP9<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16993.76     | 0.00%             | 2050-06-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                     | Verizon Communications Inc                                                      | CUSIP: 92343VBT0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     16000 | PA      | $17875.19     | 0.00%             | 2043-09-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                   | Florida Power & Light Co                                                        | CUSIP: 341081GV3<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17406.14     | 0.00%             | 2054-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                                     | CNH Industrial Capital LLC                                                      | CUSIP: 12592BAQ7<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12095.77     | 0.00%             | 2028-04-10      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Ginnie Mae II Pool                                                              | CUSIP: 36241LGW0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    241886 | PA      | $250197.98    | 0.05%             | 2039-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                                        | Emerson Electric Co                                                             | CUSIP: 291011BN3<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    138000 | PA      | $124388.90    | 0.02%             | 2030-10-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                                | Bell Telephone Co of Canada or Bell Canada                                      | CUSIP: 0778FPAH2<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |     28000 | PA      | $18658.59     | 0.00%             | 2052-02-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: —       |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                            | CUSIP: 06051GHS1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     63000 | PA      | $53793.05     | 0.01%             | 2050-03-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                      | Norfolk Southern Corp                                                           | CUSIP: 655844BN7<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     86000 | PA      | $78641.35     | 0.02%             | 2043-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                      | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150BC7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     42000 | PA      | $44209.90     | 0.01%             | 2029-08-21      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                    | Honeywell International Inc                                                     | CUSIP: 438516CR5<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10346.53     | 0.00%             | 2031-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                           | T-Mobile USA Inc                                                                | CUSIP: 87264ACX1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15100.65     | 0.00%             | 2062-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: —       |
| ENBRIDGE 0 CP 10/01/25                                     | ENBRIDGE 0 CP 10/01/25                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3999530.40   | 0.80%             | 2025-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                      | Micron Technology Inc                                                           | CUSIP: 595112CD3<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20702.54     | 0.00%             | 2031-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                         | Regency Centers LP                                                              | CUSIP: 75884RAW3<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |      9000 | PA      | $7717.44      | 0.00%             | 2047-02-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                         | Vodafone Group PLC                                                              | CUSIP: 92857TAH0<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     15000 | PA      | $17150.05     | 0.00%             | 2030-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31419JLR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     62500 | PA      | $60975.71     | 0.01%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3132GGDQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     23357 | PA      | $22800.12     | 0.00%             | 2041-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO                                             | Halliburton Co                                                                  | CUSIP: 406216BG5<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7991.37      | 0.00%             | 2025-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31417YW37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    394595 | PA      | $385216.52    | 0.08%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                                    | O'Reilly Automotive Inc                                                         | CUSIP: 67103HAM9<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15263.41     | 0.00%             | 2026-11-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                                         | Ameren Illinois Co                                                              | CUSIP: 02361DAQ3<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8445.16      | 0.00%             | 2046-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                               | NiSource Inc                                                                    | CUSIP: 65473QBE2<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19817.10     | 0.00%             | 2027-05-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                     | Equitable Holdings Inc                                                          | CUSIP: 29452EAC5<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10528.04     | 0.00%             | 2033-01-11      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                             | Morgan Stanley                                                                  | CUSIP: 61747YEY7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     58000 | PA      | $63762.66     | 0.01%             | 2033-10-18      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                      | Southern California Gas Co                                                      | CUSIP: 842434CS9<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |      8000 | PA      | $6659.35      | 0.00%             | 2049-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                     | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HAL2<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     10000 | PA      | $7413.30      | 0.00%             | 2042-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31408EAM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11886 | PA      | $12253.63     | 0.00%             | 2036-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DELL INC                                                   | Dell Inc                                                                        | CUSIP: 24702RAF8<br>LEI: 3E70L4WYANTIWWIPHC81 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8684.99      | 0.00%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORP                                     | Regions Financial Corp                                                          | CUSIP: 7591EPAU4<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14595.56     | 0.00%             | 2030-06-06      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                    | John Deere Capital Corp                                                         | CUSIP: 24422EWX3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12075.26     | 0.00%             | 2026-06-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                | CITIBANK NA                                                                     | CUSIP: 17330QHV2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    900000 | PA      | $900234.81    | 0.18%             | 2025-10-23      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                                 | VMware LLC                                                                      | CUSIP: 928563AF2<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15190.73     | 0.00%             | 2030-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                                                | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     81000 | PA      | $85111.06     | 0.02%             | 2034-07-25      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| CADENCE DESIGN SYS INC                                     | Cadence Design Systems Inc                                                      | CUSIP: 127387AP3<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |     19000 | PA      | $18978.09     | 0.00%             | 2034-09-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                | Oracle Corp                                                                     | CUSIP: 68389XCS2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     29000 | PA      | $28944.57     | 0.01%             | 2029-09-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                 | PacifiCorp                                                                      | CUSIP: 695114CJ5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6476.39      | 0.00%             | 2038-07-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                    | HCA Inc                                                                         | CUSIP: 404119CJ6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9704.48      | 0.00%             | 2029-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 3140J9N31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        68 | PA      | $68.70        | 0.00%             | 2027-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                        | Fifth Third Bancorp                                                             | CUSIP: 316773DJ6<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     31000 | PA      | $32335.22     | 0.01%             | 2028-10-27      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                     | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664CR0<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34320.05     | 0.01%             | 2049-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Banc of America Commercial Mor                             | Bank of America Merrill Lynch Commercial Mortgage Trust 2017-BNK3               | CUSIP: 06427DAV5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1468871 | PA      | $1447170.78   | 0.29%             | 2050-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GEORGETOWN UNIVERSITY                                      | Georgetown University/The                                                       | CUSIP: 37310PAF8<br>LEI: 549300GCL3B0KVXSX752 | Long             | DBT              | CORP              | US        |     18000 | PA      | $16968.40     | 0.00%             | 2053-04-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| NATWEST GROUP PLC                                          | NatWest Group PLC                                                               | CUSIP: 639057AN8<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     20000 | PA      | $21098.42     | 0.00%             | 2035-03-01      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| MCCORMICK & CO                                             | McCormick & Co Inc/MD                                                           | CUSIP: 579780AS6<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8758.66      | 0.00%             | 2031-02-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                      | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150AX2<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     11000 | PA      | $9419.47      | 0.00%             | 2036-08-15      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                      | Southern California Gas Co                                                      | CUSIP: 842434CX8<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     12000 | PA      | $13123.73     | 0.00%             | 2052-11-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                      | PACCAR Financial Corp                                                           | CUSIP: 69371RS49<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10023.80     | 0.00%             | 2026-03-30      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Ginnie Mae II Pool                                                              | CUSIP: 3617B8KR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1355467 | PA      | $1245577.41   | 0.25%             | 2047-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA G&E CO                                            | Oklahoma Gas and Electric Co                                                    | CUSIP: 678858BQ3<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |     38000 | PA      | $31309.51     | 0.01%             | 2044-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                             | Lowe's Cos Inc                                                                  | CUSIP: 548661ED5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18700.07     | 0.00%             | 2028-09-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                            | San Diego Gas & Electric Co                                                     | CUSIP: 797440BW3<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |      8000 | PA      | $6512.09      | 0.00%             | 2048-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3128KSFJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       857 | PA      | $902.26       | 0.00%             | 2037-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                    | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    105000 | PA      | $117691.35    | 0.02%             | 2037-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                   | AT&T Inc                                                                        | CUSIP: 00206RJK9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    171000 | PA      | $150939.03    | 0.03%             | 2044-06-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                   | Virginia Electric and Power Co                                                  | CUSIP: 927804FT6<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5876.24      | 0.00%             | 2045-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY SOUTH                                      | Dominion Energy South Carolina Inc                                              | CUSIP: 837004CG3<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8198.54      | 0.00%             | 2043-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                    | Dell International LLC / EMC Corp                                               | CUSIP: 24703DBL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $21161.07     | 0.00%             | 2033-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                     | Verizon Communications Inc                                                      | CUSIP: 92344GAX4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9594.37      | 0.00%             | 2035-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| INGREDION INC                                              | Ingredion Inc                                                                   | CUSIP: 457187AB8<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9898.62      | 0.00%             | 2026-10-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                     | Asian Development Bank                                                          | CUSIP: 045167FL2<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | N/A       |     89000 | PA      | $83774.95     | 0.02%             | 2029-03-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                     | Verizon Communications Inc                                                      | CUSIP: 92343VCQ5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     38000 | PA      | $36670.22     | 0.01%             | 2034-11-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                  | Kroger Co/The                                                                   | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39019.97     | 0.01%             | 2054-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                                          | GXO Logistics Inc                                                               | CUSIP: 36262GAD3<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7134.23      | 0.00%             | 2031-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31410GCH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29588 | PA      | $31196.68     | 0.01%             | 2037-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TRIMBLE INC                                                | Trimble Inc                                                                     | CUSIP: 896239AE0<br>LEI: 549300E2MI7NSZFQWS19 | Long             | DBT              | CORP              | US        |     16000 | PA      | $17207.66     | 0.00%             | 2033-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31410KKR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13095 | PA      | $13582.81     | 0.00%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31410TGY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30363 | PA      | $30489.36     | 0.01%             | 2036-07-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| COLGATE-PALMOLIVE CO                                       | Colgate-Palmolive Co                                                            | CUSIP: 19416QEJ5<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |     43000 | PA      | $36201.33     | 0.01%             | 2045-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN UNIVERSITY                                    | Northwestern University                                                         | CUSIP: 668444AQ5<br>LEI: OBWWNZE695DUK77DTI34 | Long             | DBT              | CORP              | US        |     18000 | PA      | $13323.56     | 0.00%             | 2057-12-01      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| MASS GENERAL BRIGHAM INC                                   | Mass General Brigham Inc                                                        | CUSIP: 70213HAF5<br>LEI: 5493007Z86EDN0QFYU66 | Long             | DBT              | CORP              | US        |     13000 | PA      | $8696.33      | 0.00%             | 2060-07-01      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                               | Broadcom Inc                                                                    | CUSIP: 11135FBH3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     56000 | PA      | $50949.82     | 0.01%             | 2031-02-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                               | Comcast Corp                                                                    | CUSIP: 20030NDQ1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     38000 | PA      | $20033.24     | 0.00%             | 2062-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                   | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16000 | PA      | $15098.06     | 0.00%             | 2038-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                       | Booking Holdings Inc                                                            | CUSIP: 741503AZ9<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19940.55     | 0.00%             | 2026-06-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                     | Verizon Communications Inc                                                      | CUSIP: 92343VFD1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     23000 | PA      | $18108.33     | 0.00%             | 2050-03-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                              | Citigroup Inc                                                                   | CUSIP: 172967MM0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24915.61     | 0.00%             | 2041-03-26      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                     | Asian Development Bank                                                          | CUSIP: 045167FZ1<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | N/A       |    237000 | PA      | $242436.82    | 0.05%             | 2028-08-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| SOUTHERN CAL EDISON                                        | Southern California Edison Co                                                   | CUSIP: 842400GG2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     75000 | PA      | $56825.90     | 0.01%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                | Walmart Inc                                                                     | CUSIP: 931142EN9<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14705.17     | 0.00%             | 2029-07-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                    | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111GA5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45349.17     | 0.01%             | 2031-06-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                     | Extra Space Storage LP                                                          | CUSIP: 30225VAM9<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8942.95      | 0.00%             | 2027-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                     | Sempra                                                                          | CUSIP: 816851BJ7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     16000 | PA      | $12351.88     | 0.00%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                   | Capital One Financial Corp                                                      | CUSIP: 254709AS7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     15000 | PA      | $16556.77     | 0.00%             | 2032-11-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                                    | Connecticut Light and Power Co/The                                              | CUSIP: 207597EP6<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9650.49      | 0.00%             | 2053-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                                | Equifax Inc                                                                     | CUSIP: 294429AR6<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7966.92      | 0.00%             | 2025-12-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                         | Meta Platforms Inc                                                              | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     62000 | PA      | $61303.60     | 0.01%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                        | CommonSpirit Health                                                             | CUSIP: 20268JAB9<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     19000 | PA      | $18376.67     | 0.00%             | 2029-10-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                  | Apple Inc                                                                       | CUSIP: 037833EC0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     44000 | PA      | $41488.89     | 0.01%             | 2028-02-08      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA INSTITUTE OF                                    | California Institute of Technology                                              | CUSIP: 13034VAA2<br>LEI: 549300CITPNHOTVPHC04 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5838.75      | 0.00%             | 2111-11-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                         | Analog Devices Inc                                                              | CUSIP: 032654AX3<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |     20000 | PA      | $13221.54     | 0.00%             | 2051-10-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CME GROUP INC                                              | CME Group Inc                                                                   | CUSIP: 12572QAF2<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40944.67     | 0.01%             | 2043-09-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                         | Realty Income Corp                                                              | CUSIP: 756109AR5<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85059.42     | 0.02%             | 2026-10-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                   | International Flavors & Fragrances Inc                                          | CUSIP: 459506AK7<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8031.09      | 0.00%             | 2028-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                | Nutrien Ltd                                                                     | CUSIP: 67077MAR9<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $9243.15      | 0.00%             | 2043-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                               | Barclays PLC                                                                    | CUSIP: 06738EBR5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    202000 | PA      | $182888.31    | 0.04%             | 2032-03-10      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| CORNING INC                                                | Corning Inc                                                                     | CUSIP: 219350BK0<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10696.84     | 0.00%             | 2048-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3132QS2P2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    109686 | PA      | $105734.38    | 0.02%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                               | Comcast Corp                                                                    | CUSIP: 20030NBH3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    151000 | PA      | $147978.34    | 0.03%             | 2033-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                | Oracle Corp                                                                     | CUSIP: 68389XCP8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     29000 | PA      | $29271.10     | 0.01%             | 2033-02-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                                         | Southwest Gas Corp                                                              | CUSIP: 844895AX0<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |      6000 | PA      | $4632.59      | 0.00%             | 2046-09-29      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 3138WESG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    295031 | PA      | $284209.70    | 0.06%             | 2045-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJFU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     29684 | PA      | $30487.24     | 0.01%             | 2037-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                     | Verizon Communications Inc                                                      | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     94000 | PA      | $82459.42     | 0.02%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| BRUNSWICK CORP                                             | Brunswick Corp/DE                                                               | CUSIP: 117043AU3<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8576.65      | 0.00%             | 2032-09-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| AMAZON.COM INC                                             | Amazon.com Inc                                                                  | CUSIP: 023135CR5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     39000 | PA      | $40108.86     | 0.01%             | 2032-12-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 3140MGNA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1288408 | PA      | $1055388.40   | 0.21%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                      | Waste Connections Inc                                                           | CUSIP: 94106BAC5<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |     13000 | PA      | $11433.93     | 0.00%             | 2032-01-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                      | Texas Instruments Inc                                                           | CUSIP: 882508CC6<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12242.71     | 0.00%             | 2053-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                          | General Motors Co                                                               | CUSIP: 37045VAF7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30524.39     | 0.01%             | 2043-10-02      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER                                    | Reinsurance Group of America Inc                                                | CUSIP: 759351AR0<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8560.29      | 0.00%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                        | Carrier Global Corp                                                             | CUSIP: 14448CBC7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     17000 | PA      | $18251.69     | 0.00%             | 2034-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ELECTRONIC ARTS INC                                        | Electronic Arts Inc                                                             | CUSIP: 285512AD1<br>LEI: 549300O7A67PUEYKDL45 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8007.31      | 0.00%             | 2026-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                        | Charles Schwab Corp/The                                                         | CUSIP: 808513CH6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     23000 | PA      | $25064.78     | 0.00%             | 2034-08-24      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                  | ONEOK Inc                                                                       | CUSIP: 682680DA8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9235.19      | 0.00%             | 2047-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31416JCU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49133 | PA      | $50804.74     | 0.01%             | 2036-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                   | International Business Machines Corp                                            | CUSIP: 459200AP6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     97000 | PA      | $117661.85    | 0.02%             | 2096-12-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| WW GRAINGER INC                                            | WW Grainger Inc                                                                 | CUSIP: 384802AD6<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |      8000 | PA      | $6721.45      | 0.00%             | 2047-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                   | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAS0<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     53000 | PA      | $55124.72     | 0.01%             | 2034-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HP INC                                                     | HP Inc                                                                          | CUSIP: 40434LAB1<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19623.24     | 0.00%             | 2027-06-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                            | DTE Electric Co                                                                 | CUSIP: 23338VAA4<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |      8000 | PA      | $6761.52      | 0.00%             | 2043-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                          | Healthpeak OP LLC                                                               | CUSIP: 42250PAB9<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11058.70     | 0.00%             | 2031-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                          | Cisco Systems Inc                                                               | CUSIP: 17275RAF9<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    264000 | PA      | $275777.29    | 0.05%             | 2040-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                          | HSBC Holdings PLC                                                               | CUSIP: 404280BL2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    171000 | PA      | $171870.74    | 0.03%             | N/A             | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RICE UNIVERSITY                                            | William Marsh Rice University                                                   | CUSIP: 96926GAD5<br>LEI: 549300QPVG49ONTSJJ20 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3886.39      | 0.00%             | 2055-05-15      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                             | Lowe's Cos Inc                                                                  | CUSIP: 548661EJ2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     26000 | PA      | $21009.30     | 0.00%             | 2052-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                  | ONEOK Inc                                                                       | CUSIP: 682680AU7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15128.97     | 0.00%             | 2028-07-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| COTTAGE HEALTH SYSTEM                                      | Cottage Health Obligated Group                                                  | CUSIP: 22170QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $7108.23      | 0.00%             | 2049-11-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: —       |
| PARAMOUNT GLOBAL                                           | Paramount Global                                                                | CUSIP: 92553PAP7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     29000 | PA      | $22396.92     | 0.00%             | 2043-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                          | Healthpeak OP LLC                                                               | CUSIP: 42250PAE3<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15434.65     | 0.00%             | 2032-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                    | John Deere Capital Corp                                                         | CUSIP: 24422EVK2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     18000 | PA      | $17819.67     | 0.00%             | 2026-01-15      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                        | Moody's Corp                                                                    | CUSIP: 615369AT2<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |      6000 | PA      | $4157.77      | 0.00%             | 2050-05-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                  | Boeing Co/The                                                                   | CUSIP: 097023BY0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5789.67      | 0.00%             | 2038-03-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31407HRF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4486 | PA      | $4713.66      | 0.00%             | 2036-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3128LXCU2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    112455 | PA      | $115216.41    | 0.02%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3128M66H6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     46460 | PA      | $48273.29     | 0.01%             | 2039-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EIDP INC                                                   | EIDP Inc                                                                        | CUSIP: 263534CR8<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12092.97     | 0.00%             | 2033-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| ARCELORMITTAL SA                                           | ArcelorMittal SA                                                                | CUSIP: 03938LBH6<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |     10000 | PA      | $10459.62     | 0.00%             | 2054-06-17      | Fixed         | 6.35%                 | No            |                  2 | On Loan: —       |
| WASTE MANAGEMENT INC                                       | Waste Management Inc                                                            | CUSIP: 94106LBM0<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     10000 | PA      | $6083.57      | 0.00%             | 2050-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                   | Capital One Financial Corp                                                      | CUSIP: 254709AP3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12003.07     | 0.00%             | 2026-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                       | Westpac Banking Corp                                                            | CUSIP: 961214DC4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     22000 | PA      | $21772.30     | 0.00%             | 2026-08-19      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                           | Coca-Cola Co/The                                                                | CUSIP: 191216DL1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     79000 | PA      | $54021.87     | 0.01%             | 2051-03-05      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3128K5HU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14112 | PA      | $14493.66     | 0.00%             | 2036-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                   | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAL8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     25000 | PA      | $16762.55     | 0.00%             | 2050-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LKQ CORP                                                   | LKQ Corp                                                                        | CUSIP: 501889AF6<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12812.64     | 0.00%             | 2033-06-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage A                             | Ginnie Mae II Pool                                                              | CUSIP: 36202FUF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    282784 | PA      | $283051.12    | 0.06%             | 2041-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                                         | Coterra Energy Inc                                                              | CUSIP: 127097AG8<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13914.78     | 0.00%             | 2027-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                        | American Express Co                                                             | CUSIP: 025816CM9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     24000 | PA      | $23406.60     | 0.00%             | 2026-11-04      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                | Oracle Corp                                                                     | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     34000 | PA      | $31254.98     | 0.01%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                | Walmart Inc                                                                     | CUSIP: 931142EZ2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17951.25     | 0.00%             | 2052-09-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 3140M2LR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1871075 | PA      | $1524006.00   | 0.30%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                      | MidAmerican Energy Co                                                           | CUSIP: 595620AT2<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     17000 | PA      | $16760.62     | 0.00%             | 2029-04-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| LEGGETT & PLATT INC                                        | Leggett & Platt Inc                                                             | CUSIP: 524660AZ0<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9849.88      | 0.00%             | 2029-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| SUTTER HEALTH                                              | Sutter Health                                                                   | CUSIP: 86944BAD5<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6943.18      | 0.00%             | 2028-08-15      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                       | Royal Bank of Canada                                                            | CUSIP: 78016FZZ0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     22000 | PA      | $22209.24     | 0.00%             | 2026-07-20      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                               | NiSource Inc                                                                    | CUSIP: 65473PAH8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14327.52     | 0.00%             | 2029-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| HP INC                                                     | HP Inc                                                                          | CUSIP: 40434LAC9<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9546.52      | 0.00%             | 2030-06-17      | Fixed         | 3.40%                 | No            |                  2 | On Loan: —       |
| WALMART INC                                                | Walmart Inc                                                                     | CUSIP: 931142ET6<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35312.62     | 0.01%             | 2031-09-22      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                 | AbbVie Inc                                                                      | CUSIP: 00287YDW6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     61000 | PA      | $60698.10     | 0.01%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                                     | Boston Scientific Corp                                                          | CUSIP: 101137AL1<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |      6000 | PA      | $7328.83      | 0.00%             | 2040-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                         | Panama Government International Bond                                            | CUSIP: 698299BT0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    388000 | PA      | $403132.00    | 0.08%             | 2035-02-14      | Fixed         | 6.40%                 | No            |                  2 | On Loan: —       |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                                                | CUSIP: 94974BGT1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     46000 | PA      | $38964.67     | 0.01%             | 2046-06-14      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                                        | American International Group Inc                                                | CUSIP: 026874DC8<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23221.37     | 0.00%             | 2035-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                      | Uber Technologies Inc                                                           | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     29000 | PA      | $29074.44     | 0.01%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                         | Valero Energy Corp                                                              | CUSIP: 91913YAL4<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    105000 | PA      | $116479.35    | 0.02%             | 2037-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                       | Waste Management Inc                                                            | CUSIP: 94106LCF4<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     21000 | PA      | $20710.22     | 0.00%             | 2054-10-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                                   | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                      | CUSIP: 46590XAX4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     33000 | PA      | $34855.92     | 0.01%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                | Oracle Corp                                                                     | CUSIP: 68389XCQ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     43000 | PA      | $40715.37     | 0.01%             | 2053-02-06      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                      | Novartis Capital Corp                                                           | CUSIP: 66989HAF5<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8378.29      | 0.00%             | 2042-09-21      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                     | American Honda Finance Corp                                                     | CUSIP: 02665WFP1<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13042.27     | 0.00%             | 2026-10-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                               | Broadcom Inc                                                                    | CUSIP: 11135FBG5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     74000 | PA      | $57968.21     | 0.01%             | 2051-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 3138AJK50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     63662 | PA      | $63732.44     | 0.01%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                    | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     48000 | PA      | $48312.15     | 0.01%             | 2028-08-23      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                               | Comcast Corp                                                                    | CUSIP: 20030NDH1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    202000 | PA      | $169961.63    | 0.03%             | 2040-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3128KEC68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11606 | PA      | $12258.51     | 0.00%             | 2036-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                             | Eli Lilly & Co                                                                  | CUSIP: 532457BV9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     21000 | PA      | $20621.91     | 0.00%             | 2029-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CAMDEN PROPERTY TRUST                                      | Camden Property Trust                                                           | CUSIP: 133131AW2<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8014.73      | 0.00%             | 2028-10-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: —       |
| NIKE INC                                                   | NIKE Inc                                                                        | CUSIP: 654106AF0<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |     63000 | PA      | $61989.31     | 0.01%             | 2026-11-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                    | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DH8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    171000 | PA      | $155178.77    | 0.03%             | 2044-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                                   | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                      | CUSIP: 46590XAP1<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     20000 | PA      | $17905.98     | 0.00%             | 2032-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                    | John Deere Capital Corp                                                         | CUSIP: 24422EVW6<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7797.00      | 0.00%             | 2026-10-13      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                     | Brookfield Finance Inc                                                          | CUSIP: 11271LAM4<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |      4000 | PA      | $4152.22      | 0.00%             | 2035-01-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| PRES & FELLOWS OF HARVAR                                   | President and Fellows of Harvard College                                        | CUSIP: 740816AH6<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |     18000 | PA      | $17770.50     | 0.00%             | 2040-10-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                      | Texas Instruments Inc                                                           | CUSIP: 882508BG8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14059.13     | 0.00%             | 2029-09-04      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| VERALTO CORP                                               | Veralto Corp                                                                    | CUSIP: 92338CAB9<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14174.41     | 0.00%             | 2026-09-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                        | Sherwin-Williams Co/The                                                         | CUSIP: 824348AX4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12976.64     | 0.00%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                   | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MCK4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     60000 | PA      | $44623.79     | 0.01%             | 2041-09-17      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                   | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    171000 | PA      | $168052.93    | 0.03%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                             | Lowe's Cos Inc                                                                  | CUSIP: 548661EE3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     20000 | PA      | $14490.16     | 0.00%             | 2041-09-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                            | CVS Health Corp                                                                 | CUSIP: 126650EM8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30535.83     | 0.01%             | 2065-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                    | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FK4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     69000 | PA      | $56099.45     | 0.01%             | 2056-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                 | Nasdaq Inc                                                                      | CUSIP: 631103AM0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |      6000 | PA      | $4667.66      | 0.00%             | 2052-03-07      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                                     | Westinghouse Air Brake Technologies Corp                                        | CUSIP: 960386AM2<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25354.21     | 0.01%             | 2028-09-15      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                           | Progressive Corp/The                                                            | CUSIP: 743315BA0<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7721.69      | 0.00%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                        | JPMorgan Chase & Co                                                             | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    403000 | PA      | $378055.38    | 0.08%             | 2031-05-13      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                                         | Republic of Poland Government International Bond                                | CUSIP: 731011AY8<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     58000 | PA      | $59383.30     | 0.01%             | 2034-09-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                    | Goldman Sachs Group Inc/The                                                     | CUSIP: 38145GAH3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     53000 | PA      | $52669.47     | 0.01%             | 2026-11-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                     | Roper Technologies Inc                                                          | CUSIP: 776743AF3<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16039.17     | 0.00%             | 2028-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 3140QUHH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    530132 | PA      | $536708.95    | 0.11%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                | MetLife Inc                                                                     | CUSIP: 59156RCC0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18713.75     | 0.00%             | 2052-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| ARCH CAPITAL GROUP LTD                                     | Arch Capital Group Ltd                                                          | CUSIP: 03937LAA3<br>LEI: 549300AYR4P8AFKDCE43 | Long             | DBT              | CORP              | BM        |     17000 | PA      | $19767.83     | 0.00%             | 2034-05-01      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                        | CommonSpirit Health                                                             | CUSIP: 14916RAD6<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     44000 | PA      | $37928.22     | 0.01%             | 2042-11-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AFLAC INC                                                  | Aflac Inc                                                                       | CUSIP: 001055BK7<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7894.00      | 0.00%             | 2026-03-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                      | Texas Instruments Inc                                                           | CUSIP: 882508CB8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19578.90     | 0.00%             | 2033-03-14      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                          | NatWest Group PLC                                                               | CUSIP: 780097BP5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    202000 | PA      | $198495.22    | 0.04%             | 2028-05-22      | Fixed         | 3.07%                 | No            |                  2 | On Loan: —       |
| INTL FLAVOR & FRAGRANCES                                   | International Flavors & Fragrances Inc                                          | CUSIP: 459506AL5<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8800.15      | 0.00%             | 2048-09-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                   | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432NK7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    202000 | PA      | $201742.53    | 0.04%             | 2046-04-20      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                   | International Business Machines Corp                                            | CUSIP: 459200KJ9<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     54000 | PA      | $48919.98     | 0.01%             | 2030-05-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| GEORGE WASHINGTON UNIVER                                   | George Washington University/The                                                | CUSIP: 372546AU5<br>LEI: 5493002S4P5IVD462L47 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6532.12      | 0.00%             | 2045-09-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                        | JPMorgan Chase & Co                                                             | CUSIP: 46647PBU9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    302000 | PA      | $266730.00    | 0.05%             | 2031-11-19      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                           | FirstEnergy Corp                                                                | CUSIP: 337932AM9<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     17000 | PA      | $11896.70     | 0.00%             | 2050-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                                     | PPL Electric Utilities Corp                                                     | CUSIP: 69351UBA0<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14434.78     | 0.00%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BROOKFLD FIN LLC/FIN INC                                   | Brookfield Finance LLC / Brookfield Finance Inc                                 | CUSIP: 11271RAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12000 | PA      | $8426.86      | 0.00%             | 2050-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CUBESMART LP                                               | CubeSmart LP                                                                    | CUSIP: 22966RAF3<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6621.69      | 0.00%             | 2030-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3128L5RV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4296 | PA      | $4481.31      | 0.00%             | 2038-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                  | Amgen Inc                                                                       | CUSIP: 031162BH2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8210.97      | 0.00%             | 2042-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                | Target Corp                                                                     | CUSIP: 87612EBK1<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9322.90      | 0.00%             | 2030-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| NVENT FINANCE SARL                                         | nVent Finance Sarl                                                              | CUSIP: 67078AAF0<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |     10000 | PA      | $10447.25     | 0.00%             | 2033-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| NEXTERA ENERGY CAPITAL                                     | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KAT7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     29000 | PA      | $28766.35     | 0.01%             | 2027-05-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                | Oracle Corp                                                                     | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     62000 | PA      | $58433.95     | 0.01%             | 2030-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 312930GL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    178989 | PA      | $187108.95    | 0.04%             | 2038-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ONE GAS INC                                                | ONE Gas Inc                                                                     | CUSIP: 68235PAH1<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5456.56      | 0.00%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                                      | Oglethorpe Power Corp                                                           | CUSIP: 677050AQ9<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |      9000 | PA      | $6525.78      | 0.00%             | 2050-08-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                 | AbbVie Inc                                                                      | CUSIP: 00287YAV1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     22000 | PA      | $21153.71     | 0.00%             | 2036-05-14      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PEACEHEALTH OBLIGATED GR                                   | PeaceHealth Obligated Group                                                     | CUSIP: 70462GAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7000 | PA      | $6058.34      | 0.00%             | 2048-11-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                             | Air Lease Corp                                                                  | CUSIP: 00914AAU6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14257.75     | 0.00%             | 2028-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                   | Florida Power & Light Co                                                        | CUSIP: 341081FF9<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     12000 | PA      | $10453.09     | 0.00%             | 2042-02-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER                                   | Wisconsin Electric Power Co                                                     | CUSIP: 976656CG1<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |     86000 | PA      | $73211.75     | 0.01%             | 2044-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                             | Lowe's Cos Inc                                                                  | CUSIP: 548661DZ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     30000 | PA      | $19459.89     | 0.00%             | 2050-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kellanova 0 CP 10/20/2025                                  | Kellanova 0 CP 10/20/2025                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | US        |   5000000 | PA      | $4988068.00   | 0.99%             | 2025-10-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                    | John Deere Capital Corp                                                         | CUSIP: 24422EWK1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18092.09     | 0.00%             | 2027-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                          | Union Electric Co                                                               | CUSIP: 906548CM2<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7884.98      | 0.00%             | 2027-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                               | NNN REIT Inc                                                                    | CUSIP: 637417AQ9<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |      9000 | PA      | $6413.91      | 0.00%             | 2051-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                           | Altria Group Inc                                                                | CUSIP: 02209SAM5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     18000 | PA      | $15168.87     | 0.00%             | 2042-08-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                    | Honeywell International Inc                                                     | CUSIP: 438516CL8<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15075.70     | 0.00%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJEN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3690 | PA      | $3894.66      | 0.00%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                    | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $24384.50     | 0.00%             | 2036-07-15      | Fixed         | 8.10%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                        | Carrier Global Corp                                                             | CUSIP: 14448CBD5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10855.13     | 0.00%             | 2054-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                        | Bank of Nova Scotia/The                                                         | CUSIP: 06417XAN1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $25050.59     | 0.00%             | 2026-02-02      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                   | Enterprise Products Operating LLC                                               | CUSIP: 29379VBJ1<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    167000 | PA      | $153583.88    | 0.03%             | 2046-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                            | CUSIP: 06051GHQ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     69000 | PA      | $68505.89     | 0.01%             | 2030-02-07      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                                     | Boston Scientific Corp                                                          | CUSIP: 101137AS6<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7022.38      | 0.00%             | 2028-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                   | European Investment Bank                                                        | CUSIP: 298785JT4<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |    237000 | PA      | $235128.12    | 0.05%             | 2027-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                | Equinix Inc                                                                     | CUSIP: 29444UBG0<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9604.23      | 0.00%             | 2027-07-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                         | Athene Holding Ltd                                                              | CUSIP: 04686JAA9<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19974.22     | 0.00%             | 2028-01-12      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                | Oracle Corp                                                                     | CUSIP: 68389XBN4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     53000 | PA      | $52082.66     | 0.01%             | 2027-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                 | Intel Corp                                                                      | CUSIP: 458140CE8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     36000 | PA      | $36552.18     | 0.01%             | 2028-02-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                        | JPMorgan Chase & Co                                                             | CUSIP: 46647PAF3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    151000 | PA      | $149737.52    | 0.03%             | 2028-05-01      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                   | Toyota Motor Credit Corp                                                        | CUSIP: 89236TJQ9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8735.97      | 0.00%             | 2031-09-12      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS CO                                           | Genuine Parts Co                                                                | CUSIP: 372460AD7<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |     28000 | PA      | $31365.56     | 0.01%             | 2033-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MAYO CLINIC                                                | Mayo Clinic                                                                     | CUSIP: 578454AB6<br>LEI: 5493001OHMD58DCY4635 | Long             | DBT              | CORP              | US        |      6000 | PA      | $4976.22      | 0.00%             | 2043-11-15      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                  | ONEOK Inc                                                                       | CUSIP: 682680BG7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     14000 | PA      | $15010.01     | 0.00%             | 2032-11-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                             | Morgan Stanley                                                                  | CUSIP: 6174468X0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     48000 | PA      | $41904.58     | 0.01%             | 2032-04-28      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                            | McDonald's Corp                                                                 | CUSIP: 58013MEC4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    111000 | PA      | $123793.11    | 0.02%             | 2037-10-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                           | Paramount Global                                                                | CUSIP: 92553PAU6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     45000 | PA      | $41122.41     | 0.01%             | 2043-09-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                    | MPLX LP                                                                         | CUSIP: 55336VBT6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25614.43     | 0.01%             | 2052-03-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31414K6R6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       427 | PA      | $444.75       | 0.00%             | 2038-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                   | Omega Healthcare Investors Inc                                                  | CUSIP: 681936BM1<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |     14000 | PA      | $12999.58     | 0.00%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                      | Waste Connections Inc                                                           | CUSIP: 94106BAF8<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |     15000 | PA      | $14723.90     | 0.00%             | 2033-01-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                                                | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51828.63     | 0.01%             | 2029-07-25      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                   | Virginia Electric and Power Co                                                  | CUSIP: 927804GG3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     14000 | PA      | $12373.00     | 0.00%             | 2032-03-30      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                                     | Bunge Ltd Finance Corp                                                          | CUSIP: 120568BC3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |     36000 | PA      | $33019.77     | 0.01%             | 2031-05-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CORNING INC                                                | Corning Inc                                                                     | CUSIP: 219350BF1<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12466.28     | 0.00%             | 2057-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                                     | CNH Industrial Capital LLC                                                      | CUSIP: 12592BAP9<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8002.53      | 0.00%             | 2025-10-14      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                            | San Diego Gas & Electric Co                                                     | CUSIP: 797440BK9<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6534.21      | 0.00%             | 2039-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31410KD76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8698 | PA      | $9167.44      | 0.00%             | 2038-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                              | DTE Energy Co                                                                   | CUSIP: 233331AY3<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11855.99     | 0.00%             | 2026-10-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31417YS32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     81998 | PA      | $82164.69     | 0.02%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| THE CAMPBELLS COMPANY                                      | Campbell's Company/The                                                          | CUSIP: 134429BL2<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8029.35      | 0.00%             | 2026-03-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                        | JPMorgan Chase & Co                                                             | CUSIP: 46647PBR6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    202000 | PA      | $195843.02    | 0.04%             | 2028-06-01      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                         | Essex Portfolio LP                                                              | CUSIP: 29717PAV9<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |     82000 | PA      | $73191.13     | 0.01%             | 2032-03-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                              | Amphenol Corp                                                                   | CUSIP: 032095AQ4<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12525.04     | 0.00%             | 2034-04-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                    | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JBH6<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12861.26     | 0.00%             | 2028-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                     | Arizona Public Service Co                                                       | CUSIP: 040555DC5<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     17000 | PA      | $10553.36     | 0.00%             | 2050-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                         | Banco Santander SA                                                              | CUSIP: 05971KAA7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $200178.93    | 0.04%             | 2025-11-19      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                    | Exxon Mobil Corp                                                                | CUSIP: 30231GBM3<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |     17000 | PA      | $12470.36     | 0.00%             | 2051-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                          | Expedia Group Inc                                                               | CUSIP: 30212PBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $15106.61     | 0.00%             | 2027-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                   | Virginia Electric and Power Co                                                  | CUSIP: 927804FZ2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14949.78     | 0.00%             | 2028-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                              | Amphenol Corp                                                                   | CUSIP: 032095AH4<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10094.66     | 0.00%             | 2029-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| IPALCO ENTERPRISES INC                                     | IPALCO Enterprises Inc                                                          | CUSIP: 462613AR1<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8205.22      | 0.00%             | 2034-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                          | Kinder Morgan Inc                                                               | CUSIP: 49456BAR2<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     61000 | PA      | $54105.04     | 0.01%             | 2031-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                       | Freeport-McMoRan Inc                                                            | CUSIP: 35671DCE3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9943.97      | 0.00%             | 2028-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                     | Verizon Communications Inc                                                      | CUSIP: 92343VFU3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     53000 | PA      | $33854.66     | 0.01%             | 2050-11-20      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                      | Waste Connections Inc                                                           | CUSIP: 94106BAB7<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $6790.39      | 0.00%             | 2050-04-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                         | Athene Holding Ltd                                                              | CUSIP: 04686JAD3<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7304.87      | 0.00%             | 2051-05-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                             | Eli Lilly & Co                                                                  | CUSIP: 532457BT4<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     21000 | PA      | $17099.66     | 0.00%             | 2049-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                                | Equifax Inc                                                                     | CUSIP: 294429AW5<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14316.08     | 0.00%             | 2028-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                | Walmart Inc                                                                     | CUSIP: 931142EE9<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26002.86     | 0.01%             | 2028-06-26      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                   | Prudential Financial Inc                                                        | CUSIP: 74432QAC9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8696.72      | 0.00%             | 2033-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                    | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JBU7<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13142.66     | 0.00%             | 2030-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                 | Zoetis Inc                                                                      | CUSIP: 98978VAT0<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     35000 | PA      | $23406.72     | 0.00%             | 2050-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| PUGET SOUND ENERGY INC                                     | Puget Sound Energy Inc                                                          | CUSIP: 745332CJ3<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |      9000 | PA      | $6252.41      | 0.00%             | 2049-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                        | Sherwin-Williams Co/The                                                         | CUSIP: 824348BP0<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     28000 | PA      | $17682.67     | 0.00%             | 2052-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                    | Procter & Gamble Co/The                                                         | CUSIP: 742718FK0<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |     12000 | PA      | $9373.31      | 0.00%             | 2050-03-25      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                                     | TotalEnergies Capital International SA                                          | CUSIP: 89153VAU3<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |     20000 | PA      | $14670.56     | 0.00%             | 2049-07-12      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                     | General Motors Financial Co Inc                                                 | CUSIP: 37045XDH6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    171000 | PA      | $163177.30    | 0.03%             | 2028-04-10      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                          | Eversource Energy                                                               | CUSIP: 30040WAZ1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14861.56     | 0.00%             | 2034-07-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                             | Morgan Stanley                                                                  | CUSIP: 61747YEK7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     43000 | PA      | $42089.77     | 0.01%             | 2028-01-21      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                      | Texas Instruments Inc                                                           | CUSIP: 882508BL7<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8831.89      | 0.00%             | 2031-09-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: —       |
| PILGRIM'S PRIDE CORP                                       | Pilgrim's Pride Corp                                                            | CUSIP: 72147KAJ7<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19346.33     | 0.00%             | 2031-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OLD REPUBLIC INTL CORP                                     | Old Republic International Corp                                                 | CUSIP: 680223AL8<br>LEI: 549300IV6O2YY2A1KH37 | Long             | DBT              | CORP              | US        |     13000 | PA      | $9469.22      | 0.00%             | 2051-06-11      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                   | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AZ2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     20000 | PA      | $13943.81     | 0.00%             | 2052-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                      | Waste Connections Inc                                                           | CUSIP: 94106BAA9<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |     12000 | PA      | $11268.75     | 0.00%             | 2030-02-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: —       |
| HONEYWELL INTERNATIONAL                                    | Honeywell International Inc                                                     | CUSIP: 438516CT1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28896.36     | 0.01%             | 2054-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL NV                                          | CNH Industrial NV                                                               | CUSIP: 12594KAB8<br>LEI: 549300WGC2HZ5J67V817 | Long             | DBT              | CORP              | NL        |     10000 | PA      | $9951.71      | 0.00%             | 2027-11-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Ginnie Mae I Pool                                                               | CUSIP: 36295YE41<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     28221 | PA      | $29311.72     | 0.01%             | 2039-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO                                            | Nevada Power Co                                                                 | CUSIP: 641423BU1<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7967.93      | 0.00%             | 2037-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                   | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AQ3<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     93000 | PA      | $94927.84     | 0.02%             | 2029-01-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                           | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CP2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    125000 | PA      | $122279.21    | 0.02%             | 2027-11-16      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                               | Alphabet Inc                                                                    | CUSIP: 02079KAD9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    139000 | PA      | $121785.06    | 0.02%             | 2030-08-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                    | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAE9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11961.13     | 0.00%             | 2053-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                           | T-Mobile USA Inc                                                                | CUSIP: 87264AAZ8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     65000 | PA      | $54716.95     | 0.01%             | 2050-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PEPSICO SINGAPORE FIN                                      | Pepsico Singapore Financing I Pte Ltd                                           | CUSIP: 713466AA8<br>LEI: 254900DOMTCMUFROFJ76 | Long             | DBT              | CORP              | SG        |     12000 | PA      | $12125.02     | 0.00%             | 2027-02-16      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                           | T-Mobile USA Inc                                                                | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     53000 | PA      | $50428.41     | 0.01%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                            | CUSIP: 06051GHU6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     34000 | PA      | $30304.51     | 0.01%             | 2040-04-23      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| ONE GAS INC                                                | ONE Gas Inc                                                                     | CUSIP: 68235PAG3<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |      8000 | PA      | $6927.76      | 0.00%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FORTUNE BRANDS INNOVATIO                                   | Fortune Brands Innovations Inc                                                  | CUSIP: 34964CAH9<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12730.94     | 0.00%             | 2033-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| CHARLES SCHWAB CORP                                        | Charles Schwab Corp/The                                                         | CUSIP: 808513BS3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13516.94     | 0.00%             | 2031-05-13      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                     | Motorola Solutions Inc                                                          | CUSIP: 620076BL2<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14152.91     | 0.00%             | 2028-02-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC                                      | Reynolds American Inc                                                           | CUSIP: 761713BA3<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    171000 | PA      | $178124.64    | 0.04%             | 2035-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| TRANE TECH FIN LTD                                         | Trane Technologies Financing Ltd                                                | CUSIP: 456873AF5<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |     52000 | PA      | $45229.80     | 0.01%             | 2049-03-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                      | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A2M3<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     27000 | PA      | $27648.88     | 0.01%             | 2028-01-10      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| AVERY DENNISON CORP                                        | Avery Dennison Corp                                                             | CUSIP: 053611AK5<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9273.45      | 0.00%             | 2030-04-30      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31407HXL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6530 | PA      | $6798.00      | 0.00%             | 2036-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                   | Florida Power & Light Co                                                        | CUSIP: 341081FL6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8463.12      | 0.00%             | 2044-10-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                  | GATX Corp                                                                       | CUSIP: 361448BG7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    171000 | PA      | $149355.37    | 0.03%             | 2031-06-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                   | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAB9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    171000 | PA      | $171144.41    | 0.03%             | 2026-03-24      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                    | Simon Property Group LP                                                         | CUSIP: 828807CT2<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     11000 | PA      | $9441.48      | 0.00%             | 2044-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                        | Fifth Third Bancorp                                                             | CUSIP: 316773DA5<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     22000 | PA      | $21490.11     | 0.00%             | 2027-05-05      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                        | Bank of Nova Scotia/The                                                         | CUSIP: 06417XAG6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $24204.22     | 0.00%             | 2037-05-04      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                                         | Ameren Illinois Co                                                              | CUSIP: 02361DAY6<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9608.58      | 0.00%             | 2032-09-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJFW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18572 | PA      | $19603.38     | 0.00%             | 2037-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                 | Fiserv Inc                                                                      | CUSIP: 337738BB3<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29152.62     | 0.01%             | 2027-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 3140XF2C4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4989923 | PA      | $4094057.82   | 0.82%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                   | Occidental Petroleum Corp                                                       | CUSIP: 674599DZ5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10494.15     | 0.00%             | 2027-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                | Netflix Inc                                                                     | CUSIP: 64110LAN6<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20097.04     | 0.00%             | 2026-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                     | Verizon Communications Inc                                                      | CUSIP: 92343VFL3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17489.89     | 0.00%             | 2030-09-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AMCOR FINANCE USA INC                                      | Amcor Finance USA Inc                                                           | CUSIP: 02343UAG0<br>LEI: 549300ZMT7FVT8R77U18 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11945.71     | 0.00%             | 2026-04-28      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 3140XCXP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    849102 | PA      | $726879.12    | 0.14%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                            | DTE Electric Co                                                                 | CUSIP: 23338VAE6<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7887.16      | 0.00%             | 2045-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                   | Visa Inc                                                                        | CUSIP: 92826CAH5<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8835.42      | 0.00%             | 2027-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                                                | CUSIP: 94974BFP0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     43000 | PA      | $42039.25     | 0.01%             | 2043-11-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                      | Toronto-Dominion Bank/The                                                       | CUSIP: 89114TZQ8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     14000 | PA      | $12447.45     | 0.00%             | 2032-01-12      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CASE WESTERN RESERVE UNI                                   | Case Western Reserve University                                                 | CUSIP: 14745XAA6<br>LEI: 2YXI7YIWYFWZG3QHF204 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18960.01     | 0.00%             | 2122-06-01      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                          | Union Electric Co                                                               | CUSIP: 906548CX8<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6710.88      | 0.00%             | 2054-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                        | Dominion Energy Inc                                                             | CUSIP: 25746UDK2<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     11000 | PA      | $8411.58      | 0.00%             | 2041-04-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31409WTM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4291 | PA      | $4523.80      | 0.00%             | 2036-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALLEGION PLC                                               | Allegion plc                                                                    | CUSIP: 01748TAB7<br>LEI: 984500560CAC2E6FB757 | Long             | DBT              | CORP              | IE        |      8000 | PA      | $7741.97      | 0.00%             | 2029-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                    | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GA95<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     48000 | PA      | $51159.39     | 0.01%             | 2035-04-25      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                                    | O'Reilly Automotive Inc                                                         | CUSIP: 67103HAE7<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9973.24      | 0.00%             | 2026-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                     | UnitedHealth Group Inc                                                          | CUSIP: 91324PER9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     38000 | PA      | $39729.03     | 0.01%             | 2033-02-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                                   | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                      | CUSIP: 47214BAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     30000 | PA      | $33183.86     | 0.01%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                   | Virginia Electric and Power Co                                                  | CUSIP: 927804FL3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8368.58      | 0.00%             | 2043-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                                       | Pilgrim's Pride Corp                                                            | CUSIP: 72147KAH1<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |     18000 | PA      | $16490.40     | 0.00%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                    | Honeywell International Inc                                                     | CUSIP: 438516AT3<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9557.30      | 0.00%             | 2037-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                     | Williams Cos Inc/The                                                            | CUSIP: 96950FAN4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    141000 | PA      | $137478.82    | 0.03%             | 2044-03-04      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                     | Arizona Public Service Co                                                       | CUSIP: 040555CW2<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     59000 | PA      | $57852.35     | 0.01%             | 2027-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                           | Black Hills Corp                                                                | CUSIP: 092113AT6<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7372.85      | 0.00%             | 2030-06-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EVERGY METRO                                               | Evergy Metro Inc                                                                | CUSIP: 30037DAA3<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8251.31      | 0.00%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                         | Meta Platforms Inc                                                              | CUSIP: 30303M8R6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     36000 | PA      | $37054.24     | 0.01%             | 2063-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                   | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     32000 | PA      | $28879.26     | 0.01%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJGB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1033 | PA      | $1090.86      | 0.00%             | 2037-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                             | Amazon.com Inc                                                                  | CUSIP: 023135BU9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     40000 | PA      | $23684.06     | 0.00%             | 2060-06-03      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31416BLK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3373 | PA      | $3399.10      | 0.00%             | 2038-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                     | Sempra                                                                          | CUSIP: 816851BA6<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14743.11     | 0.00%             | 2027-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                           | Altria Group Inc                                                                | CUSIP: 02209SBF9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22497.59     | 0.00%             | 2049-02-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                          | Union Electric Co                                                               | CUSIP: 906548CU4<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     11000 | PA      | $8612.73      | 0.00%             | 2052-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                       | Waste Management Inc                                                            | CUSIP: 94106LBX6<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14248.52     | 0.00%             | 2027-07-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                   | European Investment Bank                                                        | CUSIP: 298785HM1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |     89000 | PA      | $87168.80     | 0.02%             | 2027-05-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                                   | Archer-Daniels-Midland Co                                                       | CUSIP: 039482AE4<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9974.48      | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| FOX CORP                                                   | Fox Corp                                                                        | CUSIP: 35137LAN5<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |     25000 | PA      | $27532.92     | 0.01%             | 2033-10-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                          | NSTAR Electric Co                                                               | CUSIP: 67021CAR8<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5253.38      | 0.00%             | 2031-08-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                   | European Investment Bank                                                        | CUSIP: 298785KB1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |    237000 | PA      | $239200.01    | 0.05%             | 2027-03-19      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31414TQZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5745 | PA      | $6029.90      | 0.00%             | 2038-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LEGG MASON INC                                             | Legg Mason Inc                                                                  | CUSIP: 524901AR6<br>LEI: OWUNCC6U1ZJXMZKFBJ36 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11048.03     | 0.00%             | 2044-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AGCO CORP                                                  | AGCO Corp                                                                       | CUSIP: 001084AR3<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8119.48      | 0.00%             | 2027-03-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PPL CAPITAL FUNDING INC                                    | PPL Capital Funding Inc                                                         | CUSIP: 69352PAQ6<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8916.11      | 0.00%             | 2030-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                                 | VMware LLC                                                                      | CUSIP: 928563AK1<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14077.14     | 0.00%             | 2028-08-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                | Walmart Inc                                                                     | CUSIP: 931142FE8<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     26000 | PA      | $23308.95     | 0.00%             | 2053-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJA42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     30061 | PA      | $30798.69     | 0.01%             | 2034-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NY & PRESBYTERIAN HOSPIT                                   | New York and Presbyterian Hospital/The                                          | CUSIP: 649322AF1<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7058.35      | 0.00%             | 2119-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                 | AbbVie Inc                                                                      | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     78000 | PA      | $65759.81     | 0.01%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORP                                               | Chevron Corp                                                                    | CUSIP: 166764BY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $27759.27     | 0.01%             | 2030-05-11      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                    | HCA Inc                                                                         | CUSIP: 404119BY4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     22000 | PA      | $21208.73     | 0.00%             | 2039-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP NE 11/21/2025                                  | ORACLE CORP NE 11/21/2025                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4969459.50   | 0.99%             | 2025-11-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                      | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A2U5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     27000 | PA      | $28048.69     | 0.01%             | 2028-07-17      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                           | Coca-Cola Co/The                                                                | CUSIP: 191216DJ6<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    171000 | PA      | $162105.50    | 0.03%             | 2028-03-05      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                        | CommonSpirit Health                                                             | CUSIP: 20268JAF0<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10174.83     | 0.00%             | 2030-10-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                   | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556CY6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12183.06     | 0.00%             | 2043-08-10      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                   | Prudential Financial Inc                                                        | CUSIP: 74432QCH6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9885.69      | 0.00%             | 2026-03-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                                   | Archer-Daniels-Midland Co                                                       | CUSIP: 039483BH4<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |      8000 | PA      | $6783.92      | 0.00%             | 2043-04-16      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| ENSTAR GROUP LTD                                           | Enstar Group Ltd                                                                | CUSIP: 29359UAC3<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |     10000 | PA      | $8939.47      | 0.00%             | 2031-09-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                   | American Water Capital Corp                                                     | CUSIP: 03040WAJ4<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8784.70      | 0.00%             | 2042-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                 | PacifiCorp                                                                      | CUSIP: 695114CZ9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     19000 | PA      | $17543.08     | 0.00%             | 2053-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3128K9Q49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1317 | PA      | $1389.64      | 0.00%             | 2036-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                | Southern Co/The                                                                 | CUSIP: 842587DH7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    171000 | PA      | $161478.47    | 0.03%             | 2028-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                   | Lloyds Banking Group PLC                                                        | CUSIP: 539439AT6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     56000 | PA      | $56586.78     | 0.01%             | 2028-08-16      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AVNET INC                                                  | Avnet Inc                                                                       | CUSIP: 053807AU7<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5436.78      | 0.00%             | 2031-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                     | Asian Development Bank                                                          | CUSIP: 045167AZ6<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | N/A       |     24000 | PA      | $25559.37     | 0.01%             | 2028-10-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                             | Mastercard Inc                                                                  | CUSIP: 57636QAH7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2442.24      | 0.00%             | 2046-11-21      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                   | Constellation Energy Generation LLC                                             | CUSIP: 30161MAG8<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     18000 | PA      | $19582.57     | 0.00%             | 2039-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                | US 10YR NOTE (CBT)                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       287 | NC      | $-293500.34   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| DOMINION ENERGY INC                                        | Dominion Energy Inc                                                             | CUSIP: 25746UDG1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     33000 | PA      | $31711.81     | 0.01%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                        | LYB International Finance III LLC                                               | CUSIP: 50249AAK9<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |     10000 | PA      | $6447.38      | 0.00%             | 2060-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                     | Santander Holdings USA Inc                                                      | CUSIP: 80282KBL9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     46000 | PA      | $49052.96     | 0.01%             | 2035-05-31      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| THE CAMPBELLS COMPANY                                      | Campbell's Company/The                                                          | CUSIP: 134429BG3<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19980.93     | 0.00%             | 2028-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                | Target Corp                                                                     | CUSIP: 87612EBN5<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     20000 | PA      | $13156.23     | 0.00%             | 2052-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                   | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAQ7<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     90000 | PA      | $55964.34     | 0.01%             | 2060-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CAPITAL CORP                                      | Blue Owl Capital Corp                                                           | CUSIP: 69121KAF1<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |     80000 | PA      | $77868.73     | 0.02%             | 2027-01-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                        | SOCIETE GENERALE SA                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    900000 | PA      | $900123.48    | 0.18%             | 2025-10-24      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORP                                          | Toyota Motor Corp                                                               | CUSIP: 892331AR0<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |     10000 | PA      | $10437.85     | 0.00%             | 2033-07-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                   | Corebridge Financial Inc                                                        | CUSIP: 21871XAH2<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    162000 | PA      | $154790.61    | 0.03%             | 2032-04-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                            | Cigna Group/The                                                                 | CUSIP: 125523CF5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     34000 | PA      | $30546.79     | 0.01%             | 2046-07-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CAMDEN PROPERTY TRUST                                      | Camden Property Trust                                                           | CUSIP: 133131AX0<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11557.85     | 0.00%             | 2029-07-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                   | Host Hotels & Resorts LP                                                        | CUSIP: 44107TBB1<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12299.78     | 0.00%             | 2034-07-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                 | Nucor Corp                                                                      | CUSIP: 670346AQ8<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5998.13      | 0.00%             | 2048-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                                        | Delta Air Lines Inc                                                             | CUSIP: 247361ZN1<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8005.07      | 0.00%             | 2028-04-19      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                        | Elevance Health Inc                                                             | CUSIP: 036752AB9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    202000 | PA      | $200598.04    | 0.04%             | 2027-12-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                                              | Sutter Health                                                                   | CUSIP: 86944BAL7<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8043.65      | 0.00%             | 2053-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| WESTERN MIDSTREAM OPERAT                                   | Western Midstream Operating LP                                                  | CUSIP: 958254AF1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10010.40     | 0.00%             | 2026-07-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                       | M&T Bank Corp                                                                   | CUSIP: 55261FAS3<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     96000 | PA      | $104308.63    | 0.02%             | 2029-10-30      | Fixed         | 7.41%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                           | Alabama Power Co                                                                | CUSIP: 010392FW3<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    188000 | PA      | $124737.00    | 0.02%             | 2052-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| LEIDOS INC                                                 | Leidos Inc                                                                      | CUSIP: 52532XAJ4<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15849.66     | 0.00%             | 2033-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                           | T-Mobile USA Inc                                                                | CUSIP: 87264ABZ7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     22000 | PA      | $21774.43     | 0.00%             | 2026-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: —       |
| FEDERAL REALTY OP LP                                       | Federal Realty OP LP                                                            | CUSIP: 313747BA4<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |     52000 | PA      | $50237.66     | 0.01%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM INT FIN                                   | Deutsche Telekom International Finance BV                                       | CUSIP: 25156PAC7<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |     84000 | PA      | $99037.47     | 0.02%             | 2030-06-15      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                    | Jefferies Financial Group Inc                                                   | CUSIP: 47233JBH0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     24000 | PA      | $23704.19     | 0.00%             | 2030-01-23      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31409TRH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19451 | PA      | $20248.70     | 0.00%             | 2036-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                          | L3Harris Technologies Inc                                                       | CUSIP: 413875AS4<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7996.19      | 0.00%             | 2035-04-27      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31417N6G1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5342 | PA      | $5518.04      | 0.00%             | 2039-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BERKLEY (WR) CORPORATION                                   | W R Berkley Corp                                                                | CUSIP: 084423AT9<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6537.93      | 0.00%             | 2044-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 3140GVNG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    995825 | PA      | $957890.88    | 0.19%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                           | T-Mobile USA Inc                                                                | CUSIP: 87264ABN4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     65000 | PA      | $44336.52     | 0.01%             | 2051-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                                     | Mid-America Apartments LP                                                       | CUSIP: 59523UAS6<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |     61000 | PA      | $53047.44     | 0.01%             | 2031-02-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| THE CAMPBELLS COMPANY                                      | Campbell's Company/The                                                          | CUSIP: 134429BJ7<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9140.72      | 0.00%             | 2030-04-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                         | Ingersoll Rand Inc                                                              | CUSIP: 45687VAG1<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12226.56     | 0.00%             | 2054-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3128L0SX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2364 | PA      | $2496.63      | 0.00%             | 2037-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                     | Marriott International Inc/MD                                                   | CUSIP: 571903BJ1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     79000 | PA      | $80403.47     | 0.02%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                     | Equitable Holdings Inc                                                          | CUSIP: 054561AJ4<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30113.37     | 0.01%             | 2028-04-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                   | Virginia Electric and Power Co                                                  | CUSIP: 927804GA6<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     14000 | PA      | $12277.10     | 0.00%             | 2048-12-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                  | ONEOK Inc                                                                       | CUSIP: 682680BX0<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7866.16      | 0.00%             | 2046-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| RENAISSANCERE FINANCE                                      | RenaissanceRe Finance Inc                                                       | CUSIP: 75973QAA5<br>LEI: 54930048ETFU7B0OJ457 | Long             | DBT              | CORP              | US        |     17000 | PA      | $16816.93     | 0.00%             | 2027-07-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receiva                             | AmeriCredit Automobile Receivables Trust 2022-2                                 | CUSIP: 03065WAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    450000 | PA      | $453295.26    | 0.09%             | 2028-04-18      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                  | Kroger Co/The                                                                   | CUSIP: 501044CN9<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6018.39      | 0.00%             | 2040-07-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                       | Freeport-McMoRan Inc                                                            | CUSIP: 35671DBC8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33731.97     | 0.01%             | 2043-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                  | IQVIA Inc                                                                       | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |     38000 | PA      | $40034.52     | 0.01%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                          | NSTAR Electric Co                                                               | CUSIP: 67021CAF4<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6176.97      | 0.00%             | 2040-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                | Oracle Corp                                                                     | CUSIP: 68389XBY0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     67000 | PA      | $46110.21     | 0.01%             | 2060-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| TEXAS HEALTH RESOURCES                                     | Texas Health Resources                                                          | CUSIP: 882484AA6<br>LEI: 54930008C10TUBW7Z611 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5038.85      | 0.00%             | 2055-11-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| MAYO CLINIC                                                | Mayo Clinic                                                                     | CUSIP: 578454AC4<br>LEI: 5493001OHMD58DCY4635 | Long             | DBT              | CORP              | US        |      6000 | PA      | $4838.96      | 0.00%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNIV SOUTHERN CALIFORNIA                                   | University of Southern California                                               | CUSIP: 914886AD8<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |     19000 | PA      | $11244.16     | 0.00%             | 2120-10-01      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3129264Z8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       624 | PA      | $657.98       | 0.00%             | 2038-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                            | United States Treasury Note/Bond                                                | CUSIP: 912810QK7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    857600 | PA      | $799812.50    | 0.16%             | 2040-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                                   | Archer-Daniels-Midland Co                                                       | CUSIP: 039483BQ4<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |     12000 | PA      | $10489.97     | 0.00%             | 2049-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                      | Truist Financial Corp                                                           | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     34000 | PA      | $36834.01     | 0.01%             | 2029-10-30      | Fixed         | 7.16%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31409VXQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12034 | PA      | $12807.29     | 0.00%             | 2036-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 312941KX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    182911 | PA      | $183559.00    | 0.04%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                     | Verizon Communications Inc                                                      | CUSIP: 92343VDC5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     18000 | PA      | $14703.04     | 0.00%             | 2046-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                   | Northern States Power Co/MN                                                     | CUSIP: 665772CS6<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     33000 | PA      | $20692.91     | 0.00%             | 2051-06-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                             | Starbucks Corp                                                                  | CUSIP: 855244AU3<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16858.59     | 0.00%             | 2049-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                                | Equifax Inc                                                                     | CUSIP: 294429AV7<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15278.64     | 0.00%             | 2027-12-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                                      | Tennessee Valley Authority                                                      | CUSIP: 880591FC1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    100000 | PA      | $99902.67     | 0.02%             | 2055-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                    | John Deere Capital Corp                                                         | CUSIP: 24422EWR6<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22424.75     | 0.00%             | 2028-01-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                   | Virginia Electric and Power Co                                                  | CUSIP: 927804GF5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     19000 | PA      | $12168.30     | 0.00%             | 2051-11-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| HP INC                                                     | HP Inc                                                                          | CUSIP: 40434LAN5<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22798.11     | 0.00%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANNER HEALTH                                              | Banner Health                                                                   | CUSIP: 06654DAG2<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5231.36      | 0.00%             | 2042-01-01      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                     | Asian Development Bank                                                          | CUSIP: 045167FF5<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | N/A       |     89000 | PA      | $83552.05     | 0.02%             | 2028-06-09      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                 | Nasdaq Inc                                                                      | CUSIP: 63111XAB7<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     10000 | PA      | $6979.32      | 0.00%             | 2050-04-28      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                        | Charles Schwab Corp/The                                                         | CUSIP: 808513AQ8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12869.45     | 0.00%             | 2027-03-02      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                          | Johnson & Johnson                                                               | CUSIP: 478160CT9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     25000 | PA      | $14262.81     | 0.00%             | 2060-09-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                            | DTE Electric Co                                                                 | CUSIP: 23338VAU0<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10108.09     | 0.00%             | 2026-12-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                     | Extra Space Storage LP                                                          | CUSIP: 30225VAL1<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11947.03     | 0.00%             | 2026-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                | Oracle Corp                                                                     | CUSIP: 68389XAE5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     24000 | PA      | $26329.56     | 0.01%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                                   | FMC Corp                                                                        | CUSIP: 302491AU9<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9447.67      | 0.00%             | 2029-10-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO                                            | Weyerhaeuser Co                                                                 | CUSIP: 962166BR4<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |     65000 | PA      | $74501.38     | 0.01%             | 2032-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31413SGN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1052 | PA      | $1097.69      | 0.00%             | 2037-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                   | Virginia Electric and Power Co                                                  | CUSIP: 927804GC2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     12000 | PA      | $8305.53      | 0.00%             | 2049-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                    | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JCK8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13989.80     | 0.00%             | 2032-09-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3128K9KT0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     31958 | PA      | $33308.85     | 0.01%             | 2036-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                      | Novartis Capital Corp                                                           | CUSIP: 66989HAV0<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     21000 | PA      | $20546.45     | 0.00%             | 2034-09-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| TOLEDO EDISON COMPANY                                      | Toledo Edison Co/The                                                            | CUSIP: 889175BD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     23000 | PA      | $25030.20     | 0.00%             | 2037-05-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                     | Diamondback Energy Inc                                                          | CUSIP: 25278XAX7<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17251.30     | 0.00%             | 2027-04-18      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS SECURITIES INC.                            | NATWEST MARKETS SECURITIES INC                                                  | CUSIP: 000000000<br>LEI: ZE2ZWJ5BTIQJ8M0C6K34 | Long             | RA               | CORP              | US        |   1217340 | PA      | $1217340.00   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                            | CUSIP: 06051GJM2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     22000 | PA      | $14188.55     | 0.00%             | 2051-10-24      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| MANULIFE FINANCIAL CORP                                    | Manulife Financial Corp                                                         | CUSIP: 56501RAC0<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $19993.38     | 0.00%             | 2026-03-04      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCE                                   | Pioneer Natural Resources Co                                                    | CUSIP: 723787AV9<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22111.36     | 0.00%             | 2026-03-29      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                   | Lloyds Banking Group PLC                                                        | CUSIP: 539439AN9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     70000 | PA      | $66834.39     | 0.01%             | 2045-12-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                           | T-Mobile USA Inc                                                                | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     55000 | PA      | $49990.02     | 0.01%             | 2031-02-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                            | San Diego Gas & Electric Co                                                     | CUSIP: 797440BZ6<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     16000 | PA      | $14132.85     | 0.00%             | 2030-10-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                             | Phillips 66 Co                                                                  | CUSIP: 718547AR3<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17493.67     | 0.00%             | 2033-06-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                      | Micron Technology Inc                                                           | CUSIP: 595112BZ5<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15938.26     | 0.00%             | 2033-02-09      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| CITIGROUP INC                                              | Citigroup Inc                                                                   | CUSIP: 172967FX4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     19000 | PA      | $20153.91     | 0.00%             | 2042-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ASCENSION HEALTH                                           | Ascension Health                                                                | CUSIP: 04352EAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     18000 | PA      | $16936.29     | 0.00%             | 2029-11-15      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                        | LYB International Finance III LLC                                               | CUSIP: 50249AAH6<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |     15000 | PA      | $11105.34     | 0.00%             | 2040-10-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                           | T-Mobile USA Inc                                                                | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     86000 | PA      | $85524.58     | 0.02%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                           | T-Mobile USA Inc                                                                | CUSIP: 87264ADC6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     22000 | PA      | $23319.29     | 0.00%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                   | TOTALENERGIES CAPITAL SA                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    900000 | PA      | $888749.64    | 0.18%             | 2026-01-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Ginnie Mae II Pool                                                              | CUSIP: 3622A26J6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1100945 | PA      | $1033521.84   | 0.21%             | 2047-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NBCUNIVERSAL MEDIA LLC                                     | NBCUniversal Media LLC                                                          | CUSIP: 63946BAJ9<br>LEI: VTBDOQJ6KOGQ6K786R46 | Long             | DBT              | CORP              | US        |    105000 | PA      | $91797.00     | 0.02%             | 2043-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                 | PacifiCorp                                                                      | CUSIP: 695114CY2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     20000 | PA      | $12216.70     | 0.00%             | 2052-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3128KYFP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1232 | PA      | $1300.60      | 0.00%             | 2037-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                                         | Coterra Energy Inc                                                              | CUSIP: 127097AL7<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10287.05     | 0.00%             | 2034-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                     | Roper Technologies Inc                                                          | CUSIP: 776743AJ5<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     12000 | PA      | $10784.26     | 0.00%             | 2030-06-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                      | Southern California Gas Co                                                      | CUSIP: 842434CK6<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5644.40      | 0.00%             | 2042-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                | Netflix Inc                                                                     | CUSIP: 64110LAZ9<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20640.11     | 0.00%             | 2034-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| LOWE'S COS INC                                             | Lowe's Cos Inc                                                                  | CUSIP: 548661DN4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     23000 | PA      | $17682.93     | 0.00%             | 2046-04-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                      | Rio Tinto Finance USA PLC                                                       | CUSIP: 76720AAG1<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |     15000 | PA      | $13036.41     | 0.00%             | 2042-08-21      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31414KJH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5463 | PA      | $5643.45      | 0.00%             | 2038-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AVISTA CORP                                                | Avista Corp                                                                     | CUSIP: 05379BAR8<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | DBT              | CORP              | US        |      8000 | PA      | $6243.23      | 0.00%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                                    | Connecticut Light and Power Co/The                                              | CUSIP: 207597EH4<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5876.12      | 0.00%             | 2045-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                       | Freeport-McMoRan Inc                                                            | CUSIP: 35671DCG8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8958.37      | 0.00%             | 2028-08-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AMCOR FINANCE USA INC                                      | Amcor Finance USA Inc                                                           | CUSIP: 02343UAJ4<br>LEI: 549300ZMT7FVT8R77U18 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10436.04     | 0.00%             | 2033-05-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                            | Deere & Co                                                                      | CUSIP: 244199BG9<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |     73000 | PA      | $49603.09     | 0.01%             | 2049-09-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                     | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KAV2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10667.20     | 0.00%             | 2077-12-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| DELTA AIR LINES INC                                        | Delta Air Lines Inc                                                             | CUSIP: 247361ZZ4<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17082.61     | 0.00%             | 2026-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                  | Kroger Co/The                                                                   | CUSIP: 501044BZ3<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     58000 | PA      | $66416.37     | 0.01%             | 2031-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                        | Petroleos Mexicanos                                                             | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     58000 | PA      | $57637.50     | 0.01%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                | Oracle Corp                                                                     | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     58000 | PA      | $45209.74     | 0.01%             | 2046-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31413QTS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       176 | PA      | $185.94       | 0.00%             | 2037-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                     | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607LSL8<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $10127.18     | 0.00%             | 2026-07-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ALBEMARLE CORP                                             | Albemarle Corp                                                                  | CUSIP: 012725AD9<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6334.34      | 0.00%             | 2044-12-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                     | Asian Development Bank                                                          | CUSIP: 045167EP4<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | N/A       |    118000 | PA      | $109531.52    | 0.02%             | 2029-09-19      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| THE CAMPBELLS COMPANY                                      | Campbell's Company/The                                                          | CUSIP: 134429BN8<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12326.76     | 0.00%             | 2029-03-21      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                           | Deutsche Bank AG/New York NY                                                    | CUSIP: 25152XXH8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |    900000 | PA      | $900268.02    | 0.18%             | 2025-11-21      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31410SQA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        91 | PA      | $95.76        | 0.00%             | 2036-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                               | Enbridge Inc                                                                    | CUSIP: 29250NBR5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     72000 | PA      | $75795.40     | 0.02%             | 2033-03-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL                                    | Raymond James Financial Inc                                                     | CUSIP: 754730AG4<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10153.21     | 0.00%             | 2030-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ADVENTIST HEALTH SYS/W                                     | Adventist Health System/West                                                    | CUSIP: 007944AK7<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9266.34      | 0.00%             | 2034-12-01      | Fixed         | 5.76%                 | No            |                  2 | On Loan: —       |
| FIDELITY NATL FINANCIAL                                    | Fidelity National Financial Inc                                                 | CUSIP: 31620RAK1<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |     12000 | PA      | $10638.12     | 0.00%             | 2031-03-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                             | Mastercard Inc                                                                  | CUSIP: 57636QAZ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15365.67     | 0.00%             | 2034-05-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                      | Micron Technology Inc                                                           | CUSIP: 595112CA9<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12377.87     | 0.00%             | 2028-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                 | Nasdaq Inc                                                                      | CUSIP: 631103AG3<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9988.93      | 0.00%             | 2026-06-30      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ROCKWELL AUTOMATION                                        | Rockwell Automation Inc                                                         | CUSIP: 773903AJ8<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |     12000 | PA      | $10076.83     | 0.00%             | 2049-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                                        | Highwoods Realty LP                                                             | CUSIP: 431282AP7<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |     17000 | PA      | $16837.54     | 0.00%             | 2027-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                 | Humana Inc                                                                      | CUSIP: 444859BE1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    153000 | PA      | $135914.80    | 0.03%             | 2044-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                   | Capital One Financial Corp                                                      | CUSIP: 14040HBK0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29886.22     | 0.01%             | 2026-07-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                    | Arthur J Gallagher & Co                                                         | CUSIP: 363576AB5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     17000 | PA      | $12068.83     | 0.00%             | 2051-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJYD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    394932 | PA      | $380418.14    | 0.08%             | 2046-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TEXAS HEALTH RESOURCES                                     | Texas Health Resources                                                          | CUSIP: 882484AC2<br>LEI: 54930008C10TUBW7Z611 | Long             | DBT              | CORP              | US        |     17000 | PA      | $9775.55      | 0.00%             | 2050-11-15      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                   | Florida Power & Light Co                                                        | CUSIP: 341081FD4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8036.40      | 0.00%             | 2041-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                        | Nomura Holdings Inc                                                             | CUSIP: 65535HAS8<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    120000 | PA      | $110337.10    | 0.02%             | 2030-07-16      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| PRECISION CASTPARTS CORP                                   | Precision Castparts Corp                                                        | CUSIP: 740189AP0<br>LEI: 0XOOAY5P5J7Q734SEC89 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6154.62      | 0.00%             | 2045-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                    | Canadian Natural Resources Ltd                                                  | CUSIP: 136385AE1<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |      7000 | PA      | $7588.46      | 0.00%             | 2033-06-30      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF CHICAGO                                      | University of Chicago/The                                                       | CUSIP: 91412NBC3<br>LEI: 54930099Y7GU6182V326 | Long             | DBT              | CORP              | US        |      8000 | PA      | $6414.15      | 0.00%             | 2053-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WW GRAINGER INC                                            | WW Grainger Inc                                                                 | CUSIP: 384802AC8<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |      8000 | PA      | $6333.99      | 0.00%             | 2046-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                           | Progressive Corp/The                                                            | CUSIP: 743315AZ6<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9239.69      | 0.00%             | 2032-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 3138A23L1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    251858 | PA      | $245091.10    | 0.05%             | 2041-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                        | Charles Schwab Corp/The                                                         | CUSIP: 808513BF1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24653.14     | 0.00%             | 2026-03-11      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                             | Morgan Stanley                                                                  | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     53000 | PA      | $54258.92     | 0.01%             | 2029-04-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                             | Lowe's Cos Inc                                                                  | CUSIP: 548661EH6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     26000 | PA      | $24879.12     | 0.00%             | 2032-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                                | Cummins Inc                                                                     | CUSIP: 231021AT3<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |     74000 | PA      | $65508.29     | 0.01%             | 2030-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                                      | Oglethorpe Power Corp                                                           | CUSIP: 677050AG1<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8388.83      | 0.00%             | 2039-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                   | Occidental Petroleum Corp                                                       | CUSIP: 674599CN3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      6000 | PA      | $4427.80      | 0.00%             | 2048-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Ginnie Mae II Pool                                                              | CUSIP: 36179WBY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1396632 | PA      | $1204280.26   | 0.24%             | 2051-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                   | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $69191.86     | 0.01%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3128M6SD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4166 | PA      | $4268.58      | 0.00%             | 2038-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                             | Air Lease Corp                                                                  | CUSIP: 00912XAV6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9849.88      | 0.00%             | 2027-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                    | Walt Disney Co/The                                                              | CUSIP: 254687FW1<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    202000 | PA      | $194951.28    | 0.04%             | 2028-01-13      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                        | Estee Lauder Cos Inc/The                                                        | CUSIP: 29736RAR1<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13250.36     | 0.00%             | 2031-03-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: —       |
| LLOYDS BANKING GROUP PLC                                   | Lloyds Banking Group PLC                                                        | CUSIP: 539439AQ2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    171000 | PA      | $168783.62    | 0.03%             | 2028-11-07      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                        | Elevance Health Inc                                                             | CUSIP: 036752AG8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    151000 | PA      | $150941.26    | 0.03%             | 2028-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                      | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150BA1<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8063.84      | 0.00%             | 2033-05-17      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                     | Diamondback Energy Inc                                                          | CUSIP: 25278XAN9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     21000 | PA      | $20267.57     | 0.00%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Ginnie Mae II Pool                                                              | CUSIP: 36179MA26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    217936 | PA      | $223696.53    | 0.04%             | 2042-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                     | Blackstone Private Credit Fund                                                  | CUSIP: 09261HAD9<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24419.69     | 0.00%             | 2026-12-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: —       |
| COMERICA INC                                               | Comerica Inc                                                                    | CUSIP: 200340AQ0<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |     86000 | PA      | $85535.83     | 0.02%             | 2026-07-22      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                | Prologis LP                                                                     | CUSIP: 74340XCK5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8719.60      | 0.00%             | 2054-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                         | Steel Dynamics Inc                                                              | CUSIP: 858119BQ2<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12411.96     | 0.00%             | 2034-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                       | Keurig Dr Pepper Inc                                                            | CUSIP: 26138EAT6<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     11000 | PA      | $9098.00      | 0.00%             | 2045-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3128LXEN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     35064 | PA      | $35954.49     | 0.01%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                      | Truist Financial Corp                                                           | CUSIP: 89788MAE2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     19000 | PA      | $17908.47     | 0.00%             | 2029-06-07      | Fixed         | 1.89%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL                                    | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                         | CUSIP: 05723KAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    144000 | PA      | $138592.99    | 0.03%             | 2029-11-07      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31412SG82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1263 | PA      | $1312.06      | 0.00%             | 2038-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                               | Stryker Corp                                                                    | CUSIP: 863667AJ0<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18103.60     | 0.00%             | 2046-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNIV SOUTHERN CALIFORNIA                                   | University of Southern California                                               | CUSIP: 914886AF3<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |      8000 | PA      | $5331.03      | 0.00%             | 2051-10-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                                  | Orange SA                                                                       | CUSIP: 685218AB5<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |     62000 | PA      | $61941.46     | 0.01%             | 2044-02-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HP INC                                                     | HP Inc                                                                          | CUSIP: 428236BR3<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |     24000 | PA      | $24825.05     | 0.00%             | 2041-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| EVERGY KANSAS CENTRAL                                      | Evergy Kansas Central Inc                                                       | CUSIP: 95709TAH3<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |     11000 | PA      | $9413.94      | 0.00%             | 2042-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 3138A2GY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    307815 | PA      | $300498.73    | 0.06%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                  | ONEOK Inc                                                                       | CUSIP: 682680BV4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10067.97     | 0.00%             | 2043-10-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                        | Abbott Laboratories                                                             | CUSIP: 002824BG4<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |     29000 | PA      | $29277.93     | 0.01%             | 2036-11-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                             | Morgan Stanley                                                                  | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     58000 | PA      | $56292.82     | 0.01%             | 2031-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                             | Eli Lilly & Co                                                                  | CUSIP: 532457CH9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     22000 | PA      | $20332.95     | 0.00%             | 2063-02-27      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| APA CORP                                                   | APA Corp                                                                        | CUSIP: 03743QBG2<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |      8000 | PA      | $6692.03      | 0.00%             | 2049-07-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 3138AEE82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     72721 | PA      | $72913.59     | 0.01%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                   | BHP Billiton Finance USA Ltd                                                    | CUSIP: 055451BE7<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     30000 | PA      | $31254.74     | 0.01%             | 2033-09-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                | Oracle Corp                                                                     | CUSIP: 68389XAV7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     34000 | PA      | $32543.02     | 0.01%             | 2034-07-08      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                | MetLife Inc                                                                     | CUSIP: 59156RBL1<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     14000 | PA      | $12851.89     | 0.00%             | 2044-12-15      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Ginnie Mae II Pool                                                              | CUSIP: 36179WLP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1992237 | PA      | $1717821.96   | 0.34%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                    | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYC2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     42000 | PA      | $32491.56     | 0.01%             | 2042-04-22      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                                                | CUSIP: 94974BGL8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     48000 | PA      | $48178.77     | 0.01%             | 2027-07-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| APA CORP                                                   | APA Corp                                                                        | CUSIP: 03743QBA5<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8817.82      | 0.00%             | 2037-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KFW                                                        | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769KD5<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    118000 | PA      | $120584.83    | 0.02%             | 2034-02-28      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31371NBD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    209909 | PA      | $218527.52    | 0.04%             | 2037-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                 | Nasdaq Inc                                                                      | CUSIP: 63111XAK7<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15718.33     | 0.00%             | 2053-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3128M8FM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4502 | PA      | $4671.73      | 0.00%             | 2038-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                      | Micron Technology Inc                                                           | CUSIP: 595112CB7<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     18000 | PA      | $19155.13     | 0.00%             | 2033-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                     | Motorola Solutions Inc                                                          | CUSIP: 620076BN8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16176.29     | 0.00%             | 2029-05-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                            | Caterpillar Inc                                                                 | CUSIP: 149123CE9<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |     17000 | PA      | $15285.22     | 0.00%             | 2064-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3128M6ZU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3569 | PA      | $3766.74      | 0.00%             | 2038-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Ginnie Mae II Pool                                                              | CUSIP: 36179XX68<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3457476 | PA      | $3506359.22   | 0.70%             | 2053-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LEGGETT & PLATT INC                                        | Leggett & Platt Inc                                                             | CUSIP: 524660AY3<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9805.40      | 0.00%             | 2027-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                      | Southern California Gas Co                                                      | CUSIP: 842434CR1<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |      8000 | PA      | $6511.64      | 0.00%             | 2048-06-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNIV SOUTHERN CALIFORNIA                                   | University of Southern California                                               | CUSIP: 914886AA4<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |     18000 | PA      | $16966.36     | 0.00%             | 2111-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| ALLINA HEALTH SYSTEM                                       | Allina Health System                                                            | CUSIP: 01959LAE2<br>LEI: 5493001V00JCD7SQ0G44 | Long             | DBT              | CORP              | US        |      6000 | PA      | $3833.29      | 0.00%             | 2051-11-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: —       |
| CITIGROUP INC                                              | Citigroup Inc                                                                   | CUSIP: 172967NG2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     48000 | PA      | $47271.59     | 0.01%             | 2028-02-24      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                           | Progressive Corp/The                                                            | CUSIP: 743315AV5<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11007.71     | 0.00%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                   | EQT Corp                                                                        | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    106000 | PA      | $105340.02    | 0.02%             | 2027-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                  | Amgen Inc                                                                       | CUSIP: 031162CR9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    161000 | PA      | $126792.25    | 0.03%             | 2040-02-21      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                    | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     58000 | PA      | $59728.67     | 0.01%             | 2035-07-23      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                              | Amphenol Corp                                                                   | CUSIP: 032095AR2<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16332.04     | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| APTIV SWISS HOLDINGS LTD                                   | Aptiv Swiss Holdings Ltd                                                        | CUSIP: 00217GAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |     20000 | PA      | $15137.67     | 0.00%             | 2052-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                   | Florida Power & Light Co                                                        | CUSIP: 341081FU6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     12000 | PA      | $9698.49      | 0.00%             | 2049-03-01      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                        | Dominion Energy Inc                                                             | CUSIP: 25746UDR7<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19752.90     | 0.00%             | 2032-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ONE GAS INC                                                | ONE Gas Inc                                                                     | CUSIP: 68235PAF5<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |     12000 | PA      | $10851.04     | 0.00%             | 2044-02-01      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31386MVG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        97 | PA      | $101.08       | 0.00%             | 2030-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DIGNITY HEALTH                                             | Dignity Health                                                                  | CUSIP: 254010AB7<br>LEI: TFVG45LTYVO3XKPZWP18 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5265.32      | 0.00%             | 2042-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                          | Expedia Group Inc                                                               | CUSIP: 30212PBH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9275.08      | 0.00%             | 2031-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ASSURED GUARANTY US HLDG                                   | Assured Guaranty US Holdings Inc                                                | CUSIP: 04621WAD2<br>LEI: 5493007YCE0652G9TZ64 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9384.80      | 0.00%             | 2031-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: —       |
| MASS INSTITUTE OF TECH                                     | Massachusetts Institute of Technology                                           | CUSIP: 575718AB7<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |     11000 | PA      | $9407.19      | 0.00%             | 2114-07-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                          | Eversource Energy                                                               | CUSIP: 30040WAE8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8812.22      | 0.00%             | 2028-01-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                            | CUSIP: 06051GKJ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     51000 | PA      | $49956.75     | 0.01%             | 2028-02-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                | Walmart Inc                                                                     | CUSIP: 931142CS0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12925.34     | 0.00%             | 2040-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                        | Elevance Health Inc                                                             | CUSIP: 036752AR4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    151000 | PA      | $149314.61    | 0.03%             | 2026-03-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                          | Johnson & Johnson                                                               | CUSIP: 478160BV5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     40000 | PA      | $32932.84     | 0.01%             | 2046-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                  | Amgen Inc                                                                       | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14971.99     | 0.00%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                 | Zoetis Inc                                                                      | CUSIP: 98978VAS2<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90968.41     | 0.02%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                            | Chevron USA Inc                                                                 | CUSIP: 166756AS5<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9747.75      | 0.00%             | 2029-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TELEDYNE TECHNOLOGIES IN                                   | Teledyne Technologies Inc                                                       | CUSIP: 879360AE5<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |     21000 | PA      | $19298.05     | 0.00%             | 2031-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                            | San Diego Gas & Electric Co                                                     | CUSIP: 797440BY9<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |      8000 | PA      | $5618.09      | 0.00%             | 2050-04-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| ONEOK PARTNERS LP                                          | ONEOK Partners LP                                                               | CUSIP: 68268NAM5<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8227.51      | 0.00%             | 2043-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| MASS GENERAL BRIGHAM INC                                   | Mass General Brigham Inc                                                        | CUSIP: 70213HAE8<br>LEI: 5493007Z86EDN0QFYU66 | Long             | DBT              | CORP              | US        |      8000 | PA      | $5650.52      | 0.00%             | 2049-07-01      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                             | Lowe's Cos Inc                                                                  | CUSIP: 548661DX2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18699.29     | 0.00%             | 2028-04-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                    | Fidelity National Information Services Inc                                      | CUSIP: 31620MBS4<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |     83000 | PA      | $78244.98     | 0.02%             | 2028-03-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: —       |
| DUKE UNIVERSITY                                            | Duke University                                                                 | CUSIP: 26442TAF4<br>LEI: FY5ICUIRRDCHN4HHL592 | Long             | DBT              | CORP              | US        |      8000 | PA      | $5892.50      | 0.00%             | 2044-10-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| DOLLAR TREE INC                                            | Dollar Tree Inc                                                                 | CUSIP: 256746AH1<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24938.33     | 0.00%             | 2028-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                                         | Ameren Illinois Co                                                              | CUSIP: 02361DAS9<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8970.72      | 0.00%             | 2028-05-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| NIKE INC                                                   | NIKE Inc                                                                        | CUSIP: 654106AM5<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |     68000 | PA      | $49455.64     | 0.01%             | 2050-03-27      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                         | Conagra Brands Inc                                                              | CUSIP: 205887CF7<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18844.10     | 0.00%             | 2027-11-01      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                          | L3Harris Technologies Inc                                                       | CUSIP: 502431AU3<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15553.40     | 0.00%             | 2034-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Ginnie Mae I Pool                                                               | CUSIP: 36295NBD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10732 | PA      | $11313.53     | 0.00%             | 2038-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HARTFORD INSUR GRP INC/T                                   | Hartford Insurance Group Inc/The                                                | CUSIP: 416515BD5<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8718.84      | 0.00%             | 2048-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| RPM INTERNATIONAL INC                                      | RPM International Inc                                                           | CUSIP: 749685AU7<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |     17000 | PA      | $16415.77     | 0.00%             | 2045-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PACKAGING CORP OF AMERIC                                   | Packaging Corp of America                                                       | CUSIP: 695156AW9<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |     14000 | PA      | $9177.30      | 0.00%             | 2051-10-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31413FGN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6580 | PA      | $6937.21      | 0.00%             | 2037-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                | CUSIP: 3133B6D56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1700643 | PA      | $1453220.58   | 0.29%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                             | Starbucks Corp                                                                  | CUSIP: 855244BE8<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20047.13     | 0.00%             | 2026-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                     | BP Capital Markets America Inc                                                  | CUSIP: 10373QBQ2<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    146000 | PA      | $97546.06     | 0.02%             | 2061-02-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                          | L3Harris Technologies Inc                                                       | CUSIP: 502431AT6<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15624.30     | 0.00%             | 2031-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS CO                                        | Vulcan Materials Co                                                             | CUSIP: 929160BD0<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21500.35     | 0.00%             | 2054-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                            | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     81000 | PA      | $74987.73     | 0.01%             | 2031-02-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COSTCO WHOLESALE CORP                                      | Costco Wholesale Corp                                                           | CUSIP: 22160KAN5<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24024.10     | 0.00%             | 2027-06-20      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                                   | KLA Corp                                                                        | CUSIP: 482480AN0<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38457.21     | 0.01%             | 2062-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                    | Exxon Mobil Corp                                                                | CUSIP: 30231GAZ5<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |     30000 | PA      | $20885.99     | 0.00%             | 2049-08-16      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Ginnie Mae II Pool                                                              | CUSIP: 36179X2L9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2663390 | PA      | $2699993.10   | 0.54%             | 2053-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                    | KeyCorp                                                                         | CUSIP: 49326EEP4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |     36000 | PA      | $39080.57     | 0.01%             | 2035-03-06      | Fixed         | 6.40%                 | No            |                  2 | On Loan: —       |
| HEALTHPEAK OP LLC                                          | Healthpeak OP LLC                                                               | CUSIP: 40414LAQ2<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12910.16     | 0.00%             | 2026-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                      | PACCAR Financial Corp                                                           | CUSIP: 69371RS80<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12229.03     | 0.00%             | 2029-01-31      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                     | American Honda Finance Corp                                                     | CUSIP: 02665WED9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10129.02     | 0.00%             | 2028-01-12      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                   | European Investment Bank                                                        | CUSIP: 298785JJ6<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |     59000 | PA      | $55512.00     | 0.01%             | 2027-10-21      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                   | Omega Healthcare Investors Inc                                                  | CUSIP: 681936BN9<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |     14000 | PA      | $12359.61     | 0.00%             | 2033-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| VERALTO CORP                                               | Veralto Corp                                                                    | CUSIP: 92338CAD5<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14454.46     | 0.00%             | 2028-09-18      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                           | LPL Holdings Inc                                                                | CUSIP: 50212YAQ7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30788.59     | 0.01%             | 2035-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                             | Mastercard Inc                                                                  | CUSIP: 57636QBB9<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14072.16     | 0.00%             | 2032-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                      | Waste Connections Inc                                                           | CUSIP: 941053AJ9<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $9833.34      | 0.00%             | 2029-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KENTUCKY UTILITIES CO                                      | Kentucky Utilities Co                                                           | CUSIP: 491674BG1<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12751.10     | 0.00%             | 2040-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                        | Moody's Corp                                                                    | CUSIP: 615369AP0<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8035.51      | 0.00%             | 2029-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                     | Motorola Solutions Inc                                                          | CUSIP: 620076BZ1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18665.25     | 0.00%             | 2034-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                      | Alibaba Group Holding Ltd                                                       | CUSIP: 01609WAT9<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    212000 | PA      | $209737.96    | 0.04%             | 2027-12-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: —       |
| CNH INDUSTRIAL CAP LLC                                     | CNH Industrial Capital LLC                                                      | CUSIP: 12592BAM6<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11745.85     | 0.00%             | 2026-07-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                      | Micron Technology Inc                                                           | CUSIP: 595112BQ5<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17161.37     | 0.00%             | 2030-02-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                   | American Water Capital Corp                                                     | CUSIP: 03040WAV7<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     11000 | PA      | $9032.29      | 0.00%             | 2049-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                      | United Parcel Service Inc                                                       | CUSIP: 911312AN6<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9671.50      | 0.00%             | 2040-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                               | Barclays PLC                                                                    | CUSIP: 06738EAN5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    151000 | PA      | $151011.82    | 0.03%             | 2026-01-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                  | Amgen Inc                                                                       | CUSIP: 031162DQ0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     53000 | PA      | $54951.17     | 0.01%             | 2030-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                          | General Motors Co                                                               | CUSIP: 37045VAQ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     52000 | PA      | $47450.52     | 0.01%             | 2048-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| UNION ELECTRIC CO                                          | Union Electric Co                                                               | CUSIP: 906548CT7<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     11000 | PA      | $9596.10      | 0.00%             | 2032-03-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                      | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A2S0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     39000 | PA      | $39440.49     | 0.01%             | 2026-07-17      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                                      | Evergy Kansas Central Inc                                                       | CUSIP: 30036FAB7<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9129.59      | 0.00%             | 2053-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL                                    | Raymond James Financial Inc                                                     | CUSIP: 754730AH2<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |     15000 | PA      | $11289.56     | 0.00%             | 2051-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                    | KeyCorp                                                                         | CUSIP: 49326EEH2<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9996.82      | 0.00%             | 2025-10-29      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                     | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BH6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    183000 | PA      | $180694.36    | 0.04%             | 2029-03-07      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                        | Moody's Corp                                                                    | CUSIP: 615369AV7<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     12000 | PA      | $8697.38      | 0.00%             | 2041-08-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                      | Toronto-Dominion Bank/The                                                       | CUSIP: 89114TZD7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     27000 | PA      | $26507.00     | 0.01%             | 2026-06-03      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| NOKIA OYJ                                                  | Nokia Oyj                                                                       | CUSIP: 654902AE5<br>LEI: 549300A0JPRWG1KI7U06 | Long             | DBT              | CORP              | FI        |     10000 | PA      | $9981.22      | 0.00%             | 2027-06-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                | Walmart Inc                                                                     | CUSIP: 931142EB5<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11166.56     | 0.00%             | 2038-06-28      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                | Ovintiv Inc                                                                     | CUSIP: 69047QAC6<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12663.59     | 0.00%             | 2033-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                                 | Eaton Corp                                                                      | CUSIP: 278062AK0<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10121.21     | 0.00%             | 2028-05-18      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                        | Dominion Energy Inc                                                             | CUSIP: 25746UCK3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8907.88      | 0.00%             | 2026-08-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GRP NY                                   | Australia & New Zealand Banking Group Ltd/New York NY                           | CUSIP: 05253JAZ4<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |     13000 | PA      | $13142.79     | 0.00%             | 2027-01-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| OMNICOM GROUP INC                                          | Omnicom Group Inc                                                               | CUSIP: 681919BG0<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |     31000 | PA      | $31820.15     | 0.01%             | 2034-11-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| JBS USA HOLD/FOOD/LUX CO                                   | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                      | CUSIP: 46590XAY2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     32000 | PA      | $33438.56     | 0.01%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                               | Comcast Corp                                                                    | CUSIP: 20030NBM2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    151000 | PA      | $144239.96    | 0.03%             | 2034-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                           | Deutsche Bank AG                                                                | CUSIP: 25152R2Y8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     73000 | PA      | $72926.43     | 0.01%             | 2026-01-13      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                | Oracle Corp                                                                     | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     62000 | PA      | $56944.83     | 0.01%             | 2031-03-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31414H2C0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20472 | PA      | $21584.78     | 0.00%             | 2037-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                   | Canadian Pacific Railway Co                                                     | CUSIP: 13645RAV6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    123000 | PA      | $121777.08    | 0.02%             | 2035-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                     | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAJ2<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15668.19     | 0.00%             | 2030-07-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| NOV INC                                                    | NOV Inc                                                                         | CUSIP: 637071AM3<br>LEI: 549300EHF3IW1AR6U008 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9663.29      | 0.00%             | 2029-12-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31417Y2Y2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29740 | PA      | $29761.15     | 0.01%             | 2041-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31417JM64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    152183 | PA      | $153148.92    | 0.03%             | 2039-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                        | Carrier Global Corp                                                             | CUSIP: 14448CAR5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     30000 | PA      | $24233.95     | 0.00%             | 2040-04-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                     | Extra Space Storage LP                                                          | CUSIP: 30225VAG2<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     12000 | PA      | $10423.47     | 0.00%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31412SSQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       620 | PA      | $638.65       | 0.00%             | 2038-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                           | Bank of Montreal                                                                | CUSIP: 06368BGS1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     32000 | PA      | $31438.10     | 0.01%             | 2032-12-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                     | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822AN4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     29000 | PA      | $28878.65     | 0.01%             | 2027-02-22      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                     | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KBR0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36539.25     | 0.01%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                             | Morgan Stanley                                                                  | CUSIP: 61747YFH3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     38000 | PA      | $40394.84     | 0.01%             | 2029-11-01      | Fixed         | 6.41%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                 | PacifiCorp                                                                      | CUSIP: 695114DE5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     26000 | PA      | $25506.84     | 0.01%             | 2055-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                | Target Corp                                                                     | CUSIP: 87612EBG0<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     11000 | PA      | $8841.67      | 0.00%             | 2047-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                  | Amgen Inc                                                                       | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14975.83     | 0.00%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                        | Southern California Edison Co                                                   | CUSIP: 842400FZ1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    171000 | PA      | $145847.31    | 0.03%             | 2043-10-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Ginnie Mae I Pool                                                               | CUSIP: 3620ATYD3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9303 | PA      | $9493.17      | 0.00%             | 2040-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OHIOHEALTH CORP                                            | OhioHealth Corp                                                                 | CUSIP: 67777JAK4<br>LEI: JGYGIL4QGKKPZU7C1D18 | Long             | DBT              | CORP              | US        |      8000 | PA      | $5536.10      | 0.00%             | 2050-11-15      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                      | Alibaba Group Holding Ltd                                                       | CUSIP: 01609WAY8<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $149710.00    | 0.03%             | 2041-02-09      | Fixed         | 2.70%                 | No            |                  2 | On Loan: —       |
| FAIRFAX FINL HLDGS LTD                                     | Fairfax Financial Holdings Ltd                                                  | CUSIP: 303901BR2<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $21163.61     | 0.00%             | 2054-03-22      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                                         | Ameren Illinois Co                                                              | CUSIP: 02361DAT7<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8691.30      | 0.00%             | 2049-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JUNIPER NETWORKS INC                                       | Juniper Networks Inc                                                            | CUSIP: 48203RAN4<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7946.42      | 0.00%             | 2025-12-10      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS INC                                    | Cboe Global Markets Inc                                                         | CUSIP: 12503MAC2<br>LEI: 529900RLNSGA90UPEH54 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8788.81      | 0.00%             | 2030-12-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 312938UD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     29572 | PA      | $30679.34     | 0.01%             | 2040-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                     | American Honda Finance Corp                                                     | CUSIP: 02665WFL0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14377.44     | 0.00%             | 2031-07-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                                 | Leidos Inc                                                                      | CUSIP: 52532XAF2<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14958.56     | 0.00%             | 2030-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                  | Boeing Co/The                                                                   | CUSIP: 097023AS4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6674.05      | 0.00%             | 2038-02-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3128K7ML9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     32744 | PA      | $33548.22     | 0.01%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                       | Waste Management Inc                                                            | CUSIP: 94106LBL2<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9950.13      | 0.00%             | 2025-11-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                    | Dell International LLC / EMC Corp                                               | CUSIP: 24703DBN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $20657.22     | 0.00%             | 2034-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                  | Amgen Inc                                                                       | CUSIP: 031162CW8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    403000 | PA      | $363051.49    | 0.07%             | 2031-02-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                        | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    126000 | PA      | $123661.64    | 0.02%             | 2026-12-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                     | Verizon Communications Inc                                                      | CUSIP: 92343VCX0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     24000 | PA      | $20621.56     | 0.00%             | 2048-09-15      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3128M56L9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6247 | PA      | $6686.16      | 0.00%             | 2038-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                    | MPLX LP                                                                         | CUSIP: 55336VAS9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15220.34     | 0.00%             | 2029-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                                  | Adobe Inc                                                                       | CUSIP: 00724PAC3<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    171000 | PA      | $167432.80    | 0.03%             | 2027-02-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 312930SE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     76259 | PA      | $80253.63     | 0.02%             | 2039-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                  | Amgen Inc                                                                       | CUSIP: 031162DE7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     19000 | PA      | $17847.12     | 0.00%             | 2032-02-22      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE U S I 10/24/2025                                  | ENBRIDGE U S I 10/24/2025                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4985674.50   | 0.99%             | 2025-10-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3132QSYY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    151790 | PA      | $145800.57    | 0.03%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLOBE LIFE INC                                             | Globe Life Inc                                                                  | CUSIP: 37959EAB8<br>LEI: 5493001JFHKQOPP6XA71 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8063.27      | 0.00%             | 2032-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                           | Crown Castle Inc                                                                | CUSIP: 22822VAW1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    142000 | PA      | $124381.69    | 0.02%             | 2031-04-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| AUTODESK INC                                               | Autodesk Inc                                                                    | CUSIP: 052769AG1<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9446.44      | 0.00%             | 2030-01-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                                       | Republic of Italy Government International Bond                                 | CUSIP: 465410BG2<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    103000 | PA      | $108800.60    | 0.02%             | 2033-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                   | Host Hotels & Resorts LP                                                        | CUSIP: 44107TAZ9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14089.33     | 0.00%             | 2030-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                     | Bank of New York Mellon Corp/The                                                | CUSIP: 06406GAA9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    141000 | PA      | $136697.48    | 0.03%             | 2028-10-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 3138XQAK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     68551 | PA      | $65856.65     | 0.01%             | 2044-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS INC                                    | Cboe Global Markets Inc                                                         | CUSIP: 12503MAA6<br>LEI: 529900RLNSGA90UPEH54 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12929.60     | 0.00%             | 2027-01-12      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                       | Las Vegas Sands Corp                                                            | CUSIP: 517834AK3<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10419.64     | 0.00%             | 2029-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| KEYCORP                                                    | KeyCorp                                                                         | CUSIP: 49326EEN9<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12960.69     | 0.00%             | 2033-06-01      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                         | Ford Motor Co                                                                   | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43760.92     | 0.01%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HEICO CORP                                                 | HEICO Corp                                                                      | CUSIP: 422806AA7<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12325.02     | 0.00%             | 2028-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                                 | Eaton Corp                                                                      | CUSIP: 278062AJ3<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |     14000 | PA      | $12822.39     | 0.00%             | 2052-08-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                                     | Boston Scientific Corp                                                          | CUSIP: 101137AE7<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |     21000 | PA      | $23578.26     | 0.00%             | 2035-11-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                | Oracle Corp                                                                     | CUSIP: 68389XCJ2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     43000 | PA      | $46743.81     | 0.01%             | 2032-11-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                         | Vodafone Group PLC                                                              | CUSIP: 92857WBL3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     12000 | PA      | $11832.59     | 0.00%             | 2038-05-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| CARDINAL HEALTH INC                                        | Cardinal Health Inc                                                             | CUSIP: 14149YBT4<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21076.33     | 0.00%             | 2054-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                | Equinix Inc                                                                     | CUSIP: 29444UBQ8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13761.94     | 0.00%             | 2026-05-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                             | Starbucks Corp                                                                  | CUSIP: 855244BJ7<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10214.68     | 0.00%             | 2034-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| PAYPAL HOLDINGS INC                                        | PayPal Holdings Inc                                                             | CUSIP: 70450YAK9<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10003.75     | 0.00%             | 2027-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                | US 5YR NOTE (CBT)                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       317 | NC      | $-196858.48   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| S&P GLOBAL INC                                             | S&P Global Inc                                                                  | CUSIP: 78409VBK9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27490.95     | 0.01%             | 2032-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO                                            | Nevada Power Co                                                                 | CUSIP: 641423CD8<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8336.48      | 0.00%             | 2030-05-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                            | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     69000 | PA      | $65370.74     | 0.01%             | 2029-06-14      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31412NQE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    104315 | PA      | $108090.26    | 0.02%             | 2038-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                         | Province of Quebec Canada                                                       | CUSIP: 748149AN1<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     74000 | PA      | $72912.33     | 0.01%             | 2027-04-12      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                            | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     86000 | PA      | $76309.83     | 0.02%             | 2032-07-21      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT                                   | Apollo Global Management Inc                                                    | CUSIP: 03769MAC0<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15217.15     | 0.00%             | 2054-05-21      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                    | HCA Inc                                                                         | CUSIP: 404119CP2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22535.08     | 0.00%             | 2028-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| RIO TINTO ALCAN INC                                        | Rio Tinto Alcan Inc                                                             | CUSIP: 013716AU9<br>LEI: 2138007ZSQ7B17SKOX77 | Long             | DBT              | CORP              | CA        |     15000 | PA      | $16476.52     | 0.00%             | 2033-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| HARTFORD INSUR GRP INC/T                                   | Hartford Insurance Group Inc/The                                                | CUSIP: 416515BF0<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |     16000 | PA      | $12090.31     | 0.00%             | 2049-08-19      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                    | Honeywell International Inc                                                     | CUSIP: 438516CK0<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22641.86     | 0.00%             | 2033-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                             | Starbucks Corp                                                                  | CUSIP: 855244AT6<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19612.63     | 0.00%             | 2029-08-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AGREE LP                                                   | Agree LP                                                                        | CUSIP: 008513AA1<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6533.50      | 0.00%             | 2030-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO                                            | Nevada Power Co                                                                 | CUSIP: 641423CE6<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |      6000 | PA      | $3967.49      | 0.00%             | 2050-08-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: —       |
| CHUBB INA HOLDINGS LLC                                     | Chubb INA Holdings LLC                                                          | CUSIP: 171239AH9<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     17000 | PA      | $11132.96     | 0.00%             | 2051-12-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                       | Westpac Banking Corp                                                            | CUSIP: 961214ET6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     22000 | PA      | $19817.22     | 0.00%             | 2031-06-03      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                     | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RAB3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    171000 | PA      | $169863.95    | 0.03%             | 2028-02-07      | Fixed         | 3.44%                 | No            |                  2 | On Loan: —       |
| TARGA RESOURCES CORP                                       | Targa Resources Corp                                                            | CUSIP: 87612GAA9<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14259.22     | 0.00%             | 2033-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                     | General Motors Financial Co Inc                                                 | CUSIP: 37045XDL7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17886.05     | 0.00%             | 2031-06-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                    | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     77000 | PA      | $70658.30     | 0.01%             | 2033-02-24      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                  | Apple Inc                                                                       | CUSIP: 037833CJ7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     39000 | PA      | $38795.42     | 0.01%             | 2027-02-09      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                            | United States Treasury Note/Bond                                                | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13130000 | PA      | $13424399.28  | 2.67%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| PRUDENTIAL FINANCIAL INC                                   | Prudential Financial Inc                                                        | CUSIP: 744320BL5<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10795.32     | 0.00%             | 2053-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                  | ONEOK Inc                                                                       | CUSIP: 682680CD3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     24000 | PA      | $24020.23     | 0.00%             | 2031-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31414F6A4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18856 | PA      | $19699.20     | 0.00%             | 2038-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                             | Home Depot Inc/The                                                              | CUSIP: 437076AS1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    264000 | PA      | $287605.11    | 0.06%             | 2036-12-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                             | Morgan Stanley                                                                  | CUSIP: 61747YFP5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     29000 | PA      | $29655.40     | 0.01%             | 2028-04-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                | Equinix Inc                                                                     | CUSIP: 29444UBR6<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7586.93      | 0.00%             | 2028-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                | Phillips 66                                                                     | CUSIP: 718546AZ7<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9886.17      | 0.00%             | 2026-02-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                   | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MAC4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     30000 | PA      | $29963.48     | 0.01%             | 2026-03-09      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                | Phillips 66                                                                     | CUSIP: 718546AL8<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |     29000 | PA      | $25897.25     | 0.01%             | 2044-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                | CUSIP: 3133B3C21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1915244 | PA      | $1699045.98   | 0.34%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                  | Amgen Inc                                                                       | CUSIP: 031162CF5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     68000 | PA      | $59443.13     | 0.01%             | 2051-06-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                           | Altria Group Inc                                                                | CUSIP: 02209SAV5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     30000 | PA      | $23030.20     | 0.00%             | 2046-09-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                   | Western Midstream Operating LP                                                  | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     22000 | PA      | $21481.51     | 0.00%             | 2030-02-01      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                             | S&P Global Inc                                                                  | CUSIP: 78409VAS3<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     12000 | PA      | $10459.24     | 0.00%             | 2030-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                             | Phillips 66 Co                                                                  | CUSIP: 718547AF9<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8947.64      | 0.00%             | 2026-10-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                            | CUSIP: 06051GGF0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     58000 | PA      | $57739.70     | 0.01%             | 2028-01-20      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                  | ONEOK Inc                                                                       | CUSIP: 682680BH5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14181.74     | 0.00%             | 2026-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| WASHINGTON UNIVERSITY                                      | Washington University/The                                                       | CUSIP: 940663AC1<br>LEI: 2V765680J33YAZOYW441 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7389.82      | 0.00%             | 2054-04-15      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31417DKX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    898019 | PA      | $847926.24    | 0.17%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ATLASSIAN CORPORATION                                      | Atlassian Corp                                                                  | CUSIP: 049468AB7<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10307.82     | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                              | Westlake Corp                                                                   | CUSIP: 960413AS1<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |     14000 | PA      | $12358.10     | 0.00%             | 2046-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31419BCT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    336295 | PA      | $320940.43    | 0.06%             | 2041-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                             | Lowe's Cos Inc                                                                  | CUSIP: 548661CJ4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7315.59      | 0.00%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                          | Store Capital LLC                                                               | CUSIP: 862121AC4<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6367.18      | 0.00%             | 2030-11-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                 | PacifiCorp                                                                      | CUSIP: 695114CG1<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12874.64     | 0.00%             | 2037-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TRANSATLANTIC HOLDINGS                                     | Transatlantic Holdings Inc                                                      | CUSIP: 893521AB0<br>LEI: RN37QJVS1BV19MNIC295 | Long             | DBT              | CORP              | US        |      7000 | PA      | $8789.28      | 0.00%             | 2039-11-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                     | Verizon Communications Inc                                                      | CUSIP: 92343VDS0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12074.60     | 0.00%             | 2049-04-15      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF CHICAGO                                      | University of Chicago/The                                                       | CUSIP: 91412NBE9<br>LEI: 54930099Y7GU6182V326 | Long             | DBT              | CORP              | US        |     18000 | PA      | $11769.27     | 0.00%             | 2050-04-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Ginnie Mae I Pool                                                               | CUSIP: 36241KNR5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4439 | PA      | $4548.73      | 0.00%             | 2037-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 31286DP70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     66960 | PA      | $69751.15     | 0.01%             | 2038-02-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                    | HCA Inc                                                                         | CUSIP: 404119CB3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     33000 | PA      | $22592.48     | 0.00%             | 2051-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                    | Dell International LLC / EMC Corp                                               | CUSIP: 24703DBJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $20441.04     | 0.00%             | 2028-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                | Phillips 66                                                                     | CUSIP: 718546AK0<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |     19000 | PA      | $18556.39     | 0.00%             | 2034-11-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                      | Lincoln National Corp                                                           | CUSIP: 534187BJ7<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8553.47      | 0.00%             | 2030-01-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: —       |
| FLORIDA POWER & LIGHT CO                                   | Florida Power & Light Co                                                        | CUSIP: 341081FX0<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     16000 | PA      | $11187.17     | 0.00%             | 2049-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                     | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBW6<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18562.83     | 0.00%             | 2035-03-14      | Fixed         | 5.19%                 | No            |                  2 | On Loan: —       |
| WESTPAC BANKING CORP                                       | Westpac Banking Corp                                                            | CUSIP: 961214DK6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     22000 | PA      | $21854.51     | 0.00%             | 2027-03-08      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                         | Athene Holding Ltd                                                              | CUSIP: 04686JAB7<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10669.11     | 0.00%             | 2030-04-03      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                            | CUSIP: 06051GJA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    127000 | PA      | $103427.31    | 0.02%             | 2051-03-20      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| FLOWERS FOODS INC                                          | Flowers Foods Inc                                                               | CUSIP: 343498AC5<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |     14000 | PA      | $12431.74     | 0.00%             | 2031-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31416YYR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    367486 | PA      | $367856.31    | 0.07%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                      | Texas Instruments Inc                                                           | CUSIP: 882508BK9<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9757.07      | 0.00%             | 2026-09-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| BAYLOR SCOTT & WHITE HOL                                   | Baylor Scott & White Holdings                                                   | CUSIP: 072863AC7<br>LEI: 549300JQDKSBWYRGGV95 | Long             | DBT              | CORP              | US        |     27000 | PA      | $22994.33     | 0.00%             | 2045-11-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN UNIVERSITY                                    | Northwestern University                                                         | CUSIP: 668444AS1<br>LEI: OBWWNZE695DUK77DTI34 | Long             | DBT              | CORP              | US        |     18000 | PA      | $11416.67     | 0.00%             | 2050-12-01      | Fixed         | 2.64%                 | No            |                  2 | On Loan: —       |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                | US 10YR ULTRA                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |      -258 | NC      | $181434.69    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BAT CAPITAL CORP                                           | BAT Capital Corp                                                                | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13859.96     | 0.00%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                                              | Sutter Health                                                                   | CUSIP: 86944BAJ2<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |     12000 | PA      | $8552.79      | 0.00%             | 2050-08-15      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                  | ONEOK Inc                                                                       | CUSIP: 682680BE2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12891.97     | 0.00%             | 2031-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                               | NNN REIT Inc                                                                    | CUSIP: 637417AJ5<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6958.35      | 0.00%             | 2026-12-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                                       | Appalachian Power Co                                                            | CUSIP: 037735CV7<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    151000 | PA      | $128446.27    | 0.03%             | 2045-06-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                        | CommonSpirit Health                                                             | CUSIP: 20268JAG8<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     13000 | PA      | $9772.30      | 0.00%             | 2050-10-01      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                         | Regal Rexnord Corp                                                              | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |     24000 | PA      | $24835.58     | 0.00%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 3138M9AP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    307081 | PA      | $302475.72    | 0.06%             | 2027-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRA HLDS                                   | South Bow USA Infrastructure Holdings LLC                                       | CUSIP: 83007CAF9<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |     24000 | PA      | $24141.15     | 0.00%             | 2034-10-01      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                            | CUSIP: 06051GHT9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     69000 | PA      | $68735.99     | 0.01%             | 2027-04-23      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                       | Royal Bank of Canada                                                            | CUSIP: 78016FZT4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     22000 | PA      | $22040.55     | 0.00%             | 2026-01-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                     | Verizon Communications Inc                                                      | CUSIP: 92343VCZ5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     14000 | PA      | $12112.39     | 0.00%             | 2055-03-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                | Nutrien Ltd                                                                     | CUSIP: 67077MBB3<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     15000 | PA      | $15265.10     | 0.00%             | 2053-03-27      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COPPER CORP                                       | Southern Copper Corp                                                            | CUSIP: 84265VAE5<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |     23000 | PA      | $26214.71     | 0.01%             | 2040-04-16      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                   | Capital One Financial Corp                                                      | CUSIP: 254709AT5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     11000 | PA      | $13010.43     | 0.00%             | 2034-11-02      | Fixed         | 7.96%                 | No            |                  2 | On Loan: No      |
| PPG INDUSTRIES INC                                         | PPG Industries Inc                                                              | CUSIP: 693506BS5<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |     19000 | PA      | $17601.85     | 0.00%             | 2030-06-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                                        | Sprint Capital Corp                                                             | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |     48000 | PA      | $51640.49     | 0.01%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| LOUISVILLE GAS & ELEC                                      | Louisville Gas and Electric Co                                                  | CUSIP: 546676AZ0<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9425.44      | 0.00%             | 2033-04-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                       | Parker-Hannifin Corp                                                            | CUSIP: 701094AR5<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     24000 | PA      | $24115.06     | 0.00%             | 2027-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 3138WEUR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    550971 | PA      | $535238.75    | 0.11%             | 2030-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                         | Regency Centers LP                                                              | CUSIP: 75884RAV5<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10926.64     | 0.00%             | 2027-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31417TRR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     77055 | PA      | $77544.36     | 0.02%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                | Oracle Corp                                                                     | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     62000 | PA      | $46130.74     | 0.01%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                     | Sempra                                                                          | CUSIP: 816851BQ1<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11099.22     | 0.00%             | 2026-08-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                                   | Huntington Ingalls Industries Inc                                               | CUSIP: 446413AL0<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |     42000 | PA      | $41355.49     | 0.01%             | 2027-12-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                 | HSBC SECURITIES (USA) INC                                                       | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Long             | RA               | CORP              | US        |   3685523 | PA      | $3685523.00   | 0.73%             |  |  |  | No            |                  2 | On Loan: No      |
| FIDELITY NATL FINANCIAL                                    | Fidelity National Financial Inc                                                 | CUSIP: 31620RAJ4<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12353.91     | 0.00%             | 2030-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                  | ONEOK Inc                                                                       | CUSIP: 682680AS2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9972.07      | 0.00%             | 2027-07-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                      | United Parcel Service Inc                                                       | CUSIP: 911312BN5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     23000 | PA      | $17951.33     | 0.00%             | 2047-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                     | Pacific Gas and Electric Co                                                     | CUSIP: 694308JH1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    241000 | PA      | $182781.20    | 0.04%             | 2040-08-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                                 | VMware LLC                                                                      | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26470.31     | 0.01%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                             | Morgan Stanley                                                                  | CUSIP: 61747YEU5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     38000 | PA      | $38596.06     | 0.01%             | 2033-07-20      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                                        | Otis Worldwide Corp                                                             | CUSIP: 68902VAJ6<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |     41000 | PA      | $40010.20     | 0.01%             | 2027-04-05      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| FOX CORP                                                   | Fox Corp                                                                        | CUSIP: 35137LAL9<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11627.65     | 0.00%             | 2030-04-08      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 3140QFZ51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    195592 | PA      | $166873.28    | 0.03%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FUNDING LLC                                     | NXP BV / NXP Funding LLC                                                        | CUSIP: 62947QBC1<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     10000 | PA      | $10374.50     | 0.00%             | 2028-12-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                  | ONEOK Inc                                                                       | CUSIP: 682680BB8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14170.81     | 0.00%             | 2030-03-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                     | UnitedHealth Group Inc                                                          | CUSIP: 91324PDK5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    202000 | PA      | $201392.02    | 0.04%             | 2028-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31410GCT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5060 | PA      | $5046.56      | 0.00%             | 2035-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                                        | Sprint Capital Corp                                                             | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |     31000 | PA      | $37776.42     | 0.01%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| SABRA HEALTH CARE LP                                       | Sabra Health Care LP                                                            | CUSIP: 78572XAG6<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6784.89      | 0.00%             | 2029-10-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                                 | Biogen Inc                                                                      | CUSIP: 09062XAH6<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27378.44     | 0.01%             | 2030-05-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| HEALTHPEAK OP LLC                                          | Healthpeak OP LLC                                                               | CUSIP: 40414LAE9<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6621.36      | 0.00%             | 2041-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                   | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     27000 | PA      | $19457.78     | 0.00%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31413QS90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     60711 | PA      | $63713.22     | 0.01%             | 2037-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                       | Waste Management Inc                                                            | CUSIP: 94106LCD9<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14313.14     | 0.00%             | 2032-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                   | Baxter International Inc                                                        | CUSIP: 071813CL1<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     29000 | PA      | $28117.71     | 0.01%             | 2027-02-01      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                                      | Jackson Financial Inc                                                           | CUSIP: 46817MAL1<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9041.54      | 0.00%             | 2031-11-23      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                                | SWEDBANK AB                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    900000 | PA      | $900513.36    | 0.18%             | 2025-12-10      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3128M7U38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    306188 | PA      | $314023.58    | 0.06%             | 2037-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-11-26

**Name of Applicant:** Voya VARIABLE PORTFOLIOS INC

**Signature:** Dorothy Roman

**Name of Signer:** Dorothy Roman

**Title:** Vice President, Fund Administration