# EDGAR Filing Document

**Accession Number:** 0001516523
**File Stem:** 0002066578-26-001969
**Filing Date:** 2026-5
**Character Count:** 889175
**Document Hash:** 77b14d63a478963cb32be6237648a113
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002066578-26-001969.hdr.sgml**: 20260529

**ACCESSION NUMBER**: 0002066578-26-001969

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260529

**DATE AS OF CHANGE**: 20260529

**PERIOD START**: 20260930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Advisers Investment Trust
- **CENTRAL INDEX KEY:** 0001516523

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22538
- **FILM NUMBER:** 261041848

**BUSINESS ADDRESS:**
- **STREET 1:** 50 S. LASALLE STREET
- **CITY:** CHICAGO
- **STATE:** IL
- **ZIP:** 60603
- **BUSINESS PHONE:** (855) 351-4583

**MAIL ADDRESS:**
- **STREET 1:** 50 S. LASALLE STREET
- **CITY:** CHICAGO
- **STATE:** IL
- **ZIP:** 60603

## Series and Classes Contracts Data

### State Farm Balanced Fund (Series ID: S000071158)

| Class ID   | Class Name               | Ticker Symbol   |
|:---|:---|:---|
| C000225896 | State Farm Balanced Fund | STFBX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Advisers Investment Trust

- **b. Investment Company Act file number:** 811-22538

- **c. CIK number of Registrant:** 0001516523

- **d. LEI of Registrant:** 549300BG52TB5QPLYE22

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

  - **Street Address 1:** 50 S. LaSalle Street

  - **City:** Chicago

  - **State:** IL

  - **Foreign country:** US

  - **Zip / Postal Code:** 60603

  - **Telephone number:** 312-557-4100

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

- **a. Name of Series:** State Farm Balanced Fund

- **b. EDGAR series identifier (if any):** S000071158

- **c. LEI of Series:** 549300S6Y40MX47LDJ87

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

- **a. Date of fiscal year-end:** 2026-09-30

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $2616839744.33

**Total Liabilities:** $1748951.69

**Net Assets:** $2615090792.64

**Cash Not Reported:** $49.46

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 5.272755093022 | **1-Year:** 15764.231683877034 | **5-Year:** 51680.128460705906 | **10-Year:** 31303.638430015117 | **30-Year:** 576.865020026179

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

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

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000225896 | 2.71%                | 1.54%                | -4.06%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $11008526.44             | $55792201.73                               |
| Month 2  | $23757159.54             | $12953493.32                               |
| Month 3  | $4442511.31              | $-119739062.77                             |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| United States Treasury Notes                                                         | T 2.375 05/15/29                                               | CUSIP: 9128286T2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4787109.40   | 0.18%             | 2029-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance (USA) Ltd.                                                      | BHP 4.75 02/28/28                                              | CUSIP: 055451AZ1<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    150000 | PA      | $151392.56    | 0.01%             | 2028-02-28      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc.                                                          | MIZUHO V5.667 05/27/29                                         | CUSIP: 60687YCP2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $205172.44    | 0.01%             | 2029-05-27      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co.                                                                     | DTE 5.2 04/01/33                                               | CUSIP: 23338VAS5<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51188.85     | 0.00%             | 2033-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Williams Companies Inc. (The)                                                        | WMB 5.65 03/15/33                                              | CUSIP: 969457CJ7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103274.29    | 0.00%             | 2033-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| PacifiCorp.                                                                          | BRKHEC 5.3 02/15/31                                            | CUSIP: 695114DC9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101352.22    | 0.00%             | 2031-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM V5.336 01/23/35                                            | CUSIP: 46647PEC6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253837.00    | 0.01%             | 2035-01-23      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| The Cigna Group                                                                      | CI 5.125 05/15/31                                              | CUSIP: 125523CU2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102059.40    | 0.00%             | 2031-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Sysco Corporation                                                                    | SYY 5.4 03/23/35                                               | CUSIP: 871829BV8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49636.43     | 0.00%             | 2035-03-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Leidos Inc                                                                           | LDOS 5.4 03/15/32                                              | CUSIP: 52532XAK1<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50967.51     | 0.00%             | 2032-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                        | GOOGL 4.1 02/15/31                                             | CUSIP: 02079KBK2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198610.21    | 0.01%             | 2031-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 3.5 02/15/29                                                 | CUSIP: 91282CQA2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $991328.12    | 0.04%             | 2029-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 0.5 04/30/27                                                 | CUSIP: 912828ZN3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $9656157.30   | 0.37%             | 2027-04-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 1.25 08/15/31                                                | CUSIP: 91282CCS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8000000 | PA      | $6943437.52   | 0.27%             | 2031-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                              | UNH 4 05/15/29                                                 | CUSIP: 91324PEH1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247417.34    | 0.01%             | 2029-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                               | MSI 5.6 06/01/32                                               | CUSIP: 620076BW8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155358.52    | 0.01%             | 2032-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| NXP B V / NXP Funding LLC & NXP USA Inc                                              | NXPI 3.4 05/01/30                                              | CUSIP: 62954HAY4<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | NL        |    150000 | PA      | $142996.38    | 0.01%             | 2030-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Resources Corp.                                                   | CNP 5.4 03/01/33                                               | CUSIP: 15189YAH9<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9249.13      | 0.00%             | 2033-03-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Air Products & Chemicals, Inc.                                                       | APD 4.8 03/03/33                                               | CUSIP: 009158BF2<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100749.42    | 0.00%             | 2033-03-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                            | TOYOTA 4.8 01/05/34 MTN                                        | CUSIP: 89236TLM5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99450.82     | 0.00%             | 2034-01-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                                         | SNPS 4.85 04/01/30                                             | CUSIP: 871607AC1<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90661.94     | 0.00%             | 2030-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 5.7 02/04/36                                              | CUSIP: 68389XDZ5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96148.83     | 0.00%             | 2036-02-04      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                          | COF V5.399 01/30/37                                            | CUSIP: 14040HDQ5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97986.74     | 0.00%             | 2037-01-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AEP Texas Inc                                                                        | AEP 4.7 05/15/32                                               | CUSIP: 00108WAP5<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148176.00    | 0.01%             | 2032-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Paypal Holdings Inc.                                                                 | PYPL 4.4 06/01/32                                              | CUSIP: 70450YAL7<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147290.44    | 0.01%             | 2032-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                              | UNH 3.7 05/15/27                                               | CUSIP: 91324PEG3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248439.94    | 0.01%             | 2027-05-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Nucor Corporation                                                                    | NUE 4.3 05/23/27                                               | CUSIP: 670346AY1<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150147.00    | 0.01%             | 2027-05-23      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NXP B V / NXP Funding LLC & NXP USA Inc                                              | NXPI 3.15 05/01/27                                             | CUSIP: 62954HAX6<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | NL        |    150000 | PA      | $147897.02    | 0.01%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 4.125 09/30/27                                               | CUSIP: 91282CFM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $2008203.12   | 0.08%             | 2027-09-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Medtronic Global Holdings SCA                                                        | MDT 4.5 03/30/33                                               | CUSIP: 58507LBC2<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $98739.36     | 0.00%             | 2033-03-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PPL Electric Utilities Corporation                                                   | PPL 4.85 02/15/34                                              | CUSIP: 69351UBC6<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99650.22     | 0.00%             | 2034-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                   | ET 5.55 05/15/34                                               | CUSIP: 29273VAY6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101826.72    | 0.00%             | 2034-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Leidos Inc                                                                           | LDOS 5.5 03/15/35                                              | CUSIP: 52532XAL9<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50811.41     | 0.00%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM V5.193 02/05/37                                            | CUSIP: 46647PFK7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196533.20    | 0.01%             | 2037-02-05      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                        | GOOGL 4.8 02/15/36                                             | CUSIP: 02079KBM8<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99571.64     | 0.00%             | 2036-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 2.75 02/15/28                                                | CUSIP: 9128283W8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4904101.55   | 0.19%             | 2028-02-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 1.25 03/31/28                                                | CUSIP: 91282CBS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4755078.10   | 0.18%             | 2028-03-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                              | UNH 4.2 05/15/32                                               | CUSIP: 91324PEJ7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    250000 | PA      | $243569.71    | 0.01%             | 2032-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Company                                                   | EIX 4.7 06/01/27 D                                             | CUSIP: 842400HQ9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150093.11    | 0.01%             | 2027-06-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 2.625 07/31/29                                               | CUSIP: 91282CFC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8000000 | PA      | $7694375.04   | 0.29%             | 2029-07-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                               | ASIA 4.125 01/12/34 GMTN                                       | CUSIP: 045167GB3<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    100000 | PA      | $99288.89     | 0.00%             | 2034-01-12      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                     | DUK 4.85 01/05/29                                              | CUSIP: 26441CCC7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101225.62    | 0.00%             | 2029-01-05      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                                                  | D 5 01/15/34                                                   | CUSIP: 927804GP3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99671.23     | 0.00%             | 2034-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                            | DUK 4.85 01/15/34                                              | CUSIP: 26442CBM5<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99868.40     | 0.00%             | 2034-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corporation                                                   | HNDA 4.9 01/10/34 GMTN                                         | CUSIP: 02665WEZ0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97249.01     | 0.00%             | 2034-01-10      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                       | MS V5.073 01/30/37                                             | CUSIP: 61748UAT9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195943.90    | 0.01%             | 2037-01-30      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| American Express Company                                                             | AXP V5.412 02/08/41                                            | CUSIP: 025816ES4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99226.67     | 0.00%             | 2041-02-08      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 4.125 02/15/36                                               | CUSIP: 91282CPZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2250000 | PA      | $2214843.75   | 0.08%             | 2036-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                           | AMGN 4.85 02/19/36                                             | CUSIP: 031162DW7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98253.07     | 0.00%             | 2036-02-19      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Equinix Asia Financing Corporation Pte Ltd.                                          | EQIX 4.4 03/15/31                                              | CUSIP: 29447KAA3<br>LEI: 2549002E9B0F5FQ3X427 | Long             | DBT              | CORP              | SG        |    100000 | PA      | $97889.53     | 0.00%             | 2031-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Leidos Inc                                                                           | LDOS 4.1 03/15/29                                              | CUSIP: 52532XAM7<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49505.32     | 0.00%             | 2029-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 1.625 05/15/31                                               | CUSIP: 91282CCB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12000000 | PA      | $10702031.28  | 0.41%             | 2031-05-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 1.375 12/31/28                                               | CUSIP: 91282CDP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $3746562.48   | 0.14%             | 2028-12-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 2.625 05/31/27                                               | CUSIP: 91282CET4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4932226.55   | 0.19%             | 2027-05-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Company                                                             | EMN 5.75 03/08/33                                              | CUSIP: 277432AX8<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103362.17    | 0.00%             | 2033-03-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Kellanova                                                                            | K 5.25 03/01/33                                                | CUSIP: 487836BZ0<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102061.89    | 0.00%             | 2033-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Pilgrims Pride Corporation                                                           | PPC 4.25 04/15/31                                              | CUSIP: 72147KAJ7<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    250000 | PA      | $238804.05    | 0.01%             | 2031-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                         | MAR 4.9 04/15/29                                               | CUSIP: 571903BL6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252854.56    | 0.01%             | 2029-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                             | LLOYDS V5.679 01/05/35                                         | CUSIP: 53944YAX1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $205489.79    | 0.01%             | 2035-01-05      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt Fuer Wiederaufbau                                                      | KFW 4 03/15/29                                                 | CUSIP: 500769KC7<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | NUSS              | DE        |    350000 | PA      | $351749.22    | 0.01%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sysco Corporation                                                                    | SYY 5.1 09/23/30                                               | CUSIP: 871829BU0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100794.66    | 0.00%             | 2030-09-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                                  | ABT 4 03/15/31                                                 | CUSIP: 002824BS8<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147623.71    | 0.01%             | 2031-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                       | C V4.658 05/24/28                                              | CUSIP: 172967NS6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150282.47    | 0.01%             | 2028-05-24      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                                                | WSTP 4.043 08/26/27                                            | CUSIP: 961214FC2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $249884.78    | 0.01%             | 2027-08-26      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                            | RTX 5.15 02/27/33                                              | CUSIP: 75513ECR0<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254962.82    | 0.01%             | 2033-02-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc.                                                                          | FISV 5.45 03/02/28                                             | CUSIP: 337738BD9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253550.97    | 0.01%             | 2028-03-02      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc.                                                                          | FISV 5.6 03/02/33                                              | CUSIP: 337738BE7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252621.78    | 0.01%             | 2033-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                                                     | BPLN 4.989 04/10/34                                            | CUSIP: 10373QBW9<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100692.60    | 0.00%             | 2034-04-10      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| PacifiCorp.                                                                          | BRKHEC 5.45 02/15/34                                           | CUSIP: 695114DD7<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99626.13     | 0.00%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| The Cigna Group                                                                      | CI 5 05/15/29                                                  | CUSIP: 125523CT5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    300000 | PA      | $305304.56    | 0.01%             | 2029-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                | BAC V4.456 02/06/32                                            | CUSIP: 060505GQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98748.45     | 0.00%             | 2032-02-06      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                        | GOOGL 3.7 02/15/29                                             | CUSIP: 02079KBJ5<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198281.11    | 0.01%             | 2029-02-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                       | C V4.91 05/24/33                                               | CUSIP: 172967NU1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    500000 | PA      | $497736.38    | 0.02%             | 2033-05-24      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| NXP B V / NXP Funding LLC & NXP USA Inc                                              | NXPI 2.5 05/11/31                                              | CUSIP: 62954HBA5<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $89761.73     | 0.00%             | 2031-05-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance (USA) Ltd.                                                      | BHP 4.9 02/28/33                                               | CUSIP: 055451BA5<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    100000 | PA      | $100169.29    | 0.00%             | 2033-02-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PPL Electric Utilities Corporation                                                   | PPL 5 05/15/33                                                 | CUSIP: 69351UBA0<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151592.10    | 0.01%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Vale Overseas Limited                                                                | VALEBZ 3.75 07/08/30                                           | CUSIP: 91911TAQ6<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    100000 | PA      | $95171.60     | 0.00%             | 2030-07-08      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc.                                                                | FCX 4.625 08/01/30                                             | CUSIP: 35671DCH6<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99342.62     | 0.00%             | 2030-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                             | T 1.65 02/01/28                                                | CUSIP: 00206RKG6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190574.51    | 0.01%             | 2028-02-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| CubeSmart LP                                                                         | CUBE 2 02/15/31                                                | CUSIP: 22966RAG1<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |    150000 | PA      | $131586.08    | 0.01%             | 2031-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                             | EIB 4 02/15/29                                                 | CUSIP: 298785JZ0<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    225000 | PA      | $226029.73    | 0.01%             | 2029-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                        | F 6.05 03/05/31                                                | CUSIP: 345397E25<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201769.69    | 0.01%             | 2031-03-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| United Airlines Pass Through Trust 2020-1A                                           | UAL 5.875 10/15/27 20-1                                        | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     32561 | PA      | $33104.54     | 0.00%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                       | C V2.561 05/01/32                                              | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    250000 | PA      | $223635.91    | 0.01%             | 2032-05-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                    | WFC V5.499 01/23/35                                            | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254487.14    | 0.01%             | 2035-01-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ontario (Province Of)                                                                | ONT 4.2 01/18/29                                               | CUSIP: 683234DQ8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | MUN               | CA        |    100000 | PA      | $100743.66    | 0.00%             | 2029-01-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                             | T 2.25 02/01/32                                                | CUSIP: 00206RKH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87362.47     | 0.00%             | 2032-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                    | JNJ 0.95 09/01/27                                              | CUSIP: 478160CP7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96142.74     | 0.00%             | 2027-09-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp.                                                                      | SBUX 5 02/15/34                                                | CUSIP: 855244BJ7<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100495.57    | 0.00%             | 2034-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                                  | ABT 4.3 03/15/33                                               | CUSIP: 002824BT6<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    120000 | PA      | $117438.75    | 0.00%             | 2033-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd New York Branch                                          | NAB 3.905 06/09/27                                             | CUSIP: 63254ABE7<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $249466.78    | 0.01%             | 2027-06-09      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Aon Corp/ Aon Global Holdings PLC                                                    | AON 5.35 02/28/33                                              | CUSIP: 03740LAG7<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256031.40    | 0.01%             | 2033-02-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc.                                                                 | GILD 1.65 10/01/30                                             | CUSIP: 375558BY8<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    300000 | PA      | $267217.72    | 0.01%             | 2030-10-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                   | TMUS 3.5 04/15/31                                              | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94577.86     | 0.00%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United Parcel Service, Inc.                                                          | UPS 4.875 03/03/33                                             | CUSIP: 911312BZ8<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101932.32    | 0.00%             | 2033-03-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Resources Corp.                                                   | CNP 5.25 03/01/28                                              | CUSIP: 15189YAG1<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101739.65    | 0.00%             | 2028-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 2.875 03/25/31                                            | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88819.46     | 0.00%             | 2031-03-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Adobe Inc                                                                            | Adobe Inc COM USD0.0001                                        | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |       500 | NS      | $121540.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern California Edison Company                                                   | EIX 5.3 03/01/28                                               | CUSIP: 842400HU0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152091.33    | 0.01%             | 2028-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                            | NEE 5.1 04/01/33                                               | CUSIP: 341081GL5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153043.13    | 0.01%             | 2033-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                                                  | D 5.15 03/15/35                                                | CUSIP: 927804GT5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49900.45     | 0.00%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                | BAC V5.045 02/06/37                                            | CUSIP: 060505GR9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197339.54    | 0.01%             | 2037-02-06      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                             | V 4.4 02/12/33                                                 | CUSIP: 92826CBA9<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49542.80     | 0.00%             | 2033-02-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                         | BACR V5.207 02/24/37                                           | CUSIP: 06738EDK8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $193557.16    | 0.01%             | 2037-02-24      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 3.75 02/28/33                                                | CUSIP: 91282CQC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1250000 | PA      | $1221484.38   | 0.05%             | 2033-02-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 0.625 03/31/27                                               | CUSIP: 912828ZE3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1940058.60   | 0.07%             | 2027-03-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 0.375 09/30/27                                               | CUSIP: 91282CAL5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $9499609.40   | 0.36%             | 2027-09-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                                               | ROP 4.9 10/15/34                                               | CUSIP: 776696AJ5<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96554.58     | 0.00%             | 2034-10-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                        | F 5.875 11/07/29                                               | CUSIP: 345397G49<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202498.09    | 0.01%             | 2029-11-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc                                                 | GM 5.9 01/07/35                                                | CUSIP: 37045XFC5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50894.29     | 0.00%             | 2035-01-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                                   | CM V5.245 01/13/31                                             | CUSIP: 13607PVQ4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    125000 | PA      | $127483.89    | 0.00%             | 2031-01-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 4.25 01/31/30                                                | CUSIP: 91282CMG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3850000 | PA      | $3898726.56   | 0.15%             | 2030-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 3.875 07/31/27                                               | CUSIP: 91282CNP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5001953.10   | 0.19%             | 2027-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Quanta Services, Inc.                                                                | PWR 5.1 08/09/35                                               | CUSIP: 74762EAP7<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49313.21     | 0.00%             | 2035-08-09      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                                                  | D 4.9 09/15/35 C                                               | CUSIP: 927804GV0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97838.14     | 0.00%             | 2035-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Southern Power Company                                                               | SO 4.9 10/01/35 B                                              | CUSIP: 843646AY6<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48354.85     | 0.00%             | 2035-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 4.8 09/26/32                                              | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190469.58    | 0.01%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Westlake Corporation                                                                 | WLK 5.55 11/15/35                                              | CUSIP: 960413BB7<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99673.16     | 0.00%             | 2035-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 3.5 11/30/30                                                 | CUSIP: 91282CPN5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3750000 | PA      | $3681005.85   | 0.14%             | 2030-11-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FHLMC 4.2 12/18/30                                             | CUSIP: 3134HCLP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |    750000 | PA      | $745804.52    | 0.03%             | 2030-12-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                              | KEY V5.305 01/28/37                                            | CUSIP: 49326EER0<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97935.56     | 0.00%             | 2037-01-28      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp.                                                                        | USB V5.033 01/26/37                                            | CUSIP: 91159HJY7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98528.92     | 0.00%             | 2037-01-26      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Southern Co.                                                                         | SO 5.5 03/15/29                                                | CUSIP: 842587DS3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51517.53     | 0.00%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                                  | IBRD 4 01/10/31                                                | CUSIP: 459058LA9<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    250000 | PA      | $250401.74    | 0.01%             | 2031-01-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                               | ASIA 4.375 03/06/29 GMTN                                       | CUSIP: 045167GD9<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    100000 | PA      | $101463.22    | 0.00%             | 2029-03-06      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                                                  | CSCO 5.05 02/26/34                                             | CUSIP: 17275RBT8<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101446.56    | 0.00%             | 2034-02-26      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners Lp                                                          | CQP 5.95 06/30/33                                              | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104831.08    | 0.00%             | 2033-06-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                                    | LYB 5.5 03/01/34                                               | CUSIP: 50249AAM5<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99399.96     | 0.00%             | 2034-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc.                                                          | MIZUHO V5.382 07/10/30                                         | CUSIP: 60687YDF3<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $204579.21    | 0.01%             | 2030-07-10      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                         | AVGO 5.05 07/12/29                                             | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102067.50    | 0.00%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                       | MS V5.042 07/19/30                                             | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252891.84    | 0.01%             | 2030-07-19      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Boeing Co.                                                                           | BA 6.259 05/01/27                                              | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101726.49    | 0.00%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                            | DUK 5.25 03/15/35 *                                            | CUSIP: 26442CBQ6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50783.85     | 0.00%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Solventum Corp.                                                                      | SOLV 5.45 03/13/31                                             | CUSIP: 83444MAQ4<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102596.97    | 0.00%             | 2031-03-13      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                         | AVGO 4.8 04/15/28                                              | CUSIP: 11135FCE9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101109.82    | 0.00%             | 2028-04-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Ontario (Province Of)                                                                | ONT 4.7 01/15/30                                               | CUSIP: 683234ET1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | MUN               | CA        |    150000 | PA      | $153611.73    | 0.01%             | 2030-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 3.875 06/30/30                                               | CUSIP: 91282CNK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4500000 | PA      | $4493144.52   | 0.17%             | 2030-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 3.875 07/31/30                                               | CUSIP: 91282CNN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2994960.93   | 0.11%             | 2030-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Public Service Company of Colorado                                                   | XEL 5.15 09/15/35                                              | CUSIP: 744448DC2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99670.81     | 0.00%             | 2035-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                                  | D V6.2 02/15/56                                                | CUSIP: 25746UEA3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99120.43     | 0.00%             | 2056-02-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                          | COF V5.197 09/11/36                                            | CUSIP: 14040HDN2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96942.94     | 0.00%             | 2036-09-11      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 5.2 09/26/35                                              | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    400000 | PA      | $375197.98    | 0.01%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                        | GOOGL 4.375 11/15/32                                           | CUSIP: 02079KAX5<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99427.93     | 0.00%             | 2032-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 3.75 11/30/32                                                | CUSIP: 91282CPM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1250000 | PA      | $1223388.68   | 0.05%             | 2032-11-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank                                                               | KDB 4 01/28/31                                                 | CUSIP: 500630ER5<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $198162.04    | 0.01%             | 2031-01-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks                                                            | FFCB 3.375 01/07/28                                            | CUSIP: 3133ET6K8<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    350000 | PA      | $347404.36    | 0.01%             | 2028-01-07      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 3.125 11/15/28                                               | CUSIP: 9128285M8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4912890.60   | 0.19%             | 2028-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                               | ASIA 4.5 08/25/28 GMTN                                         | CUSIP: 045167FZ1<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    250000 | PA      | $253821.35    | 0.01%             | 2028-08-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                             | EIB 4.5 10/16/28                                               | CUSIP: 298785JY3<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $508190.21    | 0.02%             | 2028-10-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Iqvia Inc                                                                            | IQV 5.7 05/15/28                                               | CUSIP: 46266TAC2<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203872.00    | 0.01%             | 2028-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                                               | CB 5 03/15/34                                                  | CUSIP: 171239AK2<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100555.46    | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                         | AVGO 4.55 02/15/32 .                                           | CUSIP: 11135FCC3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99130.62     | 0.00%             | 2032-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 4.625 02/15/35                                               | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7750000 | PA      | $7951621.06   | 0.30%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                                   | META 4.875 11/15/35                                            | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98104.15     | 0.00%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Ascension Health Alliance                                                            | ASCHEA 4.923 11/15/35 2025                                     | CUSIP: 04351LAE0<br>LEI: 549300IMOY6ECI21DH68 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49403.66     | 0.00%             | 2035-11-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FHLMC 4.1 01/09/31                                             | CUSIP: 3134HCNC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |    750000 | PA      | $744519.08    | 0.03%             | 2031-01-09      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 1.875 02/15/32                                               | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11500000 | PA      | $10197714.82  | 0.39%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Quebec (Province Of)                                                                 | Q 4.5 09/08/33                                                 | CUSIP: 748148SE4<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | MUN               | CA        |    100000 | PA      | $100365.00    | 0.00%             | 2033-09-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                          | ABBV 4.95 03/15/31                                             | CUSIP: 00287YDT3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102153.91    | 0.00%             | 2031-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Iqvia Inc                                                                            | IQV 6.25 02/01/29                                              | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103933.60    | 0.00%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp.                                                   | DELL 5.4 04/15/34                                              | CUSIP: 24703DBN0<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50450.09     | 0.00%             | 2034-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 4.375 05/15/34                                               | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5500000 | PA      | $5558007.84   | 0.21%             | 2034-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NiSource Inc.                                                                        | NI 5.2 07/01/29                                                | CUSIP: 65473PAS4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50988.98     | 0.00%             | 2029-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS V5.33 07/23/35                                              | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100338.65    | 0.00%             | 2035-07-23      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc                                                 | GM 5.45 09/06/34                                               | CUSIP: 37045XFA9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99182.21     | 0.00%             | 2034-09-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                         | AVGO 4.35 02/15/30                                             | CUSIP: 11135FCB5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99645.42     | 0.00%             | 2030-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Gallagher Aj &Co                                                                     | AJG 5.15 02/15/35                                              | CUSIP: 04316JAN9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99189.83     | 0.00%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                            | DUK 4.85 03/15/30                                              | CUSIP: 26442CBP8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101821.28    | 0.00%             | 2030-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.                                                 | CAT 4.8 01/08/30                                               | CUSIP: 14913UAX8<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102309.66    | 0.00%             | 2030-01-08      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Honda Motor Co Ltd.                                                                  | HNDA 5.337 07/08/35                                            | CUSIP: 438127AF9<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |     50000 | PA      | $49468.49     | 0.00%             | 2035-07-08      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 3.625 08/15/28                                               | CUSIP: 91282CNU1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $995742.19    | 0.04%             | 2028-08-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co.                                                                      | PSX V5.875 03/15/56 A                                          | CUSIP: 718547AZ5<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98475.81     | 0.00%             | 2056-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                         | RCL 5.375 01/15/36                                             | CUSIP: 78017TAB9<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    100000 | PA      | $98244.73     | 0.00%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp.                                                   | DELL 5.1 02/15/36                                              | CUSIP: 24703DBU4<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48890.20     | 0.00%             | 2036-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Lowes Companies, Inc.                                                                | LOW 4.25 03/15/31                                              | CUSIP: 548661EV5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98143.64     | 0.00%             | 2031-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BGC Group Inc                                                                        | BGC 6.15 04/02/30                                              | CUSIP: 05555LAD3<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50854.69     | 0.00%             | 2030-04-02      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                        | GOOGL 4.1 11/15/30                                             | CUSIP: 02079KAW7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    175000 | PA      | $173807.11    | 0.01%             | 2030-11-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc.                                                                   | EOG 4.4 01/15/31                                               | CUSIP: 26875PBB6<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99287.63     | 0.00%             | 2031-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank                                                               | KDB 3.75 01/28/29                                              | CUSIP: 500630EM6<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $198504.34    | 0.01%             | 2029-01-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks                                                            | FFCB 3.5 01/21/28                                              | CUSIP: 3133EWAU4<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    250000 | PA      | $248568.67    | 0.01%             | 2028-01-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                                                  | CSCO 4.95 02/26/31                                             | CUSIP: 17275RBS0<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102452.79    | 0.00%             | 2031-02-26      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Aon North America Inc.                                                               | AON 5.45 03/01/34                                              | CUSIP: 03740MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $102123.42    | 0.00%             | 2034-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc.                                                                      | HD 4.75 06/25/29                                               | CUSIP: 437076DC3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101536.90    | 0.00%             | 2029-06-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM V4.995 07/22/30                                            | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253549.22    | 0.01%             | 2030-07-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 4 12/15/27                                                   | CUSIP: 91282CMB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5013476.55   | 0.19%             | 2027-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina Inc                                                   | D 5.3 01/15/35 2025                                            | CUSIP: 25731VAC8<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102134.31    | 0.00%             | 2035-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Duke Energy Ohio Inc.                                                                | DUK 5.3 06/15/35                                               | CUSIP: 26442EAM2<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50655.09     | 0.00%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 4 07/31/32                                                   | CUSIP: 91282CNR8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $994960.94    | 0.04%             | 2032-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc.                                                                          | FISV 4.55 02/15/31                                             | CUSIP: 337738BP2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97898.83     | 0.00%             | 2031-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                    | WFC V4.892 09/15/36                                            | CUSIP: 95000U4B6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97290.65     | 0.00%             | 2036-09-15      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                                       | HPE 4.4 10/15/30                                               | CUSIP: 42824CCA5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98182.25     | 0.00%             | 2030-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                       | MEX 5.625 09/22/35                                             | CUSIP: 91087BBL3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $193500.00    | 0.01%             | 2035-09-22      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| EQT Corporation                                                                      | EQT 4.75 01/15/31                                              | CUSIP: 26884LBD0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49736.73     | 0.00%             | 2031-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                             | T 4.9 11/01/35                                                 | CUSIP: 00206RNC2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    250000 | PA      | $243888.24    | 0.01%             | 2035-11-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp.                                                   | DELL 4.5 02/15/31                                              | CUSIP: 24703DBS9<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98817.98     | 0.00%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                         | AVGO 4.8 02/15/36                                              | CUSIP: 11135FCY5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97493.57     | 0.00%             | 2036-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                         | TMO 4.794 10/07/35                                             | CUSIP: 883556DE9<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98815.89     | 0.00%             | 2035-10-07      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 4.45 09/26/30                                             | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144552.21    | 0.01%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                     | PM 4.625 10/29/35                                              | CUSIP: 718172EA3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96197.02     | 0.00%             | 2035-10-29      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PPG Industries, Inc.                                                                 | PPG 4.375 03/15/31                                             | CUSIP: 693506BY2<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49229.26     | 0.00%             | 2031-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Baxter International, Inc.                                                           | BAX 5.65 12/15/35                                              | CUSIP: 071813DE6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48831.19     | 0.00%             | 2035-12-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Philippines (Republic Of)                                                            | PHILIP 5 01/27/36                                              | CUSIP: 718286DK0<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    200000 | PA      | $194593.38    | 0.01%             | 2036-01-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 1.375 11/15/31                                               | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7000000 | PA      | $6070312.50   | 0.23%             | 2031-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                          | ABBV 5.05 03/15/34                                             | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101495.47    | 0.00%             | 2034-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Ontario (Province Of)                                                                | ONT 1.05 05/21/27                                              | CUSIP: 683234AQ1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | MUN               | CA        |    100000 | PA      | $96875.16     | 0.00%             | 2027-05-21      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| National Grid PLC                                                                    | NGGLN 5.809 06/12/33                                           | CUSIP: 636274AE2<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |    150000 | PA      | $156462.14    | 0.01%             | 2033-06-12      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                    | NWG V5.778 03/01/35                                            | CUSIP: 639057AN8<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $206746.78    | 0.01%             | 2035-03-01      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 4.625 04/30/31                                               | CUSIP: 91282CKN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $1029687.50   | 0.04%             | 2031-04-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| L3 Harris Technologies Inc                                                           | LHX 5.4 07/31/33                                               | CUSIP: 502431AQ2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102599.35    | 0.00%             | 2033-07-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                                   | SANTAN 6.921 08/08/33                                          | CUSIP: 05964HAV7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $215858.17    | 0.01%             | 2033-08-08      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| Alberta (Province Of)                                                                | ALTA 4.5 06/26/29                                              | CUSIP: 013051EV5<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | MUN               | CA        |    100000 | PA      | $101623.60    | 0.00%             | 2029-06-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                         | AVGO 5.15 11/15/31                                             | CUSIP: 11135FBY6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102582.80    | 0.00%             | 2031-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corporation                                                   | HNDA 4.9 07/09/27 GMTN                                         | CUSIP: 02665WFK2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50228.31     | 0.00%             | 2027-07-09      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                             | EIB 3.75 11/15/29                                              | CUSIP: 298785KF2<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    300000 | PA      | $298795.19    | 0.01%             | 2029-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                | BAC V5.872 09/15/34                                            | CUSIP: 06051GLU1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    175000 | PA      | $183253.18    | 0.01%             | 2034-09-15      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Panama (Republic of)                                                                 | PANAMA 6.875 01/31/36                                          | CUSIP: 698299BW3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    200000 | PA      | $212454.00    | 0.01%             | 2036-01-31      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Quebec (Province Of)                                                                 | Q 4.25 09/05/34                                                | CUSIP: 748148SF1<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | MUN               | CA        |    200000 | PA      | $196217.77    | 0.01%             | 2034-09-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                         | AVGO 4.8 10/15/34                                              | CUSIP: 11135FCD1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98485.68     | 0.00%             | 2034-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                    | HSBC V7.399 11/13/34                                           | CUSIP: 404280EC9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $220965.83    | 0.01%             | 2034-11-13      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                                                | WSTP 6.82 11/17/33                                             | CUSIP: 961214FP3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    100000 | PA      | $109154.91    | 0.00%             | 2033-11-17      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| Humana Inc.                                                                          | HUM 5.375 04/15/31                                             | CUSIP: 444859CA8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101074.78    | 0.00%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                                                     | BPLN 4.97 10/17/29                                             | CUSIP: 10373QBZ2<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102084.53    | 0.00%             | 2029-10-17      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                               | SRE V6.4 10/01/54                                              | CUSIP: 816851BT5<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49843.72     | 0.00%             | 2054-10-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Accenture Capital Inc.                                                               | ACN 4.5 10/04/34                                               | CUSIP: 00440KAD5<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96684.97     | 0.00%             | 2034-10-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Blue Owl Credit Income Corp.                                                         | OCINCC 5.8 03/15/30                                            | CUSIP: 09581CAD3<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96423.47     | 0.00%             | 2030-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 3.875 05/31/27                                               | CUSIP: 91282CNE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5003320.30   | 0.19%             | 2027-05-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co.                                                         | PSA 4.375 07/01/30                                             | CUSIP: 74464AAC5<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49933.40     | 0.00%             | 2030-07-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                        | ENBCN 4.5 02/15/31                                             | CUSIP: 29250NCN3<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $98858.92     | 0.00%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Amrize Finance US LLC                                                                | AMRZ 4.95 04/07/30                                             | CUSIP: 43475RAR7<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101093.52    | 0.00%             | 2030-04-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                               | ASIA 4.25 01/14/36 GMTN                                        | CUSIP: 045167GP2<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    200000 | PA      | $198589.86    | 0.01%             | 2036-01-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Mckesson Corp.                                                                       | MCK 4.9 07/15/28                                               | CUSIP: 581557BT1<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152103.49    | 0.01%             | 2028-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                               | EXR 4 06/15/29                                                 | CUSIP: 30225VAN7<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49201.91     | 0.00%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UBS AG, London Branch                                                                | UBS 5.65 09/11/28                                              | CUSIP: 902674ZW3<br>LEI: N/A                  | Long             | DBT              | CORP              | CH        |    200000 | PA      | $206391.94    | 0.01%             | 2028-09-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Lennox International Inc.                                                            | LII 5.5 09/15/28                                               | CUSIP: 526107AG2<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101865.17    | 0.00%             | 2028-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Gallagher Aj &Co                                                                     | AJG 5 02/15/32                                                 | CUSIP: 04316JAM1<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100238.06    | 0.00%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 4.25 01/15/28                                                | CUSIP: 91282CMF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $2014140.62   | 0.08%             | 2028-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Citibank, N.A.                                                                       | C 5.803 09/29/28                                               | CUSIP: 17325FBB3<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    250000 | PA      | $259598.29    | 0.01%             | 2028-09-29      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 4.625 09/30/28                                               | CUSIP: 91282CJA0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $2038281.24   | 0.08%             | 2028-09-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| European Bank For Reconstruction & Development                                       | EBRD 4.25 03/13/34 MTN                                         | CUSIP: 29874QFB5<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |    100000 | PA      | $99939.35     | 0.00%             | 2034-03-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp                                                                 | LVS 6 08/15/29                                                 | CUSIP: 517834AK3<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102773.89    | 0.00%             | 2029-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                      | IADB 3.75 06/14/30                                             | CUSIP: 4581X0EV6<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    100000 | PA      | $99353.42     | 0.00%             | 2030-06-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 4.25 08/15/35                                                | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5100000 | PA      | $5080875.00   | 0.19%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                                                | WSTP 5.05 04/16/29                                             | CUSIP: 961214FT5<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    100000 | PA      | $102262.38    | 0.00%             | 2029-04-16      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Oesterreichische Kontrollbank AG                                                     | OKB 4.75 05/21/27                                              | CUSIP: 676167CM9<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | NUSS              | AT        |    100000 | PA      | $100976.38    | 0.00%             | 2027-05-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Co. / AerCap Global Aviation Trust (AER)  | AER 4.375 11/15/30                                             | CUSIP: 00774MBR5<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    150000 | PA      | $147320.77    | 0.01%             | 2030-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 3.375 11/30/27                                               | CUSIP: 91282CPL9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1985234.38   | 0.08%             | 2027-11-30      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS V5.387 02/02/41                                             | CUSIP: 38145GAU4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96615.08     | 0.00%             | 2041-02-02      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 4 02/28/30                                                   | CUSIP: 91282CGQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $4015156.24   | 0.15%             | 2030-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                                  | NEE V6.7 09/01/54                                              | CUSIP: 65339KCW8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51067.15     | 0.00%             | 2054-09-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                                                  | CSCO 4.85 02/26/29                                             | CUSIP: 17275RBR2<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101831.26    | 0.00%             | 2029-02-26      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Berry Global Inc                                                                     | AMCR 5.5 04/15/28                                              | CUSIP: 08576PAL5<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101951.09    | 0.00%             | 2028-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                                | ETR 5.35 03/15/34                                              | CUSIP: 29364WBM9<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102802.28    | 0.00%             | 2034-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 4.5 05/15/27                                                 | CUSIP: 91282CKR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $3022031.25   | 0.12%             | 2027-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co, Inc.                                                     | AEP V7.05 12/15/54 *                                           | CUSIP: 025537AZ4<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51610.93     | 0.00%             | 2054-12-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                                   | SANTAN 5.565 01/17/30                                          | CUSIP: 05964HBJ3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $204942.28    | 0.01%             | 2030-01-17      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc.                                                 | SUMIBK 5.632 01/15/35                                          | CUSIP: 86562MDU1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $206398.32    | 0.01%             | 2035-01-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Ontario (Province Of)                                                                | ONT 4.85 06/11/35                                              | CUSIP: 683234C97<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | MUN               | CA        |    100000 | PA      | $102299.84    | 0.00%             | 2035-06-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc.                                                                      | HD 4.65 09/15/35                                               | CUSIP: 437076DK5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97495.09     | 0.00%             | 2035-09-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Deere Funding Canada Corp.                                                           | DE 4.15 10/09/30                                               | CUSIP: 2442GAAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    130000 | PA      | $128327.02    | 0.00%             | 2030-10-09      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                         | AVGO 4.2 10/15/30                                              | CUSIP: 11135FCW9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    130000 | PA      | $128489.38    | 0.00%             | 2030-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CF Industries, Inc.                                                                  | CF 5.3 11/26/35                                                | CUSIP: 12527GAL7<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99596.24     | 0.00%             | 2035-11-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Dayton Power & Light Co. (The)                                                       | AES 4.55 08/15/30                                              | CUSIP: 240019BX6<br>LEI: 1ELKY8G44MKGCQWG6864 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49546.51     | 0.00%             | 2030-08-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc.                                                    | PNC V5.423 01/25/41                                            | CUSIP: 693475CF0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97964.86     | 0.00%             | 2041-01-25      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 1.5 02/15/30                                                 | CUSIP: 912828Z94<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15000000 | PA      | $13726171.80  | 0.52%             | 2030-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                              | UNH 5.15 07/15/34                                              | CUSIP: 91324PFJ6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100852.64    | 0.00%             | 2034-07-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Newmont Corp / Newcrest Finance Pty Ltd.                                             | NEM 5.35 03/15/34                                              | CUSIP: 65163LAR0<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51421.29     | 0.00%             | 2034-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                     | PCG 5.8 05/15/34                                               | CUSIP: 694308KR7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102468.95    | 0.00%             | 2034-05-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                             | DE 5.05 06/12/34 MTN1                                          | CUSIP: 24422EXU8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101548.03    | 0.00%             | 2034-06-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc.                                                              | BNCN 5.675 01/15/35                                            | CUSIP: 11271LAM4<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $100861.41    | 0.00%             | 2035-01-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc.                                                                      | HD 4.95 06/25/34                                               | CUSIP: 437076DE9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100723.97    | 0.00%             | 2034-06-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc                                                 | GM 5.6 06/18/31                                                | CUSIP: 37045XEY8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102350.12    | 0.00%             | 2031-06-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Edison International                                                                 | EIX 5.45 06/15/29                                              | CUSIP: 281020BA4<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50451.38     | 0.00%             | 2029-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                             | EIB 4.375 10/10/31                                             | CUSIP: 298785KE5<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    250000 | PA      | $254270.79    | 0.01%             | 2031-10-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                         | AVGO 5.05 07/12/27                                             | CUSIP: 11135FBZ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     78000 | PA      | $78799.92     | 0.00%             | 2027-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                      | IADB 4.375 07/17/34                                            | CUSIP: 4581X0EP9<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    150000 | PA      | $151065.43    | 0.01%             | 2034-07-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Boeing Co.                                                                           | BA 6.528 05/01/34                                              | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $217868.52    | 0.01%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 4.375 12/31/29                                               | CUSIP: 91282CMD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7000000 | PA      | $7118398.42   | 0.27%             | 2029-12-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CRH Smw Finance DAC                                                                  | CRHID 5.125 01/09/30                                           | CUSIP: 12704PAB4<br>LEI: 54930044475SH442C864 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $203450.09    | 0.01%             | 2030-01-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| British Columbia (Province Of)                                                       | BRCOL 4.8 06/11/35                                             | CUSIP: 110709AQ5<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | MUN               | CA        |    100000 | PA      | $101619.89    | 0.00%             | 2035-06-11      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                     | WELL 5.125 07/01/35                                            | CUSIP: 95041AAG3<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100372.70    | 0.00%             | 2035-07-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                        | GOOGL 4.7 11/15/35                                             | CUSIP: 02079KAY3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    300000 | PA      | $296382.11    | 0.01%             | 2035-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                    | WFC V4.96 01/23/37                                             | CUSIP: 95000U4E0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194828.42    | 0.01%             | 2037-01-23      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| ERP Operating Limited Partnership                                                    | EQR 4.65 09/15/34                                              | CUSIP: 26884ABP7<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48730.27     | 0.00%             | 2034-09-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                            | TOYOTA 4.35 10/08/27 MTN                                       | CUSIP: 89236TMS1<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100296.46    | 0.00%             | 2027-10-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 3.875 03/15/28                                               | CUSIP: 91282CMS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5005664.05   | 0.19%             | 2028-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 4 04/30/32                                                   | CUSIP: 91282CNA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    750000 | PA      | $747216.80    | 0.03%             | 2032-04-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 3.875 04/30/30                                               | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4500000 | PA      | $4495078.13   | 0.17%             | 2030-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 3.75 04/30/27                                                | CUSIP: 91282CMY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4997878.80   | 0.19%             | 2027-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 4.25 05/15/35                                                | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6000000 | PA      | $5984062.50   | 0.23%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                       | C V4.643 05/07/28                                              | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250413.57    | 0.01%             | 2028-05-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                               | EXR 4.95 01/15/33                                              | CUSIP: 30225VAV9<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98685.01     | 0.00%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Oneok Inc.                                                                           | OKE 5.4 10/15/35                                               | CUSIP: 682680DC4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99339.38     | 0.00%             | 2035-10-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                             | EIB 3.875 10/15/30                                             | CUSIP: 298785KM7<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    200000 | PA      | $199535.88    | 0.01%             | 2030-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 3.5 10/15/28                                                 | CUSIP: 91282CPC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $496113.28    | 0.02%             | 2028-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 3.5 10/31/27                                                 | CUSIP: 91282CPE5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4973242.20   | 0.19%             | 2027-10-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                              | DUK 4.85 12/01/35                                              | CUSIP: 26444HAU5<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49074.67     | 0.00%             | 2035-12-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Entergy Arkansas LLC                                                                 | ETR 4.95 01/15/36                                              | CUSIP: 29366MAH1<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49040.65     | 0.00%             | 2036-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                             | EIB 3.75 03/13/31                                              | CUSIP: 298785KN5<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    300000 | PA      | $296733.74    | 0.01%             | 2031-03-13      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt Fuer Wiederaufbau                                                      | KFW 3.875 06/15/28                                             | CUSIP: D4S46MLM5<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | NUSS              | DE        |    100000 | PA      | $100144.59    | 0.00%             | 2028-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                                  | FITB V6.339 07/27/29                                           | CUSIP: 316773DK3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155499.83    | 0.01%             | 2029-07-27      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Marvell Technology Inc                                                               | MRVL 5.95 09/15/33                                             | CUSIP: 573874AQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $52914.03     | 0.00%             | 2033-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                            | RTX 6 03/15/31                                                 | CUSIP: 75513ECV1<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    200000 | PA      | $212580.19    | 0.01%             | 2031-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                        | ENBCN 6 11/15/28                                               | CUSIP: 29250NBX2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $103766.91    | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Waste Connections Inc.                                                               | WCNCN 5 03/01/34                                               | CUSIP: 94106BAG6<br>LEI: 549300ZX1Z8QGWASPX54 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $100648.80    | 0.00%             | 2034-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co.                                                                       | DTE 5.1 03/01/29                                               | CUSIP: 233331BK2<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50842.38     | 0.00%             | 2029-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                                   | NRUC 5.15 06/15/29                                             | CUSIP: 63743HFS6<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51068.48     | 0.00%             | 2029-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| NiSource Inc.                                                                        | NI V6.95 11/30/54                                              | CUSIP: 65473PAR6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51414.95     | 0.00%             | 2054-11-30      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                                                     | BPLN 5.227 11/17/34                                            | CUSIP: 10373QCA6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102054.29    | 0.00%             | 2034-11-17      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Paypal Holdings Inc.                                                                 | PYPL 5.15 06/01/34                                             | CUSIP: 70450YAP8<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49866.65     | 0.00%             | 2034-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 4 03/31/30                                                   | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5500000 | PA      | $5519765.63   | 0.21%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                                  | FITB V5.141 01/29/37                                           | CUSIP: 316773DP2<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97412.29     | 0.00%             | 2037-01-29      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Fedex Freight Holding Co. Inc.                                                       | FDX 4.65 03/15/31 144A                                         | CUSIP: 314352AC9<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98286.50     | 0.00%             | 2031-03-15      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 3.875 03/31/27                                               | CUSIP: 91282CMV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7000000 | PA      | $7009242.17   | 0.27%             | 2027-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                                    | LYB 6.15 05/15/35                                              | CUSIP: 50249AAP8<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51460.79     | 0.00%             | 2035-05-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                       | C V4.952 05/07/31                                              | CUSIP: 172967QA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150972.23    | 0.01%             | 2031-05-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                      | CVS 5 09/15/32                                                 | CUSIP: 126650EJ5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50040.10     | 0.00%             | 2032-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                              | MPLX 4.8 02/15/31                                              | CUSIP: 55336VCA6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100228.84    | 0.00%             | 2031-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Quebec (Province Of)                                                                 | Q 4.625 08/28/35                                               | CUSIP: 748148SG9<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | MUN               | CA        |    100000 | PA      | $100256.64    | 0.00%             | 2035-08-28      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 3.625 10/31/30                                               | CUSIP: 91282CPD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7500000 | PA      | $7403027.33   | 0.28%             | 2030-10-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 4 11/15/35                                                   | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4877343.75   | 0.19%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc.                                                  | MUFG V5.057 01/14/37                                           | CUSIP: 606822DT8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $196485.55    | 0.01%             | 2037-01-14      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                   | ET 4.55 01/15/31                                               | CUSIP: 29273VBJ8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99092.05     | 0.00%             | 2031-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 2.75 05/31/29                                                | CUSIP: 91282CES6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4837890.60   | 0.18%             | 2029-05-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                     | PCG 6.4 06/15/33                                               | CUSIP: 694308KM8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    150000 | PA      | $159196.81    | 0.01%             | 2033-06-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Vale Overseas Limited                                                                | VALEBZ 6.125 06/12/33                                          | CUSIP: 91911TAR4<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    100000 | PA      | $104302.00    | 0.00%             | 2033-06-12      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                    | HSBC V6.547 06/20/34                                           | CUSIP: 404280DX4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $210293.26    | 0.01%             | 2034-06-20      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Corp.                                                                   | TOYOTA 5.118 07/13/28                                          | CUSIP: 892331AQ2<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $254537.29    | 0.01%             | 2028-07-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Manitoba (Province of)                                                               | MP 4.3 07/27/33                                                | CUSIP: 563469VC6<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | MUN               | CA        |     50000 | PA      | $49515.40     | 0.00%             | 2033-07-27      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| B.A.T. International Finance PLC                                                     | BATSLN 5.931 02/02/29                                          | CUSIP: 05530QAQ3<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    150000 | PA      | $155607.62    | 0.01%             | 2029-02-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corporation                                                         | NSC 5.05 08/01/30                                              | CUSIP: 655844CR7<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153244.82    | 0.01%             | 2030-08-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| B.A.T. Capital Corporation                                                           | BATSLN 6.421 08/02/33                                          | CUSIP: 054989AB4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    150000 | PA      | $162675.80    | 0.01%             | 2033-08-02      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                | BAC V5.819 09/15/29                                            | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103158.92    | 0.00%             | 2029-09-15      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG New York Branch                                                     | DB V6.819 11/20/29                                             | CUSIP: 251526CU1<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |    150000 | PA      | $157495.19    | 0.01%             | 2029-11-20      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| Sysco Corporation                                                                    | SYY 5.75 01/17/29                                              | CUSIP: 871829BS5<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102817.42    | 0.00%             | 2029-01-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                     | PCG 6.95 03/15/34                                              | CUSIP: 694308KP1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $109514.51    | 0.00%             | 2034-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc.                                                                    | CCI 5.8 03/01/34                                               | CUSIP: 22822VBE0<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102425.83    | 0.00%             | 2034-03-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co. (The)                                                               | DOW 5.15 02/15/34                                              | CUSIP: 260543DJ9<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97549.83     | 0.00%             | 2034-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc.                                                    | PNC V5.492 05/14/30                                            | CUSIP: 693475BX2<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102842.49    | 0.00%             | 2030-05-14      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                        | F 5.85 05/17/27                                                | CUSIP: 345397E74<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201473.35    | 0.01%             | 2027-05-17      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Limited                                                   | FFHCN 6 12/07/33                                               | CUSIP: 303901BN1<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $104476.29    | 0.00%             | 2033-12-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST                                                                        | CA CAS 4.88 09/01/2030                                         | CUSIP: 13063EHU3<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    500000 | PA      | $516519.15    | 0.02%             | 2030-09-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| African Development Bank                                                             | AFDB 4.5 06/12/35                                              | CUSIP: 00828EFJ3<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |    100000 | PA      | $101144.94    | 0.00%             | 2035-06-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Takeda US Financing Inc.                                                             | TACHEM 5.2 07/07/35                                            | CUSIP: 87406BAA0<br>LEI: 254900ZGPIBGBZ2N3A33 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200014.88    | 0.01%             | 2035-07-07      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NXP B V / NXP Funding LLC & NXP USA Inc                                              | NXPI 5.25 08/19/35                                             | CUSIP: 62954HBH0<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | NL        |     50000 | PA      | $49848.52     | 0.00%             | 2035-08-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                      | CVS 5.45 09/15/35                                              | CUSIP: 126650EK2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100388.85    | 0.00%             | 2035-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                                                | CAH 4.5 09/15/30                                               | CUSIP: 14149YBU1<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99471.54     | 0.00%             | 2030-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| The Procter & Gamble Co.                                                             | PG 4.35 11/03/35                                               | CUSIP: 742718GQ6<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96960.06     | 0.00%             | 2035-11-03      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| GE Healthcare Technologies Inc.                                                      | GEHC 4.95 12/15/35                                             | CUSIP: 36266GAE7<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49014.27     | 0.00%             | 2035-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc.                                                            | CRBG V6.875 12/15/52                                           | CUSIP: 21871XAP4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251892.56    | 0.01%             | 2052-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                         | BACR V6.49 09/13/29                                            | CUSIP: 06738ECK9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $208215.13    | 0.01%             | 2029-09-13      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                     | PM 5.25 09/07/28                                               | CUSIP: 718172DC0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102549.87    | 0.00%             | 2028-09-07      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                                   | CM 6.092 10/03/33                                              | CUSIP: 13607LWW9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $160472.50    | 0.01%             | 2033-10-03      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                                                | WSTP 5.535 11/17/28                                            | CUSIP: 961214FN8<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    100000 | PA      | $103509.06    | 0.00%             | 2028-11-17      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Company of New York, Inc.                                        | ED 5.5 03/15/34                                                | CUSIP: 209111GF4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51862.58     | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc.                                                                      | HD 4.9 04/15/29                                                | CUSIP: 437076CW0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101896.47    | 0.00%             | 2029-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Company                                                         | BMY 5.1 02/22/31                                               | CUSIP: 110122EG9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    300000 | PA      | $308383.88    | 0.01%             | 2031-02-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                     | PM 5.125 02/13/31                                              | CUSIP: 718172DH9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102277.59    | 0.00%             | 2031-02-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| President & Fellows of Harvard College                                               | HARVRD 4.609 02/15/35 .                                        | CUSIP: 740816AR4<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49415.53     | 0.00%             | 2035-02-15      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc.                                                    | PNC V5.401 07/23/35                                            | CUSIP: 693475BZ7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101269.51    | 0.00%             | 2035-07-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| American Express Company                                                             | AXP V5.284 07/26/35                                            | CUSIP: 025816DW6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100928.72    | 0.00%             | 2035-07-26      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                                                | CAH 5.15 09/15/35                                              | CUSIP: 14149YBV9<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49507.21     | 0.00%             | 2035-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR 5.85 12/01/35                                             | CUSIP: 161175CS1<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98358.67     | 0.00%             | 2035-12-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 3.875 09/30/32                                               | CUSIP: 91282CNZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $986953.12    | 0.04%             | 2032-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corporation                                                         | NOVNVX 4.6 11/05/35                                            | CUSIP: 66989HBA5<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146986.65    | 0.01%             | 2035-11-05      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Totalenergies Capital USA LLC                                                        | TTEFP 4.248 01/13/31                                           | CUSIP: 89158TAA7<br>LEI: 9845000979865101C194 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99077.38     | 0.00%             | 2031-01-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                   | ET 5.35 01/15/36                                               | CUSIP: 29273VBK5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99305.49     | 0.00%             | 2036-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc.                                                            | CRBG 3.9 04/05/32                                              | CUSIP: 21871XAH2<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    250000 | PA      | $234448.95    | 0.01%             | 2032-04-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                                  | IBRD 4 07/25/30                                                | CUSIP: 459058KU6<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    250000 | PA      | $250656.04    | 0.01%             | 2030-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance (USA) Ltd.                                                      | BHP 5.1 09/08/28                                               | CUSIP: 055451BC1<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    100000 | PA      | $101845.72    | 0.00%             | 2028-09-08      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| The Charles Schwab Corporation                                                       | SCHW V6.196 11/17/29                                           | CUSIP: 808513CJ2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104514.36    | 0.00%             | 2029-11-17      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                                  | IBRD 4.75 11/14/33                                             | CUSIP: 459058KY8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    100000 | PA      | $103442.51    | 0.00%             | 2033-11-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Cummins Inc.                                                                         | CMI 4.9 02/20/29                                               | CUSIP: 231021AV8<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101708.54    | 0.00%             | 2029-02-20      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Israel (State Of)                                                                    | ISRAEL 5.5 03/12/34 10Y                                        | CUSIP: 46514BRL3<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    200000 | PA      | $202519.25    | 0.01%             | 2034-03-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                              | MPLX 5.5 06/01/34                                              | CUSIP: 55336VBX7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101029.13    | 0.00%             | 2034-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                                     | BRX 5.75 02/15/35                                              | CUSIP: 11120BAA5<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102705.80    | 0.00%             | 2035-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| F&G Annuities & Life Inc.                                                            | FG 6.5 06/04/29                                                | CUSIP: 30190AAF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $100417.89    | 0.00%             | 2029-06-04      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital S.A.                                                           | TTEFP 4.724 09/10/34                                           | CUSIP: 89157XAD3<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $99439.36     | 0.00%             | 2034-09-10      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Veralto Corp.                                                                        | VLTO 5.35 09/18/28                                             | CUSIP: 92338CAD5<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102195.08    | 0.00%             | 2028-09-18      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 4.125 05/31/32                                               | CUSIP: 91282CNF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    750000 | PA      | $751962.89    | 0.03%             | 2032-05-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks                                                            | FFCB 3.75 07/03/28                                             | CUSIP: 3133ETNU7<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   1131000 | PA      | $1129777.68   | 0.04%             | 2028-07-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                                               | ROP 5.1 09/15/35                                               | CUSIP: 776696AM8<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97237.80     | 0.00%             | 2035-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| British Columbia (Province Of)                                                       | BRCOL 3.9 08/27/30                                             | CUSIP: 110709GQ9<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | MUN               | CA        |    150000 | PA      | $149133.15    | 0.01%             | 2030-08-27      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Israel (State Of)                                                                    | ISRAEL 5 01/13/36 10Y                                          | CUSIP: 46515CJZ8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    200000 | PA      | $192815.33    | 0.01%             | 2036-01-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                               | EXR 2.4 10/15/31                                               | CUSIP: 30225VAQ0<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87470.31     | 0.00%             | 2031-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                    | WFC V5.574 07/25/29 MTN                                        | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204594.51    | 0.01%             | 2029-07-25      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| American Express Company                                                             | AXP V5.282 07/27/29                                            | CUSIP: 025816DH9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152555.51    | 0.01%             | 2029-07-27      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| B.A.T. Capital Corporation                                                           | BATSLN 6.343 08/02/30                                          | CUSIP: 054989AA6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    150000 | PA      | $160121.96    | 0.01%             | 2030-08-02      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                                   | SANTAN 5.588 08/08/28                                          | CUSIP: 05964HAU9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $204864.60    | 0.01%             | 2028-08-08      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                      | IADB 4.5 09/13/33 GMTN                                         | CUSIP: 4581X0EL8<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    100000 | PA      | $101784.80    | 0.00%             | 2033-09-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                              | DUK 5.875 11/15/33                                             | CUSIP: 26444HAQ4<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106169.05    | 0.00%             | 2033-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                                | TRGP 6.15 03/01/29                                             | CUSIP: 87612GAE1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104185.17    | 0.00%             | 2029-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Company                                                         | BMY 5.2 02/22/34                                               | CUSIP: 110122EH7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102520.89    | 0.00%             | 2034-02-22      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                         | MAR 5.3 05/15/34                                               | CUSIP: 571903BQ5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100929.95    | 0.00%             | 2034-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                             | HCA 5.6 04/01/34                                               | CUSIP: 404119CU1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102124.27    | 0.00%             | 2034-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                    | JNJ 4.8 06/01/29                                               | CUSIP: 478160CU6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102501.75    | 0.00%             | 2029-06-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc.                                                                 | ELV 5.375 06/15/34                                             | CUSIP: 036752AZ6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101310.92    | 0.00%             | 2034-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                                | UBER 4.3 01/15/30                                              | CUSIP: 90353TAN0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99157.49     | 0.00%             | 2030-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Oneok Inc.                                                                           | OKE 5.05 11/01/34                                              | CUSIP: 682680CE1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97269.56     | 0.00%             | 2034-11-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Ventas Realty Limited Partnership                                                    | VTR 5 01/15/35                                                 | CUSIP: 92277GBA4<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98123.19     | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| America Movil S.A.B. de C.V.                                                         | AMXLMM 5 01/20/33                                              | CUSIP: 02364WBM6<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $200584.00    | 0.01%             | 2033-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc.                                                          | MIZUHO V5.323 07/08/36                                         | CUSIP: 60687YDM8<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $200885.23    | 0.01%             | 2036-07-08      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                              | SPG 5.125 10/01/35                                             | CUSIP: 828807EA1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100157.42    | 0.00%             | 2035-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Chevron USA Inc                                                                      | CVX 4.3 10/15/30                                               | CUSIP: 166756BJ4<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100250.91    | 0.00%             | 2030-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                     | MCD 5 02/13/36                                                 | CUSIP: 58013MGC2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99575.88     | 0.00%             | 2036-02-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                                  | IBRD 4.375 08/27/35                                            | CUSIP: 459056RA7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    200000 | PA      | $200692.21    | 0.01%             | 2035-08-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ontario (Province Of)                                                                | ONT 3.9 09/04/30                                               | CUSIP: 683234EV6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | MUN               | CA        |    150000 | PA      | $149107.43    | 0.01%             | 2030-09-04      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Amrize Finance US LLC                                                                | AMRZ 5.4 04/07/35                                              | CUSIP: 43475RAT3<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    130000 | PA      | $132195.58    | 0.01%             | 2035-04-07      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                         | AVGO 4.3 01/15/31                                              | CUSIP: 11135FCZ2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99140.75     | 0.00%             | 2031-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM V4.898 01/22/37                                            | CUSIP: 46647PFJ0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195701.93    | 0.01%             | 2037-01-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks                                                            | FFCB 1.3 03/30/27                                              | CUSIP: 3133EMUQ3<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    300000 | PA      | $292840.34    | 0.01%             | 2027-03-30      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| The Allstate Corporation                                                             | The Allstate Corporation COM USD0.01                           | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |      4000 | NS      | $829360.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Henry Jack & Associates Inc.                                                         | Henry Jack & Associates Inc. COM USD0.01                       | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |      1100 | NS      | $173844.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corporation                                                          | Lockheed Martin Corporation COM USD1.00                        | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |      6100 | NS      | $3686779.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Company                                                                           | 3M Company COM USD0.01                                         | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |     53000 | NS      | $7697190.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Roper Technologies Inc                                                               | Roper Technologies Inc COM USD0.01                             | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |      2200 | NS      | $778492.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vulcan Materials Company                                                             | Vulcan Materials Company COM STK USD1                          | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |     42864 | NS      | $11671867.20  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams-Sonoma Inc.                                                                 | Williams-Sonoma Inc. COM USD0.01                               | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |     14400 | NS      | $2625552.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron USA Inc                                                                      | CVX 1.018 08/12/27                                             | CUSIP: 166756AL0<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    250000 | PA      | $240111.43    | 0.01%             | 2027-08-12      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                           | AMGN 3 02/22/29                                                | CUSIP: 031162DD9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    250000 | PA      | $241224.14    | 0.01%             | 2029-02-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc.                                                                    | CCI 2.25 01/15/31                                              | CUSIP: 22822VAT8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88316.43     | 0.00%             | 2031-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                     | PCG 4.55 07/01/30                                              | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147966.90    | 0.01%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                       | SPGI 1.25 08/15/30                                             | CUSIP: 78409VAS3<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    250000 | PA      | $217851.76    | 0.01%             | 2030-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                       | MS V5.449 07/20/29                                             | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254457.26    | 0.01%             | 2029-07-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                      | XEL 5.45 08/15/33                                              | CUSIP: 98389BBA7<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153109.81    | 0.01%             | 2033-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                              | SPG 2.65 07/15/30                                              | CUSIP: 828807DK0<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46433.49     | 0.00%             | 2030-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                           | OXY 8.875 07/15/30                                             | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    100000 | PA      | $113827.70    | 0.00%             | 2030-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Lowes Companies, Inc.                                                                | LOW 1.3 04/15/28                                               | CUSIP: 548661DX2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141332.71    | 0.01%             | 2028-04-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNMA 0.75 10/08/27                                             | CUSIP: 3135G05Y5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    500000 | PA      | $477487.55    | 0.02%             | 2027-10-08      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Marvell Technology Inc                                                               | MRVL 5.75 02/15/29                                             | CUSIP: 573874AP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $51623.96     | 0.00%             | 2029-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt Fuer Wiederaufbau                                                      | KFW 4.75 10/29/30                                              | CUSIP: 500769KB9<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | NUSS              | DE        |    200000 | PA      | $206756.17    | 0.01%             | 2030-10-29      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                      | IADB 1.125 01/13/31 GMTN                                       | CUSIP: 4581X0DS4<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $438790.90    | 0.02%             | 2031-01-13      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Ontario (Province Of)                                                                | ONT 1.6 02/25/31                                               | CUSIP: 68323AFH2<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | MUN               | CA        |    100000 | PA      | $88981.37     | 0.00%             | 2031-02-25      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corporation                                                   | HNDA 5.65 11/15/28                                             | CUSIP: 02665WEV9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102438.13    | 0.00%             | 2028-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| British Columbia (Province Of)                                                       | BRCOL 4.8 11/15/28                                             | CUSIP: 110709AJ1<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | MUN               | CA        |    100000 | PA      | $102131.87    | 0.00%             | 2028-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| B.A.T. Capital Corporation                                                           | BATSLN 5.834 02/20/31                                          | CUSIP: 05526DBY0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104647.80    | 0.00%             | 2031-02-20      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| MasterCard Incorporated                                                              | MA 4.875 05/09/34                                              | CUSIP: 57636QAZ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50285.16     | 0.00%             | 2034-05-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| The Charles Schwab Corporation                                                       | SCHW 2 03/20/28                                                | CUSIP: 808513BP9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95927.19     | 0.00%             | 2028-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM V2.58 04/22/32                                             | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    250000 | PA      | $225915.10    | 0.01%             | 2032-04-22      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co (The)                                                                   | KO 5 05/13/34                                                  | CUSIP: 191216DR8<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103007.25    | 0.00%             | 2034-05-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Blackstone Secured Lending Fund                                                      | BXSL 5.875 11/15/27                                            | CUSIP: 09261XAH5<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150493.96    | 0.01%             | 2027-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Entergy Corporation                                                                  | ETR V7.125 12/01/54                                            | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51233.90     | 0.00%             | 2054-12-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS V5.049 07/23/30                                             | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253011.86    | 0.01%             | 2030-07-23      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Southern Company Gas Capital Corp.                                                   | SO 4.95 09/15/34                                               | CUSIP: 8426EPAH1<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98554.13     | 0.00%             | 2034-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                                                   | ATH V6.625 10/15/54                                            | CUSIP: 04686JAJ0<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    250000 | PA      | $230906.78    | 0.01%             | 2054-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS V2.615 04/22/32                                             | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    250000 | PA      | $224563.28    | 0.01%             | 2032-04-22      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM V2.069 06/01/29                                            | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    250000 | PA      | $237873.84    | 0.01%             | 2029-06-01      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 4 05/31/30                                                   | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3750000 | PA      | $3762744.15   | 0.14%             | 2030-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                              | MPLX 5.4 09/15/35                                              | CUSIP: 55336VCC2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99553.00     | 0.00%             | 2035-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                                | ARE 1.875 02/01/33                                             | CUSIP: 015271AV1<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40474.66     | 0.00%             | 2033-02-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                              | MPLX 2.65 08/15/30                                             | CUSIP: 55336VBQ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92172.87     | 0.00%             | 2030-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                          | VZ 2.55 03/21/31                                               | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    150000 | PA      | $136180.19    | 0.01%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                     | AMZN 2.1 05/12/31                                              | CUSIP: 023135BZ8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    150000 | PA      | $134421.45    | 0.01%             | 2031-05-12      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Schlumberger Investment SA                                                           | SLB 2.65 06/26/30                                              | CUSIP: 806854AJ4<br>LEI: 529900EZ29I5KXPV2J32 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $92852.25     | 0.00%             | 2030-06-26      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Leland Stanford Junior University                                                    | STNFRD 4.146 08/01/30 2025                                     | CUSIP: 09659DAC0<br>LEI: JIUV0DC2REIJXQ26CR37 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49746.16     | 0.00%             | 2030-08-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Amcor Flexibles North America Inc                                                    | AMCR 5.5 03/17/35                                              | CUSIP: 02344AAH1<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40458.06     | 0.00%             | 2035-03-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                      | LLY 4.25 03/15/31                                              | CUSIP: 532457DC9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49760.63     | 0.00%             | 2031-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Apollo Debt Solutions BDC                                                            | APODS 6.55 03/15/32                                            | CUSIP: 03770DAF0<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100383.52    | 0.00%             | 2032-03-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| NXP Semiconductors NV                                                                | NXP Semiconductors NV EUR0.20                                  | CUSIP: N6596X109<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | NL        |       100 | NS      | $19686.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tapestry Inc                                                                         | Tapestry Inc COM USD0.01                                       | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |     67400 | NS      | $9510814.00   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearway Energy Inc                                                                  | Clearway Energy Inc COM USD0.01 CLASS C                        | CUSIP: 18539C204<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |     54500 | NS      | $2141305.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Annaly Capital Management, Inc.                                                      | Annaly Capital Management, Inc. COM NEW                        | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               | CORP              | US        |     75600 | NS      | $1598940.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus Henderson Group PLC                                                            | Janus Henderson Group PLC ORD USD1.50                          | CUSIP: G4474Y214<br>LEI: 2138009WPYMWJN3RVF44 | Long             | EC               | CORP              | JE        |     24900 | NS      | $1279113.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertiv Holdings Co                                                                   | Vertiv Holdings Co COM CL A                                    | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |      8300 | NS      | $2079814.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Institutional Funds                                                         | Northern Institutional Funds TREAS PRT PRMR                    | CUSIP: 665279873<br>LEI: 549300Y178DO5JBR1S04 | Long             | STIV             | RF                | US        |  29096363 | NS      | $29096362.86  | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Micro Devices Inc.                                                          | Advanced Micro Devices Inc. COM USD0.01                        | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |       100 | NS      | $20343.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer-Daniels-Midland Co.                                                           | Archer-Daniels-Midland Co. COM NPV                             | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |    421344 | NS      | $30627495.36  | 1.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Wynn Resorts Limited                                                                 | Wynn Resorts Limited COM USD0.01                               | CUSIP: 983134107<br>LEI: 254900CEKKWIHTEAB172 | Long             | EC               | CORP              | US        |       100 | NS      | $10155.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OneMain Holdings Inc.                                                                | OneMain Holdings Inc. USD0.01                                  | CUSIP: 68268W103<br>LEI: 549300E3VEW8SMS5XW09 | Long             | EC               | CORP              | US        |     77800 | NS      | $4161522.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                                                                         | Broadcom Inc COM USD0.001                                      | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |     37700 | NS      | $11668527.00  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Bills                                                         | B 0 05/07/26                                                   | CUSIP: 912797SP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1675000 | PA      | $1668898.81   | 0.06%             | 2026-05-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Vistra Corp                                                                          | Vistra Corp COM USD0.01                                        | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |       100 | NS      | $15033.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Agnc Investment Corp                                                                 | Agnc Investment Corp COM USD0.01                               | CUSIP: 00123Q104<br>LEI: 5TRACI5HRMELWV32OF39 | Long             | EC               | CORP              | US        |    334800 | NS      | $3358044.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Solventum Corp.                                                                      | Solventum Corp. COM SHS                                        | CUSIP: 83444M101<br>LEI: 254900I70403OSGY4M28 | Long             | EC               | CORP              | US        |     13250 | NS      | $865225.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc.                                                                        | Alphabet Inc. CAP STK USD0.001 CL A                            | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    148660 | NS      | $42748669.60  | 1.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Midstream Corporation                                                         | Antero Midstream Corporation COM USD1.00                       | CUSIP: 03676B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       100 | NS      | $2280.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HP Inc                                                                               | HP Inc COM USD0.01                                             | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |     58600 | NS      | $1125706.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DoorDash Inc                                                                         | DoorDash Inc CL A                                              | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |       100 | NS      | $15015.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Co.                                                                         | SO 5.113 08/01/27                                              | CUSIP: 842587DD6<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151299.72    | 0.01%             | 2027-08-01      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                                                  | D 3.75 05/15/27 B                                              | CUSIP: 927804GH1<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149074.32    | 0.01%             | 2027-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc.                                                                  | ALLY 4.75 06/09/27                                             | CUSIP: 02005NBQ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100189.20    | 0.00%             | 2027-06-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp.                                                                | PH 4.5 09/15/29                                                | CUSIP: 701094AS3<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150868.19    | 0.01%             | 2029-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                                         | EXC 5.15 03/15/28                                              | CUSIP: 30161NBJ9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151769.68    | 0.01%             | 2028-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                    | WFC V5.198 01/23/30                                            | CUSIP: 95000U3J0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152351.27    | 0.01%             | 2030-01-23      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Alberta (Province Of)                                                                | ALTA 4.5 01/24/34                                              | CUSIP: 013051ET0<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | MUN               | CA        |    100000 | PA      | $100334.43    | 0.00%             | 2034-01-24      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc                                                                   | IR 5.176 06/15/29                                              | CUSIP: 45687VAD8<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51185.86     | 0.00%             | 2029-06-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                       | C V5.449 06/11/35                                              | CUSIP: 172967PL9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253476.58    | 0.01%             | 2035-06-11      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                                       | HPE 4.4 09/25/27                                               | CUSIP: 42824CBS7<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99852.19     | 0.00%             | 2027-09-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors, Inc.                                                     | OHI 5.2 07/01/30                                               | CUSIP: 681936BP4<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50203.08     | 0.00%             | 2030-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                             | EIB 0.625 10/21/27                                             | CUSIP: 298785JJ6<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    250000 | PA      | $238144.16    | 0.01%             | 2027-10-21      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                 | RY 5.2 08/01/28 GMTN                                           | CUSIP: 78016HZS2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $152972.43    | 0.01%             | 2028-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                      | CVS 5.7 06/01/34                                               | CUSIP: 126650ED8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102769.37    | 0.00%             | 2034-06-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                        | OC 5.5 06/15/27                                                | CUSIP: 690742AN1<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101188.72    | 0.00%             | 2027-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Newmont Corp / Newcrest Finance Pty Ltd.                                             | NEM 3.25 05/13/30                                              | CUSIP: 65163LAB5<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |     79000 | PA      | $76048.15     | 0.00%             | 2030-05-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Sonoco Products Company                                                              | SON 4.6 09/01/29                                               | CUSIP: 835495AR3<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99710.46     | 0.00%             | 2029-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Cummins Inc.                                                                         | CMI 4.7 02/15/31                                               | CUSIP: 231021AZ9<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101036.18    | 0.00%             | 2031-02-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Lennar Corp.                                                                         | LEN 5.2 07/30/30                                               | CUSIP: 526057CY8<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50597.16     | 0.00%             | 2030-07-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Blue Owl Capital Corp.                                                               | OBDC 6.2 07/15/30                                              | CUSIP: 69121KAJ3<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49277.43     | 0.00%             | 2030-07-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                             | LLOYDS V6.068 06/13/36                                         | CUSIP: 539439BE8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $203268.06    | 0.01%             | 2036-06-13      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc.                                                                 | DAL 5.25 07/10/30                                              | CUSIP: 247361A32<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50329.01     | 0.00%             | 2030-07-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| The Kroger Co.                                                                       | KR 1.7 01/15/31                                                | CUSIP: 501044DQ1<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    250000 | PA      | $218441.47    | 0.01%             | 2031-01-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                       | MS V5.424 07/21/34 MTN                                         | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152198.89    | 0.01%             | 2034-07-21      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                              | FHLB 4 06/30/28                                                | CUSIP: 3130AWN63<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   1000000 | PA      | $1005516.29   | 0.04%             | 2028-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM V5.299 07/24/29                                            | CUSIP: 46647PDU7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254665.76    | 0.01%             | 2029-07-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                            | NEE 5.3 06/15/34                                               | CUSIP: 341081GU5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51408.76     | 0.00%             | 2034-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Laboratory Corporation of America Holdings                                           | LH 4.35 04/01/30                                               | CUSIP: 50540RAZ5<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49558.89     | 0.00%             | 2030-04-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Prologis, L.P.                                                                       | PLD 5.25 05/15/35                                              | CUSIP: 74340XCR0<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101647.26    | 0.00%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United Parcel Service, Inc.                                                          | UPS 4.65 10/15/30                                              | CUSIP: 911312CH7<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50738.34     | 0.00%             | 2030-10-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| The Procter & Gamble Co.                                                             | PG 2.3 02/01/32                                                | CUSIP: 742718FW4<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90478.80     | 0.00%             | 2032-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc                                                                     | MRK 4.3 05/17/30                                               | CUSIP: 58933YBJ3<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49924.90     | 0.00%             | 2030-05-17      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| F&G Annuities & Life Inc.                                                            | FG 7.4 01/13/28                                                | CUSIP: 30190AAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $254451.74    | 0.01%             | 2028-01-13      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                                  | IBRD 5.75 05/02/34 GDIF                                        | CUSIP: 45906M5J6<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    100000 | PA      | $100097.22    | 0.00%             | 2034-05-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corporation                                                         | NOVNVX 4.2 09/18/34                                            | CUSIP: 66989HAV0<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96693.79     | 0.00%             | 2034-09-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co.                                                                     | DTE 5.25 05/15/35                                              | CUSIP: 23338VAY2<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50712.19     | 0.00%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HA Sustainable Infrastructure Capital Inc                                            | HASI 6.15 01/15/31                                             | CUSIP: 40408AAA9<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50891.24     | 0.00%             | 2031-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                             | EIB 1.625 10/09/29                                             | CUSIP: 298785JA5<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    250000 | PA      | $231695.37    | 0.01%             | 2029-10-09      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                                       | HPE 4.55 10/15/29                                              | CUSIP: 42824CBT5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99503.06     | 0.00%             | 2029-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                                                    | BRO 4.9 06/23/30                                               | CUSIP: 115236AK7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59918.66     | 0.00%             | 2030-06-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group Inc                                                        | JEF 5.875 07/21/28                                             | CUSIP: 47233WBM0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102106.95    | 0.00%             | 2028-07-21      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                    | WFC V5.557 07/25/34 MTN                                        | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153729.78    | 0.01%             | 2034-07-25      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                        | F 7.122 11/07/33                                               | CUSIP: 345397D67<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $210088.95    | 0.01%             | 2033-11-07      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp                                                                 | LVS 5.9 06/01/27                                               | CUSIP: 517834AJ6<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101299.79    | 0.00%             | 2027-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Mastec, Inc.                                                                         | MTZ 5.9 06/15/29                                               | CUSIP: 576323AT6<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51664.29     | 0.00%             | 2029-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                                       | HPE 5 10/15/34                                                 | CUSIP: 42824CBV0<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96798.68     | 0.00%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                                | TRGP 4.9 09/15/30                                              | CUSIP: 87612GAP6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100844.89    | 0.00%             | 2030-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc.                                                                  | ADI 4.25 06/15/28                                              | CUSIP: 032654BD6<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100158.11    | 0.00%             | 2028-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc.                                                                  | ADI 4.5 06/15/30                                               | CUSIP: 032654BE4<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50157.71     | 0.00%             | 2030-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                               | ASIA 3.125 09/26/28 gMTN                                       | CUSIP: 045167EJ8<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    250000 | PA      | $245962.31    | 0.01%             | 2028-09-26      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                                  | IBRD 1.75 10/23/29 GDIF                                        | CUSIP: 459058HJ5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    250000 | PA      | $232508.67    | 0.01%             | 2029-10-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                        | F 6.798 11/07/28                                               | CUSIP: 345397D59<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207037.87    | 0.01%             | 2028-11-07      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc                                                                   | IR 5.45 06/15/34                                               | CUSIP: 45687VAF3<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102107.42    | 0.00%             | 2034-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                              | SPG 4.75 09/26/34                                              | CUSIP: 828807DY0<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97853.96     | 0.00%             | 2034-09-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                    | HSBC V5.24 05/13/31                                            | CUSIP: 404280EW5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $202817.01    | 0.01%             | 2031-05-13      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Company, LLC                                                        | AEP 5.375 06/15/35                                             | CUSIP: 00115AAS8<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50756.71     | 0.00%             | 2035-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                               | ASIA 1.25 06/09/28 GMTN                                        | CUSIP: 045167FF5<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    250000 | PA      | $236663.48    | 0.01%             | 2028-06-09      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                       | MS V6.407 11/01/29                                             | CUSIP: 61747YFH3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    150000 | PA      | $156554.39    | 0.01%             | 2029-11-01      | Fixed         | 6.41%                 | No            |                  2 | On Loan: No      |
| GATX Corporation                                                                     | GATX 6.9 05/01/34                                              | CUSIP: 361448BN2<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    125000 | PA      | $137039.11    | 0.01%             | 2034-05-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                            | NEE 5.15 06/15/29                                              | CUSIP: 341081GT8<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51292.80     | 0.00%             | 2029-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                   | ET 5.6 09/01/34                                                | CUSIP: 29273VBA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101916.47    | 0.00%             | 2034-09-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Paccar Financial Corp                                                                | PCAR 4 09/26/29                                                | CUSIP: 69371RT48<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99349.61     | 0.00%             | 2029-09-26      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co.                                                          | SRE 5.45 06/15/35                                              | CUSIP: 842434DC3<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51163.61     | 0.00%             | 2035-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Export Development Canada                                                            | EDC 4.125 02/13/29                                             | CUSIP: 30216BKC5<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |    200000 | PA      | $201389.97    | 0.01%             | 2029-02-13      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                       | C V5.827 02/13/35                                              | CUSIP: 172967PG0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253284.44    | 0.01%             | 2035-02-13      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                      | LLY 4.7 02/09/34                                               | CUSIP: 532457CL0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99836.28     | 0.00%             | 2034-02-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt Fuer Wiederaufbau                                                      | KFW 4.625 03/18/30                                             | CUSIP: 500769KH6<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | NUSS              | DE        |    180000 | PA      | $184834.69    | 0.01%             | 2030-03-18      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                                   | STT 4.729 02/28/30                                             | CUSIP: 857477CW1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101218.58    | 0.00%             | 2030-02-28      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners Lp                                                          | CQP 5.55 10/30/35                                              | CUSIP: 16411QAW1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152752.26    | 0.01%             | 2035-10-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                | BAC V4.271 07/23/29 MTN                                        | CUSIP: 06051GHM4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149388.57    | 0.01%             | 2029-07-23      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                              | UNH 4.5 04/15/33                                               | CUSIP: 91324PEV0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97636.27     | 0.00%             | 2033-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lowes Companies, Inc.                                                                | LOW 5.15 07/01/33                                              | CUSIP: 548661EQ6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252857.94    | 0.01%             | 2033-07-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                          | WMT 4.1 04/15/33                                               | CUSIP: 931142FD0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246151.53    | 0.01%             | 2033-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Alberta (Province Of)                                                                | ALTA 3.3 03/15/28                                              | CUSIP: 013051EA1<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | MUN               | CA        |    250000 | PA      | $247143.99    | 0.01%             | 2028-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Indonesia (Republic of)                                                              | INDON 4.1 04/24/28                                             | CUSIP: 455780CF1<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    250000 | PA      | $248022.51    | 0.01%             | 2028-04-24      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| APA Corp.                                                                            | APA Corp. COM                                                  | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |       100 | NS      | $4244.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Institutional Funds                                                         | Northern Institutional Funds TREAS PRT PRMR                    | CUSIP: 665279873<br>LEI: 549300Y178DO5JBR1S04 | Long             | STIV             | RF                | US        |    658752 | NS      | $658752.29    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc.                                                                          | ABBV 4.25 11/14/28                                             | CUSIP: 00287YBF5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100276.38    | 0.00%             | 2028-11-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| American International Group Inc.                                                    | AIG 5.125 03/27/33                                             | CUSIP: 026874DS3<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252409.56    | 0.01%             | 2033-03-27      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                | BAC V4.571 04/27/33                                            | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    500000 | PA      | $491257.68    | 0.02%             | 2033-04-27      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Waste Management, Inc.                                                               | WM 4.15 04/15/32                                               | CUSIP: 94106LBS7<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98083.15     | 0.00%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| General Mills, Inc.                                                                  | GIS 4.95 03/29/33                                              | CUSIP: 370334CT9<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98848.90     | 0.00%             | 2033-03-29      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                             | DUK 3.45 03/15/29                                              | CUSIP: 26442UAH7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97819.39     | 0.00%             | 2029-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                                | ETR 4 03/15/33                                                 | CUSIP: 29364WBA5<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94938.12     | 0.00%             | 2033-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                | BAC V3.419 12/20/28                                            | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    250000 | PA      | $245592.87    | 0.01%             | 2028-12-20      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Sanofi SA                                                                            | SANFP 3.625 06/19/28                                           | CUSIP: 801060AD6<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |    150000 | PA      | $148394.16    | 0.01%             | 2028-06-19      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                             | T 4.3 02/15/30                                                 | CUSIP: 00206RGQ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    135000 | PA      | $134143.65    | 0.01%             | 2030-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Uruguay (Republic Of)                                                                | URUGUA 4.375 01/23/31                                          | CUSIP: 917288BK7<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    200000 | PA      | $199320.00    | 0.01%             | 2031-01-23      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                    | WFC 4.15 01/24/29 MTN                                          | CUSIP: 95000U2D4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    186000 | PA      | $184954.60    | 0.01%             | 2029-01-24      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co.                                                                      | PSX 4.95 12/01/27                                              | CUSIP: 718547AT9<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126188.03    | 0.00%             | 2027-12-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co.                                                                      | PSX 5.3 06/30/33                                               | CUSIP: 718547AR3<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152499.51    | 0.01%             | 2033-06-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc.                                                               | TXN 2.9 11/03/27                                               | CUSIP: 882508BC7<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147561.42    | 0.01%             | 2027-11-03      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp.                                                                        | USB 3.9 04/26/28 MTN                                           | CUSIP: 91159HHS2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248182.47    | 0.01%             | 2028-04-26      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Company                                                    | BRKHEC 3.25 04/15/28                                           | CUSIP: 084659AM3<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     80000 | PA      | $78501.99     | 0.00%             | 2028-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                               | ASIA 1.875 01/24/30 GMTN                                       | CUSIP: 045167ER0<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    250000 | PA      | $232268.69    | 0.01%             | 2030-01-24      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                                                  | D 5 04/01/33                                                   | CUSIP: 927804GK4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150864.81    | 0.01%             | 2033-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                          | WMT 4 04/15/30                                                 | CUSIP: 931142FC2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249541.89    | 0.01%             | 2030-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ventas Realty Limited Partnership                                                    | VTR 4.4 01/15/29                                               | CUSIP: 92277GAN7<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99426.41     | 0.00%             | 2029-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                    | NWG V5.076 01/27/30                                            | CUSIP: 78009PEH0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $202203.38    | 0.01%             | 2030-01-27      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                          | VZ 3.875 02/08/29                                              | CUSIP: 92343VES9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    500000 | PA      | $495217.92    | 0.02%             | 2029-02-08      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Medtronic Global Holdings SCA                                                        | MDT 4.25 03/30/28                                              | CUSIP: 58507LBB4<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |    150000 | PA      | $150299.49    | 0.01%             | 2028-03-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TransCanada Pipelines Limited                                                        | TRPCN 4.25 05/15/28                                            | CUSIP: 89352HAW9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $149324.99    | 0.01%             | 2028-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM V4.203 07/23/29                                            | CUSIP: 46647PAV8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149137.66    | 0.01%             | 2029-07-23      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                            | DUK 3.95 11/15/28                                              | CUSIP: 26442CAX2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89291.43     | 0.00%             | 2028-11-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                                        | NFLX 4.875 04/15/28                                            | CUSIP: 64110LAS5<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101311.23    | 0.00%             | 2028-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                       | MS V4.431 01/23/30 GMTN                                        | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248874.53    | 0.01%             | 2030-01-23      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| United Air Lines, Inc.                                                               | UAL 4.15 08/25/31 AA                                           | CUSIP: 90931CAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     61133 | PA      | $59796.50     | 0.00%             | 2031-08-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corp.                                                    | BK V3.992 06/13/28 MTN                                         | CUSIP: 06406RBG1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149336.94    | 0.01%             | 2028-06-13      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                     | PCG 5.45 06/15/27                                              | CUSIP: 694308KF3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151491.13    | 0.01%             | 2027-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| 3M Company                                                                           | MMM 2.875 10/15/27                                             | CUSIP: 88579YAY7<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98038.46     | 0.00%             | 2027-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                    | EPD 3.125 07/31/29                                             | CUSIP: 29379VBV4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144547.64    | 0.01%             | 2029-07-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                       | MS V2.484 09/16/36                                             | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    250000 | PA      | $215096.94    | 0.01%             | 2036-09-16      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                             | EIB 1.75 03/15/29                                              | CUSIP: 298785JR8<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    100000 | PA      | $94240.42     | 0.00%             | 2029-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                    | ES 4.6 07/01/27                                                | CUSIP: 30040WAR9<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150120.41    | 0.01%             | 2027-07-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                                           | FIS 5.1 07/15/32                                               | CUSIP: 31620MBY1<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149467.50    | 0.01%             | 2032-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                    | WFC V4.897 07/25/33 MTN                                        | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    500000 | PA      | $497443.04    | 0.02%             | 2033-07-25      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Eaton Corp.                                                                          | ETN 4.15 03/15/33 ***                                          | CUSIP: 278062AH7<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97216.90     | 0.00%             | 2033-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| eBay Inc.                                                                            | EBAY 5.95 11/22/27                                             | CUSIP: 278642BA0<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255730.42    | 0.01%             | 2027-11-22      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Indonesia (Republic of)                                                              | INDON 4.55 01/11/28                                            | CUSIP: 455780DQ6<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    250000 | PA      | $250198.03    | 0.01%             | 2028-01-11      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Healthpeak Properties Inc                                                            | DOC 5.25 12/15/32                                              | CUSIP: 42250PAE3<br>LEI: 254900M6MTMZM0I22L81 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251652.00    | 0.01%             | 2032-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Air Lease Corporation                                                                | AL 5.3 02/01/28                                                | CUSIP: 00914AAU6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252795.58    | 0.01%             | 2028-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                                  | IBRD 3.875 02/14/30                                            | CUSIP: 459058KQ5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    250000 | PA      | $249812.01    | 0.01%             | 2030-02-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Pepsico Inc                                                                          | PEP 4.45 02/15/33                                              | CUSIP: 713448FS2<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100348.56    | 0.00%             | 2033-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                           | AMGN 5.25 03/02/30                                             | CUSIP: 031162DQ0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256708.82    | 0.01%             | 2030-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                         | BACR V7.119 06/27/34                                           | CUSIP: 06738ECH6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $272031.52    | 0.01%             | 2034-06-27      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                                           | NDAQ 5.55 02/15/34                                             | CUSIP: 63111XAJ0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     88000 | PA      | $90523.98     | 0.00%             | 2034-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| British Columbia (Province Of)                                                       | BRCOL 4.2 07/06/33                                             | CUSIP: 11070TAM0<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | MUN               | CA        |    100000 | PA      | $98559.17     | 0.00%             | 2033-07-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                               | EXR 2.2 10/15/30                                               | CUSIP: 30225VAP2<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89469.75     | 0.00%             | 2030-10-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Public Storage                                                                       | PSA 5.125 01/15/29                                             | CUSIP: 74460WAF4<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51187.29     | 0.00%             | 2029-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corp.                                                    | BK 3.4 01/29/28 +MTN                                           | CUSIP: 06406RAF4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246915.94    | 0.01%             | 2028-01-29      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                       | C V3.98 03/20/30                                               | CUSIP: 172967ME8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147579.05    | 0.01%             | 2030-03-20      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                                              | AAL 3.15 02/15/32 AA                                           | CUSIP: 02377LAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     67442 | PA      | $62801.45     | 0.00%             | 2032-02-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Co. / AerCap Global Aviation Trust (AER)  | AER 3.3 01/30/32                                               | CUSIP: 00774MAX3<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    500000 | PA      | $454112.88    | 0.02%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                           | AMGN 3.35 02/22/32                                             | CUSIP: 031162DE7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    150000 | PA      | $139670.96    | 0.01%             | 2032-02-22      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Pepsico Inc                                                                          | PEP 3.6 02/18/28                                               | CUSIP: 713448FL7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248056.38    | 0.01%             | 2028-02-18      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Eastern Gas Transmission and Storage Inc                                             | BRKHEC 3 11/15/29                                              | CUSIP: 276480AH3<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142079.77    | 0.01%             | 2029-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                          | WMT 4.15 09/09/32                                              | CUSIP: 931142EY5<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249025.41    | 0.01%             | 2032-09-09      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                             | DE 4.15 09/15/27 MTN                                           | CUSIP: 24422EWK1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100175.68    | 0.00%             | 2027-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corporation                                                          | LMT 5.1 11/15/27                                               | CUSIP: 539830BV0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254275.34    | 0.01%             | 2027-11-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                     | BMO 5.203 02/01/28                                             | CUSIP: 06368LGV2<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $152249.72    | 0.01%             | 2028-02-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Company                                                             | CMS 4.65 03/01/28                                              | CUSIP: 210518DS2<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151164.02    | 0.01%             | 2028-03-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                    | EPD 5.35 01/31/33                                              | CUSIP: 29379VCD3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103143.79    | 0.00%             | 2033-01-31      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc.                                                                 | NOMURA 6.181 01/18/33                                          | CUSIP: 65535HBK4<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $264539.38    | 0.01%             | 2033-01-18      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp.                                                                         | NVIDIA Corp. COM USD0.001                                      | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |    247975 | NS      | $43246840.00  | 1.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptargroup Inc.                                                                      | Aptargroup Inc. COM USD0.01                                    | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |     34052 | NS      | $4291233.04   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc.                                                                           | Apple Inc. COM USD0.00001                                      | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |    199796 | NS      | $50706226.84  | 1.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing, Inc.                                                      | Automatic Data Processing, Inc. COM USD0.10                    | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |     23000 | NS      | $4673140.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co Inc.                                                                     | Best Buy Co Inc. COM USD0.10                                   | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |     32200 | NS      | $2067240.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Block(H&R)Inc                                                                        | Block(H&R)Inc COM NPV                                          | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |     68900 | NS      | $2186886.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilent Technologies Inc.                                                            | Agilent Technologies Inc. COM USD0.01                          | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |     29167 | NS      | $3324454.66   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar Inc                                                                      | Caterpillar Inc COM USD1.00                                    | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |     26638 | NS      | $18871957.48  | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPMorgan Chase & Co. COM USD1.00                               | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |      7600 | NS      | $2235616.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Co (The)                                                                   | Coca-Cola Co (The) COM USD0.25                                 | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |     59653 | NS      | $4536610.65   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Corning Incorporated                                                                 | Corning Incorporated COM USD0.50                               | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |    124547 | NS      | $16934655.59  | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Company                                                                      | Deere & Company COM USD1                                       | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |     15054 | NS      | $8479918.20   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Company                                                                  | Walt Disney Company COM DISNEY USD0.01                         | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |     67793 | NS      | $6533889.34   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabine Pass Liquefaction, LLC                                                        | SPLLLC 4.2 03/15/28                                            | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99584.79     | 0.00%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Donaldson Co Inc                                                                     | Donaldson Co Inc COM USD5                                      | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Long             | EC               | CORP              | US        |     27070 | NS      | $2297430.90   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co.                                                                 | Emerson Electric Co. COM USD0.50                               | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |     62400 | NS      | $8175648.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Highwoods Properties, Inc.                                                           | Highwoods Properties, Inc. COM USD0.01                         | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               | CORP              | US        |     76300 | NS      | $1633583.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Take-Two Interactive Software Inc.                                                   | Take-Two Interactive Software Inc. COM USD0.01                 | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |       100 | NS      | $19750.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Illinois Tool Works Inc.                                                             | Illinois Tool Works Inc. COM USD0.01                           | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |     22800 | NS      | $5934612.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co.                                                                      | Eli Lilly & Co. COM NPV                                        | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      8285 | NS      | $7620294.45   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp.                                                                        | Chevron Corp. COM USD0.75                                      | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     65238 | NS      | $13497742.20  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Service Enterprise Group Incorporated                                         | Public Service Enterprise Group Incorporated COM NPV           | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |      3600 | NS      | $291420.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM Inc.                                                                        | QUALCOMM Inc. COM USD0.0001                                    | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |       100 | NS      | $12878.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum! Brands Inc.                                                                     | Yum! Brands Inc. COM NPV                                       | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |     21200 | NS      | $3296176.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix, Inc.                                                                        | Netflix, Inc. COM USD0.001                                     | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |      1000 | NS      | $96150.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Caribbean Group                                                                | Royal Caribbean Group COM USD0.01                              | CUSIP: V7780T103<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | EC               | CORP              | LR        |       100 | NS      | $27518.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Capital I                                                              | GS 6.345 02/15/34                                              | CUSIP: 38143VAA7<br>LEI: 5299005MCIJK7R2NP351 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104168.61    | 0.00%             | 2034-02-15      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Quebec (Province Of)                                                                 | Q 2.75 04/12/27                                                | CUSIP: 748149AN1<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | MUN               | CA        |    100000 | PA      | $98836.59     | 0.00%             | 2027-04-12      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips                                                                       | ConocoPhillips COM USD0.01                                     | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |     21200 | NS      | $2798400.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap-On Incorporated                                                                 | Snap-On Incorporated COM USD1                                  | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |      1800 | NS      | $653796.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Management, Inc.                                                               | Waste Management, Inc. COM USD0.01                             | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |      3400 | NS      | $781286.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| The TJX Companies Inc.                                                               | The TJX Companies Inc. COM USD1                                | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |     31700 | NS      | $5062490.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture PLC                                                                        | Accenture PLC CLS'A'USD0.0000225                               | CUSIP: G1151C101<br>LEI: 5493000EWHDSR3MZWH98 | Long             | EC               | CORP              | IE        |      2400 | NS      | $475896.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kreditanstalt Fuer Wiederaufbau                                                      | KFW 2.875 04/03/28                                             | CUSIP: 500769HS6<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | NUSS              | DE        |    500000 | PA      | $491092.96    | 0.02%             | 2028-04-03      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM V3.702 05/06/30                                            | CUSIP: 46647PBD7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    250000 | PA      | $243807.62    | 0.01%             | 2030-05-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch Companies LLC / Anheuser-Busch InBev Worldwide Inc                    | ABIBB 4.7 02/01/36 *                                           | CUSIP: 03522AAH3<br>LEI: 5493002J2SVENP0PVK27 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194794.57    | 0.01%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Kimco Realty Corporation                                                             | KIM 3.2 04/01/32                                               | CUSIP: 49446RAZ2<br>LEI: 254900ARY41P4V1JL861 | Long             | DBT              | CORP              | US        |    250000 | PA      | $229404.12    | 0.01%             | 2032-04-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Welltower Inc.                                                                       | WELL 3.85 06/15/32                                             | CUSIP: 95040QAR5<br>LEI: 254900F33BIAR82QTA19 | Long             | DBT              | CORP              | US        |    250000 | PA      | $238200.78    | 0.01%             | 2032-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                   | TMUS 2.7 03/15/32                                              | CUSIP: 87264ACQ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    500000 | PA      | $444777.31    | 0.02%             | 2032-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc.                                                  | MUFG V5.017 07/20/28                                           | CUSIP: 606822CL6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $251554.79    | 0.01%             | 2028-07-20      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corp.                                                    | BK V5.834 10/25/33 MTN                                         | CUSIP: 06406RBM8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    150000 | PA      | $159001.56    | 0.01%             | 2033-10-25      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Company                                                   | EIX 5.85 11/01/27                                              | CUSIP: 842400HS5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152771.77    | 0.01%             | 2027-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc.                                                                        | QCOM 5.4 05/20/33                                              | CUSIP: 747525BS1<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    250000 | PA      | $260156.58    | 0.01%             | 2033-05-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 6.15 11/09/29                                             | CUSIP: 68389XCH6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154671.81    | 0.01%             | 2029-11-09      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                       | C V6.27 11/17/33                                               | CUSIP: 172967PA3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    250000 | PA      | $267197.14    | 0.01%             | 2033-11-17      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                                | TRGP 6.125 03/15/33                                            | CUSIP: 87612GAC5<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105758.03    | 0.00%             | 2033-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                       | MEX 5.4 02/09/28                                               | CUSIP: 91087BAU4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    250000 | PA      | $253125.00    | 0.01%             | 2028-02-09      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| The Toronto-Dominion Bank                                                            | TD 5.156 01/10/28                                              | CUSIP: 89115A2M3<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $151905.95    | 0.01%             | 2028-01-10      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc.                                                                 | NOMURA 5.842 01/18/28                                          | CUSIP: 65535HBH1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $510708.40    | 0.02%             | 2028-01-18      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| The Procter & Gamble Co.                                                             | PG 3.95 01/26/28                                               | CUSIP: 742718FZ7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100142.23    | 0.00%             | 2028-01-26      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                                                    | INTC 5.125 02/10/30                                            | CUSIP: 458140CF5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151922.50    | 0.01%             | 2030-02-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Export Development Canada                                                            | EDC 3.875 02/14/28                                             | CUSIP: 30216BJW3<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |    150000 | PA      | $150051.58    | 0.01%             | 2028-02-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Autozone, Inc.                                                                       | AZO 4.5 02/01/28                                               | CUSIP: 053332BC5<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150290.94    | 0.01%             | 2028-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Manufacturers & Traders Trust Co.                                                    | MTB 4.7 01/27/28                                               | CUSIP: 55279HAW0<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251472.51    | 0.01%             | 2028-01-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                     | PM 4.875 02/15/28                                              | CUSIP: 718172CZ0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151534.54    | 0.01%             | 2028-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Trane Technologies Financing Ltd.                                                    | TT 5.25 03/03/33                                               | CUSIP: 892938AA9<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |    100000 | PA      | $102548.44    | 0.00%             | 2033-03-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc.                                                          | MIZUHO V5.748 07/06/34                                         | CUSIP: 60687YDB2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $207750.24    | 0.01%             | 2034-07-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc.                                                              | BNCN 3.9 01/25/28                                              | CUSIP: 11271LAC6<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $98902.17     | 0.00%             | 2028-01-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Expedia Group Inc                                                                    | EXPE 3.25 02/15/30                                             | CUSIP: 30212PAR6<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94493.99     | 0.00%             | 2030-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Aon Corp/ Aon Global Holdings PLC                                                    | AON 2.85 05/28/27                                              | CUSIP: 03740LAD4<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147421.79    | 0.01%             | 2027-05-28      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc.                                                  | ABIBB 3.5 06/01/30                                             | CUSIP: 035240AV2<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    350000 | PA      | $338216.82    | 0.01%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp.                                                                    | XOM 2.61 10/15/30                                              | CUSIP: 30231GBN1<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    250000 | PA      | $233554.46    | 0.01%             | 2030-10-15      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 4.125 10/31/29                                               | CUSIP: 91282CLR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $2016406.24   | 0.08%             | 2029-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 4.125 11/30/29                                               | CUSIP: 91282CMA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5041406.25   | 0.19%             | 2029-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                     | PCG 5.9 06/15/32                                               | CUSIP: 694308KG1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155314.30    | 0.01%             | 2032-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Allegion US Holding Company Inc                                                      | ALLE 5.411 07/01/32                                            | CUSIP: 01748TAC5<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153110.46    | 0.01%             | 2032-07-01      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 3.875 08/15/34                                               | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6500000 | PA      | $6334707.02   | 0.24%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 3.625 08/31/29                                               | CUSIP: 91282CLK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4961718.75   | 0.19%             | 2029-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                            | NEE 5.05 04/01/28                                              | CUSIP: 341081GK7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152504.17    | 0.01%             | 2028-04-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Blue Owl Capital Corp.                                                               | OBDC 5.95 03/15/29                                             | CUSIP: 69121KAH7<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98797.57     | 0.00%             | 2029-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 3.5 09/30/29                                                 | CUSIP: 91282CLN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4939843.75   | 0.19%             | 2029-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 3.625 12/31/30                                               | CUSIP: 91282CPR6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5500000 | PA      | $5425234.38   | 0.21%             | 2030-12-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 4.25 11/15/34                                                | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7500000 | PA      | $7497949.20   | 0.29%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 4.375 07/15/27                                               | CUSIP: 91282CKZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $3020390.64   | 0.12%             | 2027-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 3.375 12/31/27                                               | CUSIP: 91282CPS4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $3969218.76   | 0.15%             | 2027-12-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 3.875 12/31/32                                               | CUSIP: 91282CPQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    750000 | PA      | $739130.86    | 0.03%             | 2032-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 4.5 05/31/29                                                 | CUSIP: 91282CKT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $4077500.00   | 0.16%             | 2029-05-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 4.25 06/30/29                                                | CUSIP: 91282CKX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $2024218.76   | 0.08%             | 2029-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 4.625 06/15/27                                               | CUSIP: 91282CKV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $1009375.00   | 0.04%             | 2027-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Match Group Inc                                                                      | Match Group Inc COM                                            | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |       100 | NS      | $3071.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AvalonBay Communities, Inc.                                                          | AVB 2.45 01/15/31 MTN                                          | CUSIP: 05348EBH1<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    250000 | PA      | $227330.59    | 0.01%             | 2031-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                       | MS V5.297 04/20/37                                             | CUSIP: 61747YES0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249391.78    | 0.01%             | 2037-04-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc.                                                           | RCICN 5 02/15/29                                               | CUSIP: 775109DE8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $101031.56    | 0.00%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                          | AWK 5.25 03/01/35                                              | CUSIP: 03040WBF1<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50804.06     | 0.00%             | 2035-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                | BAC V3.974 02/07/30 MTN                                        | CUSIP: 06051GHQ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246560.28    | 0.01%             | 2030-02-07      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                             | T 4.35 03/01/29                                                | CUSIP: 00206RHJ4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500447.98    | 0.02%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| WRKCO Inc                                                                            | SW 4.9 03/15/29                                                | CUSIP: 92940PAD6<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100945.94    | 0.00%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corporation                                                            | UNP 3.7 03/01/29                                               | CUSIP: 907818FB9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246673.72    | 0.01%             | 2029-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                          | NTRCN 4.9 03/27/28                                             | CUSIP: 67077MBA5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $151237.49    | 0.01%             | 2028-03-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                          | WMT 3.9 04/15/28                                               | CUSIP: 931142FB4<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249799.24    | 0.01%             | 2028-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS V4.223 05/01/29                                             | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149153.62    | 0.01%             | 2029-05-01      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital Inc.                                                         | GSK 3.875 05/15/28                                             | CUSIP: 377372AN7<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248726.62    | 0.01%             | 2028-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Philippines (Republic Of)                                                            | PHILIP 3.75 01/14/29                                           | CUSIP: 718286CG0<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    250000 | PA      | $245200.04    | 0.01%             | 2029-01-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                       | MEX 4.5 04/22/29                                               | CUSIP: 91087BAF7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    250000 | PA      | $248057.50    | 0.01%             | 2029-04-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                             | HCA 3.375 03/15/29                                             | CUSIP: 404119CJ6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145227.16    | 0.01%             | 2029-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Incorporated                                                       | DGX 6.4 11/30/33                                               | CUSIP: 74834LBD1<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    100000 | PA      | $108848.50    | 0.00%             | 2033-11-30      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc.                                                           | Caesars Entertainment Inc. COM                                 | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |       100 | NS      | $2643.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mckesson Corp.                                                                       | Mckesson Corp. COM USD0.01                                     | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |      4500 | NS      | $3894120.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa Inc                                                                             | V 4.7 02/12/36                                                 | CUSIP: 92826CBB7<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49458.44     | 0.00%             | 2036-02-12      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc.                                                                  | Analog Devices Inc. COM USD0.16 2/3                            | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |     10500 | NS      | $3340470.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Amdocs Limited                                                                       | Amdocs Limited ORD GBP0.01                                     | CUSIP: G02602103<br>LEI: 549300HQV672RJ7RQV66 | Long             | EC               | CORP              | GG        |     41600 | NS      | $2714816.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing, Inc.                                                      | Automatic Data Processing, Inc. COM USD0.10                    | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |     16600 | NS      | $3372788.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Camden Property Trust                                                                | Camden Property Trust SBI USD0.01                              | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |     16300 | NS      | $1591858.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar Inc                                                                      | Caterpillar Inc COM USD1.00                                    | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |      1400 | NS      | $991844.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Autozone, Inc.                                                                       | Autozone, Inc. COM USD0.01                                     | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |       300 | NS      | $1013334.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Block(H&R)Inc                                                                        | Block(H&R)Inc COM NPV                                          | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |     55900 | NS      | $1774266.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co.                                                                      | LLY 3.375 03/15/29                                             | CUSIP: 532457BV9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    207000 | PA      | $202910.00    | 0.01%             | 2029-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Prologis, L.P.                                                                       | PLD 4.75 06/15/33                                              | CUSIP: 74340XCE9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247898.37    | 0.01%             | 2033-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities, Inc.                                                          | AvalonBay Communities, Inc. COM USD0.01                        | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |      9500 | NS      | $1551825.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Edison, Inc.                                                            | Consolidated Edison, Inc. COM USD0.10                          | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |     24900 | NS      | $2818182.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM Inc.                                                                        | QCOM 3.25 05/20/27                                             | CUSIP: 747525AU7<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148645.57    | 0.01%             | 2027-05-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                      | IADB 2.375 07/07/27                                            | CUSIP: 4581X0CY2<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    250000 | PA      | $245550.06    | 0.01%             | 2027-07-07      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp.                                                                        | USB 3.15 04/27/27 X                                            | CUSIP: 91159HHR4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148318.06    | 0.01%             | 2027-04-27      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                    | WFC V3.584 05/22/28 MTN                                        | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    364000 | PA      | $360560.21    | 0.01%             | 2028-05-22      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| F5 Inc                                                                               | F5 Inc COM STK NPV                                             | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |      1900 | NS      | $549727.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Services, Inc.                                                              | Republic Services, Inc. COM USD0.01                            | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |      3400 | NS      | $744668.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dell Technologies Inc                                                                | Dell Technologies Inc COM USD0.01 CL C                         | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |       100 | NS      | $16413.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Palantir Technologies Inc                                                            | Palantir Technologies Inc CL A                                 | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |     21500 | NS      | $3145020.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPMorgan Chase & Co. COM USD1.00                               | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     20400 | NS      | $6000864.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                | FNMA 7.125 01/15/30                                            | CUSIP: 31359MFJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    250000 | PA      | $278015.87    | 0.01%             | 2030-01-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank                                                 | AIIB 4.25 03/13/34                                             | CUSIP: 04522KAM8<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |    100000 | PA      | $99980.13     | 0.00%             | 2034-03-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                             | EIB 4.75 06/15/29                                              | CUSIP: 298785KC9<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    225000 | PA      | $231119.36    | 0.01%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corporation                                                            | RRX 6.3 02/15/30 *                                             | CUSIP: 758750AN3<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    150000 | PA      | $157165.79    | 0.01%             | 2030-02-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Israel (State Of)                                                                    | ISRAEL 2.75 07/03/30 10Y                                       | CUSIP: 46513JB34<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    250000 | PA      | $228904.35    | 0.01%             | 2030-07-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Moderna Inc                                                                          | Moderna Inc COM USD0.0001                                      | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |       100 | NS      | $5080.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gen Digital Inc                                                                      | Gen Digital Inc COM                                            | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |       100 | NS      | $1883.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Datadog Inc                                                                          | Datadog Inc COM USD0.00001 CL A                                | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |         1 | NS      | $118.05       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Notes                                                         | T 1.625 08/15/29                                               | CUSIP: 912828YB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4652929.70   | 0.18%             | 2029-08-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| UNIV CALIF REGTS MED CTR                                                             | CA UNVHGR 4.13 05/15/2032                                      | CUSIP: 913366KV1<br>LEI: RRR42I7GG51DB5HDQR14 | Long             | DBT              | MUN               | US        |    250000 | PA      | $246014.43    | 0.01%             | 2032-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial, Inc.                                                           | AMP 4.5 05/13/32                                               | CUSIP: 03076CAL0<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247890.49    | 0.01%             | 2032-05-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                      | LLY 4.7 02/27/33                                               | CUSIP: 532457CF3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151072.76    | 0.01%             | 2033-02-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                    | HSBC V6.254 03/09/34                                           | CUSIP: 404280DV8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $264911.78    | 0.01%             | 2034-03-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MasterCard Incorporated                                                              | MA 4.85 03/09/33                                               | CUSIP: 57636QAX2<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253371.94    | 0.01%             | 2033-03-09      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Corporation of Michigan                                            | Credit Acceptance Corporation of Michigan COM USD0.01          | CUSIP: 225310101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4300 | NS      | $1820878.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Donaldson Co Inc                                                                     | Donaldson Co Inc COM USD5                                      | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Long             | EC               | CORP              | US        |      9447 | NS      | $801766.89    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Rio Tinto Finance (USA) plc                                                          | RIOLN 5 03/09/33                                               | CUSIP: 76720AAN6<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $101587.16    | 0.00%             | 2033-03-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| System Energy Resources, Inc.                                                        | ETR 6 04/15/28                                                 | CUSIP: 871911AU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $102712.59    | 0.00%             | 2028-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                                                         | CFG V5.841 01/23/30                                            | CUSIP: 174610BF1<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102983.16    | 0.00%             | 2030-01-23      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp.                                                                        | USB V5.678 01/23/35                                            | CUSIP: 91159HJR2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    250000 | PA      | $258214.83    | 0.01%             | 2035-01-23      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                                  | KMI 5.4 02/01/34                                               | CUSIP: 494553AE0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102272.54    | 0.00%             | 2034-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                                  | NEE 4.9 03/15/29                                               | CUSIP: 65339KCT5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101453.44    | 0.00%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| 3M Company                                                                           | MMM 4.8 03/15/30                                               | CUSIP: 88579YBQ3<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50535.44     | 0.00%             | 2030-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics, Inc.                                                               | VRSK 5.25 03/15/35                                             | CUSIP: 92345YAL0<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99144.54     | 0.00%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                           | TVA 7.125 05/01/30                                             | CUSIP: 880591DM1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    250000 | PA      | $279537.59    | 0.01%             | 2030-05-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc.                                                                   | EOG Resources Inc. COM USD0.01                                 | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |     16100 | NS      | $2327577.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyatt Hotels Corporation                                                             | H 5.75 03/30/32                                                | CUSIP: 448579AV4<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102740.90    | 0.00%             | 2032-03-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 2.875 05/15/28                                               | CUSIP: 9128284N7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3500000 | PA      | $3433417.96   | 0.13%             | 2028-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 2.875 04/30/29                                               | CUSIP: 91282CEM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $9721875.00   | 0.37%             | 2029-04-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| The Clorox Company                                                                   | CLX 4.6 05/01/32                                               | CUSIP: 189054AZ2<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99159.89     | 0.00%             | 2032-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Black Hills Corporation                                                              | BKH 5.95 03/15/28                                              | CUSIP: 092113AV1<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153779.67    | 0.01%             | 2028-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 4.375 08/31/28                                               | CUSIP: 91282CHX2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $4050000.00   | 0.15%             | 2028-08-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GATX Corporation                                                                     | GATX Corporation COM USD0.625                                  | CUSIP: 361448103<br>LEI: 549300IHYHCQP2PIR591 | Long             | EC               | CORP              | US        |      4200 | NS      | $717108.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc.                                                                 | Gilead Sciences Inc. COM USD0.001                              | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |     33100 | NS      | $4613147.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corp.                                                               | TFC V5.711 01/24/35 MTN                                        | CUSIP: 89788MAS1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103154.33    | 0.00%             | 2035-01-24      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                                         | SNPS 4.55 04/01/27                                             | CUSIP: 871607AA5<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40027.16     | 0.00%             | 2027-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| LPL Holdings Inc.                                                                    | LPLA 5.65 03/15/35                                             | CUSIP: 50212YAM6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99143.40     | 0.00%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                                   | STT 4.536 02/28/28                                             | CUSIP: 857477CU5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100670.01    | 0.00%             | 2028-02-28      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance (USA) plc                                                          | RIOLN 5.25 03/14/35                                            | CUSIP: 76720AAU0<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $101597.52    | 0.00%             | 2035-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance (USA) plc                                                          | RIOLN 4.5 03/14/28                                             | CUSIP: 76720AAR7<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $100476.13    | 0.00%             | 2028-03-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corporation                                                             | H 5.05 03/30/28                                                | CUSIP: 448579AU6<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50415.66     | 0.00%             | 2028-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                                   | VICI 5.625 04/01/35                                            | CUSIP: 925650AK9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99533.32     | 0.00%             | 2035-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Paychex Inc                                                                          | PAYX 5.6 04/15/35                                              | CUSIP: 704326AC1<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60259.22     | 0.00%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 3.625 08/31/30                                               | CUSIP: 91282CNX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3500000 | PA      | $3457070.33   | 0.13%             | 2030-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 3.375 02/29/28                                               | CUSIP: 91282CQB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $992109.38    | 0.04%             | 2028-02-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                     | Amazon.com, Inc. COM USD0.01                                   | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     41100 | NS      | $8559897.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Verisign, Inc.                                                                       | Verisign, Inc. COM USD0.001                                    | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |     14900 | NS      | $3700564.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp.                                                                | Bank of America Corp. COM USD0.01                              | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     19700 | NS      | $960375.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts Inc.                                                                 | Electronic Arts Inc. COM USD0.01                               | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |       200 | NS      | $40774.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Essex Property Trust, Inc.                                                           | Essex Property Trust, Inc. COM USD0.0001                       | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |      9200 | NS      | $2226400.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co., Inc                                                                     | Merck & Co., Inc COM USD0.50                                   | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     40000 | NS      | $4811600.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Notes                                                         | T 1.25 09/30/28                                                | CUSIP: 91282CCY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2817421.86   | 0.11%             | 2028-09-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 2.75 04/30/27                                                | CUSIP: 91282CEN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1978337.66   | 0.08%             | 2027-04-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc.                                                          | MIZUHO V5.739 05/27/31                                         | CUSIP: 60687YCR8<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $207282.56    | 0.01%             | 2031-05-27      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                    | HSBC V6.161 03/09/29                                           | CUSIP: 404280DU0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $257183.70    | 0.01%             | 2029-03-09      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                           | AMT 5.5 03/15/28                                               | CUSIP: 03027XBY5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    500000 | PA      | $508718.62    | 0.02%             | 2028-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MasterCard Incorporated                                                              | MA 4.875 03/09/28                                              | CUSIP: 57636QAW4<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253706.50    | 0.01%             | 2028-03-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                              | SPG 5.5 03/08/33                                               | CUSIP: 828807DU8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    250000 | PA      | $258881.79    | 0.01%             | 2033-03-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                               | TFC V5.435 01/24/30 MTN                                        | CUSIP: 89788MAR3<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102355.90    | 0.00%             | 2030-01-24      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Company LLC                                                  | ONCRTX 5.65 11/15/33                                           | CUSIP: 68233JCS1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104729.38    | 0.00%             | 2033-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corporation                                                          | LMT 4.8 08/15/34                                               | CUSIP: 539830CD9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99911.73     | 0.00%             | 2034-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corporation                                                         | NOC 4.9 06/01/34                                               | CUSIP: 666807CL4<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99792.76     | 0.00%             | 2034-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                                         | SNPS 5 04/01/32                                                | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65564.01     | 0.00%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                                         | SNPS 5.15 04/01/35                                             | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100191.21    | 0.00%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co. (The)                                                               | DOW 5.35 03/15/35                                              | CUSIP: 260543DL4<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49294.02     | 0.00%             | 2035-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Incorporated                                         | PEG 5.4 03/15/35                                               | CUSIP: 744573BB1<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40406.99     | 0.00%             | 2035-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                               | ASIA 4.375 03/22/35                                            | CUSIP: 045167GK3<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    100000 | PA      | $100593.77    | 0.00%             | 2035-03-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Paychex Inc                                                                          | PAYX 5.1 04/15/30                                              | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60537.83     | 0.00%             | 2030-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM V5.572 04/22/36                                            | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51524.19     | 0.00%             | 2036-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                             | V 3.8 02/12/29                                                 | CUSIP: 92826CAY8<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99391.94     | 0.00%             | 2029-02-12      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial, Inc.                                                           | Ameriprise Financial, Inc. COM USD0.01                         | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |       500 | NS      | $222200.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                                                             | AT&T Inc COM USD1                                              | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |      6200 | NS      | $179738.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Hanover Insurance Group, Inc.                                                    | The Hanover Insurance Group, Inc. COM USD0.01                  | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |       100 | NS      | $17335.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Grand Canyon Education Inc                                                           | Grand Canyon Education Inc COM USD0.01                         | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |      2900 | NS      | $493087.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive Inc.                                                             | O'Reilly Automotive Inc. USD0.01                               | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |     19200 | NS      | $1772352.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis Inc.                                                                        | Prologis Inc. COM USD0.01                                      | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |       500 | NS      | $66090.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US Inc                                                                      | T-Mobile US Inc COM USD0.00001                                 | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |      5500 | NS      | $1155165.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Notes                                                         | T 2.75 08/15/32                                                | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1849765.62   | 0.07%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Pilgrims Pride Corporation                                                           | PPC 3.5 03/01/32                                               | CUSIP: 72147KAH1<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    250000 | PA      | $226936.05    | 0.01%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                        | ENBCN 5.7 03/08/33                                             | CUSIP: 29250NBR5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $155382.97    | 0.01%             | 2033-03-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Heico Corp                                                                           | HEI 5.25 08/01/28                                              | CUSIP: 422806AA7<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152890.28    | 0.01%             | 2028-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp.                                                                   | ARCC 5.875 03/01/29                                            | CUSIP: 04010LBF9<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151063.83    | 0.01%             | 2029-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM V5.012 01/23/30                                            | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152098.58    | 0.01%             | 2030-01-23      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Incorporated                                                   | HBAN V5.709 02/02/35                                           | CUSIP: 446150BD5<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102041.50    | 0.00%             | 2035-02-02      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| IBM International Capital Pte. Ltd.                                                  | IBM 4.9 02/05/34                                               | CUSIP: 449276AE4<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |    100000 | PA      | $98667.18     | 0.00%             | 2034-02-05      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| The Toronto-Dominion Bank                                                            | TD 5.298 01/30/32                                              | CUSIP: 89115A3G5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $205423.94    | 0.01%             | 2032-01-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                                         | SNPS 4.65 04/01/28                                             | CUSIP: 871607AB3<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45165.04     | 0.00%             | 2028-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| African Development Bank                                                             | AFDB 4 03/18/30                                                | CUSIP: 00828EFF1<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |    100000 | PA      | $100270.04    | 0.00%             | 2030-03-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                                                              | RSG 4.75 07/15/30                                              | CUSIP: 760759BL3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50639.90     | 0.00%             | 2030-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 3.625 08/31/27                                               | CUSIP: 91282CNV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6000000 | PA      | $5982187.50   | 0.23%             | 2027-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MasterCard Incorporated                                                              | MasterCard Incorporated COM USD0.0001 CLASS A                  | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |       439 | NS      | $219350.74    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Western Union Company                                                            | The Western Union Company COM STK USD0.01                      | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |     47700 | NS      | $416421.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp.                                                                    | Exxon Mobil Corp. COM NPV                                      | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     20300 | NS      | $3444098.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc                                                                            | Tesla Inc COM USD0.001                                         | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |      8400 | NS      | $3122700.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc.                                                                       | Citigroup Inc. COM USD0.01                                     | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |      5600 | NS      | $635096.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Notes                                                         | T 0.875 11/15/30                                               | CUSIP: 91282CAV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20000000 | PA      | $17431250.00  | 0.67%             | 2030-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 0.625 11/30/27                                               | CUSIP: 91282CAY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4742968.75   | 0.18%             | 2027-11-30      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial, Inc.                                                           | AMP 5.15 05/15/33                                              | CUSIP: 03076CAM8<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101743.92    | 0.00%             | 2033-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Avery Dennison Corporation                                                           | AVY 5.75 03/15/33                                              | CUSIP: 053611AN9<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104095.92    | 0.00%             | 2033-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                    | ES 5.45 03/01/28                                               | CUSIP: 30040WAT5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152434.11    | 0.01%             | 2028-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Prologis, L.P.                                                                       | PLD 5 03/15/34                                                 | CUSIP: 74340XCJ8<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100229.21    | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp.                                                                        | USB V5.384 01/23/30                                            | CUSIP: 91159HJQ4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102410.17    | 0.00%             | 2030-01-23      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| European Bank For Reconstruction & Development                                       | EBRD 4.125 01/25/29                                            | CUSIP: 29874QFA7<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |    150000 | PA      | $151074.03    | 0.01%             | 2029-01-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Stanford University                                                                  | STNFRD 4.679 03/01/35                                          | CUSIP: 85440KAE4<br>LEI: JIUV0DC2REIJXQ26CR37 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49774.64     | 0.00%             | 2035-03-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Meritage Homes Corp                                                                  | MTH 5.65 03/15/35                                              | CUSIP: 59001ABG6<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74918.22     | 0.00%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Canada (Government of)                                                               | CANADA 4 03/18/30                                              | CUSIP: 43358BAB9<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    200000 | PA      | $200832.09    | 0.01%             | 2030-03-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA Inc.                                                          | SANUSA V5.741 03/20/31                                         | CUSIP: 80282KBQ8<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102608.28    | 0.00%             | 2031-03-20      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                       | C V5.333 03/27/36 .                                            | CUSIP: 17327CBA0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100304.63    | 0.00%             | 2036-03-27      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS V4.937 04/23/28                                             | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150732.85    | 0.01%             | 2028-04-23      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                    | WFC V5.15 04/23/31                                             | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101708.59    | 0.00%             | 2031-04-23      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Company LLC                                                  | ONCRTX 5.35 04/01/35                                           | CUSIP: 68233JDC5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51091.76     | 0.00%             | 2035-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Broadridge Financial Solutions Inc.                                                  | Broadridge Financial Solutions Inc. COM USD0.01                | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |      5500 | NS      | $893640.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group Inc.                                                                       | CME Group Inc. COM USD0.01                                     | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |       500 | NS      | $147675.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Inc.                                                               | TXN 4.9 03/14/33                                               | CUSIP: 882508CB8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254258.37    | 0.01%             | 2033-03-14      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AstraZeneca Finance LLC                                                              | AZN 4.9 03/03/30                                               | CUSIP: 04636NAG8<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255189.30    | 0.01%             | 2030-03-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                      | IADB 4.125 02/15/29                                            | CUSIP: 4581X0EN4<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    150000 | PA      | $151149.44    | 0.01%             | 2029-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 4.5 04/15/27                                                 | CUSIP: 91282CKJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $1007613.24   | 0.04%             | 2027-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc.                                                    | PNC V5.222 01/29/31                                            | CUSIP: 693475CB9<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102009.52    | 0.00%             | 2031-01-29      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank                                                               | KDB 4.625 02/03/28                                             | CUSIP: 500630EG9<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $202015.80    | 0.01%             | 2028-02-03      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| American Express Company                                                             | AXP V5.085 01/30/31                                            | CUSIP: 025816DY2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101691.49    | 0.00%             | 2031-01-30      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Hershey Co. (The)                                                                    | Hershey Co. (The) COM USD1.00                                  | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |     12000 | NS      | $2494680.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FHLMC 6.75 03/15/31                                            | CUSIP: 3134A4AA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |    250000 | PA      | $280852.02    | 0.01%             | 2031-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Apollo Debt Solutions BDC                                                            | APODS 6.7 07/29/31                                             | CUSIP: 03770DAD5<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50583.90     | 0.00%             | 2031-07-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics, Inc.                                                                 | STLD 5.25 05/15/35                                             | CUSIP: 858119BS8<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50021.43     | 0.00%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MSCI Inc.                                                                            | MSCI Inc. COM USD0.01                                          | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |      2800 | NS      | $1509228.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International Inc.                                                     | Philip Morris International Inc. COM NPV                       | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      5600 | NS      | $925904.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Notes                                                         | T 2.625 02/15/29                                               | CUSIP: 9128286B1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $3870000.00   | 0.15%             | 2029-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 0.625 12/31/27                                               | CUSIP: 91282CBB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4730664.05   | 0.18%             | 2027-12-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                          | COF V4.927 05/10/28                                            | CUSIP: 14040HCS2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150403.48    | 0.01%             | 2028-05-10      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                                  | CEG 5.6 03/01/28                                               | CUSIP: 210385AB6<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153324.82    | 0.01%             | 2028-03-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Magna International Inc                                                              | MGCN 5.5 03/21/33                                              | CUSIP: 559222AY0<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $205054.90    | 0.01%             | 2033-03-21      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Stanley Black & Decker, Inc.                                                         | SWK 6 03/06/28                                                 | CUSIP: 854502AT8<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154594.89    | 0.01%             | 2028-03-06      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp.                                                               | LNC 3.4 01/15/31                                               | CUSIP: 534187BK4<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    150000 | PA      | $139677.66    | 0.01%             | 2031-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                                | IBM 1.95 05/15/30                                              | CUSIP: 459200KJ9<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    200000 | PA      | $180609.56    | 0.01%             | 2030-05-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                       | SPGI 4.25 05/01/29                                             | CUSIP: 78409VBG8<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149642.46    | 0.01%             | 2029-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                | BAC V5.468 01/23/35                                            | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255199.67    | 0.01%             | 2035-01-23      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                                   | NRUC 5 02/07/31 GMTN                                           | CUSIP: 63743HFP2<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101895.67    | 0.00%             | 2031-02-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corporation                                                   | HNDA 4.8 03/05/30                                              | CUSIP: 02665WFY2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99950.92     | 0.00%             | 2030-03-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                                  | IBRD 4.125 03/20/30                                            | CUSIP: 459058LR2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    250000 | PA      | $252024.29    | 0.01%             | 2030-03-20      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                                           | CNHI 4.75 03/21/28                                             | CUSIP: 12592BAU8<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100418.75    | 0.00%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LPL Holdings Inc.                                                                    | LPLA 5.15 06/15/30                                             | CUSIP: 50212YAP9<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50217.54     | 0.00%             | 2030-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Paychex Inc                                                                          | PAYX 5.35 04/15/32                                             | CUSIP: 704326AB3<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60302.57     | 0.00%             | 2032-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Trustees of Princeton University                                                     | PRNCTN 4.647 07/01/30                                          | CUSIP: 89837LAJ4<br>LEI: 549300PJZYINN64GDJ90 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50574.18     | 0.00%             | 2030-07-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 3.875 08/31/32                                               | CUSIP: 91282CNW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $987460.94    | 0.04%             | 2032-08-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                                                   | R 4.3 06/15/27 MTN                                             | CUSIP: 78355HKU2<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149693.77    | 0.01%             | 2027-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 3.875 12/31/29                                               | CUSIP: 91282CGB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1998671.88   | 0.08%             | 2029-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                     | AMZN 3.3 04/13/27                                              | CUSIP: 023135CF1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148869.74    | 0.01%             | 2027-04-13      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                             | HCA 3.625 03/15/32                                             | CUSIP: 404119CK3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92929.58     | 0.00%             | 2032-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                             | EIB 3.875 03/15/28                                             | CUSIP: 298785JU1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    225000 | PA      | $225349.21    | 0.01%             | 2028-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                                  | CMCSA 4.55 01/15/29                                            | CUSIP: 20030NED9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251804.04    | 0.01%             | 2029-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                             | HCA 5.5 06/01/33                                               | CUSIP: 404119CQ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101994.25    | 0.00%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.                                                 | CAT 4.375 08/16/29                                             | CUSIP: 14913UAQ3<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100331.24    | 0.00%             | 2029-08-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                             | DUK 5.05 03/15/35                                              | CUSIP: 26442UAU8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50103.65     | 0.00%             | 2035-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                    | HSBC V5.45 03/03/36                                            | CUSIP: 404280ES4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $200582.70    | 0.01%             | 2036-03-03      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                                                           | PRU V5.125 03/01/52                                            | CUSIP: 744320BJ0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    250000 | PA      | $239218.78    | 0.01%             | 2052-03-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Autonation Inc. (Florida)                                                            | AN 3.85 03/01/32                                               | CUSIP: 05329RAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $139470.59    | 0.01%             | 2032-03-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Jacobs Engineering Group Inc.                                                        | J 6.35 08/18/28                                                | CUSIP: 469814AB3<br>LEI: 549300CZ8QS1GE53O776 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103775.76    | 0.00%             | 2028-08-18      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| The Charles Schwab Corporation                                                       | SCHW V6.136 08/24/34                                           | CUSIP: 808513CH6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106438.72    | 0.00%             | 2034-08-24      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Company                                                     | CP 4.8 03/30/30                                                | CUSIP: 13645RBJ2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     70000 | PA      | $70857.01     | 0.00%             | 2030-03-30      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Union Electric Company                                                               | AEE 5.25 04/15/35                                              | CUSIP: 906548DA7<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50564.38     | 0.00%             | 2035-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 3.5 02/28/31                                                 | CUSIP: 91282CQD6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3500000 | PA      | $3432187.50   | 0.13%             | 2031-02-28      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                      | Eli Lilly & Co. COM NPV                                        | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      4174 | NS      | $3839119.98   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Loews Corporation                                                                    | Loews Corporation COM USD0.01                                  | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |     13900 | NS      | $1483686.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowes Companies, Inc.                                                                | Lowes Companies, Inc. COM USD0.50                              | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |      1700 | NS      | $401676.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp.                                                                        | Chevron Corp. COM USD0.75                                      | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21000 | NS      | $4344900.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| British Telecommunications PLC                                                       | BRITEL 5.125 12/04/28                                          | CUSIP: 111021AL5<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $203055.72    | 0.01%             | 2028-12-04      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MGIC Investment Corp.                                                                | MGIC Investment Corp. COM USD1.00                              | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |     86600 | NS      | $2273250.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Mid-America Apartment Communities, Inc.                                              | Mid-America Apartment Communities, Inc. COM USD0.01            | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |      3000 | NS      | $366360.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Council of Europe Development Bank                                                   | COE 3.625 01/26/28                                             | CUSIP: 222213BB5<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | XX        |    250000 | PA      | $248958.92    | 0.01%             | 2028-01-26      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                                           | CNHI 4.55 04/10/28                                             | CUSIP: 12592BAQ7<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100082.03    | 0.00%             | 2028-04-10      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Pilgrims Pride Corporation                                                           | PPC 6.25 07/01/33                                              | CUSIP: 72147KAK4<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104718.00    | 0.00%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                        | F 6.8 05/12/28                                                 | CUSIP: 345397C92<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206020.11    | 0.01%             | 2028-05-12      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Nucor Corporation                                                                    | Nucor Corporation COM USD0.40                                  | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |    204016 | NS      | $34499105.60  | 1.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FHLMC 6.25 07/15/32                                            | CUSIP: 3134A4KX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |    250000 | PA      | $278976.56    | 0.01%             | 2032-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| The Allstate Corporation                                                             | ALL 5.25 03/30/33                                              | CUSIP: 020002BK6<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255373.07    | 0.01%             | 2033-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp                                                                 | LVS 6 06/14/30                                                 | CUSIP: 517834AN7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51427.25     | 0.00%             | 2030-06-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Chile (Republic Of)                                                                  | CHILE 3.24 02/06/28                                            | CUSIP: 168863CF3<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    250000 | PA      | $244680.00    | 0.01%             | 2028-02-06      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                | BAC V3.97 03/05/29 MTN                                         | CUSIP: 06051GHG7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247732.18    | 0.01%             | 2029-03-05      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM V4.452 12/05/29                                            | CUSIP: 46647PAX4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150179.31    | 0.01%             | 2029-12-05      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                             | JBIC 1.875 04/15/31                                            | CUSIP: 471048CM8<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    200000 | PA      | $178645.81    | 0.01%             | 2031-04-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt Fuer Wiederaufbau                                                      | KFW 3 05/20/27                                                 | CUSIP: 500769JT2<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | NUSS              | DE        |    250000 | PA      | $247681.82    | 0.01%             | 2027-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                               | ASIA 3.125 08/20/27 GMTN                                       | CUSIP: 045167FP3<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    200000 | PA      | $198167.98    | 0.01%             | 2027-08-20      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                      | IADB 4 01/12/28                                                | CUSIP: 4581X0EH7<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    250000 | PA      | $250831.43    | 0.01%             | 2028-01-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Poland (Republic of)                                                                 | POLAND 4.875 10/04/33 10Y                                      | CUSIP: 731011AV4<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    200000 | PA      | $199867.07    | 0.01%             | 2033-10-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Blue Owl Credit Income Corp.                                                         | OCINCC 7.75 09/16/27 *                                         | CUSIP: 69120VAP6<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253505.08    | 0.01%             | 2027-09-16      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Autozone, Inc.                                                                       | AZO 6.25 11/01/28                                              | CUSIP: 053332BG6<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104378.15    | 0.00%             | 2028-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                                   | CM 5.001 04/28/28                                              | CUSIP: 13607LNG4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $151855.32    | 0.01%             | 2028-04-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Express Company                                                             | AXP V5.043 05/01/34                                            | CUSIP: 025816DF3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150227.41    | 0.01%             | 2034-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                          | WMT 4.9 04/28/35                                               | CUSIP: 931142FP3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65908.37     | 0.00%             | 2035-04-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Northern States Power Company                                                        | XEL 5.05 05/15/35                                              | CUSIP: 665772CZ0<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50347.52     | 0.00%             | 2035-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corp.                                                    | BK V6.474 10/25/34 MTN                                         | CUSIP: 06406RBU0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    250000 | PA      | $273255.28    | 0.01%             | 2034-10-25      | Fixed         | 6.47%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                                   | MO 6.2 11/01/28                                                | CUSIP: 02209SBQ5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104299.09    | 0.00%             | 2028-11-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ERP Operating Limited Partnership                                                    | EQR 3.5 03/01/28                                               | CUSIP: 26884ABJ1<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49248.07     | 0.00%             | 2028-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                              | MPLX 4 03/15/28                                                | CUSIP: 55336VAR1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99194.09     | 0.00%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                                  | IBRD 3.5 07/12/28                                              | CUSIP: 459058KT9<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    250000 | PA      | $248289.95    | 0.01%             | 2028-07-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Realty Income Corporation                                                            | O 4.7 12/15/28                                                 | CUSIP: 756109BS2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251405.20    | 0.01%             | 2028-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Quebec (Province Of)                                                                 | Q 3.625 04/13/28                                               | CUSIP: 748148SD6<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | MUN               | CA        |    175000 | PA      | $173980.45    | 0.01%             | 2028-04-13      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                                   | STT 4.834 04/24/30                                             | CUSIP: 857477DB6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101573.26    | 0.00%             | 2030-04-24      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNMA 6.625 11/15/30                                            | CUSIP: 31359MGK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    250000 | PA      | $277879.60    | 0.01%             | 2030-11-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNMA 7.25 05/15/30                                             | CUSIP: 31359MFP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    250000 | PA      | $282287.38    | 0.01%             | 2030-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                                 | KDP 5.15 05/15/35                                              | CUSIP: 49271VBB5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48731.71     | 0.00%             | 2035-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt Fuer Wiederaufbau                                                      | KFW 3.75 07/15/30                                              | CUSIP: 500769KK9<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | NUSS              | DE        |    650000 | PA      | $645613.35    | 0.02%             | 2030-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Quebec (Province Of)                                                                 | Q 1.35 05/28/30                                                | CUSIP: 748148SB0<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | MUN               | CA        |    250000 | PA      | $224470.76    | 0.01%             | 2030-05-28      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co.                                                                | CL 4.6 03/01/28                                                | CUSIP: 194162AR4<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101339.77    | 0.00%             | 2028-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                       | WES 6.15 04/01/33                                              | CUSIP: 958667AE7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    250000 | PA      | $260919.95    | 0.01%             | 2033-04-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                             | EIB 3.625 07/15/30                                             | CUSIP: 298785JW7<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    250000 | PA      | $247150.70    | 0.01%             | 2030-07-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                 | RY 5 05/02/33 GMTN                                             | CUSIP: 78016HZQ6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    125000 | PA      | $126107.60    | 0.00%             | 2033-05-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| B.A.T. Capital Corporation                                                           | BATSLN 5.35 08/15/32                                           | CUSIP: 05526DCB9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102611.85    | 0.00%             | 2032-08-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                        | GOOGL 4.5 05/15/35                                             | CUSIP: 02079KAL1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49178.79     | 0.00%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                                  | CMCSA 5.3 05/15/35                                             | CUSIP: 20030NEP2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101814.84    | 0.00%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| General Motors Company                                                               | GM 5.625 04/15/30                                              | CUSIP: 37045VBA7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51407.70     | 0.00%             | 2030-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Ontario (Province Of)                                                                | ONT 3.1 05/19/27                                               | CUSIP: 683234DB1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | MUN               | CA        |    250000 | PA      | $247823.86    | 0.01%             | 2027-05-19      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                      | IADB 3.5 04/12/33 GMTN                                         | CUSIP: 4581X0EJ3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    100000 | PA      | $95590.92     | 0.00%             | 2033-04-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co.                                                           | ADM 4.5 08/15/33                                               | CUSIP: 039482AE4<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98733.14     | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Canada (Government of)                                                               | CANADA 3.75 04/26/28                                           | CUSIP: 135087Q56<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    175000 | PA      | $174781.41    | 0.01%             | 2028-04-26      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                                   | META 4.8 05/15/30                                              | CUSIP: 30303M8M7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101555.09    | 0.00%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Apple Inc.                                                                           | AAPL 4.75 05/12/35                                             | CUSIP: 037833FB1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50805.87     | 0.00%             | 2035-05-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ERP Operating Limited Partnership                                                    | EQR 4.95 06/15/32                                              | CUSIP: 26884ABQ5<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50333.19     | 0.00%             | 2032-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                             | T 4.1 02/15/28                                                 | CUSIP: 00206RGL0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99508.50     | 0.00%             | 2028-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Indonesia (Republic of)                                                              | INDON 4.75 02/11/29                                            | CUSIP: 455780CH7<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    250000 | PA      | $251065.71    | 0.01%             | 2029-02-11      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Oesterreichische Kontrollbank AG                                                     | OKB 3.625 09/09/27                                             | CUSIP: 676167CF4<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | NUSS              | AT        |    250000 | PA      | $249184.25    | 0.01%             | 2027-09-09      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Southwestern Electric Power Company                                                  | AEP 5.3 04/01/33                                               | CUSIP: 845437BU5<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101402.45    | 0.00%             | 2033-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| McCormick & Company, Incorporated                                                    | MKC 4.95 04/15/33                                              | CUSIP: 579780AT4<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98886.23     | 0.00%             | 2033-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                    | WFC V5.389 04/24/34                                            | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152246.43    | 0.01%             | 2034-04-24      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Jabil Inc                                                                            | JBL 5.45 02/01/29                                              | CUSIP: 46656PAA2<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254958.06    | 0.01%             | 2029-02-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                | BAC V5.288 04/25/34                                            | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253038.72    | 0.01%             | 2034-04-25      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                       | MS V5.164 04/20/29 MTN                                         | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252879.55    | 0.01%             | 2029-04-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                             | EIB 3.875 06/15/28                                             | CUSIP: 298785KJ4<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    180000 | PA      | $180268.94    | 0.01%             | 2028-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Company                                                     | CP 5.2 03/30/35                                                | CUSIP: 13645RBK9<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $50904.93     | 0.00%             | 2035-03-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                                  | IBRD 1.25 02/10/31                                             | CUSIP: 459058JR5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    250000 | PA      | $220271.09    | 0.01%             | 2031-02-10      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                       | MS V5.25 04/21/34 MTN                                          | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150468.38    | 0.01%             | 2034-04-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance (USA) plc                                                          | RIOLN 4.875 03/14/30                                           | CUSIP: 76720AAS5<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $101565.51    | 0.00%             | 2030-03-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                                  | KMI 5.15 06/01/30                                              | CUSIP: 49456BBB6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102313.75    | 0.00%             | 2030-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                             | DE 4.9 03/03/28 MTN                                            | CUSIP: 24422EWV7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101693.81    | 0.00%             | 2028-03-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Rexford Industrial Realty L P                                                        | REXR 5 06/15/28                                                | CUSIP: 76169XAC8<br>LEI: 549300028US163ELJN70 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252338.78    | 0.01%             | 2028-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc                                                 | GM 5.85 04/06/30                                               | CUSIP: 37045XEG7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    250000 | PA      | $258758.62    | 0.01%             | 2030-04-06      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc.                                                  | MUFG V5.406 04/19/34                                           | CUSIP: 606822DC5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $204281.48    | 0.01%             | 2034-04-19      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Company                                                     | CP 2.875 11/15/29                                              | CUSIP: 13648TAC1<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $142439.60    | 0.01%             | 2029-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                | BAC V5.202 04/25/29                                            | CUSIP: 06051GLG2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253559.73    | 0.01%             | 2029-04-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc.                                                                    | CCI 5.1 05/01/33                                               | CUSIP: 22822VBC4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246465.10    | 0.01%             | 2033-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                                                           | STZ 4.9 05/01/33                                               | CUSIP: 21036PBP2<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98651.13     | 0.00%             | 2033-05-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                     | PM 4.875 04/30/35                                              | CUSIP: 718172DU0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98446.12     | 0.00%             | 2035-04-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corporation                                                         | NSC 5.1 05/01/35                                               | CUSIP: 655844CV8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50145.85     | 0.00%             | 2035-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Target Corp.                                                                         | TGT 6.35 11/01/32                                              | CUSIP: 87612EAK2<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $109545.86    | 0.00%             | 2032-11-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                                | Targa Resources Corp. COM USD0.001                             | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |     10400 | NS      | $2607592.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co.                                                                    | WFC V5.707 04/22/28 MTN                                        | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151934.91    | 0.01%             | 2028-04-22      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Co. / AerCap Global Aviation Trust (AER)  | AER 6.45 04/15/27                                              | CUSIP: 00774MBG9<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    150000 | PA      | $152823.57    | 0.01%             | 2027-04-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS V5.727 04/25/30                                             | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    250000 | PA      | $257922.69    | 0.01%             | 2030-04-25      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| American Express Company                                                             | AXP V5.532 04/25/30                                            | CUSIP: 025816DU0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154447.74    | 0.01%             | 2030-04-25      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Company                                                                 | WY 3.375 03/09/33                                              | CUSIP: 962166CA0<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90034.07     | 0.00%             | 2033-03-09      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| The Timken Company                                                                   | TKR 4.125 04/01/32                                             | CUSIP: 887389AL8<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141472.92    | 0.01%             | 2032-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                | BAC V5.015 07/22/33 MTN                                        | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502953.51    | 0.02%             | 2033-07-22      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                               | FANG 6.25 03/15/33                                             | CUSIP: 25278XAV1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    250000 | PA      | $266744.90    | 0.01%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                       | MS V6.342 10/18/33                                             | CUSIP: 61747YEY7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    500000 | PA      | $534986.91    | 0.02%             | 2033-10-18      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                | BAC V6.204 11/10/28                                            | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256823.34    | 0.01%             | 2028-11-10      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Universal Health Services, Inc.                                                      | UHS 2.65 10/15/30                                              | CUSIP: 913903AW0<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    250000 | PA      | $225067.70    | 0.01%             | 2030-10-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                            | DUK 4.95 01/15/33                                              | CUSIP: 26442CBJ2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152265.05    | 0.01%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Equinix Europe 2 Financing Corp LLC                                                  | EQIX 5.5 06/15/34                                              | CUSIP: 29390XAA2<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50754.78     | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Blue Owl Credit Income Corp.                                                         | OCINCC 7.95 06/13/28                                           | CUSIP: 69120VBB6<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102442.44    | 0.00%             | 2028-06-13      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                        | F 7.35 03/06/30                                                | CUSIP: 345397C68<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $210986.21    | 0.01%             | 2030-03-06      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                               | TFC V4.873 01/26/29 MTN                                        | CUSIP: 89788MAL6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100657.99    | 0.00%             | 2029-01-26      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                                  | CMCSA 4.65 02/15/33                                            | CUSIP: 20030NEC1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247517.52    | 0.01%             | 2033-02-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                     | PM 5.375 02/15/33                                              | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154161.38    | 0.01%             | 2033-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Apple Inc.                                                                           | AAPL 4.3 05/10/33                                              | CUSIP: 037833EV8<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250355.38    | 0.01%             | 2033-05-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GE Healthcare Technologies Inc.                                                      | GEHC 5.857 03/15/30                                            | CUSIP: 36267VAH6<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    250000 | PA      | $260885.34    | 0.01%             | 2030-03-15      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| PNC Bank National Association Pittsburgh Pennsylvania                                | PNC 3.1 10/25/27 BKNT                                          | CUSIP: 69353RFG8<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    250000 | PA      | $245842.62    | 0.01%             | 2027-10-25      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                       | MS V3.772 01/24/29 GMTN                                        | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147990.48    | 0.01%             | 2029-01-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Aflac Incorporated                                                                   | AFL 3.6 04/01/30                                               | CUSIP: 001055BJ0<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |    250000 | PA      | $242319.05    | 0.01%             | 2030-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR 2.25 01/15/29                                             | CUSIP: 161175CD4<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    250000 | PA      | $233656.16    | 0.01%             | 2029-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                    | WFC V3.35 03/02/33 MTN                                         | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    500000 | PA      | $459092.86    | 0.02%             | 2033-03-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CME Group Inc.                                                                       | CME 2.65 03/15/32                                              | CUSIP: 12572QAK1<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90540.57     | 0.00%             | 2032-03-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                                  | IBRD 3.125 06/15/27                                            | CUSIP: 459058KJ1<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    250000 | PA      | $247928.16    | 0.01%             | 2027-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                       | MS V4.889 07/20/33                                             | CUSIP: 61747YEU5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    500000 | PA      | $496808.01    | 0.02%             | 2033-07-20      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                       | BCRED 4 01/15/29                                               | CUSIP: 09261HAR8<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    250000 | PA      | $235198.51    | 0.01%             | 2029-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Apple Inc.                                                                           | AAPL 3.25 08/08/29                                             | CUSIP: 037833EN6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146509.80    | 0.01%             | 2029-08-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM V5.717 09/14/33                                            | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    250000 | PA      | $258842.32    | 0.01%             | 2033-09-14      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Company                                                   | EIX 5.95 11/01/32                                              | CUSIP: 842400HT3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    150000 | PA      | $157714.02    | 0.01%             | 2032-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc.                                                                          | ECL 5.25 01/15/28                                              | CUSIP: 278865BP4<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152719.14    | 0.01%             | 2028-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc.                                                 | SUMIBK 5.71 01/13/30                                           | CUSIP: 86562MCW8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $259056.08    | 0.01%             | 2030-01-13      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd New York Branch                                          | NAB 4.944 01/12/28                                             | CUSIP: 63253QAB0<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $253551.63    | 0.01%             | 2028-01-12      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                       | MS V5.948 01/19/38                                             | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256102.84    | 0.01%             | 2038-01-19      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                     | Duke Energy Corp COM USD0.001                                  | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |     20000 | NS      | $2618800.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis Inc.                                                                          | Zoetis Inc. COM USD0.01 CL 'A'                                 | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |    210082 | NS      | $24833793.22  | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties LP                                                                   | VICI 4.75 02/15/28                                             | CUSIP: 925650AB9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250225.92    | 0.01%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                                                           | STZ 4.35 05/09/27                                              | CUSIP: 21036PBK3<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249674.68    | 0.01%             | 2027-05-09      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                 | RY 4.9 01/12/28 GMTN                                           | CUSIP: 78016FZW7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $151733.47    | 0.01%             | 2028-01-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia                                                                  | BNS 4.85 02/01/30                                              | CUSIP: 06417XAP6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $252864.68    | 0.01%             | 2030-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                      | CVS 5.125 02/21/30                                             | CUSIP: 126650DT4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253505.81    | 0.01%             | 2030-02-21      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Company                                                             | CMS 4.625 05/15/33                                             | CUSIP: 210518DU7<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148546.97    | 0.01%             | 2033-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GE Healthcare Technologies Inc.                                                      | GEHC 5.905 11/22/32                                            | CUSIP: 36267VAK9<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    250000 | PA      | $263703.87    | 0.01%             | 2032-11-22      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc                                                 | GM 5.8 06/23/28                                                | CUSIP: 37045XEH5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256100.32    | 0.01%             | 2028-06-23      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                               | SRE 5.5 08/01/33                                               | CUSIP: 816851BR9<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205956.40    | 0.01%             | 2033-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 3.25 11/15/27                                             | CUSIP: 68389XBN4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146381.22    | 0.01%             | 2027-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc.                                                                          | PFE 3.45 03/15/29                                              | CUSIP: 717081ET6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147452.78    | 0.01%             | 2029-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ERP Operating Limited Partnership                                                    | EQR 3 07/01/29                                                 | CUSIP: 26884ABL6<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47869.49     | 0.00%             | 2029-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                          | AWK 4.45 06/01/32                                              | CUSIP: 03040WBA2<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98429.57     | 0.00%             | 2032-06-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| LOUISIANA LOC GOVT ENVIRONMENTAL FACS & CMNTY DEV AUTH                               | LA LASGOV 4.14 02/01/2033                                      | CUSIP: 54627RAM2<br>LEI: 5493004WIZ1HV87IVF85 | Long             | DBT              | MUN               | US        |    250000 | PA      | $248810.93    | 0.01%             | 2033-02-01      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                      | CVS 3.75 04/01/30                                              | CUSIP: 126650DJ6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96628.10     | 0.00%             | 2030-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Company                                                         | BMY 2.95 03/15/32                                              | CUSIP: 110122DU9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    250000 | PA      | $229137.72    | 0.01%             | 2032-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                                  | NEE 4.625 07/15/27                                             | CUSIP: 65339KCH1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150536.30    | 0.01%             | 2027-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                                | TRGP 5.2 07/01/27                                              | CUSIP: 87612KAA0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251962.34    | 0.01%             | 2027-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                             | DE 4.35 09/15/32 MTN                                           | CUSIP: 24422EWL9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99177.98     | 0.00%             | 2032-09-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                                 | BXP 6.75 12/01/27                                              | CUSIP: 10112RBG8<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    250000 | PA      | $258395.24    | 0.01%             | 2027-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc.                                                 | SUMIBK 5.52 01/13/28                                           | CUSIP: 86562MCR9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $255019.30    | 0.01%             | 2028-01-13      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| The Procter & Gamble Co.                                                             | PG 4.05 01/26/33                                               | CUSIP: 742718GA1<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98477.55     | 0.00%             | 2033-01-26      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                                                    | INTC 4.875 02/10/28                                            | CUSIP: 458140CE8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100703.85    | 0.00%             | 2028-02-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                                                     | BPLN 4.812 02/13/33                                            | CUSIP: 10373QBU3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250809.01    | 0.01%             | 2033-02-13      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                      | CVS 5.25 02/21/33                                              | CUSIP: 126650DU1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101142.61    | 0.00%             | 2033-02-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc                                                                     | MRK 4.5 05/17/33                                               | CUSIP: 58933YBK0<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149562.90    | 0.01%             | 2033-05-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                    | ES 5.125 05/15/33                                              | CUSIP: 30040WAU2<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149499.88    | 0.01%             | 2033-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                                                     | BPLN 4.893 09/11/33                                            | CUSIP: 10373QBV1<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100509.74    | 0.00%             | 2033-09-11      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                                   | Meta Platforms Inc COM USD0.000006 CL 'A'                      | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     31200 | NS      | $17850456.00  | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Palo Alto Networks Inc                                                               | Palo Alto Networks Inc COM USD0.0001                           | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |         1 | NS      | $160.32       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Norwegian Cruise Line Holdings Ltd                                                   | Norwegian Cruise Line Holdings Ltd COM USD0.001                | CUSIP: G66721104<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |       100 | NS      | $1870.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                                                                  | SYF 3.95 12/01/27                                              | CUSIP: 87165BAM5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148144.71    | 0.01%             | 2027-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc.                                                                      | HD 2.95 06/15/29                                               | CUSIP: 437076BY7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96210.11     | 0.00%             | 2029-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                | BAC V3.194 07/23/30 MTN                                        | CUSIP: 06051GHV4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    250000 | PA      | $239765.04    | 0.01%             | 2030-07-23      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                | BAC V2.572 10/20/32                                            | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    250000 | PA      | $222429.75    | 0.01%             | 2032-10-20      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corporation                                                         | NSC 3 03/15/32                                                 | CUSIP: 655844CM8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91244.22     | 0.00%             | 2032-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                     | PCG 4.4 03/01/32                                               | CUSIP: 694308KC0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144471.96    | 0.01%             | 2032-03-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Baxter International, Inc.                                                           | BAX 2.539 02/01/32                                             | CUSIP: 071813CS6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84286.66     | 0.00%             | 2032-02-01      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| GXO Logistics Inc.                                                                   | GXO 2.65 07/15/31                                              | CUSIP: 36262GAD3<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |    150000 | PA      | $133516.08    | 0.01%             | 2031-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM V4.912 07/25/33                                            | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500345.00    | 0.02%             | 2033-07-25      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                           | AMGN 4.05 08/18/29                                             | CUSIP: 031162DH0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247659.42    | 0.01%             | 2029-08-18      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                           | AMGN 4.2 03/01/33                                              | CUSIP: 031162DJ6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144765.23    | 0.01%             | 2033-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corporation                                                            | UNP 4.5 01/20/33                                               | CUSIP: 907818GB8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99639.76     | 0.00%             | 2033-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG New York Branch                                                     | DB 5.371 09/09/27                                              | CUSIP: 25160PAM9<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |    250000 | PA      | $254250.34    | 0.01%             | 2027-09-09      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                      | IADB 3.5 09/14/29                                              | CUSIP: 4581X0EF1<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    250000 | PA      | $246956.79    | 0.01%             | 2029-09-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Humana Inc.                                                                          | HUM 5.75 03/01/28                                              | CUSIP: 444859BU5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254907.28    | 0.01%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc                                                 | GM 6.4 01/09/33                                                | CUSIP: 37045XED4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    250000 | PA      | $264909.97    | 0.01%             | 2033-01-09      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                      | SANUK V6.534 01/10/29                                          | CUSIP: 80281LAT2<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $257951.82    | 0.01%             | 2029-01-10      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                          | EIBKOR 5.125 01/11/33                                          | CUSIP: 302154DW6<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    250000 | PA      | $259613.41    | 0.01%             | 2033-01-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc                                                 | GM 6 01/09/28                                                  | CUSIP: 37045XEB8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255594.08    | 0.01%             | 2028-01-09      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Target Corp.                                                                         | TGT 4.4 01/15/33                                               | CUSIP: 87612EBQ8<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248495.13    | 0.01%             | 2033-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                     | PM 5.125 02/15/30                                              | CUSIP: 718172DA4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153051.17    | 0.01%             | 2030-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                           | AMGN 5.15 03/02/28                                             | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253663.65    | 0.01%             | 2028-03-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc.                                                  | MUFG V5.422 02/22/29                                           | CUSIP: 606822CS1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $203211.09    | 0.01%             | 2029-02-22      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Waste Management, Inc.                                                               | WM 4.875 02/15/29                                              | CUSIP: 94106LBV0<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152513.59    | 0.01%             | 2029-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| News Corporation                                                                     | News Corporation COM USD0.01 CL'A'                             | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |       100 | NS      | $2493.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle Inc.                                                                    | CCI 3.65 09/01/27                                              | CUSIP: 22822VAH4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98803.20     | 0.00%             | 2027-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc                                                                     | MRK 3.4 03/07/29                                               | CUSIP: 58933YAX3<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147099.24    | 0.01%             | 2029-03-07      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Relx Capital Inc.                                                                    | RELLN 4 03/18/29                                               | CUSIP: 74949LAC6<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148496.05    | 0.01%             | 2029-03-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc.                                                 | SUMIBK 3.04 07/16/29                                           | CUSIP: 86562MBP4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $190238.54    | 0.01%             | 2029-07-16      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Company of New York, Inc.                                        | ED 3.35 04/01/30 20A                                           | CUSIP: 209111FX6<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47962.05     | 0.00%             | 2030-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt Fuer Wiederaufbau                                                      | KFW 0.75 09/30/30                                              | CUSIP: 500769JG0<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | NUSS              | DE        |    175000 | PA      | $152241.56    | 0.01%             | 2030-09-30      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                     | Amazon.com, Inc. COM USD0.01                                   | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     21900 | NS      | $4561113.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories                                                                  | Abbott Laboratories COM NPV                                    | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |     42350 | NS      | $4348074.50   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot Inc.                                                                      | HD 2.875 04/15/27                                              | CUSIP: 437076CN0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148156.38    | 0.01%             | 2027-04-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                                  | NEE 5 07/15/32                                                 | CUSIP: 65339KCJ7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151045.03    | 0.01%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                           | Amgen Inc. COM USD0.0001                                       | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |     33362 | NS      | $11738419.70  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer-Daniels-Midland Co.                                                           | Archer-Daniels-Midland Co. COM NPV                             | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |    129117 | NS      | $9385514.73   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile USA, Inc.                                                                   | TMUS 2.4 03/15/29                                              | CUSIP: 87264ACS2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    300000 | PA      | $283061.24    | 0.01%             | 2029-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Pepsico Inc                                                                          | PEP 3.9 07/18/32                                               | CUSIP: 713448FM5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96858.35     | 0.00%             | 2032-07-18      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM V4.851 07/25/28                                            | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251230.41    | 0.01%             | 2028-07-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS V4.482 08/23/28                                             | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249995.28    | 0.01%             | 2028-08-23      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| ORIX Corp.                                                                           | ORIX 5 09/13/27                                                | CUSIP: 686330AQ4<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |     50000 | PA      | $50440.61     | 0.00%             | 2027-09-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                          | WMT 3.95 09/09/27                                              | CUSIP: 931142EX7<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150047.70    | 0.01%             | 2027-09-09      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Willis North America Inc.                                                            | WTW 4.65 06/15/27                                              | CUSIP: 970648AL5<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250412.37    | 0.01%             | 2027-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                        | ICE 4.6 03/15/33                                               | CUSIP: 45866FAW4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247830.00    | 0.01%             | 2033-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 6.25 11/09/32                                             | CUSIP: 68389XCJ2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256528.54    | 0.01%             | 2032-11-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| eBay Inc.                                                                            | EBAY 6.3 11/22/32                                              | CUSIP: 278642BB8<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    250000 | PA      | $269463.67    | 0.01%             | 2032-11-22      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt Fuer Wiederaufbau                                                      | KFW 1.75 09/14/29                                              | CUSIP: 500769JD7<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | NUSS              | DE        |    250000 | PA      | $233135.70    | 0.01%             | 2029-09-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Essential Utilities Inc                                                              | WTRG 2.704 04/15/30                                            | CUSIP: 29670GAD4<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46407.49     | 0.00%             | 2030-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                       | MS V5.123 02/01/29                                             | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252734.09    | 0.01%             | 2029-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp.                                                   | DELL 5.75 02/01/33                                             | CUSIP: 24703DBL4<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    250000 | PA      | $259842.78    | 0.01%             | 2033-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG New York Branch                                                     | DB V6.72 01/18/29                                              | CUSIP: 251526CS6<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |    250000 | PA      | $259011.34    | 0.01%             | 2029-01-18      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| Waste Management, Inc.                                                               | WM 4.625 02/15/30                                              | CUSIP: 94106LBT5<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100903.07    | 0.00%             | 2030-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                                         | EXC 5.3 03/15/33                                               | CUSIP: 30161NBK6<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153565.08    | 0.01%             | 2033-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                             | EIB 4.125 02/13/34                                             | CUSIP: 298785KA3<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    150000 | PA      | $149039.55    | 0.01%             | 2034-02-13      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Waste Management, Inc.                                                               | WM 4.625 02/15/33                                              | CUSIP: 94106LBU2<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100213.05    | 0.00%             | 2033-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc.                                                           | RCICN 3.8 03/15/32                                             | CUSIP: 775109CH2<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $70011.56     | 0.00%             | 2032-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                    | JNJ 4.85 03/01/32                                              | CUSIP: 478160DK7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205673.53    | 0.01%             | 2032-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                                                  | CSCO 4.55 02/24/28                                             | CUSIP: 17275RBW1<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101011.57    | 0.00%             | 2028-02-24      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AXIS Capital Holdings Limited                                                        | AXIS Capital Holdings Limited COM USD0.0125                    | CUSIP: G0692U109<br>LEI: 635400VD2NQBYAHMEM55 | Long             | EC               | CORP              | BM        |     18700 | NS      | $1896367.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheniere Energy Inc                                                                  | Cheniere Energy Inc COM USD0.003                               | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |     12700 | NS      | $3603752.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexstar Media Group Inc                                                              | Nexstar Media Group Inc COM USD0.01 CL'A'                      | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |      2700 | NS      | $488241.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Centerpoint Energy Houston Electric LLC                                              | CNP 6.95 03/15/33 K2                                           | CUSIP: 15189XAD0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    100000 | PA      | $111464.70    | 0.00%             | 2033-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Assurant Inc.                                                                        | Assurant Inc. COM USD0.01                                      | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |      3800 | NS      | $827678.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Millicom International Cellular SA                                                   | Millicom International Cellular SA COM USD1.50                 | CUSIP: L6388F110<br>LEI: 549300CTHC1CP86P2G96 | Long             | EC               | CORP              | LU        |      8300 | NS      | $622002.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemed Corporation                                                                   | Chemed Corporation CAP USD1                                    | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |       600 | NS      | $226644.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce Inc.                                                                      | Salesforce Inc. COM USD0.001                                   | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |      1500 | NS      | $280005.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                                                             | T 2.75 06/01/31                                                | CUSIP: 00206RJY9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    150000 | PA      | $137165.15    | 0.01%             | 2031-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                               | ASIA 1.875 03/15/29 GMTN                                       | CUSIP: 045167FL2<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    250000 | PA      | $236445.89    | 0.01%             | 2029-03-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Dominos Pizza Inc.                                                                   | Dominos Pizza Inc. COM USD0.01                                 | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |      5100 | NS      | $1829829.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Regency Centers Corp.                                                                | Regency Centers Corp. COM USD0.01                              | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |     23900 | NS      | $1808274.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Toyota Motor Corp.                                                                   | TOYOTA 5.123 07/13/33                                          | CUSIP: 892331AR0<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $255281.08    | 0.01%             | 2033-07-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Company                                                       | PNW 5.55 08/01/33                                              | CUSIP: 040555DG6<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153826.79    | 0.01%             | 2033-08-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corporation                                                   | HNDA 5.125 07/07/28 GMTN                                       | CUSIP: 02665WEM9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252662.13    | 0.01%             | 2028-07-07      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| JBS NV / JBS USA Food Co Holdings Inc. / JBS USA Foods Group Holdings Inc.           | JBS 3 02/02/29                                                 | CUSIP: 46590XAN6<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $239803.13    | 0.01%             | 2029-02-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Airbnb Inc                                                                           | Airbnb Inc COM CL A                                            | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |       100 | NS      | $12628.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc.                                                          | VZ 2.355 03/15/32                                              | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    150000 | PA      | $130927.90    | 0.01%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                                   | VICI 5.125 05/15/32                                            | CUSIP: 925650AD5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246364.80    | 0.01%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                      | XEL 4.6 06/01/32                                               | CUSIP: 98388MAD9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147347.91    | 0.01%             | 2032-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Paypal Holdings Inc.                                                                 | PYPL 3.9 06/01/27                                              | CUSIP: 70450YAK9<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99504.30     | 0.00%             | 2027-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp.                                                                | PH 4.25 09/15/27                                               | CUSIP: 701094AR5<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150061.14    | 0.01%             | 2027-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc.                                                                          | KVUE 5.05 03/22/28                                             | CUSIP: 49177JAF9<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101526.12    | 0.00%             | 2028-03-22      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc.                                                                          | KVUE 5 03/22/30                                                | CUSIP: 49177JAH5<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101802.19    | 0.00%             | 2030-03-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Genuine Parts Co                                                                     | GPC 6.5 11/01/28                                               | CUSIP: 372460AE5<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51865.56     | 0.00%             | 2028-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc.                                                                  | ALLY V6.848 01/03/30                                           | CUSIP: 02005NBU3<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    150000 | PA      | $156454.02    | 0.01%             | 2030-01-03      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc.                                                             | ORLY 4.7 06/15/32                                              | CUSIP: 67103HAL1<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148980.68    | 0.01%             | 2032-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Cabot Corporation                                                                    | CBT 5 06/30/32                                                 | CUSIP: 127055AM3<br>LEI: K05C0SER542GQ6VLRO68 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149860.13    | 0.01%             | 2032-06-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc.                                                  | MUFG V5.441 02/22/34                                           | CUSIP: 606822CX0<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $204394.67    | 0.01%             | 2034-02-22      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| AstraZeneca Finance LLC                                                              | AZN 4.875 03/03/28                                             | CUSIP: 04636NAF0<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253835.06    | 0.01%             | 2028-03-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| The Cigna Group                                                                      | CI 5.25 02/15/34                                               | CUSIP: 125523CV0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101229.30    | 0.00%             | 2034-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Air Products & Chemicals, Inc.                                                       | APD 4.85 02/08/34                                              | CUSIP: 009158BK1<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100119.64    | 0.00%             | 2034-02-08      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.                                                 | CAT 5 05/14/27                                                 | CUSIP: 14913UAL4<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50485.18     | 0.00%             | 2027-05-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp.                                                                   | ARCC 5.95 07/15/29                                             | CUSIP: 04010LBG7<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150740.24    | 0.01%             | 2029-07-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                                  | D V6.875 02/01/55 A                                            | CUSIP: 25746UDT3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51458.53     | 0.00%             | 2055-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                             | JBIC 3.25 07/20/28                                             | CUSIP: 471048BT4<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    250000 | PA      | $245752.99    | 0.01%             | 2028-07-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc.                                                           | RCICN 5.3 02/15/34                                             | CUSIP: 775109DF5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $99564.48     | 0.00%             | 2034-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                             | HCA 5.75 03/01/35                                              | CUSIP: 404119DB2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102815.31    | 0.00%             | 2035-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                                                         | CFG V5.253 03/05/31                                            | CUSIP: 174610BJ3<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101191.24    | 0.00%             | 2031-03-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                                  | ABT 3.7 03/09/29                                               | CUSIP: 002824BR0<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98810.63     | 0.00%             | 2029-03-09      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                | BAC V4.376 04/27/28                                            | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249816.04    | 0.01%             | 2028-04-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                        | ICE 4.35 06/15/29                                              | CUSIP: 45866FAV6<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249602.90    | 0.01%             | 2029-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Helmerich & Payne Inc                                                                | HP 2.9 09/29/31                                                | CUSIP: 423452AG6<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89188.09     | 0.00%             | 2031-09-29      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                    | HSBC V4.755 06/09/28                                           | CUSIP: 404280DF3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $250530.97    | 0.01%             | 2028-06-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc                                                 | GM 5 04/09/27                                                  | CUSIP: 37045XDW3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251107.80    | 0.01%             | 2027-04-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                       | MS V5.173 01/16/30                                             | CUSIP: 61747YFK6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152109.71    | 0.01%             | 2030-01-16      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| NiSource Inc.                                                                        | NI 3.6 05/01/30                                                | CUSIP: 65473PAJ4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48182.26     | 0.00%             | 2030-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Boeing Co.                                                                           | BA 5.15 05/01/30                                               | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254185.00    | 0.01%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Companies, Inc.                                                     | MRSH 2.25 11/15/30                                             | CUSIP: 571748BN1<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    250000 | PA      | $226100.47    | 0.01%             | 2030-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Relx Capital Inc.                                                                    | RELLN 3 05/22/30                                               | CUSIP: 74949LAD4<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141180.47    | 0.01%             | 2030-05-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                             | EIB 1.25 02/14/31                                              | CUSIP: 298785JL1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    250000 | PA      | $220327.58    | 0.01%             | 2031-02-14      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                         | AVGO 4 04/15/29 144A                                           | CUSIP: 11135FBR1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148512.37    | 0.01%             | 2029-04-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Bank of Nova Scotia                                                                  | BNS V4.588 05/04/37                                            | CUSIP: 06417XAG6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $143494.93    | 0.01%             | 2037-05-04      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                     | AMZN 3.45 04/13/29                                             | CUSIP: 023135CG9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    250000 | PA      | $245115.71    | 0.01%             | 2029-04-13      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Air Products & Chemicals, Inc.                                                       | APD 4.6 02/08/29                                               | CUSIP: 009158BH8<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100975.32    | 0.00%             | 2029-02-08      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Expedia Group Inc                                                                    | EXPE 5.4 02/15/35                                              | CUSIP: 30212PBL8<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99206.61     | 0.00%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Manitoba (Province of)                                                               | MP 1.5 10/25/28 HB                                             | CUSIP: 563469UY9<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | MUN               | CA        |    100000 | PA      | $94056.62     | 0.00%             | 2028-10-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                         | TMO 5.086 08/10/33                                             | CUSIP: 883556CX8<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101958.29    | 0.00%             | 2033-08-10      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                                                  | D 5.3 08/15/33                                                 | CUSIP: 927804GM0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153437.53    | 0.01%             | 2033-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Oneok Inc.                                                                           | OKE 5.8 11/01/30                                               | CUSIP: 682680BK8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    250000 | PA      | $260189.34    | 0.01%             | 2030-11-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                          | ABBV 4.65 03/15/28                                             | CUSIP: 00287YDY2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100910.30    | 0.00%             | 2028-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                         | MAR 5.1 04/15/32                                               | CUSIP: 571903BT9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101579.48    | 0.00%             | 2032-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Lineage OP LP                                                                        | LINE 5.25 07/15/30                                             | CUSIP: 53567YAB5<br>LEI: 254900CSRDL1G4SRQE89 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49885.56     | 0.00%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                               | ASIA 3.125 04/27/32                                            | CUSIP: 045167FN8<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    250000 | PA      | $237047.05    | 0.01%             | 2032-04-27      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                                   | META 3.85 08/15/32                                             | CUSIP: 30303M8H8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190896.23    | 0.01%             | 2032-08-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corporation                                                   | HNDA 5.85 10/04/30 GMTN                                        | CUSIP: 02665WER8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103837.28    | 0.00%             | 2030-10-04      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp.                                                                   | ATO 5.9 11/15/33                                               | CUSIP: 049560AZ8<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53383.53     | 0.00%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS V6.484 10/24/29                                             | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    150000 | PA      | $156921.70    | 0.01%             | 2029-10-24      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International PLC / Tyco Fire & Security Finance S.C.A.             | JCI 5.5 04/19/29                                               | CUSIP: 477921AA8<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |     50000 | PA      | $51653.68     | 0.00%             | 2029-04-19      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM V4.565 06/14/30                                            | CUSIP: 46647PDF0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250235.09    | 0.01%             | 2030-06-14      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                           | AMT 5.65 03/15/33                                              | CUSIP: 03027XBZ2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    500000 | PA      | $516399.51    | 0.02%             | 2033-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AstraZeneca Finance LLC                                                              | AZN 4.875 03/03/33                                             | CUSIP: 04636NAH6<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152617.54    | 0.01%             | 2033-03-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc                                                 | GM 5.4 05/08/27                                                | CUSIP: 37045XEQ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100880.56    | 0.00%             | 2027-05-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Deere & Company                                                                      | DE 5.45 01/16/35                                               | CUSIP: 244199BL8<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103883.41    | 0.00%             | 2035-01-16      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Sixth Street Lending Partners                                                        | SIXSLP 5.75 01/15/30                                           | CUSIP: 829932AD4<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98499.43     | 0.00%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| American Express Company                                                             | AXP V5.667 04/25/36                                            | CUSIP: 025816EH8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62011.23     | 0.00%             | 2036-04-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                    | WFC V5.605 04/23/36                                            | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153499.14    | 0.01%             | 2036-04-23      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                          | VZ 4.78 02/15/35                                               | CUSIP: 92343VGY4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    165000 | PA      | $159701.84    | 0.01%             | 2035-02-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                             | HCA 5 03/01/28                                                 | CUSIP: 404119CY3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100980.66    | 0.00%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                             | HCA 5.25 03/01/30                                              | CUSIP: 404119CZ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102047.48    | 0.00%             | 2030-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| American Express Company                                                             | AXP V5.016 04/25/31                                            | CUSIP: 025816EF2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101665.09    | 0.00%             | 2031-04-25      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                       | MS V5.652 04/13/28 MTN                                         | CUSIP: 61747YFP5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101195.10    | 0.00%             | 2028-04-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS V5.851 04/25/35                                             | CUSIP: 38141GA95<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103767.30    | 0.00%             | 2035-04-25      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                          | ABBV 4.875 03/15/30                                            | CUSIP: 00287YDZ9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152992.31    | 0.01%             | 2030-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                                                  | CSCO 5.1 02/24/35                                              | CUSIP: 17275RBZ4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101364.22    | 0.00%             | 2035-02-24      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                                   | NRUC 5.1 05/06/27 MTN                                          | CUSIP: 63743HFR8<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50401.81     | 0.00%             | 2027-05-06      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                       | MEX 4.75 04/27/32                                              | CUSIP: 91087BAK6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $192020.00    | 0.01%             | 2032-04-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co (The)                                                                   | KO 1.45 06/01/27                                               | CUSIP: 191216CU2<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97145.88     | 0.00%             | 2027-06-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Chevron Corp.                                                                        | CVX 2.236 05/11/30                                             | CUSIP: 166764BY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $230812.17    | 0.01%             | 2030-05-11      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| NiSource Inc.                                                                        | NI 5.35 07/15/35                                               | CUSIP: 65473PAX3<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50340.17     | 0.00%             | 2035-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                                   | STT V4.784 10/23/36                                            | CUSIP: 857477DE0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97194.07     | 0.00%             | 2036-10-23      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Amphenol Corporation                                                                 | APH 4.4 02/15/33                                               | CUSIP: 032095AZ4<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97597.82     | 0.00%             | 2033-02-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Public Service Company of Oklahoma                                                   | AEP 5.45 01/15/36                                              | CUSIP: 744533BS8<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100641.51    | 0.00%             | 2036-01-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                         | AVGO 3.469 04/15/34                                            | CUSIP: 11135FCT6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90043.82     | 0.00%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                       | MS V4.356 10/22/31 I                                           | CUSIP: 61748UAM4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146998.40    | 0.01%             | 2031-10-22      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                             | EIB 4.25 08/16/32                                              | CUSIP: 298785KL9<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $503741.83    | 0.02%             | 2032-08-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| International Finance Corp.                                                          | IFC 3.875 07/02/30 GMTN                                        | CUSIP: 45950VUS3<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |    100000 | PA      | $99796.35     | 0.00%             | 2030-07-02      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                       | MS V4.892 10/22/36 I                                           | CUSIP: 61748UAN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    250000 | PA      | $241676.23    | 0.01%             | 2036-10-22      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Applovin Corp.                                                                       | Applovin Corp. COM CL A                                        | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |         1 | NS      | $398.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Georgia Power Company                                                                | SO 4.7 05/15/32                                                | CUSIP: 373334KQ3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150063.59    | 0.01%             | 2032-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                                   | META 3.5 08/15/27                                              | CUSIP: 30303M8G0<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    500000 | PA      | $496328.41    | 0.02%             | 2027-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| The Progressive Corporation                                                          | PGR 4.95 06/15/33                                              | CUSIP: 743315BB8<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101351.62    | 0.00%             | 2033-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                                   | NRUC 4.8 03/15/28                                              | CUSIP: 63743HFG2<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151338.25    | 0.01%             | 2028-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc.                                                 | SUMIBK 5.766 01/13/33                                          | CUSIP: 86562MCS7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $260178.57    | 0.01%             | 2033-01-13      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Coterra Energy Inc                                                                   | CTRA 4.375 03/15/29                                            | CUSIP: 127097AK9<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249064.77    | 0.01%             | 2029-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Hershey Co. (The)                                                                    | HSY 4.5 05/04/33                                               | CUSIP: 427866BJ6<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99691.35     | 0.00%             | 2033-05-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                                  | CMCSA 4.8 05/15/33                                             | CUSIP: 20030NEE7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248620.66    | 0.01%             | 2033-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                                   | META 4.95 05/15/33                                             | CUSIP: 30303M8N5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252119.43    | 0.01%             | 2033-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                   | TMUS 4.8 07/15/28                                              | CUSIP: 87264ADA0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100956.63    | 0.00%             | 2028-07-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                      | CVS 5 01/30/29                                                 | CUSIP: 126650DW7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151950.72    | 0.01%             | 2029-01-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp.                                                   | DELL 5.25 02/01/28                                             | CUSIP: 24703DBJ9<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101330.01    | 0.00%             | 2028-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co.                                                                      | PSX 3.75 03/01/28                                              | CUSIP: 718547AH5<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98925.85     | 0.00%             | 2028-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                       | C V6.174 05/25/34                                              | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    250000 | PA      | $258779.60    | 0.01%             | 2034-05-25      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM V5.35 06/01/34                                             | CUSIP: 46647PDR4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255071.11    | 0.01%             | 2034-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                      | CVS 5.3 06/01/33                                               | CUSIP: 126650DY3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100791.24    | 0.00%             | 2033-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc.                                                            | CRBG 3.85 04/05/29                                             | CUSIP: 21871XAF6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    250000 | PA      | $244058.44    | 0.01%             | 2029-04-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                                   | META 4.6 05/15/28                                              | CUSIP: 30303M8L9<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    500000 | PA      | $505508.96    | 0.02%             | 2028-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                         | BACR V6.224 05/09/34                                           | CUSIP: 06738ECG8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $262175.60    | 0.01%             | 2034-05-09      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Company                                                              | AEE 4.95 06/01/33                                              | CUSIP: 02361DBA7<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150739.42    | 0.01%             | 2033-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                      | CVS 5.25 01/30/31                                              | CUSIP: 126650DX5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255480.88    | 0.01%             | 2031-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Georgia Power Company                                                                | SO 4.65 05/16/28                                               | CUSIP: 373334KS9<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151161.81    | 0.01%             | 2028-05-16      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co.                                                                      | PSX 3.15 12/15/29                                              | CUSIP: 718547AK8<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143083.82    | 0.01%             | 2029-12-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                                                           | STZ 4.75 05/09/32                                              | CUSIP: 21036PBL1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248106.68    | 0.01%             | 2032-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                        | ICE 4 09/15/27                                                 | CUSIP: 45866FAU8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249115.93    | 0.01%             | 2027-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| The Toronto-Dominion Bank                                                            | TD 4.108 06/08/27                                              | CUSIP: 89115A2C5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $149606.71    | 0.01%             | 2027-06-08      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Saskatchewan (Province Of)                                                           | SCDA 3.25 06/08/27                                             | CUSIP: 803854KQ0<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | MUN               | CA        |    100000 | PA      | $99180.00     | 0.00%             | 2027-06-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                          | VZ 5.05 05/09/33                                               | CUSIP: 92343VGT5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253264.79    | 0.01%             | 2033-05-09      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Equifax Inc.                                                                         | EFX 5.1 06/01/28                                               | CUSIP: 294429AW5<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253184.84    | 0.01%             | 2028-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                 | RY 5 02/01/33 GMTN                                             | CUSIP: 78016FZX5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $151156.22    | 0.01%             | 2033-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                             | HCA 5.2 06/01/28                                               | CUSIP: 404119CP2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152256.75    | 0.01%             | 2028-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co.                                                                       | DTE 4.875 06/01/28                                             | CUSIP: 233331BJ5<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151346.34    | 0.01%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| The Charles Schwab Corporation                                                       | SCHW V5.643 05/19/29                                           | CUSIP: 808513CD5<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102745.03    | 0.00%             | 2029-05-19      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corporation                                                          | LMT 4.45 05/15/28                                              | CUSIP: 539830BZ1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251488.50    | 0.01%             | 2028-05-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Georgia Power Company                                                                | SO 4.95 05/17/33                                               | CUSIP: 373334KT7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151182.95    | 0.01%             | 2033-05-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GATX Corporation                                                                     | GATX 5.45 09/15/33                                             | CUSIP: 361448BL6<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101518.70    | 0.00%             | 2033-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Blackrock Inc.                                                                       | BLK 4.75 05/25/33                                              | CUSIP: 09247XAT8<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150785.40    | 0.01%             | 2033-05-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                           | AMT 5.25 07/15/28                                              | CUSIP: 03027XCC2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    500000 | PA      | $508659.14    | 0.02%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Adventist Health Systems (West)                                                      | ADVENT 5.43 03/01/32                                           | CUSIP: 007944AH4<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152326.28    | 0.01%             | 2032-03-01      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Coterra Energy Inc                                                                   | CTRA 3.9 05/15/27                                              | CUSIP: 127097AG8<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248207.97    | 0.01%             | 2027-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc.                                                                    | CCI 5 01/11/28                                                 | CUSIP: 22822VBA8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100716.94    | 0.00%             | 2028-01-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Apple Inc.                                                                           | AAPL 4.15 05/10/30                                             | CUSIP: 037833EU0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150368.18    | 0.01%             | 2030-05-10      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                       | MS V5.942 02/07/39                                             | CUSIP: 61747YFM2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255561.90    | 0.01%             | 2039-02-07      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                       | C V5.174 02/13/30                                              | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253853.92    | 0.01%             | 2030-02-13      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline L.P.                                                    | PAA 5.95 06/15/35                                              | CUSIP: 72650RBQ4<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103249.81    | 0.00%             | 2035-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc.                                                    | PNC V5.575 01/29/36                                            | CUSIP: 693475CC7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102090.50    | 0.00%             | 2036-01-29      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS V5.536 01/28/36                                             | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152472.88    | 0.01%             | 2036-01-28      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                          | ABBV 5.2 03/15/35                                              | CUSIP: 00287YEA3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101766.68    | 0.00%             | 2035-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 2.25 11/15/27                                                | CUSIP: 9128283F5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1950234.38   | 0.07%             | 2027-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 1.75 11/15/29                                                | CUSIP: 912828YS3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6000000 | PA      | $5576484.36   | 0.21%             | 2029-11-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS V4.939 10/21/36                                             | CUSIP: 38141GD43<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    250000 | PA      | $242103.96    | 0.01%             | 2036-10-21      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS V4.369 10/21/31 .                                           | CUSIP: 38141GD35<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    250000 | PA      | $245131.57    | 0.01%             | 2031-10-21      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| International Finance Corp.                                                          | IFC 0.75 08/27/30                                              | CUSIP: 45950KCU2<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |    250000 | PA      | $217966.47    | 0.01%             | 2030-08-27      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ORIX Corp.                                                                           | ORIX 4 04/13/32                                                | CUSIP: 686330AP6<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |     50000 | PA      | $47845.01     | 0.00%             | 2032-04-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 3.5 01/31/28                                                 | CUSIP: 91282CGH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6000000 | PA      | $5965781.28   | 0.23%             | 2028-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 3.5 02/15/33                                                 | CUSIP: 91282CGM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1924375.00   | 0.07%             | 2033-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ORIX Corp.                                                                           | ORIX 5.4 02/25/35                                              | CUSIP: 686329AB9<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |     50000 | PA      | $50442.99     | 0.00%             | 2035-02-25      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| D.R. Horton, Inc.                                                                    | DHI 5.5 10/15/35                                               | CUSIP: 23331ABU2<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101472.57    | 0.00%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                         | AVGO 2.45 02/15/31                                             | CUSIP: 11135FCQ2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    150000 | PA      | $136228.45    | 0.01%             | 2031-02-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Ladder Capital Finance Holdings LLLP/ Ladder Capital Finance Corp.                   | LADR 5.5 08/01/30                                              | CUSIP: 505742AS5<br>LEI: 254900TBF2Z4GR7NSX02 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50097.95     | 0.00%             | 2030-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FedEx Corporation                                                                    | FDX 3.9 02/01/35 *                                             | CUSIP: 31428XDK9<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45734.59     | 0.00%             | 2035-02-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                         | AVGO 3.419 04/15/33                                            | CUSIP: 11135FCU3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91442.36     | 0.00%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                               | TFC V4.964 10/23/36 MTN                                        | CUSIP: 89788MAV4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96860.56     | 0.00%             | 2036-10-23      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Corp.                                                                   | TOYOTA 4.186 06/30/27                                          | CUSIP: 892331AS8<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |    100000 | PA      | $100101.11    | 0.00%             | 2027-06-30      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                   | TMUS 4.95 11/15/35                                             | CUSIP: 87264ADX0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196350.99    | 0.01%             | 2035-11-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TD Synnex Corp                                                                       | SNX 4.3 01/17/29                                               | CUSIP: 87162WAM2<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49444.42     | 0.00%             | 2029-01-17      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| American Express Company                                                             | AXP V4.804 10/24/36                                            | CUSIP: 025816EM7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48345.45     | 0.00%             | 2036-10-24      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                     | WELL 4.5 07/01/30                                              | CUSIP: 95041AAF5<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50015.41     | 0.00%             | 2030-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc.                                                 | SUMIBK 5.8 07/13/28                                            | CUSIP: 86562MDB3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $257570.37    | 0.01%             | 2028-07-13      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Williams Companies Inc. (The)                                                        | WMB 5.3 08/15/28                                               | CUSIP: 969457CK4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255257.21    | 0.01%             | 2028-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                        | ENBCN 5.55 06/20/35                                            | CUSIP: 29250NCK9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $51069.88     | 0.00%             | 2035-06-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                    | EPD 4.6 01/15/31                                               | CUSIP: 29379VCK7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100163.18    | 0.00%             | 2031-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                              | UNH 4.65 01/15/31                                              | CUSIP: 91324PFP2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100433.81    | 0.00%             | 2031-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Corp.                                                                   | TOYOTA 4.45 06/30/30                                           | CUSIP: 892331AU3<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |     50000 | PA      | $50041.71     | 0.00%             | 2030-06-30      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                         | AVGO 2.6 02/15/33                                              | CUSIP: 11135FCR0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87436.68     | 0.00%             | 2033-02-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| TD Synnex Corp                                                                       | SNX 5.3 10/10/35                                               | CUSIP: 87162WAN0<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48441.20     | 0.00%             | 2035-10-10      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM V4.81 10/22/36                                             | CUSIP: 46647PFE1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    250000 | PA      | $242741.34    | 0.01%             | 2036-10-22      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Southwest Airlines Co.                                                               | LUV 4.375 11/15/28                                             | CUSIP: 844741BL1<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98703.94     | 0.00%             | 2028-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                             | HCA 4.9 11/15/35                                               | CUSIP: 404119DF3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48340.50     | 0.00%             | 2035-11-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Coinbase Global Inc                                                                  | Coinbase Global Inc COM CL A                                   | CUSIP: 19260Q107<br>LEI: 5493004G3J2SC154DU06 | Long             | EC               | CORP              | US        |       100 | NS      | $17461.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Jabil Inc                                                                            | JBL 4.25 05/15/27                                              | CUSIP: 466313AM5<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149614.69    | 0.01%             | 2027-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Albemarle Corp                                                                       | ALB 5.05 06/01/32                                              | CUSIP: 012653AE1<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150535.43    | 0.01%             | 2032-06-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                           | AMGN 5.25 03/02/33                                             | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256556.99    | 0.01%             | 2033-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Cheniere Corpus Christi Holdings, LLC                                                | CHCOCH 3.7 11/15/29                                            | CUSIP: 16412XAJ4<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    250000 | PA      | $242887.96    | 0.01%             | 2029-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                                               | HPQ 4.2 04/15/32                                               | CUSIP: 40434LAL9<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142639.43    | 0.01%             | 2032-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Boeing Co.                                                                           | BA 3.625 02/01/31                                              | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142653.29    | 0.01%             | 2031-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                         | AVGO 4.15 04/15/32 144A                                        | CUSIP: 11135FBT7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145125.27    | 0.01%             | 2032-04-15      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| Workday Inc                                                                          | WDAY 3.8 04/01/32                                              | CUSIP: 98138HAJ0<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |    150000 | PA      | $139239.72    | 0.01%             | 2032-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| JBS NV / JBS USA Food Co Holdings Inc. / JBS USA Foods Group Holdings Inc.           | JBS 3.625 01/15/32                                             | CUSIP: 46590XAU0<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $231572.53    | 0.01%             | 2032-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc                                                                   | IR 5.7 08/14/33                                                | CUSIP: 45687VAB2<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103888.36    | 0.00%             | 2033-08-14      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent L P                                                            | AMH 3.625 04/15/32                                             | CUSIP: 02666TAE7<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    250000 | PA      | $230792.84    | 0.01%             | 2032-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                                                        | EQIX 3.9 04/15/32                                              | CUSIP: 29444UBU9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141607.44    | 0.01%             | 2032-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership Lp                                            | INVH 4.15 04/15/32                                             | CUSIP: 46188BAD4<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    250000 | PA      | $234676.36    | 0.01%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Boeing Co.                                                                           | BA 3.25 02/01/28                                               | CUSIP: 097023DB8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    250000 | PA      | $245062.10    | 0.01%             | 2028-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                    | WFC V5.244 01/24/31                                            | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101938.12    | 0.00%             | 2031-01-24      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co.                                                                       | DTE 5.2 04/01/30                                               | CUSIP: 233331BN6<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101986.50    | 0.00%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                   | ET 5.7 04/01/35                                                | CUSIP: 29273VBE9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102703.08    | 0.00%             | 2035-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                                   | STT V5.146 02/28/36                                            | CUSIP: 857477CX9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60134.09     | 0.00%             | 2036-02-28      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                     | MCD 4.95 08/14/33                                              | CUSIP: 58013MFV1<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101691.78    | 0.00%             | 2033-08-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                     | MCD 4.8 08/14/28                                               | CUSIP: 58013MFU3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253061.05    | 0.01%             | 2028-08-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Workday Inc                                                                          | WDAY 3.5 04/01/27                                              | CUSIP: 98138HAG6<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148682.00    | 0.01%             | 2027-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                                   | CM 3.45 04/07/27                                               | CUSIP: 13607HR61<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $148908.37    | 0.01%             | 2027-04-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                                                         | CFG V6.645 04/25/35                                            | CUSIP: 174610BG9<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    100000 | PA      | $107176.24    | 0.00%             | 2035-04-25      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co.                                                                       | DTE 5.85 06/01/34                                              | CUSIP: 233331BL0<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52352.61     | 0.00%             | 2034-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 3.75 06/30/27                                                | CUSIP: 91282CNL1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4996093.75   | 0.19%             | 2027-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                    | WFC V2.393 06/02/28 MTN                                        | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146408.40    | 0.01%             | 2028-06-02      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| D.R. Horton, Inc.                                                                    | DHI 1.4 10/15/27                                               | CUSIP: 23331ABP3<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95708.66     | 0.00%             | 2027-10-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                       | MS V4.21 04/20/28                                              | CUSIP: 61747YER2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249313.18    | 0.01%             | 2028-04-20      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Pentair Finance S.a r.l.                                                             | PNR 5.9 07/15/32                                               | CUSIP: 709629AS8<br>LEI: 549300H2U8U8TZPV3T89 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $104600.23    | 0.00%             | 2032-07-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp.                                                                 | OTIS 5.25 08/16/28                                             | CUSIP: 68902VAP2<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153100.42    | 0.01%             | 2028-08-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc.                                                    | PNC V5.939 08/18/34                                            | CUSIP: 693475BS3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    150000 | PA      | $157098.89    | 0.01%             | 2034-08-18      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc.                                                                          | KVUE 4.9 03/22/33                                              | CUSIP: 49177JAK8<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100804.74    | 0.00%             | 2033-03-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM V6.087 10/23/29                                            | CUSIP: 46647PDX1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103907.88    | 0.00%             | 2029-10-23      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 4.125 03/31/29                                               | CUSIP: 91282CKG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3400000 | PA      | $3428289.05   | 0.13%             | 2029-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM V5.571 04/22/28                                            | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101220.92    | 0.00%             | 2028-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                       | MS V5.656 04/18/30                                             | CUSIP: 61747YFQ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    250000 | PA      | $257180.35    | 0.01%             | 2030-04-18      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 4.625 04/30/29                                               | CUSIP: 91282CKP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $3067968.75   | 0.12%             | 2029-04-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corporation                                                            | RRX 6.05 04/15/28                                              | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153847.58    | 0.01%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                   | TMUS 3.875 04/15/30                                            | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    300000 | PA      | $292161.28    | 0.01%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                   | TMUS 2.55 02/15/31                                             | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90871.27     | 0.00%             | 2031-02-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Pepsico Inc                                                                          | PEP 4.45 05/15/28                                              | CUSIP: 713448FR4<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252047.57    | 0.01%             | 2028-05-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                   | ET 6.55 12/01/33                                               | CUSIP: 29273VAU4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $107966.17    | 0.00%             | 2033-12-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS V6.561 10/24/34                                             | CUSIP: 38141GA53<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    100000 | PA      | $108719.24    | 0.00%             | 2034-10-24      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| Brown-Forman Corp.                                                                   | BFB 4.75 04/15/33                                              | CUSIP: 115637AU4<br>LEI: 549300873K3LXF7ARU34 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99196.41     | 0.00%             | 2033-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Georgia Power Company                                                                | SO 5.25 03/15/34                                               | CUSIP: 373334KW0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102118.79    | 0.00%             | 2034-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                    | ES 5.95 07/15/34                                               | CUSIP: 30040WAZ1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104056.33    | 0.00%             | 2034-07-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Adobe Inc                                                                            | ADBE 4.85 04/04/27                                             | CUSIP: 00724PAE9<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100696.68    | 0.00%             | 2027-04-04      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                       | MS V6.627 11/01/34                                             | CUSIP: 61747YFJ9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    100000 | PA      | $108813.00    | 0.00%             | 2034-11-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                               | TFC V7.161 10/30/29 MTN                                        | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    150000 | PA      | $159425.05    | 0.01%             | 2029-10-30      | Fixed         | 7.16%                 | No            |                  2 | On Loan: No      |
| Paccar Financial Corp                                                                | PCAR 4.45 08/06/27                                             | CUSIP: 69371RT30<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100563.72    | 0.00%             | 2027-08-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                                               | CB 4.65 08/15/29                                               | CUSIP: 171239AL0<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151686.42    | 0.01%             | 2029-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM V4.946 10/22/35                                            | CUSIP: 46647PER3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98903.15     | 0.00%             | 2035-10-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Waste Management, Inc.                                                               | WM 4.8 03/15/32                                                | CUSIP: 94106LCD9<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101663.74    | 0.00%             | 2032-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Poland (Republic of)                                                                 | POLAND 5.375 02/12/35 10Y                                      | CUSIP: 857524AH5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    200000 | PA      | $203622.25    | 0.01%             | 2035-02-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings Inc                                                           | ZBH 5.5 02/19/35                                               | CUSIP: 98956PBC5<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51037.10     | 0.00%             | 2035-02-19      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CONTRA WALGREENS                                                                     | CONTRA WALGREENS                                               | CUSIP: 931CVR013<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       100 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Amazon.com, Inc.                                                                     | Amazon.com, Inc. COM USD0.01                                   | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     25828 | NS      | $5379197.56   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc.                                                                           | AAPL 4 05/12/28                                                | CUSIP: 037833EY2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100109.46    | 0.00%             | 2028-05-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                       | BCRED 6 11/22/34                                               | CUSIP: 09261HBW6<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93485.14     | 0.00%             | 2034-11-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                               | ASIA 4.125 05/30/30 GMTN                                       | CUSIP: 045167GL1<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    200000 | PA      | $201643.79    | 0.01%             | 2030-05-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corporation                                                   | HNDA 5.15 07/09/32                                             | CUSIP: 02665WGF2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50096.01     | 0.00%             | 2032-07-09      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GE Aerospace                                                                         | GE 4.9 01/29/36                                                | CUSIP: 369604CA9<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50040.40     | 0.00%             | 2036-01-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                               | ASIA 3.75 08/28/30 GMTN                                        | CUSIP: 045167GM9<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    100000 | PA      | $99263.21     | 0.00%             | 2030-08-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| British Columbia (Province Of)                                                       | BRCOL 4.9 04/24/29                                             | CUSIP: 110709AL6<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | MUN               | CA        |    150000 | PA      | $154032.83    | 0.01%             | 2029-04-24      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Company                                                       | PNW 5.7 08/15/34                                               | CUSIP: 040555DH4<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103494.10    | 0.00%             | 2034-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Export Development Canada                                                            | EDC 4.75 06/05/34                                              | CUSIP: 30216BKF8<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |    200000 | PA      | $206523.98    | 0.01%             | 2034-06-05      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                      | IADB 2.25 06/18/29                                             | CUSIP: 4581X0DG0<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    250000 | PA      | $237971.30    | 0.01%             | 2029-06-18      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| The Charles Schwab Corporation                                                       | SCHW V4.914 11/14/36                                           | CUSIP: 808513CL7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97201.42     | 0.00%             | 2036-11-14      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                                                   | CVECN 4.65 03/20/31                                            | CUSIP: 15135UBA6<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $99308.23     | 0.00%             | 2031-03-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Air Products & Chemicals, Inc.                                                       | Air Products & Chemicals, Inc. COM USD1                        | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |    195500 | NS      | $56790795.00  | 2.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc.                                                                           | Amgen Inc. COM USD0.0001                                       | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |      5930 | NS      | $2086470.50   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Notes                                                         | T 2.875 08/15/28                                               | CUSIP: 9128284V9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4894531.25   | 0.19%             | 2028-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 0.75 01/31/28                                                | CUSIP: 91282CBJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4729492.20   | 0.18%             | 2028-01-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp.                                                                         | NVIDIA Corp. COM USD0.001                                      | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |    404031 | NS      | $70463006.40  | 2.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptargroup Inc.                                                                      | Aptargroup Inc. COM USD0.01                                    | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |     58148 | NS      | $7327810.96   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Institutional Funds                                                         | Northern Institutional Funds TREAS PRT PRMR                    | CUSIP: 665279873<br>LEI: 549300Y178DO5JBR1S04 | Long             | STIV             | RF                | US        |  10259381 | NS      | $10259380.53  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Extra Space Storage LP                                                               | EXR 5.7 04/01/28                                               | CUSIP: 30225VAJ6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255263.28    | 0.01%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 4.875 10/31/28                                               | CUSIP: 91282CJF9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $2051015.62   | 0.08%             | 2028-10-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 4 02/15/34                                                   | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4932031.25   | 0.19%             | 2034-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                             | HCA 5.45 04/01/31                                              | CUSIP: 404119CT4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102499.77    | 0.00%             | 2031-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                                  | IBRD 4.5 04/10/31                                              | CUSIP: 459058LF8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    150000 | PA      | $153537.33    | 0.01%             | 2031-04-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                               | FANG 5.15 01/30/30                                             | CUSIP: 25278XAY5<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102035.83    | 0.00%             | 2030-01-30      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                          | COF V5.884 07/26/35                                            | CUSIP: 14040HDH5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102424.84    | 0.00%             | 2035-07-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VMware LLC                                                                           | VMW 4.7 05/15/30                                               | CUSIP: 928563AF2<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50306.49     | 0.00%             | 2030-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Boeing Co.                                                                           | BA 5.04 05/01/27                                               | CUSIP: 097023CU7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150844.40    | 0.01%             | 2027-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                        | OC 3.5 02/15/30                                                | CUSIP: 690742AM3<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95946.70     | 0.00%             | 2030-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                                | ETR 5.15 09/15/34                                              | CUSIP: 29364WBP2<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100732.87    | 0.00%             | 2034-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                       | RENTEN 0.875 09/03/30                                          | CUSIP: 515110BY9<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | NUSS              | DE        |    250000 | PA      | $219082.44    | 0.01%             | 2030-09-03      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                                 | KDP 4.05 04/15/32                                              | CUSIP: 49271VAQ3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    250000 | PA      | $236509.34    | 0.01%             | 2032-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                                   | STT V4.675 10/22/32                                            | CUSIP: 857477CR2<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99901.17     | 0.00%             | 2032-10-22      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Amphenol Corporation                                                                 | APH 5 01/15/35                                                 | CUSIP: 032095AR2<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49936.46     | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                             | LLOYDS V5.087 11/26/28                                         | CUSIP: 53944YBC6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $201823.77    | 0.01%             | 2028-11-26      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                                                | WSTP V5.618 11/20/35 GMTN                                      | CUSIP: 961214FW8<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    100000 | PA      | $101178.64    | 0.00%             | 2035-11-20      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                      | LLY 5.1 02/12/35                                               | CUSIP: 532457CX4<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102033.70    | 0.00%             | 2035-02-12      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corporation                                                   | HNDA 4.55 07/09/27                                             | CUSIP: 02665WGD7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50020.75     | 0.00%             | 2027-07-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Apple Inc.                                                                           | Apple Inc. COM USD0.00001                                      | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |    484493 | NS      | $122959478.47 | 4.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials Inc.                                                               | Applied Materials Inc. COM USD0.01                             | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |       100 | NS      | $34179.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pepsico Inc                                                                          | PEP 4.1 01/15/29                                               | CUSIP: 713448GL6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49971.12     | 0.00%             | 2029-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| MSCI Inc.                                                                            | MSCI 5.25 09/01/35                                             | CUSIP: 55354GAR1<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97955.63     | 0.00%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Amphenol Corporation                                                                 | APH 3.9 11/15/28                                               | CUSIP: 032095AX9<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99257.20     | 0.00%             | 2028-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                        | ENBCN 5.2 11/20/35                                             | CUSIP: 29250NCP8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $99628.40     | 0.00%             | 2035-11-20      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                          | VZ 5 01/15/36                                                  | CUSIP: 92343VHG2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146893.14    | 0.01%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS V5.065 01/21/37                                             | CUSIP: 38145GAS9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195534.43    | 0.01%             | 2037-01-21      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                                                              | RSG 4.875 04/01/29                                             | CUSIP: 760759BB5<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152246.21    | 0.01%             | 2029-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Public Service Electric & Gas Co.                                                    | PEG 5.2 08/01/33                                               | CUSIP: 74456QCN4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153211.14    | 0.01%             | 2033-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 3.875 08/15/33                                               | CUSIP: 91282CHT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7000000 | PA      | $6871757.83   | 0.26%             | 2033-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 4.5 11/15/33                                                 | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5103515.60   | 0.20%             | 2033-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM V5.766 04/22/35                                            | CUSIP: 46647PEH5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104158.51    | 0.00%             | 2035-04-22      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                        | ENBCN 5.3 04/05/29                                             | CUSIP: 29250NCB9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $102058.06    | 0.00%             | 2029-04-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                     | AMZN 3.6 04/13/32                                              | CUSIP: 023135CH7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    250000 | PA      | $238207.75    | 0.01%             | 2032-04-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM V4.323 04/26/28                                            | CUSIP: 46647PDA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149931.51    | 0.01%             | 2028-04-26      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Nordic Investment Bank                                                               | NIB 3.375 09/08/27                                             | CUSIP: 65562QBV6<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | XX        |    250000 | PA      | $248261.49    | 0.01%             | 2027-09-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST                                                                        | CA CAS 6 03/01/2033                                            | CUSIP: 13063D3R7<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    250000 | PA      | $270079.50    | 0.01%             | 2033-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JBS NV / JBS USA Food Co Holdings Inc. / JBS USA Foods Group Holdings Inc.           | JBS 5.75 04/01/33                                              | CUSIP: 46590XAY2<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | CORP              | NL        |     73000 | PA      | $75353.54     | 0.00%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc                                                                   | IR 5.4 08/14/28                                                | CUSIP: 45687VAA4<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153419.09    | 0.01%             | 2028-08-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Oneok Inc.                                                                           | OKE 5.65 11/01/28                                              | CUSIP: 682680BJ1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256670.96    | 0.01%             | 2028-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM V6.254 10/23/34                                            | CUSIP: 46647PDY9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    250000 | PA      | $268803.40    | 0.01%             | 2034-10-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                    | WFC V6.303 10/23/29                                            | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104149.32    | 0.00%             | 2029-10-23      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                          | COF V7.624 10/30/31 .                                          | CUSIP: 14040HDC6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $110449.67    | 0.00%             | 2031-10-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Autodesk Inc                                                                         | Autodesk Inc COM USD0.01                                       | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |         1 | NS      | $239.40       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilent Technologies Inc.                                                            | Agilent Technologies Inc. COM USD0.01                          | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |    114420 | NS      | $13041591.60  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Regal Rexnord Corporation                                                            | RRX 6.4 04/15/33                                               | CUSIP: 758750AP8<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    250000 | PA      | $264247.41    | 0.01%             | 2033-04-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA Inc.                                                          | SANUSA V6.342 05/31/35                                         | CUSIP: 80282KBL9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78441.96     | 0.00%             | 2035-05-31      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Quanta Services, Inc.                                                                | PWR 4.75 08/09/27                                              | CUSIP: 74762EAK8<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50242.42     | 0.00%             | 2027-08-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| The Sherwin-Williams Company                                                         | SHW 4.8 09/01/31                                               | CUSIP: 824348BT2<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50397.13     | 0.00%             | 2031-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co (The)                                                                   | Coca-Cola Co (The) COM USD0.25                                 | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |     64800 | NS      | $4928040.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Copart Inc                                                                           | Copart Inc COM USD0.0001                                       | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |       100 | NS      | $3320.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| International Bank for Reconstruction & Development                                  | IBRD 3.875 08/28/34                                            | CUSIP: 459058LL5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    250000 | PA      | $243123.73    | 0.01%             | 2034-08-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| The Procter & Gamble Co.                                                             | PG 4.15 10/24/29                                               | CUSIP: 742718GK9<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50284.58     | 0.00%             | 2029-10-24      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| General Mills, Inc.                                                                  | GIS 4.875 01/30/30                                             | CUSIP: 370334DA9<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100664.30    | 0.00%             | 2030-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Applovin Corp.                                                                       | APP 5.5 12/01/34                                               | CUSIP: 03831WAD0<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148758.14    | 0.01%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                          | COR 5.15 02/15/35                                              | CUSIP: 03073EAY1<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100714.33    | 0.00%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                                  | IBRD 4.625 01/15/32 GMTN                                       | CUSIP: 459058LQ4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    250000 | PA      | $257277.17    | 0.01%             | 2032-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Adobe Inc                                                                            | ADBE 5.3 01/17/35                                              | CUSIP: 00724PAK5<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102293.04    | 0.00%             | 2035-01-17      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 5.25 02/03/32                                             | CUSIP: 68389XCZ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98215.77     | 0.00%             | 2032-02-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Mckesson Corp.                                                                       | MCK 4.95 05/30/32                                              | CUSIP: 581557BX2<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50785.56     | 0.00%             | 2032-05-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc.                                                               | TXN 5.1 05/23/35                                               | CUSIP: 882508CM4<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50622.41     | 0.00%             | 2035-05-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| United Parcel Service, Inc.                                                          | UPS 5.25 05/14/35                                              | CUSIP: 911312CJ3<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51097.68     | 0.00%             | 2035-05-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                           | ARESSI 6.35 08/15/29                                           | CUSIP: 04020EAB3<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100319.95    | 0.00%             | 2029-08-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Export Development Canada                                                            | EDC 4 06/20/30                                                 | CUSIP: 30216BKK7<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |    200000 | PA      | $200377.99    | 0.01%             | 2030-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Viper Energy Partners LLC                                                            | VNOM 5.7 08/01/35                                              | CUSIP: 92764MAB0<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100781.00    | 0.00%             | 2035-08-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Puget Energy Inc                                                                     | PSD 5.725 03/15/35                                             | CUSIP: 745310AQ5<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50363.79     | 0.00%             | 2035-03-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Equinix Europe 2 Financing Corp LLC                                                  | EQIX 4.6 11/15/30                                              | CUSIP: 29390XAG9<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99067.47     | 0.00%             | 2030-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                      | IADB 4.125 01/23/36                                            | CUSIP: 4581X0EX2<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    200000 | PA      | $196106.82    | 0.01%             | 2036-01-23      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 1.25 06/30/28                                                | CUSIP: 91282CCH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4725781.25   | 0.18%             | 2028-06-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| AstraZeneca Finance LLC                                                              | AZN 5 02/26/34                                                 | CUSIP: 04636NAN3<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101469.85    | 0.00%             | 2034-02-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 4.25 02/28/31                                                | CUSIP: 91282CKC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $2025937.50   | 0.08%             | 2031-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                               | MSI 5.4 04/15/34                                               | CUSIP: 620076BZ1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101199.29    | 0.00%             | 2034-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Quebec (Province Of)                                                                 | Q 4.5 04/03/29                                                 | CUSIP: 748148M91<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | MUN               | CA        |    150000 | PA      | $152283.01    | 0.01%             | 2029-04-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                    | ES 5.85 04/15/31                                               | CUSIP: 30040WBA5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104332.16    | 0.00%             | 2031-04-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM V5.581 04/22/30                                            | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    250000 | PA      | $257666.50    | 0.01%             | 2030-04-22      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Rithm Capital Corp.                                                                  | Rithm Capital Corp. COM NPV                                    | CUSIP: 64828T201<br>LEI: 549300WNTHGEO5LP2G31 | Long             | EC               | CORP              | US        |    136100 | NS      | $1290228.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackrock Inc.                                                                       | Blackrock Inc. COM                                             | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Long             | EC               | CORP              | US        |       500 | NS      | $480855.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp                                                                     | DUK 5.45 06/15/34                                              | CUSIP: 26441CCE3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51107.03     | 0.00%             | 2034-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Shell Finance US Inc.                                                                | RDSALN 4.125 05/11/35 *                                        | CUSIP: 822905AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $47406.88     | 0.00%             | 2035-05-11      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| General Mills, Inc.                                                                  | GIS 5.25 01/30/35                                              | CUSIP: 370334DB7<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98847.65     | 0.00%             | 2035-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co.                                                                   | COP 5 01/15/35                                                 | CUSIP: 20826FBL9<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150528.74    | 0.01%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                                   | NRUC 4.95 02/07/30                                             | CUSIP: 63743HFX5<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50867.82     | 0.00%             | 2030-02-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                               | TFC V5.071 05/20/31 MTN                                        | CUSIP: 89788MAU6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101090.13    | 0.00%             | 2031-05-20      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                                      | CAT 5.2 05/15/35                                               | CUSIP: 149123CL3<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102442.50    | 0.00%             | 2035-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| The Toronto-Dominion Bank                                                            | TD 4.808 06/03/30 MTN                                          | CUSIP: 89115KAB6<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    125000 | PA      | $126033.72    | 0.00%             | 2030-06-03      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| GE Aerospace                                                                         | GE 4.3 07/29/30                                                | CUSIP: 369604BZ5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99760.22     | 0.00%             | 2030-07-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd Finance Corp.                                                              | BG 4.55 08/04/30                                               | CUSIP: 120568BQ2<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99541.26     | 0.00%             | 2030-08-04      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corporation                                                          | LMT 5 08/15/35                                                 | CUSIP: 539830CM9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75675.38     | 0.00%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Essential Utilities Inc                                                              | WTRG 5.25 08/15/35                                             | CUSIP: 29670GAK8<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49932.07     | 0.00%             | 2035-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline L.P.                                                    | PAA 4.7 01/15/31                                               | CUSIP: 72650RBR2<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99695.67     | 0.00%             | 2031-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 3.75 10/31/32                                                | CUSIP: 91282CPF2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $979179.69    | 0.04%             | 2032-10-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                                  | IBRD 1e-06 10/28/30                                            | CUSIP: U4586CVN1<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    365000 | PA      | $358362.11    | 0.01%             | 2030-10-28      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Baxter International, Inc.                                                           | BAX 4.9 12/15/30                                               | CUSIP: 071813DD8<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49355.40     | 0.00%             | 2030-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Corning Incorporated                                                                 | Corning Incorporated COM USD0.50                               | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |     56345 | NS      | $7661229.65   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Company                                                                      | Deere & Company COM USD1                                       | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |      4230 | NS      | $2382759.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories                                                                  | Abbott Laboratories COM NPV                                    | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |     11625 | NS      | $1193538.75   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc.                                                                           | Amgen Inc. COM USD0.0001                                       | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |      5658 | NS      | $1990767.30   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Notes                                                         | T 4.125 11/15/32                                               | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $4001406.24   | 0.15%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 3.5 04/30/28                                                 | CUSIP: 91282CHA2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4968359.40   | 0.19%             | 2028-04-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 4.25 02/28/29                                                | CUSIP: 91282CKD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5057421.90   | 0.19%             | 2029-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ING Groep N.V.                                                                       | INTNED V5.335 03/19/30                                         | CUSIP: 456837BL6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $204239.15    | 0.01%             | 2030-03-19      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                               | SRE V6.875 10/01/54                                            | CUSIP: 816851BS7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50538.35     | 0.00%             | 2054-10-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Agco Corporation                                                                     | AGCO 5.8 03/21/34                                              | CUSIP: 001084AS1<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102170.27    | 0.00%             | 2034-03-21      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Amphenol Corporation                                                                 | APH 5.05 04/05/29                                              | CUSIP: 032095AP6<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51057.16     | 0.00%             | 2029-04-05      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc.                                                  | MUFG V5.258 04/17/30                                           | CUSIP: 606822DE1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $203516.56    | 0.01%             | 2030-04-17      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Ontario (Province Of)                                                                | ONT 5.05 04/24/34                                              | CUSIP: 683234AV0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | MUN               | CA        |    100000 | PA      | $103904.03    | 0.00%             | 2034-04-24      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                    | EPD 4.95 02/15/35                                              | CUSIP: 29379VCG6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99692.20     | 0.00%             | 2035-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| The Sherwin-Williams Company                                                         | SHW 4.55 03/01/28 *                                            | CUSIP: 824348BS4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50192.40     | 0.00%             | 2028-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                     | DUK V6.45 09/01/54                                             | CUSIP: 26441CCG8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103264.20    | 0.00%             | 2054-09-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Companies, Inc.                                                     | MRSH 4.65 03/15/30                                             | CUSIP: 571748CA8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100713.16    | 0.00%             | 2030-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Stryker Corporation                                                                  | SYK 5.2 02/10/35                                               | CUSIP: 863667BM2<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101257.07    | 0.00%             | 2035-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| HA Sustainable Infrastructure Capital Inc                                            | HASI 6.375 07/01/34                                            | CUSIP: 41068XAF7<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50331.06     | 0.00%             | 2034-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                           | TVA 4.875 05/15/35                                             | CUSIP: 880591FD9<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    160000 | PA      | $164427.82    | 0.01%             | 2035-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc.                                                                        | QCOM 5 05/20/35                                                | CUSIP: 747525BW2<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49923.97     | 0.00%             | 2035-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Corp.                                                                   | TOYOTA 5.053 06/30/35                                          | CUSIP: 892331AV1<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $202290.46    | 0.01%             | 2035-06-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Teledyne Technologies Inc                                                            | Teledyne Technologies Inc COM USD0.01                          | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |      5700 | NS      | $3448557.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Co (The)                                                                   | Coca-Cola Co (The) COM USD0.25                                 | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |     22804 | NS      | $1734244.20   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                                                                         | AVGO 5.2 07/15/35                                              | CUSIP: 11135FCM1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100779.84    | 0.00%             | 2035-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Pepsico Inc                                                                          | PEP 4.3 07/23/30                                               | CUSIP: 713448GH5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100253.75    | 0.00%             | 2030-07-23      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Walt Disney Company                                                                  | Walt Disney Company COM DISNEY USD0.01                         | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |    428902 | NS      | $41337574.76  | 1.58%             |  |  |  | No            |                  1 | On Loan: No      |
| eBay Inc.                                                                            | eBay Inc. COM USD0.001                                         | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |       100 | NS      | $9102.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com, Inc.                                                                     | AMZN 4.1 11/20/30                                              | CUSIP: 023135CT1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197656.50    | 0.01%             | 2030-11-20      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS V4.516 01/21/32                                             | CUSIP: 38145GAR1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    125000 | PA      | $123105.24    | 0.00%             | 2032-01-21      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Company                                                     | SRE 4.95 08/15/28                                              | CUSIP: 797440CE2<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152375.52    | 0.01%             | 2028-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Booz Allen Hamilton Inc                                                              | BAH 5.95 08/04/33                                              | CUSIP: 09951LAC7<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102051.00    | 0.00%             | 2033-08-04      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 4.375 11/30/28                                               | CUSIP: 91282CJN2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $3041484.36   | 0.12%             | 2028-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ING Groep N.V.                                                                       | INTNED V5.55 03/19/35                                          | CUSIP: 456837BM4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $203138.88    | 0.01%             | 2035-03-19      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                             | JBIC 4.625 07/22/27                                            | CUSIP: 471048DB1<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    200000 | PA      | $201559.09    | 0.01%             | 2027-07-22      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                           | OXY 5.55 10/01/34                                              | CUSIP: 674599EL5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101696.10    | 0.00%             | 2034-10-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Cullen/Frost Bankers, Inc.                                                           | Cullen/Frost Bankers, Inc. COM USD0.01                         | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Long             | EC               | CORP              | US        |     16900 | NS      | $2316652.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Moodys Corp.                                                                         | Moodys Corp. COM USD0.01                                       | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |      2900 | NS      | $1265125.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                                                                   | META 4.75 08/15/34                                             | CUSIP: 30303M8U9<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98911.44     | 0.00%             | 2034-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                                  | IBRD 3.875 10/16/29                                            | CUSIP: 459058LN1<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    200000 | PA      | $200072.07    | 0.01%             | 2029-10-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ON Semiconductor Corp.                                                               | ON Semiconductor Corp. COM USD0.01                             | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |       100 | NS      | $6192.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Illinois Tool Works Inc.                                                             | Illinois Tool Works Inc. COM USD0.01                           | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |    107600 | NS      | $28007204.00  | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Holdings PLC                                                                    | HSBC V5.286 11/19/30                                           | CUSIP: 404280EN5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $203630.15    | 0.01%             | 2030-11-19      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                             | EIB 4.5 03/14/30                                               | CUSIP: 298785KG0<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    300000 | PA      | $306543.02    | 0.01%             | 2030-03-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Adobe Inc                                                                            | ADBE 4.95 01/17/30                                             | CUSIP: 00724PAJ8<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102090.84    | 0.00%             | 2030-01-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| American Express Company                                                             | AXP V5.442 01/30/36                                            | CUSIP: 025816DZ9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61077.25     | 0.00%             | 2036-01-30      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Expeditors International Of Washington Inc.                                          | Expeditors International Of Washington Inc. COM USD0.01        | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |      4800 | NS      | $687504.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot Inc.                                                                      | Home Depot Inc. COM USD0.05                                    | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |       600 | NS      | $197334.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Stryker Corporation                                                                  | SYK 4.7 02/10/28                                               | CUSIP: 863667BK6<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100857.45    | 0.00%             | 2028-02-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Stryker Corporation                                                                  | SYK 4.85 02/10/30                                              | CUSIP: 863667BL4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101361.27    | 0.00%             | 2030-02-10      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Israel (State Of)                                                                    | ISRAEL 5.625 02/19/35 10Y                                      | CUSIP: 46514Y8B6<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    200000 | PA      | $203370.97    | 0.01%             | 2035-02-19      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Interstate Power & Light Company                                                     | LNT 5.6 06/29/35                                               | CUSIP: 461070AX2<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51224.97     | 0.00%             | 2035-06-29      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                                                    | Intel Corporation COM USD0.001                                 | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |       100 | NS      | $4413.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                                                                    | Johnson & Johnson COM USD1.00                                  | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |    249801 | NS      | $61061356.44  | 2.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Sutter Health                                                                        | SUTHEA 5.213 08/15/32 2025                                     | CUSIP: 86944BAP8<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51201.24     | 0.00%             | 2032-08-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc                                                 | GM 5.45 07/15/30                                               | CUSIP: 37045XFJ0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51179.54     | 0.00%             | 2030-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| W. P. Carey Inc                                                                      | WPC 4.65 07/15/30                                              | CUSIP: 92936UAN9<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49676.33     | 0.00%             | 2030-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Pepsico Inc                                                                          | PEP 5 07/23/35                                                 | CUSIP: 713448GK8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50598.99     | 0.00%             | 2035-07-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                      | Eli Lilly & Co. COM NPV                                        | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |     62541 | NS      | $57523335.57  | 2.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp.                                                                        | Chevron Corp. COM USD0.75                                      | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    110662 | NS      | $22895967.80  | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv Inc.                                                                          | FISV 5.25 08/11/35                                             | CUSIP: 337738BQ0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97251.41     | 0.00%             | 2035-08-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                     | DUK 4.95 09/15/35                                              | CUSIP: 26441CCJ2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97484.48     | 0.00%             | 2035-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                       | C V5.174 09/11/36                                              | CUSIP: 172967QH7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99129.22     | 0.00%             | 2036-09-11      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Amphenol Corporation                                                                 | APH 4.125 11/15/30                                             | CUSIP: 032095AY7<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98524.36     | 0.00%             | 2030-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Amphenol Corporation                                                                 | APH 4.625 02/15/36                                             | CUSIP: 032095BA8<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96702.80     | 0.00%             | 2036-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                     | AMZN 4.65 11/20/35                                             | CUSIP: 023135CV6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    250000 | PA      | $245137.07    | 0.01%             | 2035-11-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Intuit Inc                                                                           | Intuit Inc COM USD0.01                                         | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |      7500 | NS      | $3242850.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                                                                    | Johnson & Johnson COM USD1.00                                  | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     46793 | NS      | $11438080.92  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                                       | MS V5.314 01/18/41                                             | CUSIP: 61748UAP7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96532.25     | 0.00%             | 2041-01-18      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 3.375 05/15/33                                               | CUSIP: 91282CHC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1905234.38   | 0.07%             | 2033-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 4.875 10/31/30                                               | CUSIP: 91282CJG7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $3116835.93   | 0.12%             | 2030-10-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 4 01/31/29                                                   | CUSIP: 91282CJW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $4018125.00   | 0.15%             | 2029-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 4 01/31/31                                                   | CUSIP: 91282CJX0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $2004062.50   | 0.08%             | 2031-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt Fuer Wiederaufbau                                                      | KFW 4.375 02/28/34                                             | CUSIP: 500769KD5<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | NUSS              | DE        |    200000 | PA      | $201988.38    | 0.01%             | 2034-02-28      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Paccar Financial Corp                                                                | PCAR 5 03/22/34 mtn                                            | CUSIP: 69371RS98<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50532.17     | 0.00%             | 2034-03-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                             | DE 5.1 04/11/34 MTN                                            | CUSIP: 24422EXP9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101813.70    | 0.00%             | 2034-04-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                               | FANG 5.4 04/18/34                                              | CUSIP: 25278XAZ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101519.69    | 0.00%             | 2034-04-18      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                      | LLY 4.15 08/14/27                                              | CUSIP: 532457CP1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100125.90    | 0.00%             | 2027-08-14      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc.                                                    | PNC V4.812 10/21/32                                            | CUSIP: 693475CA1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99667.39     | 0.00%             | 2032-10-21      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Incorporated                                                   | HBAN V5.272 01/15/31                                           | CUSIP: 446150BE3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203031.09    | 0.01%             | 2031-01-15      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                               | SRE V6.625 04/01/55                                            | CUSIP: 816851BU2<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49998.38     | 0.00%             | 2055-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Pepsico Inc                                                                          | PEP 5 02/07/35                                                 | CUSIP: 713448GC6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101240.29    | 0.00%             | 2035-02-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                                | IBM 5.2 02/10/35 ..                                            | CUSIP: 459200LJ8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100515.72    | 0.00%             | 2035-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                      | IADB 4.375 07/16/35 GMTN                                       | CUSIP: 4581X0EW4<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    100000 | PA      | $100303.74    | 0.00%             | 2035-07-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Trustees of Dartmouth College                                                        | DARMTH 4.273 06/01/30                                          | CUSIP: 89837RAE2<br>LEI: JVPL1XBV6YI9538FWQ05 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49969.94     | 0.00%             | 2030-06-01      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                                           | HLEND 5.45 11/15/30 144A                                       | CUSIP: 40440VAS4<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191247.16    | 0.01%             | 2030-11-15      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| The Cigna Group                                                                      | CI 5.25 01/15/36                                               | CUSIP: 125523CZ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70090.21     | 0.00%             | 2036-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Limited                                                   | CNQCN 5 12/15/29                                               | CUSIP: 136385BD2<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $101534.03    | 0.00%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                                  | GPN 4.5 11/15/28                                               | CUSIP: 37940XAV4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49510.42     | 0.00%             | 2028-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| The Charles Schwab Corporation                                                       | SCHW V4.343 11/14/31                                           | CUSIP: 808513CK9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98887.15     | 0.00%             | 2031-11-14      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc.                                                               | Micron Technology Inc. COM USD0.10                             | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |      4857 | NS      | $1640888.88   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI Corp                                                                             | UGI Corp COM NPV                                               | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |    123500 | NS      | $4497870.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| NiSource Inc.                                                                        | NI 5.25 03/30/28                                               | CUSIP: 65473PAN5<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101576.48    | 0.00%             | 2028-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                         | TMO 4.977 08/10/30                                             | CUSIP: 883556CW0<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255473.70    | 0.01%             | 2030-08-10      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| The Hartford Insurance Group Inc.                                                    | The Hartford Insurance Group Inc. COM USD0.01                  | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |     11600 | NS      | $1568668.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Landstar System Inc.                                                                 | Landstar System Inc. COM USD0.01                               | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               | CORP              | US        |     20900 | NS      | $3350479.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices Inc.                                                                  | ADI 5.05 04/01/34                                              | CUSIP: 032654BB0<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102016.50    | 0.00%             | 2034-04-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group Inc                                                        | JEF 6.2 04/14/34                                               | CUSIP: 47233WEJ4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101981.19    | 0.00%             | 2034-04-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                               | TFC V5.153 08/05/32 MTN                                        | CUSIP: 89788MAT9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101314.21    | 0.00%             | 2032-08-05      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                         | MAR 5.35 03/15/35                                              | CUSIP: 571903BS1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50325.51     | 0.00%             | 2035-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                                               | ROP 4.75 02/15/32                                              | CUSIP: 776696AH9<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98815.52     | 0.00%             | 2032-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                                               | ROP 4.5 10/15/29                                               | CUSIP: 776696AG1<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99420.20     | 0.00%             | 2029-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS V5.016 10/23/35                                             | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98150.37     | 0.00%             | 2035-10-23      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Company of New York, Inc.                                        | ED 5.125 03/15/35                                              | CUSIP: 209111GM9<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50272.10     | 0.00%             | 2035-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                                                | CAH 5.35 11/15/34                                              | CUSIP: 14149YBS6<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100920.06    | 0.00%             | 2034-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                          | COR 4.625 12/15/27                                             | CUSIP: 03073EAV7<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100346.90    | 0.00%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                             | EIB 4.625 02/12/35                                             | CUSIP: 298785KH8<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    150000 | PA      | $153652.22    | 0.01%             | 2035-02-12      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                                  | NEE V6.5 08/15/55 .                                            | CUSIP: 65339KDF4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103192.50    | 0.00%             | 2055-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corporation                                                            | Union Pacific Corporation COM USD2.50                          | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |      8800 | NS      | $2135056.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexstar Media Group Inc                                                              | Nexstar Media Group Inc COM USD0.01 CL'A'                      | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |       600 | NS      | $108498.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cencora Inc                                                                          | Cencora Inc COM USD0.01                                        | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |      4600 | NS      | $1445044.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cencora Inc                                                                          | Cencora Inc COM USD0.01                                        | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |         1 | NS      | $314.14       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corporation                                                            | UNP 5.1 02/20/35                                               | CUSIP: 907818GG7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50887.49     | 0.00%             | 2035-02-20      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Woodside Finance Ltd.                                                                | WDSAU 6 05/19/35                                               | CUSIP: 980236AV5<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    100000 | PA      | $104210.38    | 0.00%             | 2035-05-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc                                                 | GM 6.15 07/15/35                                               | CUSIP: 37045XFK7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51704.68     | 0.00%             | 2035-07-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                           | ARESSI 5.6 02/15/30                                            | CUSIP: 04020EAD9<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97304.82     | 0.00%             | 2030-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                         | AVGO 4.6 07/15/30                                              | CUSIP: 11135FCK5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150746.21    | 0.01%             | 2030-07-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                 | RY V4.696 08/06/31                                             | CUSIP: 78017DAM0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $199555.04    | 0.01%             | 2031-08-06      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Limited                                                   | CNQCN 5.4 12/15/34                                             | CUSIP: 136385BE0<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $101159.30    | 0.00%             | 2034-12-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                                  | GPN 4.875 11/15/30                                             | CUSIP: 37940XAW2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98204.08     | 0.00%             | 2030-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                                  | GPN 5.55 11/15/35                                              | CUSIP: 37940XAY8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96363.87     | 0.00%             | 2035-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 3.75 01/31/31                                                | CUSIP: 91282CPW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4957421.90   | 0.19%             | 2031-01-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                                      | Microsoft Corp. COM USD0.00000625                              | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     64950 | NS      | $24042541.50  | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp.                                                                      | Microsoft Corp. COM USD0.00000625                              | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     37569 | NS      | $13906916.73  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Millicom International Cellular SA                                                   | Millicom International Cellular SA COM USD1.50                 | CUSIP: L6388F110<br>LEI: 549300CTHC1CP86P2G96 | Long             | EC               | CORP              | LU        |     25800 | NS      | $1933452.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HNI Corp                                                                             | HNI Corp COM USD1                                              | CUSIP: 404251100<br>LEI: 549300SKRADLC4O5HV93 | Long             | EC               | CORP              | US        |    160000 | NS      | $5342400.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| National Fuel Gas Company                                                            | National Fuel Gas Company COM USD1                             | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |      3800 | NS      | $357048.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Co.                                                                         | Southern Co. COM USD5                                          | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |     33500 | NS      | $3233420.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy, Inc.                                                                     | NRG Energy, Inc. COM USD0.01                                   | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |      3100 | NS      | $453034.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LyondellBasell Industries NV                                                         | LyondellBasell Industries NV COM EUR0.04 CLASS 'A'             | CUSIP: N53745100<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | NL        |     20200 | NS      | $1627312.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                                                                       | Public Storage COM USD0.10                                     | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EC               | CORP              | US        |      8200 | NS      | $2221216.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group, Inc.                                                                   | Altria Group, Inc. COM USD0.333333                             | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |     20400 | NS      | $1346196.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| The Western Union Company                                                            | The Western Union Company COM STK USD0.01                      | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |    436300 | NS      | $3808899.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp.                                                                    | Exxon Mobil Corp. COM NPV                                      | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     16300 | NS      | $2765458.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corporation                                                            | Union Pacific Corporation COM USD2.50                          | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |      9066 | NS      | $2199592.92   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliant Energy Corporation                                                           | Alliant Energy Corporation COM USD0.01                         | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |     14800 | NS      | $1062048.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc.                                                                       | Citigroup Inc. COM USD0.01                                     | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |       700 | NS      | $79387.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Iridium Communications, Inc.                                                         | Iridium Communications, Inc. COM USD0.001                      | CUSIP: 46269C102<br>LEI: 549300U620NVQ4J1CT96 | Long             | EC               | CORP              | US        |     16300 | NS      | $452162.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Ltd                                                                          | Invesco Ltd COM STK USD0.20                                    | CUSIP: G491BT108<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               | CORP              | BM        |    128000 | NS      | $3109120.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International Inc.                                                     | Philip Morris International Inc. COM NPV                       | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |     16800 | NS      | $2777712.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc.                                                                        | Alphabet Inc. CAP USD0.001 CL C                                | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     18855 | NS      | $5408745.30   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde PLC                                                                            | Linde PLC COM EUR0.001                                         | CUSIP: G54950103<br>LEI: 5299003QR1WT0EF88V51 | Long             | EC               | CORP              | IE        |       300 | NS      | $148728.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Energy Corp.                                                           | Constellation Energy Corp. COM                                 | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |       800 | NS      | $223400.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GE Aerospace                                                                         | GE Aerospace COM NEW                                           | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |      1900 | NS      | $539163.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ASML Holding N.V.                                                                    | ASML Holding N.V. NY REGISTRY SHS                              | CUSIP: N07059210<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |     10917 | NS      | $14419501.11  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Starwood Property Trust, Inc.                                                        | Starwood Property Trust, Inc. COM USD0.01                      | CUSIP: 85571B105<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | EC               | CORP              | US        |    222300 | NS      | $3828006.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| The Wendys Company                                                                   | The Wendys Company COM USD0.10                                 | CUSIP: 95058W100<br>LEI: 529900M0JIUCMWVKHG76 | Long             | EC               | CORP              | US        |    219400 | NS      | $1524830.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorola Solutions Inc                                                               | Motorola Solutions Inc COM USD0.01                             | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |      6400 | NS      | $2777408.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Veralto Corp.                                                                        | Veralto Corp. COM SHS                                          | CUSIP: 92338C103<br>LEI: 635400FJE6GSOJUSNY27 | Long             | EC               | CORP              | US        |     26200 | NS      | $2316604.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corporation                                                             | Lam Research Corporation COM NEW                               | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |      1100 | NS      | $235026.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa Inc                                                                             | Visa Inc COM STK USD0.0001                                     | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     10830 | NS      | $3273259.20   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                                                                   | Meta Platforms Inc COM USD0.000006 CL 'A'                      | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     16975 | NS      | $9711906.75   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| ASML Holding N.V.                                                                    | ASML Holding N.V. NY REGISTRY SHS                              | CUSIP: N07059210<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |       604 | NS      | $797781.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GE Vernova Inc.                                                                      | GE Vernova Inc. COM                                            | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |       300 | NS      | $261870.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc.                                                                          | AbbVie Inc. COM USD0.01                                        | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     41023 | NS      | $8922092.27   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Realty Investment Trust                                                      | Federal Realty Investment Trust SH BEN INT NEW                 | CUSIP: 313745101<br>LEI: 549300FHEI1SLVZ0RB48 | Long             | EC               | CORP              | US        |     29600 | NS      | $3143816.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Suzano Austria GmbH                                                                  | SUZANO 6 01/15/29                                              | CUSIP: 86964WAF9<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    200000 | PA      | $204404.80    | 0.01%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS V3.102 02/24/33                                             | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    500000 | PA      | $451574.44    | 0.02%             | 2033-02-24      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                 | RY 4.24 08/03/27 GMTN                                          | CUSIP: 78016FZS6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $149946.31    | 0.01%             | 2027-08-03      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                         | BACR V7.437 11/02/33                                           | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $279492.64    | 0.01%             | 2033-11-02      | Fixed         | 7.44%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                 | RY 6 11/01/27 MTN                                              | CUSIP: 78016FZU1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $256448.28    | 0.01%             | 2027-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| American Express Company                                                             | AXP 5.85 11/05/27                                              | CUSIP: 025816DB2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153560.88    | 0.01%             | 2027-11-05      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                              | UNH 5.35 02/15/33                                              | CUSIP: 91324PER9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102668.15    | 0.00%             | 2033-02-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co, Inc.                                                     | AEP 5.95 11/01/32                                              | CUSIP: 025537AW1<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    150000 | PA      | $158346.96    | 0.01%             | 2032-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                    | HSBC V7.39 11/03/28                                            | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $260592.94    | 0.01%             | 2028-11-03      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| Poland (Republic of)                                                                 | POLAND 5.75 11/16/32 10Y                                       | CUSIP: 857524AE2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    250000 | PA      | $262620.38    | 0.01%             | 2032-11-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                                  | NEE 5 02/28/30                                                 | CUSIP: 65339KCN8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152416.76    | 0.01%             | 2030-02-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Apple Inc.                                                                           | AAPL 4 05/10/28                                                | CUSIP: 037833ET3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250297.96    | 0.01%             | 2028-05-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                                                   | R 5.25 06/01/28 MTN                                            | CUSIP: 78355HKW8<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152394.49    | 0.01%             | 2028-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Eaton Corp.                                                                          | ETN 4.35 05/18/28                                              | CUSIP: 278062AK0<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150360.90    | 0.01%             | 2028-05-18      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                            | NEE 4.625 05/15/30                                             | CUSIP: 341081GP6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151453.70    | 0.01%             | 2030-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia                                                                  | BNS 5.25 06/12/28                                              | CUSIP: 06418GAD9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $153018.99    | 0.01%             | 2028-06-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GE Healthcare Technologies Inc.                                                      | GEHC 5.65 11/15/27                                             | CUSIP: 36267VAF0<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152979.47    | 0.01%             | 2027-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt Fuer Wiederaufbau                                                      | KFW 4.125 07/15/33                                             | CUSIP: 500769JY1<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | NUSS              | DE        |    200000 | PA      | $199399.67    | 0.01%             | 2033-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Northern Institutional Funds                                                         | Northern Institutional Funds TREAS PRT PRMR                    | CUSIP: 665279873<br>LEI: 549300Y178DO5JBR1S04 | Long             | STIV             | RF                | US        |   1774291 | NS      | $1774291.43   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG New York Branch                                                     | DB V3.742 01/07/33                                             | CUSIP: 25160PAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |    250000 | PA      | $227854.77    | 0.01%             | 2033-01-07      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Yamana Gold Inc                                                                      | YRICN 2.63 08/15/31                                            | CUSIP: 98462YAF7<br>LEI: 54930002VY22NXG01418 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $132971.86    | 0.01%             | 2031-08-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                          | COF V5.247 07/26/30                                            | CUSIP: 14040HCV5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152028.19    | 0.01%             | 2030-07-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                    | HSBC V5.402 08/11/33                                           | CUSIP: 404280DH9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $253903.38    | 0.01%             | 2033-08-11      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 4.65 05/06/30                                             | CUSIP: 68389XCN3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146601.33    | 0.01%             | 2030-05-06      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                          | COF V5.468 02/01/29                                            | CUSIP: 14040HCX1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152265.08    | 0.01%             | 2029-02-01      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp.                                                                        | USB V4.653 02/01/29                                            | CUSIP: 91159HJK7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150686.15    | 0.01%             | 2029-02-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                   | TMUS 5.05 07/15/33                                             | CUSIP: 87264ACY9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251731.42    | 0.01%             | 2033-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc.                                                               | MU 5.875 02/09/33                                              | CUSIP: 595112BZ5<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    250000 | PA      | $267231.80    | 0.01%             | 2033-02-09      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                                  | NEE 5.05 02/28/33                                              | CUSIP: 65339KCP3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151389.90    | 0.01%             | 2033-02-28      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co.                                                          | SRE 5.2 06/01/33                                               | CUSIP: 842434CZ3<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101752.86    | 0.00%             | 2033-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Southern Co.                                                                         | SO 5.2 06/15/33                                                | CUSIP: 842587DR5<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151502.88    | 0.01%             | 2033-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Sutter Health                                                                        | SUTHEA 5.164 08/15/33                                          | CUSIP: 86944BAK9<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101449.72    | 0.00%             | 2033-08-15      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                             | DE 4.7 06/10/30 MTN                                            | CUSIP: 24422EWZ8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151979.76    | 0.01%             | 2030-06-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Dollar General Corporation                                                           | DG 5.2 07/05/28                                                | CUSIP: 256677AN5<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252742.26    | 0.01%             | 2028-07-05      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Mckesson Corp.                                                                       | MCK 5.1 07/15/33                                               | CUSIP: 581557BU8<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101896.09    | 0.00%             | 2033-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AES Corp.                                                                            | AES Corp. COM USD0.01                                          | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |    157900 | NS      | $2224811.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp.                                                                         | NVIDIA Corp. COM USD0.001                                      | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |    136525 | NS      | $23809960.00  | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Robert Half Inc.                                                                     | Robert Half Inc. COM USD0.001                                  | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |    131200 | NS      | $3332480.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| American Financial Group, Inc.                                                       | American Financial Group, Inc. COM NPV                         | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |      9800 | NS      | $1251558.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| International Flavors & Fragrances Inc.                                              | International Flavors & Fragrances Inc. COM USD0.125           | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |     30000 | NS      | $2176500.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corp.                                                                            | KLA Corp. COM USD0.001                                         | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |      1300 | NS      | $1914133.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corp.                                                                            | KLA Corp. COM USD0.001                                         | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |      1700 | NS      | $2503097.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln National Corp.                                                               | Lincoln National Corp. COM NPV                                 | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |     15600 | NS      | $553800.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MGM Resorts International                                                            | MGM Resorts International COM USD0.01                          | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |       100 | NS      | $3701.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp.                                                                     | McDonald's Corp. COM USD0.01                                   | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |     14300 | NS      | $4444297.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp.                                                                      | Microsoft Corp. COM USD0.00000625                              | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     65602 | NS      | $24283892.34  | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Microchip Technology Incorporated                                                    | Microchip Technology Incorporated COM USD0.001                 | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |       100 | NS      | $6461.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nestle SA                                                                            | Nestle SA SPON ADR REPR 1 COM CHF0.10                          | CUSIP: 641069406<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |       100 | NS      | $9910.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Verisk Analytics, Inc.                                                               | Verisk Analytics, Inc. COM USD0.001                            | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |     11800 | NS      | $2239050.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway Inc.                                                              | Berkshire Hathaway Inc. COM USD0.0033 CLASS'B'                 | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |      1700 | NS      | $814640.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Generac Holdings Inc.                                                                | Generac Holdings Inc. COM USD0.01                              | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |       100 | NS      | $19533.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cboe Global Markets Inc                                                              | Cboe Global Markets Inc COM USD0.01                            | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |      5100 | NS      | $1433457.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamar Advertising Company                                                            | Lamar Advertising Company COM USD0.001 CL A                    | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               | CORP              | US        |     20800 | NS      | $2634528.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Trust Corporation                                                           | Northern Trust Corporation COM USD1.666                        | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |      3400 | NS      | $474538.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co.                                                                    | Wells Fargo & Co. COM USD1.666                                 | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |    112034 | NS      | $8919026.74   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co.                                                                    | Wells Fargo & Co. COM USD1.666                                 | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |    258166 | NS      | $20552595.26  | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co.                                                                    | Wells Fargo & Co. COM USD1.666                                 | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |      9100 | NS      | $724451.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corporation                                                                    | Nucor Corporation COM USD0.40                                  | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |     37984 | NS      | $6423094.40   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corp.                                                           | Occidental Petroleum Corp. COM USD0.20                         | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |       100 | NS      | $6500.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Qorvo Inc                                                                            | Qorvo Inc COM USD0.0001                                        | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |       100 | NS      | $7740.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Axon Enterprise Inc                                                                  | Axon Enterprise Inc COM USD0.00001                             | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |         1 | NS      | $424.69       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OGE Energy Corporation                                                               | OGE Energy Corporation COM USD0.01                             | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |     59200 | NS      | $2839232.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Pepsico Inc                                                                          | Pepsico Inc CAP USD0.016666                                    | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |      4300 | NS      | $667747.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Pepsico Inc                                                                          | Pepsico Inc CAP USD0.016666                                    | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |     42100 | NS      | $6537709.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc.                                                                          | Pfizer Inc. COM USD0.05                                        | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |    293936 | NS      | $8253722.88   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corporation                                                         | Costco Wholesale Corporation COM USD0.01                       | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |      7400 | NS      | $7373582.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Quest Diagnostics Incorporated                                                       | Quest Diagnostics Incorporated COM USD0.01                     | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |      4300 | NS      | $842714.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| The Procter & Gamble Co.                                                             | The Procter & Gamble Co. COM NPV                               | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |     43853 | NS      | $6334127.32   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| The Procter & Gamble Co.                                                             | The Procter & Gamble Co. COM NPV                               | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |     61247 | NS      | $8846516.68   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM Inc.                                                                        | QUALCOMM Inc. COM USD0.0001                                    | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |      2200 | NS      | $283316.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rio Tinto PLC                                                                        | Rio Tinto PLC ADR EACH REP 1 ORD                               | CUSIP: 767204100<br>LEI: 213800YOEO5OQ72G2R82 | Long             | EC               | CORP              | GB        |    110100 | NS      | $10271229.00  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Asian Development Bank                                                               | ASIA 1.75 09/19/29 GMTN                                        | CUSIP: 045167EP4<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    250000 | PA      | $232995.93    | 0.01%             | 2029-09-19      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                                  | CMCSA 3.3 04/01/27                                             | CUSIP: 20030NDK4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198047.43    | 0.01%             | 2027-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                                        | Netflix, Inc. COM USD0.001                                     | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |     14100 | NS      | $1355715.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group Inc                                                             | Simon Property Group Inc COM USD0.0001                         | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |     30200 | NS      | $5633206.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                                                                 | Edison International COM NPV                                   | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |     61400 | NS      | $4493252.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corporation                                                                  | Comcast Corporation COM USD0.01 CL A                           | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |      2400 | NS      | $68904.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                         | Thermo Fisher Scientific Inc COM USD1                          | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |       300 | NS      | $147459.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co., Inc                                                                     | Merck & Co., Inc COM USD0.50                                   | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |       100 | NS      | $12029.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp                                                                     | Duke Energy Corp COM USD0.001                                  | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |       100 | NS      | $13094.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Paycom Software Inc                                                                  | Paycom Software Inc COM USD0.01                                | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Long             | EC               | CORP              | US        |       100 | NS      | $12154.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Sherwin-Williams Company                                                         | SHW 2.95 08/15/29                                              | CUSIP: 824348BJ4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     70000 | PA      | $66717.22     | 0.00%             | 2029-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc.                                                                    | CCI 2.5 07/15/31                                               | CUSIP: 22822VAY7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88094.30     | 0.00%             | 2031-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                                                                | Bath & Body Works Inc COM                                      | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |       100 | NS      | $1867.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN AIRLINES PASS THROUGH TRUS                                                  | AAL 2.875 07/11/34 A                                           | CUSIP: 02379KAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     81232 | PA      | $72583.51     | 0.00%             | 2034-07-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                                                | WSTP V3.02 11/18/36                                            | CUSIP: 961214EX7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    100000 | PA      | $89456.36     | 0.00%             | 2036-11-18      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM V2.545 11/08/32                                            | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    250000 | PA      | $222228.30    | 0.01%             | 2032-11-08      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp.                                                                        | USB V4.548 07/22/28 MTN                                        | CUSIP: 91159HJF8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150134.72    | 0.01%             | 2028-07-22      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                         | BACR V5.746 08/09/33                                           | CUSIP: 06738ECA1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $256685.11    | 0.01%             | 2033-08-09      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp.                                                                         | NVDA 2.85 04/01/30                                             | CUSIP: 67066GAF1<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47467.63     | 0.00%             | 2030-04-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics, Inc.                                                                 | STLD 3.25 01/15/31                                             | CUSIP: 858119BM1<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46837.14     | 0.00%             | 2031-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Diageo Capital PLC                                                                   | DGELN 5.5 01/24/33                                             | CUSIP: 25243YBH1<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $206503.73    | 0.01%             | 2033-01-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co, Inc.                                                     | AEP 5.75 11/01/27                                              | CUSIP: 025537AV3<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152775.21    | 0.01%             | 2027-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| African Development Bank                                                             | AFDB 4.375 11/03/27 GMTN                                       | CUSIP: 00828EEP0<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |    250000 | PA      | $252073.75    | 0.01%             | 2027-11-03      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc.                                                                 | ELV 5.5 10/15/32                                               | CUSIP: 036752AW3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    250000 | PA      | $257645.14    | 0.01%             | 2032-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                                                | WSTP 5.457 11/18/27                                            | CUSIP: 961214FK4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $255103.84    | 0.01%             | 2027-11-18      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                          | EIBKOR 5 01/11/28                                              | CUSIP: 302154DV8<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    250000 | PA      | $254003.29    | 0.01%             | 2028-01-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc.                                                                | WEC 4.75 01/15/28                                              | CUSIP: 92939UAL0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151097.59    | 0.01%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corp.                                                    | BK V4.706 02/01/34                                             | CUSIP: 06406RBP1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148218.58    | 0.01%             | 2034-02-01      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                                | IBM 4.5 02/06/28                                               | CUSIP: 459200KX8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100343.32    | 0.00%             | 2028-02-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Southern Co.                                                                         | SO 4.85 06/15/28                                               | CUSIP: 842587DQ7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151430.28    | 0.01%             | 2028-06-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                             | JBIC 4.625 07/19/28                                            | CUSIP: 471048CX4<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    250000 | PA      | $253379.68    | 0.01%             | 2028-07-19      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                     | NRG Energy, Inc. COM USD0.01                                   | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |       100 | NS      | $14614.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce Inc.                                                                      | Salesforce Inc. COM USD0.001                                   | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |       100 | NS      | $18667.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortinet Inc                                                                         | Fortinet Inc COM USD0.001                                      | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |       100 | NS      | $8172.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Monolithic Power Systems Inc.                                                        | Monolithic Power Systems Inc. COM STK USD0.001                 | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |         1 | NS      | $1093.35      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DexCom Inc                                                                           | DexCom Inc COM USD0.001                                        | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |       100 | NS      | $6280.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chipotle Mexican Grill Inc                                                           | Chipotle Mexican Grill Inc COM USD0.01                         | CUSIP: 169656105<br>LEI: 529900REP5VGTPCP1J71 | Long             | EC               | CORP              | US        |       100 | NS      | $3201.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service, Inc.                                                          | UPS 2.5 09/01/29                                               | CUSIP: 911312BU9<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141809.14    | 0.01%             | 2029-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Peru (Republic Of)                                                                   | PERU 3 01/15/34                                                | CUSIP: 715638DU3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    300000 | PA      | $256005.00    | 0.01%             | 2034-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Panama (Republic of)                                                                 | PANAMA 3.298 01/19/33                                          | CUSIP: 698299BR4<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    250000 | PA      | $217725.00    | 0.01%             | 2033-01-19      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Chile (Republic Of)                                                                  | CHILE 3.5 01/31/34                                             | CUSIP: 168863DV7<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    200000 | PA      | $180250.00    | 0.01%             | 2034-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Warner Bros. Discovery Inc.                                                          | Warner Bros. Discovery Inc. COM SER A                          | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |       100 | NS      | $2746.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Company                                                               | GM 5.6 10/15/32                                                | CUSIP: 37045VAZ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102382.11    | 0.00%             | 2032-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Incorporated                                                   | HBAN V4.443 08/04/28                                           | CUSIP: 446150BB9<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99927.47     | 0.00%             | 2028-08-04      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc.                                                    | PNC V6.037 10/28/33                                            | CUSIP: 693475BJ3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    150000 | PA      | $158643.29    | 0.01%             | 2033-10-28      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                                | ARE 4.75 04/15/35                                              | CUSIP: 015271BA6<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47283.49     | 0.00%             | 2035-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc.                                                                 | ELV 4.75 02/15/33                                              | CUSIP: 28622HAB7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246186.44    | 0.01%             | 2033-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                                                          | OVV 5.65 05/15/28                                              | CUSIP: 69047QAB8<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256725.74    | 0.01%             | 2028-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| The Estee Lauder Companies Inc.                                                      | EL 4.65 05/15/33                                               | CUSIP: 29736RAT7<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98305.04     | 0.00%             | 2033-05-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd New York Branch                                          | NAB 4.9 06/13/28                                               | CUSIP: 63253QAE4<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $253823.36    | 0.01%             | 2028-06-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| National Grid PLC                                                                    | NGGLN 5.602 06/12/28                                           | CUSIP: 636274AD4<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |    150000 | PA      | $153570.34    | 0.01%             | 2028-06-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                    | NWG V5.808 09/13/29                                            | CUSIP: 639057AK4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $205780.71    | 0.01%             | 2029-09-13      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Ciena Corporation                                                                    | Ciena Corporation COM STK USD0.01                              | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |       295 | NS      | $114527.85    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Solar Inc                                                                      | First Solar Inc COM STK USD0.001                               | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |       100 | NS      | $19726.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Inter-American Development Bank                                                      | IADB 0.625 09/16/27                                            | CUSIP: 4581X0DQ8<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    250000 | PA      | $238746.51    | 0.01%             | 2027-09-16      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                          | ABBV 3.2 11/21/29                                              | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    250000 | PA      | $241016.40    | 0.01%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp.                                                                    | Exxon Mobil Corp. COM NPV                                      | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     17800 | NS      | $3019948.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc                                                                            | Tesla Inc COM USD0.001                                         | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |     12926 | NS      | $4805240.50   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc.                                                                       | Citigroup Inc. COM USD0.01                                     | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |       100 | NS      | $11341.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| International Bank for Reconstruction & Development                                  | IBRD 0.875 05/14/30                                            | CUSIP: 459058JC8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    250000 | PA      | $221355.12    | 0.01%             | 2030-05-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Co. / AerCap Global Aviation Trust (AER)  | AER 3 10/29/28                                                 | CUSIP: 00774MAW5<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    150000 | PA      | $144387.67    | 0.01%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                                                              | RSG 2.375 03/15/33                                             | CUSIP: 760759BA7<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86310.98     | 0.00%             | 2033-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                       | C V3.057 01/25/33                                              | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    500000 | PA      | $452168.56    | 0.02%             | 2033-01-25      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                       | MS V2.943 01/21/33                                             | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    250000 | PA      | $224784.53    | 0.01%             | 2033-01-21      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                       | MS V1.794 02/13/32 MTN                                         | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86593.84     | 0.00%             | 2032-02-13      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                          | VZ 1.75 01/20/31                                               | CUSIP: 92343VFR0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87671.68     | 0.00%             | 2031-01-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                                | IBM 4.15 07/27/27                                              | CUSIP: 459200KT7<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149716.19    | 0.01%             | 2027-07-27      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                                                           | PRU V6 09/01/52                                                | CUSIP: 744320BK7<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250613.00    | 0.01%             | 2052-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co.                                                                | CL 3.1 08/15/27                                                | CUSIP: 194162AN3<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98913.47     | 0.00%             | 2027-08-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                    | HSBC V5.21 08/11/28                                            | CUSIP: 404280DG1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $252020.53    | 0.01%             | 2028-08-11      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                                  | CATMED 6.073 11/01/27                                          | CUSIP: 20268JAK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $153729.95    | 0.01%             | 2027-11-01      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| Diageo Capital PLC                                                                   | DGELN 5.3 10/24/27                                             | CUSIP: 25243YBG3<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $253970.04    | 0.01%             | 2027-10-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corporation                                                          | LMT 5.25 01/15/33                                              | CUSIP: 539830BW8<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    250000 | PA      | $260261.60    | 0.01%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                    | HSBC V8.113 11/03/33                                           | CUSIP: 404280DS5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $286218.73    | 0.01%             | 2033-11-03      | Fixed         | 8.11%                 | No            |                  2 | On Loan: No      |
| Indonesia (Republic of)                                                              | INDON 4.85 01/11/33                                            | CUSIP: 455780DR4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    250000 | PA      | $245333.31    | 0.01%             | 2033-01-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 4.9 02/06/33                                              | CUSIP: 68389XCP8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    250000 | PA      | $236922.26    | 0.01%             | 2033-02-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                              | MPLX 5 03/01/33                                                | CUSIP: 55336VBV1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99438.43     | 0.00%             | 2033-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                                  | KMI 5.2 06/01/33                                               | CUSIP: 49456BAX9<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101654.60    | 0.00%             | 2033-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte Ltd.                                               | PFE 4.75 05/19/33                                              | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    250000 | PA      | $249047.51    | 0.01%             | 2033-05-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Amcor Finance (USA) Inc.                                                             | AMCR 5.625 05/26/33                                            | CUSIP: 02343UAJ4<br>LEI: 549300ZMT7FVT8R77U18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102449.79    | 0.00%             | 2033-05-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                            | TOYOTA 4.55 05/17/30 MTN                                       | CUSIP: 89236TKU8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100494.63    | 0.00%             | 2030-05-17      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp.                                                                        | USB V5.775 06/12/29                                            | CUSIP: 91159HJM3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    250000 | PA      | $257144.93    | 0.01%             | 2029-06-12      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp.                                                                        | USB V5.836 06/12/34                                            | CUSIP: 91159HJN1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    250000 | PA      | $260932.59    | 0.01%             | 2034-06-12      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Insulet Corporation                                                                  | Insulet Corporation COM STK USD0.001                           | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |         1 | NS      | $209.84       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Expedia Group Inc                                                                    | Expedia Group Inc COM USD0.001                                 | CUSIP: 30212P303<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | EC               | CORP              | US        |         1 | NS      | $230.89       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Company                                                                           | MMM 2.375 08/26/29                                             | CUSIP: 88579YBJ9<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93765.38     | 0.00%             | 2029-08-26      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                | BAC V2.087 06/14/29 MTN                                        | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    250000 | PA      | $237859.99    | 0.01%             | 2029-06-14      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| Robinhood Markets Inc                                                                | Robinhood Markets Inc COM CL A                                 | CUSIP: 770700102<br>LEI: 213800FS5AO3YWIE6F63 | Long             | EC               | CORP              | US        |         1 | NS      | $69.30        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM V2.963 01/25/33                                            | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    250000 | PA      | $226805.66    | 0.01%             | 2033-01-25      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                                   | NRUC 2.75 04/15/32                                             | CUSIP: 637432NY7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44777.55     | 0.00%             | 2032-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                                  | FITB V4.772 07/28/30                                           | CUSIP: 316773DG2<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150022.57    | 0.01%             | 2030-07-28      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| CSX Corporation                                                                      | CSX 4.1 11/15/32                                               | CUSIP: 126408HU0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96799.43     | 0.00%             | 2032-11-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                                  | GPN 5.4 08/15/32                                               | CUSIP: 37940XAQ5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148758.07    | 0.01%             | 2032-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc.                                                                          | ZTS 5.6 11/16/32                                               | CUSIP: 98978VAV5<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    250000 | PA      | $261730.82    | 0.01%             | 2032-11-16      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| KeyBank National Association                                                         | KEY 5.85 11/15/27 BKNT                                         | CUSIP: 49327M3F9<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255257.22    | 0.01%             | 2027-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt Fuer Wiederaufbau                                                      | KFW 3.75 02/15/28                                              | CUSIP: 500769JW5<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | NUSS              | DE        |    200000 | PA      | $199890.50    | 0.01%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 4.5 05/06/28                                              | CUSIP: 68389XCM5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248843.52    | 0.01%             | 2028-05-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Becton, Dickinson and Company                                                        | BDX 4.693 02/13/28                                             | CUSIP: 075887CQ0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150717.26    | 0.01%             | 2028-02-13      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc.                                                         | HON 4.5 01/15/34                                               | CUSIP: 438516CM6<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98379.08     | 0.00%             | 2034-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AES Corp.                                                                            | AES 5.45 06/01/28                                              | CUSIP: 00130HCH6<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151372.61    | 0.01%             | 2028-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                          | COF V6.377 06/08/34                                            | CUSIP: 14040HDA0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    150000 | PA      | $158079.32    | 0.01%             | 2034-06-08      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                        | F 7.2 06/10/30                                                 | CUSIP: 345397D42<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $210665.71    | 0.01%             | 2030-06-10      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Brookfield Capital Finance LLC                                                       | BNCN 6.087 06/14/33                                            | CUSIP: 11259NAA2<br>LEI: 254900P8CLQEIJ039941 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104292.13    | 0.00%             | 2033-06-14      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| The Toronto-Dominion Bank                                                            | TD 5.523 07/17/28 MTN                                          | CUSIP: 89115A2U5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $153702.15    | 0.01%             | 2028-07-17      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Lam Research Corporation                                                             | Lam Research Corporation COM NEW                               | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |      8100 | NS      | $1730646.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Ltd                                                                          | Invesco Ltd COM STK USD0.20                                    | CUSIP: G491BT108<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               | CORP              | BM        |       100 | NS      | $2429.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce Inc.                                                                      | CRM 1.95 07/15/31                                              | CUSIP: 79466LAJ3<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43662.51     | 0.00%             | 2031-07-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Inc                                                                  | LNG 4.625 10/15/28                                             | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249368.24    | 0.01%             | 2028-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| EchoStar Corp.                                                                       | EchoStar Corp. COM USD0.001 CLASS A                            | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               | CORP              | US        |        35 | NS      | $4097.45      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagate Technology Holdings PLC                                                      | Seagate Technology Holdings PLC ORD SHS                        | CUSIP: G7997R103<br>LEI: 635400RUXIFEZSRU8X70 | Long             | EC               | CORP              | IE        |         1 | NS      | $391.76       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BP Capital Markets America, Inc.                                                     | BPLN 2.721 01/12/32                                            | CUSIP: 10373QBT6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    250000 | PA      | $225907.14    | 0.01%             | 2032-01-12      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Company                                                    | CNRCN 3.85 08/05/32                                            | CUSIP: 136375DC3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $95592.95     | 0.00%             | 2032-08-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                                                    | INTC 4 08/05/29                                                | CUSIP: 458140BZ2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147483.10    | 0.01%             | 2029-08-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                                   | NRUC 5.8 01/15/33                                              | CUSIP: 637432PA7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52909.87     | 0.00%             | 2033-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co. (The)                                                               | DOW 6.3 03/15/33                                               | CUSIP: 260543DG5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    150000 | PA      | $157309.29    | 0.01%             | 2033-03-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                              | UNH 5.3 02/15/30                                               | CUSIP: 91324PEQ1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256972.65    | 0.01%             | 2030-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Realty Income Corporation                                                            | O 4.85 03/15/30                                                | CUSIP: 756109BR4<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252975.85    | 0.01%             | 2030-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp.                                                                        | USB V4.839 02/01/34                                            | CUSIP: 91159HJL5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148241.57    | 0.01%             | 2034-02-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                                | IBM 4.75 02/06/33                                              | CUSIP: 459200KY6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248448.73    | 0.01%             | 2033-02-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte Ltd.                                               | PFE 4.45 05/19/28                                              | CUSIP: 716973AC6<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    250000 | PA      | $251483.77    | 0.01%             | 2028-05-19      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                            | NEE 4.8 05/15/33                                               | CUSIP: 341081GQ4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150101.50    | 0.01%             | 2033-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fortune Brands Innovations Inc                                                       | FBINUS 5.875 06/01/33                                          | CUSIP: 34964CAH9<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103563.48    | 0.00%             | 2033-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                               | TFC V5.867 06/08/34 MTN                                        | CUSIP: 89788MAP7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    150000 | PA      | $156289.13    | 0.01%             | 2034-06-08      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                          | COF V6.312 06/08/29                                            | CUSIP: 14040HCZ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103401.42    | 0.00%             | 2029-06-08      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                             | DE 4.95 07/14/28 MTN                                           | CUSIP: 24422EXB0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101937.85    | 0.00%             | 2028-07-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GE Vernova Inc.                                                                      | GE Vernova Inc. COM                                            | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |      5200 | NS      | $4539080.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| GE Vernova Inc.                                                                      | GE Vernova Inc. COM                                            | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |       300 | NS      | $261870.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp.                                                                         | NVDA 1.55 06/15/28                                             | CUSIP: 67066GAM6<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47499.94     | 0.00%             | 2028-06-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp.                                                                         | NVDA 2 06/15/31                                                | CUSIP: 67066GAN4<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44786.06     | 0.00%             | 2031-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Company                                                     | CP 2.45 12/02/31                                               | CUSIP: 13645RBF0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $88850.15     | 0.00%             | 2031-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Vontier Corporation                                                                  | VNT 2.95 04/01/31                                              | CUSIP: 928881AF8<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |    150000 | PA      | $136397.44    | 0.01%             | 2031-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                | BAC V4.948 07/22/28 MTN                                        | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150968.74    | 0.01%             | 2028-07-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.                                                 | CAT 3.6 08/12/27 MTN                                           | CUSIP: 14913R3A3<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99435.32     | 0.00%             | 2027-08-12      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                                                    | INTC 3.75 08/05/27                                             | CUSIP: 458140BY5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148731.78    | 0.01%             | 2027-08-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                              | UNH 5.25 02/15/28                                              | CUSIP: 91324PEP3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254389.76    | 0.01%             | 2028-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                                  | NEE 4.9 02/28/28                                               | CUSIP: 65339KCM0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151204.54    | 0.01%             | 2028-02-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc.                                                                          | Kenvue Inc. COM                                                | CUSIP: 49177J102<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | EC               | CORP              | US        |    205557 | NS      | $3543802.68   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Ovintiv Inc                                                                          | OVV 6.25 07/15/33                                              | CUSIP: 69047QAC6<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    250000 | PA      | $263780.92    | 0.01%             | 2033-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc                                                                     | MRK 4.05 05/17/28                                              | CUSIP: 58933YBH7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250293.18    | 0.01%             | 2028-05-17      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte Ltd.                                               | PFE 4.65 05/19/30                                              | CUSIP: 716973AD4<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    250000 | PA      | $251896.87    | 0.01%             | 2030-05-19      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| The Charles Schwab Corporation                                                       | SCHW V5.853 05/19/34                                           | CUSIP: 808513CE3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    150000 | PA      | $157539.89    | 0.01%             | 2034-05-19      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                                   | STT V5.159 05/18/34                                            | CUSIP: 857477CC5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151875.62    | 0.01%             | 2034-05-18      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                            | NEE 4.4 05/15/28                                               | CUSIP: 341081GN1<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150601.12    | 0.01%             | 2028-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc.                                                    | PNC V5.582 06/12/29                                            | CUSIP: 693475BR5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256181.62    | 0.01%             | 2029-06-12      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc.                                                  | MUFG V2.309 07/20/32                                           | CUSIP: 606822BX1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $176165.88    | 0.01%             | 2032-07-20      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corporation                                                            | UNP 2.8 02/14/32                                               | CUSIP: 907818FX1<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90938.84     | 0.00%             | 2032-02-14      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                               | EXR 5.5 07/01/30                                               | CUSIP: 30225VAK3<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256448.94    | 0.01%             | 2030-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                       | C V3.785 03/17/33                                              | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    500000 | PA      | $469027.03    | 0.02%             | 2033-03-17      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                     | AMZN 4.7 12/01/32                                              | CUSIP: 023135CR5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252866.17    | 0.01%             | 2032-12-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                     | AMZN 4.65 12/01/29                                             | CUSIP: 023135CQ7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152244.14    | 0.01%             | 2029-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MSA Safety Inc.                                                                      | MSA Safety Inc. COM NPV                                        | CUSIP: 553498106<br>LEI: 529900DVA3258XK11O39 | Long             | EC               | CORP              | US        |      2000 | NS      | $327900.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Starbucks Corp.                                                                      | SBUX 2.25 03/12/30                                             | CUSIP: 855244AW9<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91668.90     | 0.00%             | 2030-03-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                             | V 1.1 02/15/31                                                 | CUSIP: 92826CAN2<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    250000 | PA      | $216299.13    | 0.01%             | 2031-02-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Apple Inc.                                                                           | AAPL 1.65 02/08/31                                             | CUSIP: 037833ED8<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    150000 | PA      | $133865.70    | 0.01%             | 2031-02-08      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Apple Inc.                                                                           | AAPL 1.2 02/08/28                                              | CUSIP: 037833EC0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95231.84     | 0.00%             | 2028-02-08      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Company                                                    | BRKHEC 3.7 07/15/30                                            | CUSIP: 084659AV3<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48589.25     | 0.00%             | 2030-07-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp.                                                   | DELL 5.3 10/01/29                                              | CUSIP: 24703TAG1<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153080.51    | 0.01%             | 2029-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| VMware LLC                                                                           | VMW 1.8 08/15/28                                               | CUSIP: 928563AK1<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47080.35     | 0.00%             | 2028-08-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                                                    | INTC 1.6 08/12/28                                              | CUSIP: 458140BT6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    250000 | PA      | $234254.65    | 0.01%             | 2028-08-12      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                     | BMO V3.088 01/10/37                                            | CUSIP: 06368DH72<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $133394.64    | 0.01%             | 2037-01-10      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| Fortune Brands Innovations Inc                                                       | FBINUS 4 03/25/32                                              | CUSIP: 34964CAF3<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141216.60    | 0.01%             | 2032-03-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Tsmc Arizona Corp.                                                                   | TAISEM 3.875 04/22/27                                          | CUSIP: 872898AF8<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199311.16    | 0.01%             | 2027-04-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                         | TMO 4.8 11/21/27                                               | CUSIP: 883556CT7<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151530.57    | 0.01%             | 2027-11-21      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AES Corp.                                                                            | AES Corp. COM USD0.01                                          | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |       100 | NS      | $1409.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| International Business Machines Corp.                                                | International Business Machines Corp. COM USD0.20              | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |     13200 | NS      | $3199548.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices Inc.                                                                  | Analog Devices Inc. COM USD0.16 2/3                            | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |         1 | NS      | $318.14       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptargroup Inc.                                                                      | Aptargroup Inc. COM USD0.01                                    | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |      5300 | NS      | $667906.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc.                                                                           | Apple Inc. COM USD0.00001                                      | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     91615 | NS      | $23250970.85  | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials Inc.                                                               | Applied Materials Inc. COM USD0.01                             | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |      1100 | NS      | $375969.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Avery Dennison Corporation                                                           | Avery Dennison Corporation COM USD1                            | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |      5600 | NS      | $967008.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | Goldman Sachs Group, Inc. COM USD0.01                          | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |       800 | NS      | $676792.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc.                                                          | Verizon Communications Inc. COM USD0.10                        | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     63100 | NS      | $3167620.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognizant Technology Solutions Corp.                                                 | Cognizant Technology Solutions Corp. COM CL A USD0.01          | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |     22000 | NS      | $1349700.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Company                                                         | Bristol-Myers Squibb Company COM USD0.10                       | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |      7100 | NS      | $430615.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyler Technologies Inc.                                                              | Tyler Technologies Inc. COM USD0.01                            | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               | CORP              | US        |      5500 | NS      | $1883090.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar Inc                                                                      | Caterpillar Inc COM USD1.00                                    | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |    124822 | NS      | $88431394.12  | 3.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Cintas Corporation                                                                   | Cintas Corporation COM NPV                                     | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16400 | NS      | $2773896.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Cirrus Logic, Inc.                                                                   | Cirrus Logic, Inc. COM USD0.001                                | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |      8500 | NS      | $1229270.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems, Inc.                                                                  | Cisco Systems, Inc. COM USD0.001                               | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |      8500 | NS      | $659515.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Packaging Corporation of America                                                     | Packaging Corporation of America COM USD0.01                   | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |      1100 | NS      | $233442.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Company                                                                      | Deere & Company COM USD1                                       | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |       718 | NS      | $404449.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                                       | Morgan Stanley COM USD0.01                                     | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |      1700 | NS      | $279769.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                                                                  | Fifth Third Bancorp COM NPV                                    | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |     36392 | NS      | $1690772.32   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T Bank Corporation                                                                 | M&T Bank Corporation COM USD0.50                               | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |     19000 | NS      | $3927680.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| International Flavors & Fragrances Inc.                                              | International Flavors & Fragrances Inc. COM USD0.125           | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |     89888 | NS      | $6521374.40   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                                                                    | Johnson & Johnson COM USD1.00                                  | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     90715 | NS      | $22174374.60  | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corp.                                                                            | KLA Corp. COM USD0.001                                         | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |       100 | NS      | $147241.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Host Hotels & Resorts Inc                                                            | Host Hotels & Resorts Inc COM STK USD0.01                      | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |     68100 | NS      | $1304796.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Republic International Corporation                                               | Old Republic International Corporation COM USD1                | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |     18400 | NS      | $734160.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp.                                                                         | Oracle Corp. COM USD0.01                                       | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |       200 | NS      | $29422.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp.                                                                         | Oracle Corp. COM USD0.01                                       | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |       100 | NS      | $14711.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc.                                                                          | Pfizer Inc. COM USD0.05                                        | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |    229814 | NS      | $6453177.12   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc.                                                                          | Pfizer Inc. COM USD0.05                                        | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     64590 | NS      | $1813687.20   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| The Procter & Gamble Co.                                                             | The Procter & Gamble Co. COM NPV                               | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |    254100 | NS      | $36702204.00  | 1.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Gold, Inc.                                                                     | Royal Gold, Inc. COM USD0.01                                   | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |      1500 | NS      | $381735.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyworks Solutions, Inc.                                                             | Skyworks Solutions, Inc. COM USD0.25                           | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |       100 | NS      | $5355.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Charles Schwab Corporation                                                       | The Charles Schwab Corporation COM USD0.01                     | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |       100 | NS      | $9398.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Scotts Miracle-Gro Company                                                       | The Scotts Miracle-Gro Company CLASS'A'COM NPV                 | CUSIP: 810186106<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | EC               | CORP              | US        |     27900 | NS      | $1696599.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Inc.                                                               | Texas Instruments Inc. COM USD1.00                             | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |         1 | NS      | $194.14       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group, Inc.                                                                   | Altria Group, Inc. COM USD0.333333                             | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |     36600 | NS      | $2415234.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Vulcan Materials Company                                                             | Vulcan Materials Company COM STK USD1                          | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |     63536 | NS      | $17300852.80  | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                                                                          | Walmart Inc COM USD0.10                                        | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |    281400 | NS      | $34972392.00  | 1.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corp.                                                                | Western Digital Corp. COM USD0.01                              | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |       100 | NS      | $27049.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Carnival Corporation                                                                 | Carnival Corporation UNITS (COMPR 1 COM & 1 TR                 | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | PA        |       100 | NS      | $2588.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis Inc.                                                                          | Zoetis Inc. COM USD0.01 CL 'A'                                 | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |     19213 | NS      | $2271168.73   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange Inc                                                        | Intercontinental Exchange Inc COM USD0.01                      | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |     20500 | NS      | $3224240.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumentum Holdings Inc.                                                               | Lumentum Holdings Inc. COM USD0.001                            | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Long             | EC               | CORP              | US        |       128 | NS      | $89953.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc.                                                                        | Alphabet Inc. CAP USD0.001 CL C                                | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     52325 | NS      | $15009949.50  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Medpace Holdings Inc.                                                                | Medpace Holdings Inc. COM USD0.01                              | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |       900 | NS      | $432171.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Carvana Co                                                                           | Carvana Co COM USD0.001 CL A                                   | CUSIP: 146869102<br>LEI: 5493003WEAK2PJ5WS063 | Long             | EC               | CORP              | US        |      1787 | NS      | $561797.06    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                                                                         | Broadcom Inc COM USD0.001                                      | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |     33600 | NS      | $10399536.00  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                                                                         | Broadcom Inc COM USD0.001                                      | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |     23000 | NS      | $7118730.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergy Inc                                                                           | Evergy Inc COM NPV                                             | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |     32000 | NS      | $2621440.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR & Co Inc.                                                                        | KKR & Co Inc. COM USD0.01                                      | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Long             | EC               | CORP              | US        |       100 | NS      | $9250.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                                | ARE 2.75 12/15/29                                              | CUSIP: 015271AT6<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46639.29     | 0.00%             | 2029-12-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                       | SPGI 2.5 12/01/29                                              | CUSIP: 78409VAP9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    150000 | PA      | $140837.78    | 0.01%             | 2029-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co (The)                                                                   | KO 2 03/05/31                                                  | CUSIP: 191216DK3<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    200000 | PA      | $179697.28    | 0.01%             | 2031-03-05      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Teledyne Technologies Inc                                                            | TDY 2.75 04/01/31                                              | CUSIP: 879360AE5<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |    250000 | PA      | $228843.00    | 0.01%             | 2031-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp.                                                   | DELL 6.2 07/15/30                                              | CUSIP: 24703TAH9<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    150000 | PA      | $158507.26    | 0.01%             | 2030-07-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co.                                                          | SRE 2.95 04/15/27                                              | CUSIP: 842434CW0<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98684.44     | 0.00%             | 2027-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corporation                                               | BRK 2.875 03/15/32                                             | CUSIP: 084664DA6<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92600.13     | 0.00%             | 2032-03-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Lowes Companies, Inc.                                                                | LOW 3.35 04/01/27                                              | CUSIP: 548661EG8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148819.56    | 0.01%             | 2027-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                            | TOYOTA 4.55 09/20/27 MTN                                       | CUSIP: 89236TKJ3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251424.37    | 0.01%             | 2027-09-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc.                                                                      | HD 4.5 09/15/32                                                | CUSIP: 437076CS9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249640.29    | 0.01%             | 2032-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Prologis, L.P.                                                                       | PLD 2.875 11/15/29                                             | CUSIP: 74340XBY6<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    250000 | PA      | $237054.71    | 0.01%             | 2029-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Oneok Inc.                                                                           | OKE 6.1 11/15/32                                               | CUSIP: 682680BG7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $158021.71    | 0.01%             | 2032-11-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                     | PM 5.125 11/17/27                                              | CUSIP: 718172CV9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152011.31    | 0.01%             | 2027-11-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                   | ET 5.55 02/15/28                                               | CUSIP: 29273VAP5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254780.42    | 0.01%             | 2028-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp.                                                                      | SBUX 4.8 02/15/33                                              | CUSIP: 855244BF5<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99612.26     | 0.00%             | 2033-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Sandisk Corporation                                                                  | Sandisk Corporation COM                                        | CUSIP: 80004C200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       780 | NS      | $495565.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Towers Watson Public Limited Company                                          | Willis Towers Watson Public Limited Company COM USD0.000304635 | CUSIP: G96629103<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | IE        |     10100 | NS      | $2936070.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Dropbox Inc                                                                          | Dropbox Inc COM USD0.00001 CL A                                | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               | CORP              | US        |     65500 | NS      | $1488160.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Corteva Inc                                                                          | Corteva Inc COM USD0.01                                        | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |     36700 | NS      | $3072157.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Hasbro Inc                                                                           | HAS 3.9 11/19/29                                               | CUSIP: 418056AZ0<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48798.43     | 0.00%             | 2029-11-19      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Walt Disney Company                                                                  | DIS 3.8 03/22/30                                               | CUSIP: 254687FQ4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147190.37    | 0.01%             | 2030-03-22      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Ontario (Province Of)                                                                | ONT 1.125 10/07/30                                             | CUSIP: 683234AR9<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | MUN               | CA        |    100000 | PA      | $87967.60     | 0.00%             | 2030-10-07      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                          | VZ 2.1 03/22/28                                                | CUSIP: 92343VGH1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96019.37     | 0.00%             | 2028-03-22      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Apple Inc.                                                                           | AAPL 1.4 08/05/28                                              | CUSIP: 037833EH9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    250000 | PA      | $236163.22    | 0.01%             | 2028-08-05      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                                               | HPQ 2.65 06/17/31                                              | CUSIP: 40434LAJ4<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    150000 | PA      | $133403.18    | 0.01%             | 2031-06-17      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Aptiv PLC / Aptiv Corp                                                               | APTV 3.25 03/01/32                                             | CUSIP: 00217GAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    100000 | PA      | $93591.79     | 0.00%             | 2032-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| B.A.T. International Finance PLC                                                     | BATSLN 4.448 03/16/28                                          | CUSIP: 05530QAP5<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    150000 | PA      | $150059.90    | 0.01%             | 2028-03-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                     | DUK 4.3 03/15/28                                               | CUSIP: 26441CBS3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149736.42    | 0.01%             | 2028-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Kyndryl Holdings Inc                                                                 | KD 2.7 10/15/28                                                | CUSIP: 50155QAK6<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    250000 | PA      | $231241.67    | 0.01%             | 2028-10-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Prologis, L.P.                                                                       | PLD 4 09/15/28                                                 | CUSIP: 74340XBX8<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248418.23    | 0.01%             | 2028-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Prologis, L.P.                                                                       | PLD 3.375 12/15/27                                             | CUSIP: 74340XBV2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246535.61    | 0.01%             | 2027-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Illumina Inc                                                                         | ILMN 5.75 12/13/27                                             | CUSIP: 452327AP4<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152913.59    | 0.01%             | 2027-12-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                     | AMZN 4.55 12/01/27                                             | CUSIP: 023135CP9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252208.37    | 0.01%             | 2027-12-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal S.A.                                                                   | MTNA 6.8 11/29/32                                              | CUSIP: 03938LBF0<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    150000 | PA      | $165557.83    | 0.01%             | 2032-11-29      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                     | DUK 5 12/08/27                                                 | CUSIP: 26441CBW4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151595.72    | 0.01%             | 2027-12-08      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Airlines Group Inc                                                          | American Airlines Group Inc COM USD0.01                        | CUSIP: 02376R102<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | EC               | CORP              | US        |       100 | NS      | $1074.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Paypal Holdings Inc.                                                                 | Paypal Holdings Inc. COM USD0.0001                             | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |       100 | NS      | $4523.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Company                                                                  | DIS 6.2 12/15/34                                               | CUSIP: 254687DZ6<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    150000 | PA      | $165229.86    | 0.01%             | 2034-12-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                       | MS V2.699 01/22/31 GMTN                                        | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    250000 | PA      | $232130.83    | 0.01%             | 2031-01-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| The Charles Schwab Corporation                                                       | SCHW 4.625 03/22/30                                            | CUSIP: 808513BC8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50719.01     | 0.00%             | 2030-03-22      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc.                                                                      | HD 2.7 04/15/30                                                | CUSIP: 437076CB6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47038.21     | 0.00%             | 2030-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Air Lease Corporation                                                                | AL 3.125 12/01/30                                              | CUSIP: 00914AAK8<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    200000 | PA      | $184113.85    | 0.01%             | 2030-12-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                       | MEX 2.659 05/24/31                                             | CUSIP: 91087BAM2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1000000 | PA      | $882650.00    | 0.03%             | 2031-05-24      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Chevron USA Inc                                                                      | CVX 3.85 01/15/28                                              | CUSIP: 166756AR7<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249189.13    | 0.01%             | 2028-01-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction, LLC                                                        | SPLLLC 4.5 05/15/30                                            | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99273.96     | 0.00%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Centene Corp.                                                                        | CNC 2.45 07/15/28                                              | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    250000 | PA      | $232824.63    | 0.01%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS V2.383 07/21/32                                             | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    250000 | PA      | $220693.42    | 0.01%             | 2032-07-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                | BAC V2.482 09/21/36                                            | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    250000 | PA      | $216275.57    | 0.01%             | 2036-09-21      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| Ontario (Province Of)                                                                | ONT 2.125 01/21/32 MTN                                         | CUSIP: 683234AU2<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | MUN               | CA        |     50000 | PA      | $44589.31     | 0.00%             | 2032-01-21      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                | BAC V2.972 02/04/33 MTN                                        | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    500000 | PA      | $452606.55    | 0.02%             | 2033-02-04      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                | BAC V3.846 03/08/37                                            | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    250000 | PA      | $231573.86    | 0.01%             | 2037-03-08      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Southwest Gas Corp                                                                   | SWX 4.05 03/15/32                                              | CUSIP: 845011AE5<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95493.46     | 0.00%             | 2032-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM V4.586 04/26/33                                            | CUSIP: 46647PDC7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    500000 | PA      | $493338.58    | 0.02%             | 2033-04-26      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                          | EIBKOR 4.25 09/15/27                                           | CUSIP: 302154DR7<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    250000 | PA      | $250657.18    | 0.01%             | 2027-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust, L.P.                                                           | DLR 5.55 01/15/28                                              | CUSIP: 25389JAV8<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254430.30    | 0.01%             | 2028-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Realty Income Corporation                                                            | O 5.625 10/13/32                                               | CUSIP: 756109BP8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    250000 | PA      | $260674.86    | 0.01%             | 2032-10-13      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Prologis, L.P.                                                                       | PLD 1.75 07/01/30                                              | CUSIP: 74340XBZ3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    250000 | PA      | $223161.13    | 0.01%             | 2030-07-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                             | DE 4.85 10/11/29 MTN                                           | CUSIP: 24422EWN5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153890.98    | 0.01%             | 2029-10-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                     | PM 5.625 11/17/29                                              | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155906.36    | 0.01%             | 2029-11-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                                                    | INTC 5.2 02/10/33                                              | CUSIP: 458140CG3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251957.96    | 0.01%             | 2033-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                             | EIB 3.75 02/14/33                                              | CUSIP: 298785JV9<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    200000 | PA      | $195175.31    | 0.01%             | 2033-02-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                   | TMUS 4.95 03/15/28                                             | CUSIP: 87264ACZ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101039.06    | 0.00%             | 2028-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AppFolio Inc.                                                                        | AppFolio Inc. COM USD0.0001 CL A                               | CUSIP: 03783C100<br>LEI: 529900OOUUGT6JFC0S15 | Long             | EC               | CORP              | US        |      5400 | NS      | $852228.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DXC Technology Company                                                               | DXC Technology Company COM USD0.01                             | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |       100 | NS      | $1257.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Connections Inc.                                                               | WCNCN 2.6 02/01/30                                             | CUSIP: 94106BAA9<br>LEI: 549300ZX1Z8QGWASPX54 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $188190.79    | 0.01%             | 2030-02-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co (The)                                                                   | KO 3.45 03/25/30                                               | CUSIP: 191216CT5<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97376.20     | 0.00%             | 2030-03-25      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Company                                                            | KHC 3.75 04/01/30                                              | CUSIP: 50077LAV8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    250000 | PA      | $241915.23    | 0.01%             | 2030-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc.                                                                    | CCI 2.1 04/01/31                                               | CUSIP: 22822VAW1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87127.70     | 0.00%             | 2031-04-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                                | ARE 2 05/18/32                                                 | CUSIP: 015271AW9<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41831.77     | 0.00%             | 2032-05-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                                  | IBRD 1.375 04/20/28 GDIF                                       | CUSIP: 459058JW4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    200000 | PA      | $190462.65    | 0.01%             | 2028-04-20      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| VMware LLC                                                                           | VMW 2.2 08/15/31                                               | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43885.83     | 0.00%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Chile (Republic Of)                                                                  | CHILE 2.55 07/27/33                                            | CUSIP: 168863DT2<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    200000 | PA      | $170280.00    | 0.01%             | 2033-07-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                                  | IBRD 1.125 09/13/28                                            | CUSIP: 459058JZ7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    200000 | PA      | $187502.50    | 0.01%             | 2028-09-13      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP/Targa Resources Finance Corp.                            | TRGP 4 01/15/32                                                | CUSIP: 87612BBU5<br>LEI: 6OQWTZ1SPC04IFT4T704 | Long             | DBT              | CORP              | US        |    250000 | PA      | $236926.28    | 0.01%             | 2032-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                               | SRE 3.7 04/01/29                                               | CUSIP: 816851BP3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97674.16     | 0.00%             | 2029-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                                   | SANTAN 5.294 08/18/27                                          | CUSIP: 05964HAS4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $201924.45    | 0.01%             | 2027-08-18      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                     | BMO 4.7 09/14/27 H                                             | CUSIP: 06368LAQ9<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $150819.45    | 0.01%             | 2027-09-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Kyndryl Holdings Inc                                                                 | KD 3.15 10/15/31                                               | CUSIP: 50155QAL4<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    150000 | PA      | $125047.39    | 0.00%             | 2031-10-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| EQT Corporation                                                                      | EQT 5.7 04/01/28                                               | CUSIP: 26884LAQ2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255776.69    | 0.01%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc.                                                                | WEC 5.15 10/01/27                                              | CUSIP: 92939UAJ5<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151615.20    | 0.01%             | 2027-10-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Church & Dwight Co Inc.                                                              | CHD 5.6 11/15/32                                               | CUSIP: 17136MAC6<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105153.45    | 0.00%             | 2032-11-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                     | PM 5.75 11/17/32                                               | CUSIP: 718172CX5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    150000 | PA      | $157907.85    | 0.01%             | 2032-11-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                                  | D 5.375 11/15/32                                               | CUSIP: 25746UDR7<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153465.71    | 0.01%             | 2032-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Lam Research Corporation                                                             | Lam Research Corporation COM NEW                               | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |       100 | NS      | $21366.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Skydance Corp.                                                             | Paramount Skydance Corp. COM CL B                              | CUSIP: 69932A204<br>LEI: 529900B6VAJG54Y9QF02 | Long             | EC               | CORP              | US        |       100 | NS      | $902.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                                                                   | Meta Platforms Inc COM USD0.000006 CL 'A'                      | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      9555 | NS      | $5466702.15   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc.                                                                        | Alphabet Inc. CAP STK USD0.001 CL A                            | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     65200 | NS      | $18748912.00  | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc.                                                                        | Alphabet Inc. CAP STK USD0.001 CL A                            | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    177580 | NS      | $51064904.80  | 1.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Encompass Health Corporation                                                         | Encompass Health Corporation COM USD0.01                       | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |      4500 | NS      | $435285.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Co (The)                                                                   | KO 1 03/15/28                                                  | CUSIP: 191216DD9<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94488.68     | 0.00%             | 2028-03-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Realty Income Corporation                                                            | O 1.8 03/15/33                                                 | CUSIP: 756109BA1<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82469.65     | 0.00%             | 2033-03-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| M.D.C. Holdings Inc.                                                                 | MDC 2.5 01/15/31                                               | CUSIP: 552676AU2<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88381.59     | 0.00%             | 2031-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM V1.953 02/04/32                                            | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    250000 | PA      | $220124.33    | 0.01%             | 2032-02-04      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Centene Corp.                                                                        | CNC 2.5 03/01/31                                               | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    400000 | PA      | $335661.29    | 0.01%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Williams Companies Inc. (The)                                                        | WMB 2.6 03/15/31                                               | CUSIP: 969457BY5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    250000 | PA      | $226308.36    | 0.01%             | 2031-03-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                      | IADB 1.125 07/20/28                                            | CUSIP: 4581X0DX3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    250000 | PA      | $235268.88    | 0.01%             | 2028-07-20      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Ontario (Province Of)                                                                | ONT 1.8 10/14/31                                               | CUSIP: 68323AFJ8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | MUN               | CA        |     50000 | PA      | $44164.68     | 0.00%             | 2031-10-14      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Nucor Corporation                                                                    | NUE 3.125 04/01/32                                             | CUSIP: 670346AV7<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    150000 | PA      | $138036.56    | 0.01%             | 2032-04-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR 4.4 04/01/33                                              | CUSIP: 161175CJ1<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    250000 | PA      | $233725.02    | 0.01%             | 2033-04-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Humana Inc.                                                                          | HUM 3.7 03/23/29                                               | CUSIP: 444859BT8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    250000 | PA      | $243004.70    | 0.01%             | 2029-03-23      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                               | EXR 3.9 04/01/29                                               | CUSIP: 30225VAH0<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    250000 | PA      | $244789.41    | 0.01%             | 2029-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Lowes Companies, Inc.                                                                | LOW 3.75 04/01/32                                              | CUSIP: 548661EH6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141937.09    | 0.01%             | 2032-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                       | MEX 4.875 05/19/33                                             | CUSIP: 91087BAT7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $189250.00    | 0.01%             | 2033-05-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| The Toronto-Dominion Bank                                                            | TD 4.693 09/15/27 MTN                                          | CUSIP: 89115A2H4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $251311.91    | 0.01%             | 2027-09-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Philippines (Republic Of)                                                            | PHILIP 5.17 10/13/27                                           | CUSIP: 718286CV7<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    250000 | PA      | $253211.62    | 0.01%             | 2027-10-13      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal S.A.                                                                   | MTNA 6.55 11/29/27                                             | CUSIP: 03938LBE3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    150000 | PA      | $154576.89    | 0.01%             | 2027-11-29      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                   | ET 5.75 02/15/33                                               | CUSIP: 29273VAQ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104000.24    | 0.00%             | 2033-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Qnity Electronics Inc.                                                               | Qnity Electronics Inc. COMMON STOCK                            | CUSIP: 74743L100<br>LEI: 254900RSUG4J9TFFZX53 | Long             | EC               | CORP              | US        |         1 | NS      | $115.38       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE Group Inc.                                                                      | CBRE Group Inc. COM USD0.01 CLASS A                            | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |       100 | NS      | $13546.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc.                                                                          | AbbVie Inc. COM USD0.01                                        | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     29577 | NS      | $6432701.73   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmont Corporation                                                                  | NEM 5.875 04/01/35 *                                           | CUSIP: 651639AW6<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53022.75     | 0.00%             | 2035-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Italy (Republic Of)                                                                  | ITALY 2.875 10/17/29 10Y                                       | CUSIP: 465410BY3<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    250000 | PA      | $238982.50    | 0.01%             | 2029-10-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Blackrock Inc.                                                                       | BLK 2.4 04/30/30                                               | CUSIP: 09247XAQ4<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |    250000 | PA      | $232141.43    | 0.01%             | 2030-04-30      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| MetLife Inc.                                                                         | MET 4.55 03/23/30                                              | CUSIP: 59156RBZ0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251201.90    | 0.01%             | 2030-03-23      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                                | ARE 4.9 12/15/30                                               | CUSIP: 015271AU3<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50107.11     | 0.00%             | 2030-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                     | MCD 3.6 07/01/30 MTN                                           | CUSIP: 58013MFQ2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145743.63    | 0.01%             | 2030-07-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Alberta (Province Of)                                                                | ALTA 1.3 07/22/30                                              | CUSIP: 013051EM5<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | MUN               | CA        |    250000 | PA      | $223054.20    | 0.01%             | 2030-07-22      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corporation                                                         | UNANA 1.375 09/14/30                                           | CUSIP: 904764BK2<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    300000 | PA      | $265454.80    | 0.01%             | 2030-09-14      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                                  | IBRD 0.75 11/24/27                                             | CUSIP: 459058JN4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    250000 | PA      | $237892.99    | 0.01%             | 2027-11-24      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Chevron USA Inc                                                                      | CVX 3.25 10/15/29                                              | CUSIP: 166756AS5<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    250000 | PA      | $241316.05    | 0.01%             | 2029-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                       | MS V2.239 07/21/32 GMTN                                        | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    250000 | PA      | $218869.57    | 0.01%             | 2032-07-21      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                                  | IBRD 1.625 11/03/31                                            | CUSIP: 459058KA0<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    250000 | PA      | $220051.66    | 0.01%             | 2031-11-03      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Puget Energy Inc                                                                     | PSD 4.224 03/15/32                                             | CUSIP: 745310AN2<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143083.69    | 0.01%             | 2032-03-15      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co.                                                                    | SO 3.75 09/01/27                                               | CUSIP: 010392FY9<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149033.74    | 0.01%             | 2027-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                       | RENTEN 3.875 09/28/27                                          | CUSIP: 515110CC6<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | NUSS              | DE        |    250000 | PA      | $250034.98    | 0.01%             | 2027-09-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Southern Co.                                                                         | SO 5.7 10/15/32                                                | CUSIP: 842587DL8<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    150000 | PA      | $156813.53    | 0.01%             | 2032-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Philippines (Republic Of)                                                            | PHILIP 5.609 04/13/33                                          | CUSIP: 718286CT2<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    250000 | PA      | $257559.52    | 0.01%             | 2033-04-13      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Haleon US Capital LLC.                                                               | HLNLN 3.625 03/24/32                                           | CUSIP: 36264FAM3<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    250000 | PA      | $234911.66    | 0.01%             | 2032-03-24      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                                  | CMCSA 5.5 11/15/32                                             | CUSIP: 20030NEB3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    250000 | PA      | $259636.05    | 0.01%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Incorporated                                         | PEG 5.85 11/15/27                                              | CUSIP: 744573AV8<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153312.13    | 0.01%             | 2027-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| IMM                                                                                  | FUT. EMINI S&P JUN26                                           | CUSIP: 02052FAB5<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        68 | NC      | $22340550.00  | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-30

**Name of Applicant:** Advisers Investment Trust

**Signature:** Troy Sheets

**Name of Signer:** Troy Sheets

**Title:** Treasurer