# EDGAR Filing Document

**Accession Number:** 0001635073
**File Stem:** 0001752724-25-157172
**Filing Date:** 2025-6
**Character Count:** 963347
**Document Hash:** bb8e8b0fd7cbff1eaf5524cbab6ebc4e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-157172.hdr.sgml**: 20250626

**ACCESSION NUMBER**: 0001752724-25-157172

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250626

**DATE AS OF CHANGE**: 20250626

**PERIOD START**: 20250731

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Nushares ETF Trust
- **CENTRAL INDEX KEY:** 0001635073

**ORGANIZATION NAME:**
- **EIN:** 000000000

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23161
- **FILM NUMBER:** 251075979

**BUSINESS ADDRESS:**
- **STREET 1:** 333 W. WACKER DR.
- **CITY:** CHICAGO
- **STATE:** IL
- **ZIP:** 60606
- **BUSINESS PHONE:** 312-917-8146

**MAIL ADDRESS:**
- **STREET 1:** 333 W. WACKER DR.
- **CITY:** CHICAGO
- **STATE:** IL
- **ZIP:** 60606

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** NuShares ETF Trust
- **DATE OF NAME CHANGE:** 20160614

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Nuveen ETF Trust
- **DATE OF NAME CHANGE:** 20150226

## Series and Classes Contracts Data

### Nuveen ESG U.S. Aggregate Bond ETF (Series ID: S000059077)

| Class ID   | Class Name                         | Ticker Symbol   |
|:---|:---|:---|
| C000193700 | Nuveen ESG U.S. Aggregate Bond ETF | NUBD            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** NuShares ETF Trust

- **b. Investment Company Act file number:** 811-23161

- **c. CIK number of Registrant:** 0001635073

- **d. LEI of Registrant:** 549300UWO63YZ5POLH71

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

  - **Street Address 1:** 333 W. Wacker Dr

  - **City:** Chicago

  - **State:** IL

  - **Foreign country:** US

  - **Zip / Postal Code:** 60606

  - **Telephone number:** 312-917-7700

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

- **a. Name of Series:** Nuveen ESG U.S. Aggregate Bond ETF

- **b. EDGAR series identifier (if any):** S000059077

- **c. LEI of Series:** 549300JPDKPHQSPVGM75

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

- **a. Date of fiscal year-end:** 2025-07-31

- **b. Date as of which information is reported:** 2025-04-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $405727034.00

**Total Liabilities:** $1643021.00

**Net Assets:** $404084013.00

**Delayed Delivery Securities:** $647218.00

**Cash Not Reported:** $2065369.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -177.67000000 | **1-Year:** -17434.51000000 | **5-Year:** -46411.66000000 | **10-Year:** -66696.22000000 | **30-Year:** -98190.35000000

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

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** -89.72000000 | **10-Year:** -3.95000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000193700 | 2.14%                | 0.00%                | 0.39%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-6484.03                | $7401239.36                                |
| Month 2  | $-118616.65              | $-1136680.76                               |
| Month 3  | $-469634.60              | $682888.04                                 |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ECOLAB INC                                                                      | Ecolab Inc                                                                      | CUSIP: 278865BF6<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8396.36      | 0.00%             | 2031-01-30      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| GRUPO TELEVISA SAB                                                              | Grupo Televisa SAB                                                              | CUSIP: 40049JAZ0<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |     20000 | PA      | $17592.20     | 0.00%             | 2040-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                             | American Tower Corp                                                             | CUSIP: 03027XBA7<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     60000 | PA      | $55569.72     | 0.01%             | 2030-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                      | Intel Corp                                                                      | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17814.23     | 0.00%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                     | PepsiCo Inc                                                                     | CUSIP: 713448FW3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50784.96     | 0.01%             | 2026-11-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UnitedHealth Group Inc                                                          | CUSIP: 91324PEX6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44089.09     | 0.01%             | 2063-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| VOYA FINANCIAL INC                                                              | Voya Financial Inc                                                              | CUSIP: 929089AF7<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18231.96     | 0.00%             | 2048-01-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418DZV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1620593 | PA      | $1290115.05   | 0.32%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                                             | Quanta Services Inc                                                             | CUSIP: 74762EAH5<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |     80000 | PA      | $67315.87     | 0.02%             | 2032-01-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp                                                           | PACCAR Financial Corp                                                           | CUSIP: 69371RS72<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30526.29     | 0.01%             | 2026-11-09      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                                        | Sabine Pass Liquefaction LLC                                                    | CUSIP: 785592AV8<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20173.64     | 0.00%             | 2026-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley                                                                  | CUSIP: 61747YFP5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51048.90     | 0.01%             | 2028-04-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                                                     | Equifax Inc                                                                     | CUSIP: 294429AW5<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50810.79     | 0.01%             | 2028-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                                 | CUSIP: 31418E4P2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    185349 | PA      | $190879.10    | 0.05%             | 2054-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                        | Warnermedia Holdings Inc                                                        | CUSIP: 55903VBF9<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     11000 | PA      | $7482.82      | 0.00%             | 2062-03-15      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                | Crown Castle Inc                                                                | CUSIP: 22822VAW1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8498.85      | 0.00%             | 2031-04-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                                              | Province of Quebec Canada                                                       | CUSIP: 748149AN1<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     70000 | PA      | $68547.62     | 0.02%             | 2027-04-12      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                                | Peruvian Government International Bond                                          | CUSIP: 715638DU3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     65000 | PA      | $54070.25     | 0.01%             | 2034-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | Amgen Inc                                                                       | CUSIP: 031162BZ2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    160000 | PA      | $133767.37    | 0.03%             | 2045-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                     | Equinor ASA                                                                     | CUSIP: 29446MAB8<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |     10000 | PA      | $9879.11      | 0.00%             | 2028-09-10      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CJX0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    150000 | PA      | $151353.52    | 0.04%             | 2031-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EXPORT DEVELOPMNT CANADA                                                        | Export Development Canada                                                       | CUSIP: 30216BKB7<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |    180000 | PA      | $180972.34    | 0.04%             | 2026-06-29      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                                                        | Archer-Daniels-Midland Co                                                       | CUSIP: 039483BL5<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19545.65     | 0.00%             | 2026-08-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418D6C1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    232026 | PA      | $193633.34    | 0.05%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418EHJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    339237 | PA      | $316727.75    | 0.08%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                  | Eli Lilly & Co                                                                  | CUSIP: 532457CF3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201022.24    | 0.05%             | 2033-02-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3050000 | PA      | $2849962.88   | 0.71%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | Barclays PLC                                                                    | CUSIP: 06738ECY9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $202670.73    | 0.05%             | 2031-02-25      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418EBE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    943258 | PA      | $856877.40    | 0.21%             | 2037-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                             | Sherwin-Williams Co/The                                                         | CUSIP: 824348AX4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     42000 | PA      | $34801.36     | 0.01%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | Oracle Corp                                                                     | CUSIP: 68389XCP8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    120000 | PA      | $117966.92    | 0.03%             | 2033-02-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HORMEL FOODS CORP                                                               | Hormel Foods Corp                                                               | CUSIP: 440452AH3<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46547.43     | 0.01%             | 2028-06-03      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                         | Duke Energy Florida LLC                                                         | CUSIP: 26444HAN1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    170000 | PA      | $171987.62    | 0.04%             | 2052-11-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                            | PNC Financial Services Group Inc/The                                            | CUSIP: 693475CA1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49566.40     | 0.01%             | 2032-10-21      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                             | Carrier Global Corp                                                             | CUSIP: 14448CAR5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    112000 | PA      | $87499.86     | 0.02%             | 2040-04-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                                                         | Laboratory Corp of America Holdings                                             | CUSIP: 50540RAY8<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |     90000 | PA      | $80054.96     | 0.02%             | 2031-06-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                     | American Honda Finance Corp                                                     | CUSIP: 02665WFL0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50771.34     | 0.01%             | 2031-07-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| AEGON NV                                                                        | Aegon Ltd                                                                       | CUSIP: 007924AJ2<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | DBT              | CORP              | BM        |     10000 | PA      | $9923.13      | 0.00%             | 2048-04-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                            | Boston Properties LP                                                            | CUSIP: 10112RBC7<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    162000 | PA      | $146670.18    | 0.04%             | 2030-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                          | Verizon Communications Inc                                                      | CUSIP: 92343VGT5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100827.69    | 0.02%             | 2033-05-09      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                         | John Deere Capital Corp                                                         | CUSIP: 24422EXR5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112001.41    | 0.03%             | 2027-06-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                                 | CUSIP: 31418DNH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    261150 | PA      | $228335.13    | 0.06%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                  | Starbucks Corp                                                                  | CUSIP: 855244AU3<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     20000 | PA      | $15928.03     | 0.00%             | 2049-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                  | Lowe's Cos Inc                                                                  | CUSIP: 548661EG8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39293.46     | 0.01%             | 2027-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                             | Southern California Edison Co                                                   | CUSIP: 842400GR8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     90000 | PA      | $72921.18     | 0.02%             | 2049-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software Inc                                               | Take-Two Interactive Software Inc                                               | CUSIP: 874054AM1<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30864.58     | 0.01%             | 2029-06-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                              | Union Pacific Corp                                                              | CUSIP: 907818GH5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49129.32     | 0.01%             | 2054-12-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                      | FedEx Corp                                                                      | CUSIP: 31428XCX2<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8284.94      | 0.00%             | 2048-10-17      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| AbbVie Inc                                                                      | AbbVie Inc                                                                      | CUSIP: 00287YDR7<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101291.55    | 0.03%             | 2027-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AUTOMATIC DATA PROCESSNG                                                        | Automatic Data Processing Inc                                                   | CUSIP: 053015AG8<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |     70000 | PA      | $65477.52     | 0.02%             | 2028-05-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | Morgan Stanley                                                                  | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    291000 | PA      | $288807.25    | 0.07%             | 2030-01-23      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Solventum Corp                                                                  | Solventum Corp                                                                  | CUSIP: 83444MAQ4<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30631.61     | 0.01%             | 2031-03-13      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BROADRIDGE FINANCIAL SOL                                                        | Broadridge Financial Solutions Inc                                              | CUSIP: 11133TAE3<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43896.60     | 0.01%             | 2031-05-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                          | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822AV6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     64000 | PA      | $63404.83     | 0.02%             | 2028-03-02      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| ABB FINANCE USA INC                                                             | ABB Finance USA Inc                                                             | CUSIP: 00037BAF9<br>LEI: 5493002Y01YAFV45F528 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19842.54     | 0.00%             | 2028-04-03      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS CO                                                                | Genuine Parts Co                                                                | CUSIP: 372460AC9<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34304.77     | 0.01%             | 2032-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                                         | Landwirtschaftliche Rentenbank                                                  | CUSIP: 515110CC6<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |    110000 | PA      | $110569.14    | 0.03%             | 2027-09-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                                        | International Flavors & Fragrances Inc                                          | CUSIP: 459506AL5<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8319.64      | 0.00%             | 2048-09-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                         | Bristol-Myers Squibb Co                                                         | CUSIP: 110122CN6<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29728.09     | 0.01%             | 2026-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                | CUSIP: 91282CGC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3798000 | PA      | $3827375.18   | 0.95%             | 2027-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| APTIV PLC / APTIV CORP                                                          | Aptiv Swiss Holdings Ltd                                                        | CUSIP: 00217GAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |     82000 | PA      | $55882.03     | 0.01%             | 2052-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                      | Intel Corp                                                                      | CUSIP: 458140BG4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    100000 | PA      | $68194.39     | 0.02%             | 2047-12-08      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| REGENERON PHARMACEUTICAL                                                        | Regeneron Pharmaceuticals Inc                                                   | CUSIP: 75886FAF4<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |     30000 | PA      | $17182.90     | 0.00%             | 2050-09-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                  | Mastercard Inc                                                                  | CUSIP: 57636QAT1<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     20000 | PA      | $13072.38     | 0.00%             | 2051-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418DXG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    417177 | PA      | $369350.34    | 0.09%             | 2036-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                                 | CUSIP: 31418EZ52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    316127 | PA      | $294707.98    | 0.07%             | 2054-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                         | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAP4<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47097.86     | 0.01%             | 2055-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418DZW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    231540 | PA      | $193671.52    | 0.05%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                               | Eversource Energy                                                               | CUSIP: 30040WBA5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52377.77     | 0.01%             | 2031-04-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                                                   | Citigroup Commercial Mortgage Trust 2016-C1                                     | CUSIP: 17290YAR9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    180000 | PA      | $176849.32    | 0.04%             | 2049-05-10      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418DX49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    462175 | PA      | $430807.65    | 0.11%             | 2036-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                           | Truist Financial Corp                                                           | CUSIP: 89788MAL6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100772.37    | 0.02%             | 2029-01-26      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                              | CUSIP: 36179VTV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    644463 | PA      | $525880.55    | 0.13%             | 2050-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley                                                                  | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51627.04     | 0.01%             | 2035-04-19      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                                        | Citizens Financial Group Inc                                                    | CUSIP: 174610AR6<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     32000 | PA      | $31188.12     | 0.01%             | 2026-07-27      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                  | Lowe's Cos Inc                                                                  | CUSIP: 548661ES2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9486.01      | 0.00%             | 2063-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | Ginnie Mae II Pool                                                              | CUSIP: 36180AAE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    196849 | PA      | $193223.73    | 0.05%             | 2054-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                         | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XBE7<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60293.28     | 0.01%             | 2034-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                  | Mastercard Inc                                                                  | CUSIP: 57636QBF0<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50741.33     | 0.01%             | 2028-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418D7E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1475101 | PA      | $1172974.25   | 0.29%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| European Bank for Reconstruction & Development                                  | European Bank for Reconstruction & Development                                  | CUSIP: 29874QFB5<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | N/A       |     70000 | PA      | $70077.28     | 0.02%             | 2034-03-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                         | HCA Inc                                                                         | CUSIP: 404119CB3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    150000 | PA      | $96946.61     | 0.02%             | 2051-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CARLISLE COS INC                                                                | Carlisle Cos Inc                                                                | CUSIP: 142339AL4<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16565.34     | 0.00%             | 2032-03-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                         | HCA Inc                                                                         | CUSIP: 404119DC0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48988.93     | 0.01%             | 2055-03-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                                             | Nomura Holdings Inc                                                             | CUSIP: 65535HBR9<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |     10000 | PA      | $10193.21     | 0.00%             | 2027-07-02      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| CORNING INC                                                                     | Corning Inc                                                                     | CUSIP: 219350BK0<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |     70000 | PA      | $64327.66     | 0.02%             | 2048-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co                                                             | Emerson Electric Co                                                             | CUSIP: 291011BT0<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50731.53     | 0.01%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                                      | TELUS Corp                                                                      | CUSIP: 87971MBH5<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $8000.77      | 0.00%             | 2048-11-16      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                   | Southern California Edison Co                                                   | CUSIP: 842400HZ9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48034.33     | 0.01%             | 2034-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                              | Analog Devices Inc                                                              | CUSIP: 032654AU9<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46035.35     | 0.01%             | 2028-10-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                     | Prologis LP                                                                     | CUSIP: 74340XCF6<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92676.94     | 0.02%             | 2053-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                              | CUSIP: 36179VDP2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    199376 | PA      | $182608.10    | 0.05%             | 2050-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A3C4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $50471.01     | 0.01%             | 2029-12-17      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                    | Barclays PLC                                                                    | CUSIP: 06738EBY0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     90000 | PA      | $91418.53     | 0.02%             | 2028-08-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                     | Target Corp                                                                     | CUSIP: 87612EBG0<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     19000 | PA      | $14637.84     | 0.00%             | 2047-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                      | Fiserv Inc                                                                      | CUSIP: 337738BB3<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38279.75     | 0.01%             | 2027-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| STATE STR NAVIGATOR SECS L TR                                                   | State Street Navigator Securities Lending Government Money Market Portfolio     | CUSIP: 857509301<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    938209 | NS      | $938208.80    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| CenterPoint Energy Inc                                                          | CenterPoint Energy Inc                                                          | CUSIP: 15189TBH9<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10213.15     | 0.00%             | 2055-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                                        | Province of British Columbia Canada                                             | CUSIP: 11070TAK4<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    150000 | PA      | $147357.19    | 0.04%             | 2026-06-02      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418D2K7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    163072 | PA      | $122936.32    | 0.03%             | 2051-07-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418EAM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1325784 | PA      | $1054452.43   | 0.26%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                               | Travelers Cos Inc/The                                                           | CUSIP: 89417EAL3<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     20000 | PA      | $15366.97     | 0.00%             | 2046-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                  | Landwirtschaftliche Rentenbank                                                  | CUSIP: 515110CE2<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $105410.21    | 0.03%             | 2033-10-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                           | Republic Services Inc                                                           | CUSIP: 760759AV2<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     68000 | PA      | $61871.68     | 0.02%             | 2030-03-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                         | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550AW6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21615.28     | 0.01%             | 2038-01-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                                             | Caterpillar Financial Services Corp                                             | CUSIP: 14913UAY6<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50439.64     | 0.01%             | 2028-03-03      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                         | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JCM4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    200000 | PA      | $176213.96    | 0.04%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418EAP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    408648 | PA      | $355195.02    | 0.09%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FOMENTO ECONOMICO MEX                                                           | Fomento Economico Mexicano SAB de CV                                            | CUSIP: 344419AB2<br>LEI: 549300A8MDWDJNMLV153 | Long             | DBT              | CORP              | MX        |     10000 | PA      | $8535.75      | 0.00%             | 2043-05-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                      | FedEx Corp                                                                      | CUSIP: 31428XCT1<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8128.30      | 0.00%             | 2045-11-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| PUB SVC NEW HAMP                                                                | Public Service Co of New Hampshire                                              | CUSIP: 744538AE9<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43787.19     | 0.01%             | 2031-06-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Microchip Technology Inc                                                        | Microchip Technology Inc                                                        | CUSIP: 595017BL7<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49772.00     | 0.01%             | 2030-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                  | Merck & Co Inc                                                                  | CUSIP: 58933YAZ8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    150000 | PA      | $130354.56    | 0.03%             | 2030-06-24      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                               | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432PC3<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99530.41     | 0.02%             | 2034-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Benchmark 2024-V11 Mortgage Trust                                               | Benchmark 2024-V11 Mortgage Trust                                               | CUSIP: 081921AZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     50000 | PA      | $52434.63     | 0.01%             | 2057-11-15      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| Benchmark 2024-V12 Mortgage Trust                                               | Benchmark 2024-V12 Mortgage Trust                                               | CUSIP: 081915AB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     35000 | PA      | $36471.15     | 0.01%             | 2057-12-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMorgan Chase & Co                                                             | CUSIP: 46647PEU6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50707.64     | 0.01%             | 2029-01-24      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                             | Gilead Sciences Inc                                                             | CUSIP: 375558BG7<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     90000 | PA      | $86612.02     | 0.02%             | 2035-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO                                                                 | Weyerhaeuser Co                                                                 | CUSIP: 962166CA0<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35321.57     | 0.01%             | 2033-03-09      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                                 | CUSIP: 31418EXU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    244947 | PA      | $244706.13    | 0.06%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418EGT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    314494 | PA      | $309033.53    | 0.08%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                                                | Kilroy Realty LP                                                                | CUSIP: 49427RAN2<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38978.56     | 0.01%             | 2028-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                         | Inter-American Development Bank                                                 | CUSIP: 4581X0DX3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | N/A       |    110000 | PA      | $101569.88    | 0.03%             | 2028-07-20      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418DQ96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    327244 | PA      | $287405.18    | 0.07%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                                 | CUSIP: 31418E3D0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    123360 | PA      | $125178.21    | 0.03%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                         | Walt Disney Co/The                                                              | CUSIP: 254687FZ4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7262.77      | 0.00%             | 2051-01-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Genuine Parts Co                                                                | Genuine Parts Co                                                                | CUSIP: 372460AE5<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21170.74     | 0.01%             | 2028-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                     | PepsiCo Inc                                                                     | CUSIP: 713448EZ7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88161.19     | 0.02%             | 2030-05-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                  | Salesforce Inc                                                                  | CUSIP: 79466LAL8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    152000 | PA      | $96461.54     | 0.02%             | 2051-07-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                     | Prologis LP                                                                     | CUSIP: 74340XCK5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46192.63     | 0.01%             | 2054-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                | CUSIP: 91282CGH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1496425.79   | 0.37%             | 2028-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                        | Visa Inc                                                                        | CUSIP: 92826CAQ5<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     20000 | PA      | $10840.69     | 0.00%             | 2050-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                          | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822CE2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     10000 | PA      | $9929.28      | 0.00%             | 2028-04-19      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                            | Waste Management Inc                                                            | CUSIP: 94106LBS7<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    120000 | PA      | $116371.14    | 0.03%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                 | Cigna Group/The                                                                 | CUSIP: 125523CW8<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18844.48     | 0.00%             | 2054-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                                                          | Bunge Ltd Finance Corp                                                          | CUSIP: 120568AZ3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9871.26      | 0.00%             | 2027-09-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                              | Vodafone Group PLC                                                              | CUSIP: 92857WBL3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     10000 | PA      | $9499.29      | 0.00%             | 2038-05-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNOLOGIES INC                                                        | Agilent Technologies Inc                                                        | CUSIP: 00846UAM3<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |     80000 | PA      | $70908.87     | 0.02%             | 2030-06-04      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | Morgan Stanley                                                                  | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    517000 | PA      | $507659.16    | 0.13%             | 2029-01-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC Holdings PLC                                                               | CUSIP: 404280CY3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $87512.17     | 0.02%             | 2032-11-22      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                               | Sysco Corp                                                                      | CUSIP: 871829BF3<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68422.27     | 0.02%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERV                                                        | Southwestern Public Service Co                                                  | CUSIP: 845743BS1<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |     23000 | PA      | $18286.40     | 0.00%             | 2048-11-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                    | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137HH5X5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    200000 | PA      | $201542.22    | 0.05%             | 2031-08-25      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                               | Johnson & Johnson                                                               | CUSIP: 478160CU6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61835.65     | 0.02%             | 2029-06-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                                                         | O'Reilly Automotive Inc                                                         | CUSIP: 67103HAH0<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97568.45     | 0.02%             | 2029-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                                             | Caterpillar Financial Services Corp                                             | CUSIP: 14913UAS9<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50653.27     | 0.01%             | 2027-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                 | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769KH6<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     35000 | PA      | $36378.57     | 0.01%             | 2030-03-18      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                | CUSIP: 91282CDF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    650000 | PA      | $602316.40    | 0.15%             | 2028-10-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY OP LP                                                            | Federal Realty OP LP                                                            | CUSIP: 313747BA4<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47187.79     | 0.01%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                           | Republic Services Inc                                                           | CUSIP: 760759AT7<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69585.53     | 0.02%             | 2028-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NOV INC                                                                         | NOV Inc                                                                         | CUSIP: 637071AK7<br>LEI: 549300EHF3IW1AR6U008 | Long             | DBT              | CORP              | US        |     50000 | PA      | $35011.92     | 0.01%             | 2042-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | Amgen Inc                                                                       | CUSIP: 031162CW8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    138000 | PA      | $121411.77    | 0.03%             | 2031-02-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                     | American Water Capital Corp                                                     | CUSIP: 03040WBF1<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50301.81     | 0.01%             | 2035-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ROSS STORES INC                                                                 | Ross Stores Inc                                                                 | CUSIP: 778296AG8<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16964.24     | 0.00%             | 2031-04-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50493.34     | 0.01%             | 2036-01-28      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| BMO 2025-5C9 Mortgage Trust                                                     | BMO 2025-5C9 Mortgage Trust                                                     | CUSIP: 096933AC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     25000 | PA      | $26097.42     | 0.01%             | 2058-04-15      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                       | GATX Corp                                                                       | CUSIP: 361448BJ1<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26858.29     | 0.01%             | 2032-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                             | American Express Co                                                             | CUSIP: 025816CM9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     90000 | PA      | $86580.96     | 0.02%             | 2026-11-04      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                    | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137HKDD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    100000 | PA      | $101238.48    | 0.03%             | 2032-01-25      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                          | CenterPoint Energy Inc                                                          | CUSIP: 15189TBA4<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    110000 | PA      | $106420.41    | 0.03%             | 2026-06-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBH7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     10000 | PA      | $9872.16      | 0.00%             | 2034-01-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                                 | CUSIP: 31418FAV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    634199 | PA      | $621865.53    | 0.15%             | 2054-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1350000 | PA      | $961769.54    | 0.24%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418DQ70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    608982 | PA      | $487055.43    | 0.12%             | 2050-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418EHP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    857300 | PA      | $842414.05    | 0.21%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BA Credit Card Trust                                                            | BA Credit Card Trust                                                            | CUSIP: 05522RDH8<br>LEI: 5493006DQ60M1CRKHH19 | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50631.99     | 0.01%             | 2028-11-15      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                         | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAH9<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10592.66     | 0.00%             | 2030-07-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                        | Prudential Financial Inc                                                        | CUSIP: 74432QCG8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27056.28     | 0.01%             | 2030-03-10      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418DVA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1437727 | PA      | $1150604.21   | 0.28%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                | CUSIP: 91282CEC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1750000 | PA      | $1695791.02   | 0.42%             | 2027-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                                                            | National Fuel Gas Co                                                            | CUSIP: 636180BS9<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20225.88     | 0.01%             | 2026-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TWDC ENTERPRISES 18 CORP                                                        | TWDC Enterprises 18 Corp                                                        | CUSIP: 25468PDB9<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8196.57      | 0.00%             | 2044-06-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                          | Marvell Technology Inc                                                          | CUSIP: 573874AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $56520.41     | 0.01%             | 2028-04-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                                                         | Essential Utilities Inc                                                         | CUSIP: 29670GAF9<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    110000 | PA      | $96346.89     | 0.02%             | 2031-05-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418EGJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    590189 | PA      | $551060.34    | 0.14%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                                                        | KLA Corp                                                                        | CUSIP: 482480AL4<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9928.49      | 0.00%             | 2032-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | Ginnie Mae II Pool                                                              | CUSIP: 36179YFK5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    247533 | PA      | $243131.16    | 0.06%             | 2053-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OMNICOM GROUP INC                                                               | Omnicom Group Inc                                                               | CUSIP: 681919BB1<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8971.48      | 0.00%             | 2030-04-30      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| EVEREST REINSURANCE HLDG                                                        | Everest Reinsurance Holdings Inc                                                | CUSIP: 299808AH8<br>LEI: 254900P29PM5UJR3VU91 | Long             | DBT              | CORP              | US        |     30000 | PA      | $19837.19     | 0.00%             | 2050-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                         | International Bank for Reconstruction & Development                             | CUSIP: 459058KA0<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |    100000 | PA      | $86491.45     | 0.02%             | 2031-11-03      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMorgan Chase & Co                                                             | CUSIP: 46647PBD7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    570000 | PA      | $551501.31    | 0.14%             | 2030-05-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PPL Capital Funding Inc                                                         | PPL Capital Funding Inc                                                         | CUSIP: 69352PAT0<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49994.65     | 0.01%             | 2034-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                                             | Province of Alberta Canada                                                      | CUSIP: 013051EM5<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |     40000 | PA      | $34930.43     | 0.01%             | 2030-07-22      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CJA0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3700000 | PA      | $3818949.23   | 0.95%             | 2028-09-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AID-ISRAEL                                                                      | Israel Government AID Bond                                                      | CUSIP: 46513EFG2<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     10000 | PA      | $10789.23     | 0.00%             | 2033-09-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Idaho Power Co                                                                  | Idaho Power Co                                                                  | CUSIP: 45138LBJ1<br>LEI: TN0LL73P2C8X3W6KM391 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49147.07     | 0.01%             | 2054-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                                  | PECO Energy Co                                                                  | CUSIP: 693304BD8<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    190000 | PA      | $159957.58    | 0.04%             | 2052-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                                           | Southern California Gas Co                                                      | CUSIP: 842434CQ3<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9799.26      | 0.00%             | 2026-06-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| KELLOGG CO                                                                      | Kellanova                                                                       | CUSIP: 487836BQ0<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25612.40     | 0.01%             | 2046-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | Citigroup Inc                                                                   | CUSIP: 17327CAU7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47724.38     | 0.01%             | 2039-09-19      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAP INC                                                         | GlaxoSmithKline Capital Inc                                                     | CUSIP: 377372AE7<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |     40000 | PA      | $44032.99     | 0.01%             | 2038-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                    | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137HBP73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     95000 | PA      | $99068.02     | 0.02%             | 2033-12-25      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                              | CUSIP: 36179WY93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    198466 | PA      | $169166.24    | 0.04%             | 2052-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | European Investment Bank                                                        | CUSIP: 298785KE5<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |    100000 | PA      | $102349.70    | 0.03%             | 2031-10-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                                          | Province of Manitoba Canada                                                     | CUSIP: 563469VC6<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |    100000 | PA      | $98513.18     | 0.02%             | 2033-07-27      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $106617.19    | 0.03%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                           | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HBA6<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $48263.02     | 0.01%             | 2030-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc                                                      | Mondelez International Inc                                                      | CUSIP: 609207BC8<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50766.71     | 0.01%             | 2029-02-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                      | PacifiCorp                                                                      | CUSIP: 695114BZ0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9981.31      | 0.00%             | 2035-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                        | Benchmark 2021-B27 Mortgage Trust                                               | CUSIP: 08163HAK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $71083.84     | 0.02%             | 2054-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                                           | Micron Technology Inc                                                           | CUSIP: 595112CG6<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50645.71     | 0.01%             | 2032-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                                 | AstraZeneca PLC                                                                 | CUSIP: 046353AV0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |     50000 | PA      | $48397.88     | 0.01%             | 2026-04-08      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                  | S&P Global Inc                                                                  | CUSIP: 78409VBL7<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     20000 | PA      | $14931.01     | 0.00%             | 2052-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp                                                           | PACCAR Financial Corp                                                           | CUSIP: 69371RT63<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50683.86     | 0.01%             | 2028-03-03      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                                           | Southern California Gas Co                                                      | CUSIP: 842434CY6<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    170000 | PA      | $163968.91    | 0.04%             | 2053-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                             | International Bank for Reconstruction & Development                             | CUSIP: 459058KY8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |    100000 | PA      | $103988.30    | 0.03%             | 2033-11-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| BlackRock Funding Inc                                                           | BlackRock Funding Inc                                                           | CUSIP: 09290DAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $48170.51     | 0.01%             | 2055-01-08      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                         | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    200000 | PA      | $173553.19    | 0.04%             | 2032-10-21      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                              | Union Pacific Corp                                                              | CUSIP: 907818FE3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7268.04      | 0.00%             | 2059-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| KFW                                                                             | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769JX3<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     15000 | PA      | $14960.18     | 0.00%             | 2026-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                  | Microsoft Corp                                                                  | CUSIP: 594918CE2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    556000 | PA      | $369001.12    | 0.09%             | 2052-03-17      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                                                         | O'Reilly Automotive Inc                                                         | CUSIP: 67103HAJ6<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19623.96     | 0.00%             | 2030-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CLH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2800000 | PA      | $2798796.87   | 0.69%             | 2026-08-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BLACKROCK INC                                                                   | Blackrock Inc                                                                   | CUSIP: 09247XAP6<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38822.24     | 0.01%             | 2029-04-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                         | Walt Disney Co/The                                                              | CUSIP: 254687FQ4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9788.31      | 0.00%             | 2030-03-22      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CGI INC                                                                         | CGI Inc                                                                         | CUSIP: 12532HAC8<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $19177.93     | 0.00%             | 2026-09-14      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                                                | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CAX7<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    250000 | PA      | $259909.49    | 0.06%             | 2035-10-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| MASCO CORP                                                                      | Masco Corp                                                                      | CUSIP: 574599BP0<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8592.30      | 0.00%             | 2030-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | Amgen Inc                                                                       | CUSIP: 031162CZ1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    110000 | PA      | $92268.96     | 0.02%             | 2032-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                     | MetLife Inc                                                                     | CUSIP: 59156RAY4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10221.32     | 0.00%             | 2041-02-06      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                      | AbbVie Inc                                                                      | CUSIP: 00287YDS5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101983.34    | 0.03%             | 2029-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                            | Waste Management Inc                                                            | CUSIP: 94106LCC1<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50778.09     | 0.01%             | 2030-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 16-1 AA PTT                                                        | American Airlines 2016-1 Class AA Pass Through Trust                            | CUSIP: 02376UAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     11913 | PA      | $11476.21     | 0.00%             | 2028-01-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                                             | LYB International Finance III LLC                                               | CUSIP: 50249AAH6<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    150000 | PA      | $107501.96    | 0.03%             | 2040-10-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                                                  | Phillips 66 Co                                                                  | CUSIP: 718547AF9<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39570.23     | 0.01%             | 2026-10-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note/Bond                                                | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2340000 | PA      | $2364131.25   | 0.59%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418DUE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    403892 | PA      | $376497.01    | 0.09%             | 2035-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                             | Elevance Health Inc                                                             | CUSIP: 036752AN3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89714.47     | 0.02%             | 2030-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                        | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MCE8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     10000 | PA      | $8483.04      | 0.00%             | 2031-01-12      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                      | Fiserv Inc                                                                      | CUSIP: 337738BL1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30108.63     | 0.01%             | 2034-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A3G5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $50950.59     | 0.01%             | 2032-01-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                    | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137HC2C5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    100000 | PA      | $104085.30    | 0.03%             | 2029-01-25      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                           | Toronto-Dominion Bank/The                                                       | CUSIP: 89114TZD7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    212000 | PA      | $205115.59    | 0.05%             | 2026-06-03      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                        | Benchmark 2021-B28 Mortgage Trust                                               | CUSIP: 08163GAS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $89839.00     | 0.02%             | 2054-08-15      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                                                | Ventas Realty LP                                                                | CUSIP: 92277GAU1<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9282.18      | 0.00%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMorgan Chase & Co                                                             | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62175.35     | 0.02%             | 2030-04-22      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                                     | Viatris Inc                                                                     | CUSIP: 92556VAE6<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    100000 | PA      | $70129.19     | 0.02%             | 2040-06-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                              | CUSIP: 36179X2H8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    176094 | PA      | $164545.92    | 0.04%             | 2053-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KELLOGG CO                                                                      | Kellanova                                                                       | CUSIP: 487836BX5<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26733.37     | 0.01%             | 2030-06-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                                      | Nasdaq Inc                                                                      | CUSIP: 63111XAJ0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     85000 | PA      | $87249.48     | 0.02%             | 2034-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                          | Commonwealth Edison Co                                                          | CUSIP: 202795HT0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    121000 | PA      | $132887.76    | 0.03%             | 2038-01-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC Holdings PLC                                                               | CUSIP: 404280DM8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     10000 | PA      | $10371.06     | 0.00%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                        | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BW1<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10126.72     | 0.00%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| INTERPUBLIC GROUP COS                                                           | Interpublic Group of Cos Inc/The                                                | CUSIP: 460690BT6<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |     60000 | PA      | $52548.38     | 0.01%             | 2031-03-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note/Bond                                                | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $92687.50     | 0.02%             | 2044-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                                                  | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FYZK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     62000 | PA      | $58353.15     | 0.01%             | 2028-03-25      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | Citigroup Inc                                                                   | CUSIP: 172967NE7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    280000 | PA      | $241318.99    | 0.06%             | 2032-11-03      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                      | Intel Corp                                                                      | CUSIP: 458140BV1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     20000 | PA      | $12941.57     | 0.00%             | 2041-08-12      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                         | Public Service Electric and Gas Co                                              | CUSIP: 74456QBR6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9765.89      | 0.00%             | 2026-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                 | Cigna Group/The                                                                 | CUSIP: 125523BK5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     50000 | PA      | $36814.43     | 0.01%             | 2047-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                         | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GXH2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    420000 | PA      | $404620.29    | 0.10%             | 2030-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                | CUSIP: 91282CHE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1100000 | PA      | $1100730.47   | 0.27%             | 2028-05-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| LAM RESEARCH CORP                                                               | Lam Research Corp                                                               | CUSIP: 512807AV0<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26633.70     | 0.01%             | 2030-06-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                                                  | AutoNation Inc                                                                  | CUSIP: 05329WAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $39227.35     | 0.01%             | 2030-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KOREA                                                               | Korea International Bond                                                        | CUSIP: 50064FAU8<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |     70000 | PA      | $60680.32     | 0.02%             | 2031-10-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                                 | CUSIP: 31418ES43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    298944 | PA      | $293287.43    | 0.07%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                                 | CUSIP: 31418FBQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    412636 | PA      | $424968.86    | 0.11%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                         | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    652000 | PA      | $561619.49    | 0.14%             | 2032-07-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                            | Royal Bank of Canada                                                            | CUSIP: 78016EZT7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $96491.87     | 0.02%             | 2026-07-14      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                          | Verizon Communications Inc                                                      | CUSIP: 92343VBG8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     20000 | PA      | $15829.07     | 0.00%             | 2042-11-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                  | Eli Lilly & Co                                                                  | CUSIP: 532457CM8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    110000 | PA      | $102170.44    | 0.03%             | 2054-02-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418DUH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    230269 | PA      | $192844.55    | 0.05%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                    | NiSource Inc                                                                    | CUSIP: 65473PAJ4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    131000 | PA      | $124945.37    | 0.03%             | 2030-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418ECB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    740162 | PA      | $670456.40    | 0.17%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                                                               | GXO Logistics Inc                                                               | CUSIP: 36262GAB7<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48120.23     | 0.01%             | 2026-07-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                                             | Caterpillar Financial Services Corp                                             | CUSIP: 14913UAR1<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10071.17     | 0.00%             | 2027-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                  | Merck & Co Inc                                                                  | CUSIP: 806605AG6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     60000 | PA      | $67605.36     | 0.02%             | 2033-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418EE55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    293763 | PA      | $274301.88    | 0.07%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | Morgan Stanley                                                                  | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    210000 | PA      | $179061.78    | 0.04%             | 2032-07-21      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                           | Truist Financial Corp                                                           | CUSIP: 89788MAT9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50266.51     | 0.01%             | 2032-08-05      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                  | Merck & Co Inc                                                                  | CUSIP: 58933YBF1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    230000 | PA      | $139938.45    | 0.03%             | 2051-12-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | Ginnie Mae II Pool                                                              | CUSIP: 36179YYT5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    208149 | PA      | $193874.05    | 0.05%             | 2054-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp                                                           | PACCAR Financial Corp                                                           | CUSIP: 69371RT30<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50551.99     | 0.01%             | 2027-08-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                            | Panama Government International Bond                                            | CUSIP: 698299BY9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    200000 | PA      | $207014.89    | 0.05%             | 2038-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                          | Asian Development Bank                                                          | CUSIP: 045167FZ1<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | N/A       |    120000 | PA      | $123067.71    | 0.03%             | 2028-08-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                         | Bristol-Myers Squibb Co                                                         | CUSIP: 110122EB0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52538.67     | 0.01%             | 2053-11-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | Morgan Stanley                                                                  | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101583.76    | 0.03%             | 2029-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                               | Travelers Cos Inc/The                                                           | CUSIP: 89417EAH2<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19946.27     | 0.00%             | 2040-11-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                        | International Business Machines Corp                                            | CUSIP: 459200KN0<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87908.80     | 0.02%             | 2032-02-09      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Canada Government International Bond                                            | Canada Government International Bond                                            | CUSIP: 43358BAB9<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     35000 | PA      | $35354.54     | 0.01%             | 2030-03-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                                                        | Martin Marietta Materials Inc                                                   | CUSIP: 573284AX4<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    142000 | PA      | $90740.47     | 0.02%             | 2051-07-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                        | CSX Corp                                                                        | CUSIP: 126408GK3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21449.77     | 0.01%             | 2037-05-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                           | Texas Instruments Inc                                                           | CUSIP: 882508BL7<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86593.13     | 0.02%             | 2031-09-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418ECP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    344765 | PA      | $274043.75    | 0.07%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    550000 | PA      | $402101.56    | 0.10%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                    | NiSource Inc                                                                    | CUSIP: 65473QBE2<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9825.01      | 0.00%             | 2027-05-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | Morgan Stanley                                                                  | CUSIP: 61747YER2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49729.53     | 0.01%             | 2028-04-20      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                                 | CUSIP: 31418E7B0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     95296 | PA      | $96700.33     | 0.02%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | Ginnie Mae II Pool                                                              | CUSIP: 36179YW83<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    151956 | PA      | $156852.67    | 0.04%             | 2054-05-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                                      | TELUS Corp                                                                      | CUSIP: 87971MBF9<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $49336.71     | 0.01%             | 2027-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc                                                              | Ingersoll Rand Inc                                                              | CUSIP: 45687VAC0<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50740.37     | 0.01%             | 2027-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                        | Enterprise Products Operating LLC                                               | CUSIP: 29379VBJ1<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     75000 | PA      | $66146.46     | 0.02%             | 2046-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                              | Analog Devices Inc                                                              | CUSIP: 032654AV7<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17290.14     | 0.00%             | 2031-10-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                            | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAJ9<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28102.05     | 0.01%             | 2030-05-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Huntsman International LLC                                                      | Huntsman International LLC                                                      | CUSIP: 44701QBG6<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9019.74      | 0.00%             | 2034-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| DXC TECHNOLOGY CO                                                               | DXC Technology Co                                                               | CUSIP: 23355LAL0<br>LEI: 549300DOVZ3EDJB7O259 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28790.51     | 0.01%             | 2026-09-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                               | Kinder Morgan Inc                                                               | CUSIP: 49456BBA8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47265.08     | 0.01%             | 2054-08-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418CWU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    147885 | PA      | $144016.04    | 0.04%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAP INC                                                         | GlaxoSmithKline Capital Inc                                                     | CUSIP: 377372AB3<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62272.64     | 0.02%             | 2034-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                        | CSX Corp                                                                        | CUSIP: 126408HG1<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     62000 | PA      | $47153.53     | 0.01%             | 2066-11-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                                           | Canadian National Railway Co                                                    | CUSIP: 136375BL5<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $10923.94     | 0.00%             | 2034-08-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                   | DTE Energy Co                                                                   | CUSIP: 233331BF3<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    136000 | PA      | $125327.58    | 0.03%             | 2030-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                        | American Water Capital Corp                                                     | CUSIP: 03040WAT2<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16003.70     | 0.00%             | 2048-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                        | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BD3<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     60000 | PA      | $48384.06     | 0.01%             | 2048-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418DSJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    329567 | PA      | $276734.24    | 0.07%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                       | Kroger Co/The                                                                   | CUSIP: 501044CN9<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8755.16      | 0.00%             | 2040-07-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Pepsico Singapore Financing I Pte Ltd                                           | Pepsico Singapore Financing I Pte Ltd                                           | CUSIP: 713466AA8<br>LEI: 254900DOMTCMUFROFJ76 | Long             | DBT              | CORP              | SG        |     50000 | PA      | $50553.00     | 0.01%             | 2027-02-16      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                         | Procter & Gamble Co/The                                                         | CUSIP: 742718FP9<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48555.56     | 0.01%             | 2026-04-23      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418EAN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    757860 | PA      | $632593.01    | 0.16%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                                 | Caterpillar Inc                                                                 | CUSIP: 149123CB5<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    180000 | PA      | $147100.72    | 0.04%             | 2042-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                                           | Micron Technology Inc                                                           | CUSIP: 595112CE1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49694.26     | 0.01%             | 2035-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                                                              | Southwest Gas Corp                                                              | CUSIP: 845011AC9<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35214.20     | 0.01%             | 2030-06-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| WRKCO INC                                                                       | WRKCo Inc                                                                       | CUSIP: 96145DAH8<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |     90000 | PA      | $88540.69     | 0.02%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                     | American Water Capital Corp                                                     | CUSIP: 03040WBC8<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47608.07     | 0.01%             | 2054-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                     | Target Corp                                                                     | CUSIP: 87612EAR7<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     72000 | PA      | $79827.04     | 0.02%             | 2037-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                    | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137HASK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    100000 | PA      | $100091.60    | 0.02%             | 2033-08-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                          | Mizuho Financial Group Inc                                                      | CUSIP: 60687YAT6<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     60000 | PA      | $59373.90     | 0.01%             | 2029-09-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| United States Treasury Note/Bond                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CKR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $203437.50    | 0.05%             | 2027-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                     | Exelon Corp                                                                     | CUSIP: 30161NAQ4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57366.83     | 0.01%             | 2035-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                          | Williams Cos Inc/The                                                            | CUSIP: 969457BY5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    200000 | PA      | $176814.92    | 0.04%             | 2031-03-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| BMO 2024-C8 Mortgage Trust                                                      | BMO 2024-C8 Mortgage Trust                                                      | CUSIP: 05593HAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     90000 | PA      | $93485.02     | 0.02%             | 2057-03-15      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | Oracle Corp                                                                     | CUSIP: 68389XCT0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47582.67     | 0.01%             | 2034-09-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| VOYA FINANCIAL INC                                                              | Voya Financial Inc                                                              | CUSIP: 929089AC4<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |     19000 | PA      | $16146.18     | 0.00%             | 2046-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                      | PacifiCorp                                                                      | CUSIP: 695114CL0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20286.38     | 0.01%             | 2039-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                    | QUALCOMM Inc                                                                    | CUSIP: 747525BQ5<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39117.90     | 0.01%             | 2032-05-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CKX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3650000 | PA      | $3730128.89   | 0.92%             | 2029-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | Citigroup Inc                                                                   | CUSIP: 172967PG0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49705.65     | 0.01%             | 2035-02-13      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                             | Consumers Energy Co                                                             | CUSIP: 210518DC7<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9885.23      | 0.00%             | 2028-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                               | Travelers Cos Inc/The                                                           | CUSIP: 89417EAM1<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     20000 | PA      | $15975.63     | 0.00%             | 2047-05-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418EDG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    186159 | PA      | $169109.50    | 0.04%             | 2037-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 3140X9JK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2036243 | PA      | $1875603.53   | 0.46%             | 2048-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 17-1 AA PTT                                                        | American Airlines 2017-1 Class AA Pass Through Trust                            | CUSIP: 023761AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     61500 | PA      | $58608.65     | 0.01%             | 2029-02-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                      | Ecolab Inc                                                                      | CUSIP: 278865BE9<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10233.62     | 0.00%             | 2030-03-24      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                      | Fiserv Inc                                                                      | CUSIP: 337738AV0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     30000 | PA      | $23559.06     | 0.01%             | 2049-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                              | CUSIP: 36179WRZ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    697031 | PA      | $568857.72    | 0.14%             | 2051-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMorgan Chase & Co                                                             | CUSIP: 46647PEL6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50582.97     | 0.01%             | 2028-07-22      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc                                                              | Analog Devices Inc                                                              | CUSIP: 032654BC8<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46963.62     | 0.01%             | 2054-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UnitedHealth Group Inc                                                          | CUSIP: 91324PEK4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    411000 | PA      | $346391.70    | 0.09%             | 2052-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                | Crown Castle Inc                                                                | CUSIP: 22822VAY7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    150000 | PA      | $129253.17    | 0.03%             | 2031-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables 2024-3 Owner Trust                                       | Honda Auto Receivables 2024-3 Owner Trust                                       | CUSIP: 43813YAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50324.40     | 0.01%             | 2029-03-21      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                | Bank of Montreal                                                                | CUSIP: 06368FAJ8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     40000 | PA      | $38827.25     | 0.01%             | 2027-03-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                                        | Uruguay Government International Bond                                           | CUSIP: 917288BK7<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     15000 | PA      | $14822.25     | 0.00%             | 2031-01-23      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | Oracle Corp                                                                     | CUSIP: 68389XAV7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    690000 | PA      | $640245.12    | 0.16%             | 2034-07-08      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | Barclays PLC                                                                    | CUSIP: 06738ECL7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $213639.59    | 0.05%             | 2034-09-13      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                          | Verizon Communications Inc                                                      | CUSIP: 92343VFL3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42798.12     | 0.01%             | 2030-09-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: —       |
| LINCOLN NATIONAL CORP                                                           | Lincoln National Corp                                                           | CUSIP: 534187BL2<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     30000 | PA      | $22966.82     | 0.01%             | 2050-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                                                                       | Mosaic Co/The                                                                   | CUSIP: 61945CAG8<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9881.50      | 0.00%             | 2027-11-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                               | Kinder Morgan Inc                                                               | CUSIP: 49456BAG6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    372000 | PA      | $362418.34    | 0.09%             | 2034-12-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial Inc                                                        | Ameriprise Financial Inc                                                        | CUSIP: 03076CAP1<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20024.54     | 0.00%             | 2035-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP                                                                         | CUSIP: 55336VBQ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    240000 | PA      | $214586.58    | 0.05%             | 2030-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                              | Vodafone Group PLC                                                              | CUSIP: 92857WBS8<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     20000 | PA      | $16818.87     | 0.00%             | 2049-06-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MASCO CORP                                                                      | Masco Corp                                                                      | CUSIP: 574599BM7<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |     30000 | PA      | $23783.42     | 0.01%             | 2047-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                           | Novartis Capital Corp                                                           | CUSIP: 66989HAH1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    120000 | PA      | $105580.31    | 0.03%             | 2044-05-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | European Investment Bank                                                        | CUSIP: 298785JY3<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |    100000 | PA      | $102685.23    | 0.03%             | 2028-10-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                                 | CUSIP: 31418E2F6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    134321 | PA      | $138369.20    | 0.03%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                      | Capital One Financial Corp                                                      | CUSIP: 14040HDF9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102218.68    | 0.03%             | 2035-02-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                              | CUSIP: 36179W7M4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    687911 | PA      | $643013.38    | 0.16%             | 2052-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                                                              | Honda Motor Co Ltd                                                              | CUSIP: 438127AB8<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |    120000 | PA      | $116298.09    | 0.03%             | 2027-03-10      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                                     | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153118.24    | 0.04%             | 2033-06-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                            | Kraft Heinz Foods Co                                                            | CUSIP: 50077LBM7<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50736.68     | 0.01%             | 2032-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                                                               | CBRE Services Inc                                                               | CUSIP: 12505BAG5<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30989.16     | 0.01%             | 2034-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    750000 | PA      | $734648.44    | 0.18%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | Bank of America Corp                                                            | CUSIP: 06051GMK2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50663.36     | 0.01%             | 2029-01-24      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                           | Time Warner Cable LLC                                                           | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9839.50      | 0.00%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                            | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    140000 | PA      | $153899.96    | 0.04%             | 2034-10-20      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| WESTERN UNION CO/THE                                                            | Western Union Co/The                                                            | CUSIP: 959802AH2<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30123.51     | 0.01%             | 2036-11-17      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                             | Gilead Sciences Inc                                                             | CUSIP: 375558AX1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17913.19     | 0.00%             | 2044-04-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                      | Ecolab Inc                                                                      | CUSIP: 278865BN9<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    120000 | PA      | $72178.40     | 0.02%             | 2051-12-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                         | International Bank for Reconstruction & Development                             | CUSIP: 459058GE7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |    630000 | PA      | $612414.82    | 0.15%             | 2027-11-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2025-C32                                                   | BBCMS Mortgage Trust 2025-C32                                                   | CUSIP: 07337AAD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     50000 | PA      | $52486.96     | 0.01%             | 2062-02-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                              | CUSIP: 36179WVT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    479661 | PA      | $391386.68    | 0.10%             | 2052-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | Amgen Inc                                                                       | CUSIP: 031162DD9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    130000 | PA      | $123707.70    | 0.03%             | 2029-02-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                        | Baxter International Inc                                                        | CUSIP: 071813CS6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    120000 | PA      | $102551.18    | 0.03%             | 2032-02-01      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                                    | American Express Credit Account Master Trust                                    | CUSIP: 02582JKD1<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $152152.11    | 0.04%             | 2028-09-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                            | Royal Bank of Canada                                                            | CUSIP: 78016HZS2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    110000 | PA      | $112938.56    | 0.03%             | 2028-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada                                      | Bell Telephone Co of Canada or Bell Canada                                      | CUSIP: 0778FPAM1<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $10081.09     | 0.00%             | 2034-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| NISOURCE INC                                                                    | NiSource Inc                                                                    | CUSIP: 65473PAL9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25360.96     | 0.01%             | 2031-02-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| ONE GAS INC                                                                     | ONE Gas Inc                                                                     | CUSIP: 68235PAM0<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28481.87     | 0.01%             | 2032-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                            | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAR1<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    180000 | PA      | $147032.59    | 0.04%             | 2052-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                         | Inter-American Development Bank                                                 | CUSIP: 4581X0EH7<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | N/A       |    120000 | PA      | $121058.51    | 0.03%             | 2028-01-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                         | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JBU7<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18429.57     | 0.00%             | 2030-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE OKLAHOMA                                                         | Public Service Co of Oklahoma                                                   | CUSIP: 744533BM1<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17030.61     | 0.00%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Voya Financial Inc                                                              | Voya Financial Inc                                                              | CUSIP: 929089AH3<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47817.14     | 0.01%             | 2034-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ZIONS BANCORP NA                                                                | Zions Bancorp NA                                                                | CUSIP: 98971DAB6<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17912.91     | 0.00%             | 2029-10-29      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                           | Time Warner Cable LLC                                                           | CUSIP: 88732JAU2<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    170000 | PA      | $169721.30    | 0.04%             | 2039-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP                                                                         | CUSIP: 55336VBT6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    180000 | PA      | $144582.33    | 0.04%             | 2052-03-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                                           | Canadian National Railway Co                                                    | CUSIP: 136375CP5<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |     60000 | PA      | $44976.99     | 0.01%             | 2048-02-03      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                                         | CarMax Auto Owner Trust                                                         | CUSIP: 14317CAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $97838.21     | 0.02%             | 2027-08-16      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| AVNET INC                                                                       | Avnet Inc                                                                       | CUSIP: 053807AS2<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39922.14     | 0.01%             | 2026-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                              | CUSIP: 36179SB89<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    389913 | PA      | $358278.36    | 0.09%             | 2046-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                             | Elevance Health Inc                                                             | CUSIP: 036752AW3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51653.04     | 0.01%             | 2032-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | Amgen Inc                                                                       | CUSIP: 031162CF5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     70000 | PA      | $58676.18     | 0.01%             | 2051-06-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | Ginnie Mae II Pool                                                              | CUSIP: 36179YPF5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    289145 | PA      | $283953.82    | 0.07%             | 2054-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                   | Kroger Co/The                                                                   | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49005.98     | 0.01%             | 2034-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Council Of Europe Development Bank                                              | Council Of Europe Development Bank                                              | CUSIP: 222213BF6<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | N/A       |    100000 | PA      | $101797.54    | 0.03%             | 2027-06-11      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                        | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $36293.42     | 0.01%             | 2029-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                                             | Province of Alberta Canada                                                      | CUSIP: 013051EA1<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |    160000 | PA      | $157886.10    | 0.04%             | 2028-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Oesterreichische Kontrollbank AG                                                | Oesterreichische Kontrollbank AG                                                | CUSIP: 676167CL1<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |     90000 | PA      | $91188.52     | 0.02%             | 2029-01-18      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                                                                        | Flex Ltd                                                                        | CUSIP: 33938XAA3<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |     60000 | PA      | $59572.61     | 0.01%             | 2029-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                       | ONEOK Inc                                                                       | CUSIP: 682680CF8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26620.11     | 0.01%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                                                  | Wells Fargo Commercial Mortgage Trust 2019-C49                                  | CUSIP: 95001WBA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $292118.46    | 0.07%             | 2052-03-15      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| BRUNSWICK CORP                                                                  | Brunswick Corp/DE                                                               | CUSIP: 117043AU3<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44874.93     | 0.01%             | 2032-09-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                             | American Tower Corp                                                             | CUSIP: 03027XBR0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9589.78      | 0.00%             | 2026-09-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                  | S&P Global Inc                                                                  | CUSIP: 78409VAR5<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     23000 | PA      | $11673.59     | 0.00%             | 2060-08-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                                         | Pfizer Investment Enterprises Pte Ltd                                           | CUSIP: 716973AD4<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    150000 | PA      | $151890.21    | 0.04%             | 2030-05-19      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | Morgan Stanley                                                                  | CUSIP: 61747YDY8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16547.38     | 0.00%             | 2045-01-27      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | Morgan Stanley                                                                  | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    120000 | PA      | $113874.61    | 0.03%             | 2031-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                                            | Parker-Hannifin Corp                                                            | CUSIP: 70109HAM7<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     64000 | PA      | $60496.47     | 0.01%             | 2034-11-21      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                          | Motorola Solutions Inc                                                          | CUSIP: 620076BU2<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    120000 | PA      | $106584.46    | 0.03%             | 2031-05-24      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                        | Prudential Financial Inc                                                        | CUSIP: 744320AY8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    143000 | PA      | $109640.27    | 0.03%             | 2047-12-07      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                             | Sherwin-Williams Co/The                                                         | CUSIP: 824348BJ4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    101000 | PA      | $94509.04     | 0.02%             | 2029-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418ENL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    797032 | PA      | $808724.62    | 0.20%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                      | FedEx Corp                                                                      | CUSIP: 31428XCW4<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     30000 | PA      | $21637.11     | 0.01%             | 2048-02-15      | Fixed         | 4.05%                 | Yes           |                  2 | On Loan: No      |
| NVIDIA CORP                                                                     | NVIDIA Corp                                                                     | CUSIP: 67066GAG9<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    122000 | PA      | $101190.34    | 0.03%             | 2040-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                        | European Investment Bank                                                        | CUSIP: 298785JP2<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |    100000 | PA      | $95721.80     | 0.02%             | 2026-10-26      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                      | Humana Inc                                                                      | CUSIP: 444859BZ4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10372.06     | 0.00%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418DWR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    822300 | PA      | $656786.33    | 0.16%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                              | CUSIP: 36179WVU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    154418 | PA      | $131621.71    | 0.03%             | 2052-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                               | Kinder Morgan Inc                                                               | CUSIP: 49456BAJ0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42649.28     | 0.01%             | 2046-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | Ginnie Mae II Pool                                                              | CUSIP: 36180AAF0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    681795 | PA      | $681947.83    | 0.17%             | 2054-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                                               | NSTAR Electric Co                                                               | CUSIP: 67021CAM9<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49064.29     | 0.01%             | 2027-05-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| TAPESTRY INC                                                                    | Tapestry Inc                                                                    | CUSIP: 189754AC8<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29772.51     | 0.01%             | 2027-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CMG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3050000 | PA      | $3121126.95   | 0.77%             | 2030-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                                                         | Astrazeneca Finance LLC                                                         | CUSIP: 04636NAK9<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50667.74     | 0.01%             | 2027-02-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                             | International Bank for Reconstruction & Development                             | CUSIP: 459058LF8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |    100000 | PA      | $103246.84    | 0.03%             | 2031-04-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    700000 | PA      | $349097.66    | 0.09%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $123875.00    | 0.03%             | 2040-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| LEGG MASON INC                                                                  | Legg Mason Inc                                                                  | CUSIP: 524901AR6<br>LEI: OWUNCC6U1ZJXMZKFBJ36 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9633.99      | 0.00%             | 2044-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                                                    | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150BD5<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120217.29    | 0.03%             | 2035-02-02      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418DZZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    256341 | PA      | $226945.88    | 0.06%             | 2036-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| International Finance Corp                                                      | International Finance Corp                                                      | CUSIP: 45950KDF4<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | N/A       |     35000 | PA      | $35369.42     | 0.01%             | 2027-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                      | Sysco Corp                                                                      | CUSIP: 871829BT3<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53068.12     | 0.01%             | 2034-01-17      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                         | Public Service Co of Colorado                                                   | CUSIP: 744448CA7<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     18000 | PA      | $19516.07     | 0.00%             | 2038-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                              | CUSIP: 36179W5D6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    188494 | PA      | $171580.77    | 0.04%             | 2052-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418DZX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    537776 | PA      | $470395.16    | 0.12%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                  | Starbucks Corp                                                                  | CUSIP: 855244AW9<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8974.91      | 0.00%             | 2030-03-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                | Coca-Cola Co/The                                                                | CUSIP: 191216CV0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    170000 | PA      | $150093.27    | 0.04%             | 2030-06-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UnitedHealth Group Inc                                                          | CUSIP: 91324PDY5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     60000 | PA      | $42730.11     | 0.01%             | 2040-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                                                              | Honda Motor Co Ltd                                                              | CUSIP: 438127AC6<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |     20000 | PA      | $17799.93     | 0.00%             | 2032-03-10      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| GRUPO TELEVISA SAB                                                              | Grupo Televisa SAB                                                              | CUSIP: 40049JBA4<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |     60000 | PA      | $39986.16     | 0.01%             | 2045-05-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                                                                | Ryder System Inc                                                                | CUSIP: 78355HLC1<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50396.33     | 0.01%             | 2029-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | Amgen Inc                                                                       | CUSIP: 031162BE9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9085.83      | 0.00%             | 2041-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                         | International Bank for Reconstruction & Development                             | CUSIP: 45906M3D1<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |    112000 | PA      | $101688.09    | 0.03%             | 2032-03-29      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| GLAXOSMITHKLINE CAPITAL                                                         | GlaxoSmithKline Capital PLC                                                     | CUSIP: 377373AH8<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |     70000 | PA      | $67721.91     | 0.02%             | 2029-06-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                                                         | European Bank for Reconstruction & Development                                  | CUSIP: 29874QEX8<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | N/A       |    100000 | PA      | $101905.68    | 0.03%             | 2028-03-09      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418EF21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    790225 | PA      | $757086.47    | 0.19%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CABOT CORP                                                                      | Cabot Corp                                                                      | CUSIP: 127055AM3<br>LEI: K05C0SER542GQ6VLRO68 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19791.50     | 0.00%             | 2032-06-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HALEON US CAPITAL LLC                                                           | Haleon US Capital LLC                                                           | CUSIP: 36264FAN1<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |     20000 | PA      | $15251.75     | 0.00%             | 2052-03-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | Comcast Corp                                                                    | CUSIP: 20030NEK3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57930.45     | 0.01%             | 2054-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| ELI LILLY & CO                                                                  | Eli Lilly & Co                                                                  | CUSIP: 532457BJ6<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    110000 | PA      | $87640.23     | 0.02%             | 2045-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                         | Duke Energy Florida LLC                                                         | CUSIP: 341099CH0<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     67000 | PA      | $73518.66     | 0.02%             | 2037-09-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| International Finance Corp                                                      | International Finance Corp                                                      | CUSIP: 45950KDK3<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | N/A       |     30000 | PA      | $30660.60     | 0.01%             | 2028-01-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                  | Starbucks Corp                                                                  | CUSIP: 855244BA6<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     30000 | PA      | $20128.40     | 0.00%             | 2050-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                                                              | Southwest Gas Corp                                                              | CUSIP: 845011AA3<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9775.35      | 0.00%             | 2028-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                                           | Canadian National Railway Co                                                    | CUSIP: 136375CV2<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |     30000 | PA      | $25560.69     | 0.01%             | 2049-01-20      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae                                                                      | CUSIP: 31418EBR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    239910 | PA      | $190730.12    | 0.05%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418EB90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2747215 | PA      | $2290646.84   | 0.57%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1600000 | PA      | $1610937.50   | 0.40%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                             | Elevance Health Inc                                                             | CUSIP: 94973VAN7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53878.97     | 0.01%             | 2037-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                         | Simon Property Group LP                                                         | CUSIP: 828807DU8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    202000 | PA      | $207306.47    | 0.05%             | 2033-03-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FIN I UK PLC                                                         | Brookfield Finance I UK Plc / Brookfield Finance Inc                            | CUSIP: 11272BAA1<br>LEI: 213800JCKNPJE9FDCJ76 | Long             | DBT              | CORP              | GB        |     80000 | PA      | $66630.98     | 0.02%             | 2032-01-30      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                         | Procter & Gamble Co/The                                                         | CUSIP: 742718GA1<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9807.03      | 0.00%             | 2033-01-26      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| SNAP-ON INC                                                                     | Snap-on Inc                                                                     | CUSIP: 833034AM3<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | DBT              | CORP              | US        |     60000 | PA      | $39126.95     | 0.01%             | 2050-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    949000 | PA      | $841755.59    | 0.21%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418DZ62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     73981 | PA      | $63658.51     | 0.02%             | 2041-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | Ginnie Mae II Pool                                                              | CUSIP: 36180AB93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    399378 | PA      | $392021.65    | 0.10%             | 2054-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IPALCO ENTERPRISES INC                                                          | IPALCO Enterprises Inc                                                          | CUSIP: 462613AP5<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |     70000 | PA      | $66750.57     | 0.02%             | 2030-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bank                                                                            | Bank 2019-BNK19                                                                 | CUSIP: 06540WBC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $186288.02    | 0.05%             | 2061-08-15      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                                        | Host Hotels & Resorts LP                                                        | CUSIP: 44107TAY2<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9220.65      | 0.00%             | 2029-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                            | Boston Properties LP                                                            | CUSIP: 10112RBH6<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20967.23     | 0.01%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                   | Southern California Edison Co                                                   | CUSIP: 842400JJ3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50472.88     | 0.01%             | 2030-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | Citigroup Inc                                                                   | CUSIP: 17327CBA0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49594.72     | 0.01%             | 2036-03-27      | Fixed         | 5.33%                 | No            |                  2 | On Loan: —       |
| ARTHUR J GALLAGHER & CO                                                         | Arthur J Gallagher & Co                                                         | CUSIP: 363576AB5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     50000 | PA      | $33833.35     | 0.01%             | 2051-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                        | Rogers Communications Inc                                                       | CUSIP: 775109BF7<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $9749.11      | 0.00%             | 2026-11-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Council Of Europe Development Bank                                              | Council Of Europe Development Bank                                              | CUSIP: 222213BG4<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | N/A       |     50000 | PA      | $51487.86     | 0.01%             | 2030-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Smurfit Kappa Treasury ULC                                                      | Smurfit Kappa Treasury ULC                                                      | CUSIP: 83272GAC5<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |     60000 | PA      | $59979.96     | 0.01%             | 2034-04-03      | Fixed         | 5.44%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | Citigroup Inc                                                                   | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    190000 | PA      | $166025.71    | 0.04%             | 2032-05-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                | CUSIP: 91282CGM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    700000 | PA      | $676292.97    | 0.17%             | 2033-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UnitedHealth Group Inc                                                          | CUSIP: 91324PAX0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21957.99     | 0.01%             | 2037-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                        | CSX Corp                                                                        | CUSIP: 126408GY3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    120000 | PA      | $98643.33     | 0.02%             | 2044-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley                                                                  | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24920.20     | 0.01%             | 2030-10-18      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                | Coca-Cola Co/The                                                                | CUSIP: 191216DD9<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    140000 | PA      | $129598.61    | 0.03%             | 2028-03-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Mosaic Co/The                                                                   | Mosaic Co/The                                                                   | CUSIP: 61945CAH6<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40916.69     | 0.01%             | 2028-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                     | Target Corp                                                                     | CUSIP: 87612EBJ4<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    130000 | PA      | $119003.55    | 0.03%             | 2030-02-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418DVW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    313722 | PA      | $277792.73    | 0.07%             | 2036-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                | CUSIP: 91282CHA2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1994531.24   | 0.49%             | 2028-04-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial Inc                                                        | Ameriprise Financial Inc                                                        | CUSIP: 03076CAN6<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31416.68     | 0.01%             | 2028-12-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                  | Mastercard Inc                                                                  | CUSIP: 57636QAZ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20111.67     | 0.00%             | 2034-05-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                          | Asian Development Bank                                                          | CUSIP: 045167GJ6<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | N/A       |     25000 | PA      | $25467.94     | 0.01%             | 2028-01-14      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                                              | Valero Energy Corp                                                              | CUSIP: 91913YAL4<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41535.87     | 0.01%             | 2037-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                                          | Korea Development Bank/The                                                      | CUSIP: 500630DN5<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |     30000 | PA      | $28452.13     | 0.01%             | 2027-04-25      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                                              | Province of Quebec Canada                                                       | CUSIP: 748149AJ0<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    305000 | PA      | $300581.60    | 0.07%             | 2026-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                        | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     20000 | PA      | $19580.32     | 0.00%             | 2028-01-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                               | Sysco Corp                                                                      | CUSIP: 871829BK2<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     70000 | PA      | $63416.28     | 0.02%             | 2030-02-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                 | Cigna Group/The                                                                 | CUSIP: 125523CD0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10307.41     | 0.00%             | 2041-11-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418C6L3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    145156 | PA      | $132689.34    | 0.03%             | 2049-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                      | Fiserv Inc                                                                      | CUSIP: 337738BC1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36131.48     | 0.01%             | 2030-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                      | Intel Corp                                                                      | CUSIP: 458140BL3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    110000 | PA      | $93439.26     | 0.02%             | 2040-03-25      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CKK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    400000 | PA      | $403728.12    | 0.10%             | 2026-04-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                                           | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 874060BD7<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |     60000 | PA      | $37823.76     | 0.01%             | 2060-07-09      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                                                          | PPL Electric Utilities Corp                                                     | CUSIP: 69351UAT0<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    110000 | PA      | $91042.70     | 0.02%             | 2045-10-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GB86<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48087.26     | 0.01%             | 2045-11-19      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                          | Verizon Communications Inc                                                      | CUSIP: 92343VDV3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47738.47     | 0.01%             | 2047-03-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                         | American Electric Power Co Inc                                                  | CUSIP: 025537AV3<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51579.50     | 0.01%             | 2027-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                              | CUSIP: 36179T7K5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     56804 | PA      | $53419.37     | 0.01%             | 2048-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418EHQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    843044 | PA      | $844167.29    | 0.21%             | 2052-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FORTIVE CORPORATION                                                             | Fortive Corp                                                                    | CUSIP: 34959JAG3<br>LEI: 549300MU9YQJYHDQEF63 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39312.62     | 0.01%             | 2026-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                        | Berkshire Hathaway Energy Co                                                    | CUSIP: 084659BF7<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    110000 | PA      | $89824.61     | 0.02%             | 2053-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| EATON VANCE CORP                                                                | Eaton Vance Corp                                                                | CUSIP: 278265AE3<br>LEI: 4JJ8ORNW1AFZPSV8GJ79 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19671.08     | 0.00%             | 2027-04-06      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                           | Novartis Capital Corp                                                           | CUSIP: 66989HAS7<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     20000 | PA      | $12658.86     | 0.00%             | 2050-08-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                               | Travelers Cos Inc/The                                                           | CUSIP: 89417EAJ8<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     62000 | PA      | $54680.76     | 0.01%             | 2043-08-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51827.30     | 0.01%             | 2030-04-25      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| PROV OF NEW BRUNSWICK                                                           | Province of New Brunswick Canada                                                | CUSIP: 642869AM3<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |     70000 | PA      | $69465.71     | 0.02%             | 2028-02-24      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                  | Home Depot Inc/The                                                              | CUSIP: 437076BZ4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     60000 | PA      | $39899.13     | 0.01%             | 2049-12-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                        | Benchmark 2021-B24 Mortgage Trust                                               | CUSIP: 08163CBB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $176500.48    | 0.04%             | 2054-03-15      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                       | ONEOK Inc                                                                       | CUSIP: 29336TAE0<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69298.38     | 0.02%             | 2034-09-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                                        | Willis North America Inc                                                        | CUSIP: 970648AG6<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9992.76      | 0.00%             | 2028-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418EGK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    493973 | PA      | $473257.42    | 0.12%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                        | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAN4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16380.94     | 0.00%             | 2032-09-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                                  | Fannie Mae-Aces                                                                 | CUSIP: 3136B1K86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    177590 | PA      | $173280.93    | 0.04%             | 2028-03-25      | Variable      | 3.13%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMorgan Chase & Co                                                             | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49966.16     | 0.01%             | 2030-10-22      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CARLISLE COS INC                                                                | Carlisle Cos Inc                                                                | CUSIP: 142339AJ9<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9146.75      | 0.00%             | 2030-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                                           | Micron Technology Inc                                                           | CUSIP: 595112CD3<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110481.10    | 0.03%             | 2031-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418ECQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2004355 | PA      | $1671012.64   | 0.41%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418D3L4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    130943 | PA      | $115925.57    | 0.03%             | 2036-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                  | Home Depot Inc/The                                                              | CUSIP: 437076AU6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    299000 | PA      | $299657.69    | 0.07%             | 2040-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CLZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    700000 | PA      | $708722.66    | 0.18%             | 2031-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                                                 | Deere & Co                                                                      | CUSIP: 244199BF1<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    130000 | PA      | $109756.99    | 0.03%             | 2042-06-09      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| DUPONT DE NEMOURS INC                                                           | DuPont de Nemours Inc                                                           | CUSIP: 26078JAE0<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40969.68     | 0.01%             | 2038-11-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418EL57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    521714 | PA      | $530937.43    | 0.13%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                             | Bank of Nova Scotia/The                                                         | CUSIP: 0641594A1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     60000 | PA      | $58030.28     | 0.01%             | 2026-06-24      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                | CUSIP: 91282CCW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1450000 | PA      | $1393585.94   | 0.34%             | 2026-08-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418DW65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    637292 | PA      | $549428.88    | 0.14%             | 2041-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                              | CUSIP: 36179UV74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    352456 | PA      | $314744.21    | 0.08%             | 2049-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                             | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MDQ0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     70000 | PA      | $69820.15     | 0.02%             | 2044-07-09      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418ECC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    287902 | PA      | $254154.52    | 0.06%             | 2037-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy Inc                                                          | Puget Sound Energy Inc                                                          | CUSIP: 745332CM6<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10116.71     | 0.00%             | 2034-06-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                                             | Moody's Corp                                                                    | CUSIP: 615369AW5<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17145.18     | 0.00%             | 2031-08-19      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp                                                           | PACCAR Financial Corp                                                           | CUSIP: 69371RT22<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50977.20     | 0.01%             | 2027-05-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note/Bond                                                | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $302062.50    | 0.07%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                                 | CUSIP: 31418FEC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    505590 | PA      | $495092.98    | 0.12%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                                                      | Biogen Inc                                                                      | CUSIP: 09062XAK9<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |     10000 | PA      | $6239.44      | 0.00%             | 2051-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO                                                                  | Halliburton Co                                                                  | CUSIP: 406216BJ9<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    152000 | PA      | $143057.60    | 0.04%             | 2035-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                               | Johnson & Johnson                                                               | CUSIP: 478160DL5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51008.67     | 0.01%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                                 | CUSIP: 31418FEB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    210602 | PA      | $201461.63    | 0.05%             | 2054-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UnitedHealth Group Inc                                                          | CUSIP: 91324PEY4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10112.03     | 0.00%             | 2027-04-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                | CUSIP: 91282CCZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2600000 | PA      | $2498234.39   | 0.62%             | 2026-09-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                | Bank of Montreal                                                                | CUSIP: 06368BGS1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     48000 | PA      | $46438.17     | 0.01%             | 2032-12-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                                                              | Republic of Poland Government International Bond                                | CUSIP: 731011AV4<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    200000 | PA      | $198347.81    | 0.05%             | 2033-10-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                              | Vodafone Group PLC                                                              | CUSIP: 92857WCB4<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     10000 | PA      | $9442.50      | 0.00%             | 2064-06-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KOREA                                                               | Korea International Bond                                                        | CUSIP: 50064FAM6<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |     30000 | PA      | $29417.22     | 0.01%             | 2027-01-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                           | Novartis Capital Corp                                                           | CUSIP: 66989HAR9<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    120000 | PA      | $108600.47    | 0.03%             | 2030-08-14      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | Ginnie Mae II Pool                                                              | CUSIP: 36179VBH2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    188589 | PA      | $177194.25    | 0.04%             | 2049-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1300000 | PA      | $901113.28    | 0.22%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                 | Cigna Group/The                                                                 | CUSIP: 125523AZ3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    300000 | PA      | $291393.22    | 0.07%             | 2027-10-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                              | CUSIP: 36179WG44<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    313896 | PA      | $278130.55    | 0.07%             | 2051-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                                              | Panama Government International Bond                                            | CUSIP: 698299BH6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     90000 | PA      | $57679.20     | 0.01%             | 2050-04-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418ESA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    203043 | PA      | $210102.08    | 0.05%             | 2053-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BANK 2025-BNK49                                                                 | BANK 2025-BNK49                                                                 | CUSIP: 05494FBT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     50000 | PA      | $51959.90     | 0.01%             | 2058-03-15      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| BORGWARNER INC                                                                  | BorgWarner Inc                                                                  | CUSIP: 099724AL0<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |     62000 | PA      | $59590.31     | 0.01%             | 2027-07-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                  | Microsoft Corp                                                                  | CUSIP: 594918CN2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9947.13      | 0.00%             | 2026-09-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                                               | Brown & Brown Inc                                                               | CUSIP: 115236AG6<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50563.81     | 0.01%             | 2034-06-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BLACKROCK INC                                                                   | Blackrock Inc                                                                   | CUSIP: 09247XAQ4<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18303.65     | 0.00%             | 2030-04-30      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS INTL PL                                                        | Johnson Controls International plc                                              | CUSIP: 478375AL2<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |     10000 | PA      | $8452.75      | 0.00%             | 2044-07-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                             | Fifth Third Bancorp                                                             | CUSIP: 316773DD9<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     32000 | PA      | $30614.13     | 0.01%             | 2027-11-01      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                                           | Quest Diagnostics Inc                                                           | CUSIP: 74834LBB5<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9255.92      | 0.00%             | 2030-06-30      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                               | Sysco Corp                                                                      | CUSIP: 871829BC0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9862.45      | 0.00%             | 2026-07-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                        | Enterprise Products Operating LLC                                               | CUSIP: 29379VAM5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $118656.19    | 0.03%             | 2038-04-15      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS/TYCO FI                                                        | Johnson Controls International plc / Tyco Fire & Security Finance SCA           | CUSIP: 47837RAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     20000 | PA      | $17282.37     | 0.00%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | Bank of America Corp                                                            | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    320000 | PA      | $298005.11    | 0.07%             | 2029-06-14      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                               | General Mills Inc                                                               | CUSIP: 370334CT9<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19881.08     | 0.00%             | 2033-03-29      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                                                  | AutoNation Inc                                                                  | CUSIP: 05329WAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $27374.83     | 0.01%             | 2028-08-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                          | Verizon Communications Inc                                                      | CUSIP: 92343VGP3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    320000 | PA      | $235195.03    | 0.06%             | 2052-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                                               | Cisco Systems Inc                                                               | CUSIP: 17275RCA8<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49246.94     | 0.01%             | 2055-02-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                | Welltower OP LLC                                                                | CUSIP: 95040QAH7<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    118000 | PA      | $116610.52    | 0.03%             | 2029-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC Holdings PLC                                                               | CUSIP: 404280CL1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $188113.30    | 0.05%             | 2028-09-22      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                      | Province of Ontario Canada                                                      | CUSIP: 683234ET1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    100000 | PA      | $103048.00    | 0.03%             | 2030-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                               | Kinder Morgan Inc                                                               | CUSIP: 49456BBB6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50477.69     | 0.01%             | 2030-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $217360.00    | 0.05%             | 2034-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                  | S&P Global Inc                                                                  | CUSIP: 78409VBK9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    130000 | PA      | $116450.40    | 0.03%             | 2032-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                              | CUSIP: 36179W5F1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    398240 | PA      | $383634.14    | 0.09%             | 2052-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Essential Utilities Inc                                                         | Essential Utilities Inc                                                         | CUSIP: 29670GAH5<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20072.17     | 0.00%             | 2034-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                             | American Tower Corp                                                             | CUSIP: 03027XCC2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112431.97    | 0.03%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                                                | Progressive Corp/The                                                            | CUSIP: 743315AW3<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     44000 | PA      | $41809.72     | 0.01%             | 2030-03-26      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                                                        | Take-Two Interactive Software Inc                                               | CUSIP: 874054AG4<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19747.99     | 0.00%             | 2027-04-14      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                              | CUSIP: 36179WZB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    711895 | PA      | $648312.64    | 0.16%             | 2052-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418DX80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    123642 | PA      | $109466.90    | 0.03%             | 2036-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                        | Canadian Pacific Railway Co                                                     | CUSIP: 13648TAC1<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $9360.36      | 0.00%             | 2029-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                                 | CUSIP: 31418E3G3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     60848 | PA      | $63569.81     | 0.02%             | 2054-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC                                                                     | Workday Inc                                                                     | CUSIP: 98138HAH4<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |     70000 | PA      | $67731.82     | 0.02%             | 2029-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| KONINKLIJKE KPN NV                                                              | Koninklijke KPN NV                                                              | CUSIP: 780641AH9<br>LEI: 549300YO0JZHAL7FVP81 | Long             | DBT              | CORP              | NL        |     20000 | PA      | $23356.50     | 0.01%             | 2030-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                    | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137HK2C7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    100000 | PA      | $100528.54    | 0.02%             | 2034-12-25      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                        | Canadian Pacific Railway Co                                                     | CUSIP: 13645RAX2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     70000 | PA      | $69063.91     | 0.02%             | 2115-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                | CUSIP: 91282CEF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $489765.63    | 0.12%             | 2027-03-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                      | Intel Corp                                                                      | CUSIP: 458140BJ8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     10000 | PA      | $6108.40      | 0.00%             | 2049-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                           | Texas Instruments Inc                                                           | CUSIP: 882508BD5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     40000 | PA      | $32542.62     | 0.01%             | 2048-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | Bank of America Corp                                                            | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38671.87     | 0.01%             | 2027-07-22      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| Japan International Cooperation Agency                                          | Japan International Cooperation Agency                                          | CUSIP: 47109LAB0<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |     90000 | PA      | $87853.22     | 0.02%             | 2027-04-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                            | Waste Management Inc                                                            | CUSIP: 94106LBP3<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8499.86      | 0.00%             | 2031-03-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                          | Verizon Communications Inc                                                      | CUSIP: 92343VEU4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     99000 | PA      | $97207.51     | 0.02%             | 2029-12-03      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                           | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A2U5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $103668.77    | 0.03%             | 2028-07-17      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                   | AEP Texas Inc                                                                   | CUSIP: 00108WAK6<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     30000 | PA      | $20106.32     | 0.00%             | 2050-01-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note/Bond                                                | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    950000 | PA      | $916007.81    | 0.23%             | 2043-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Aon North America Inc                                                           | Aon North America Inc                                                           | CUSIP: 03740MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $61045.08     | 0.02%             | 2034-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                      | AbbVie Inc                                                                      | CUSIP: 00287YDW6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143723.64    | 0.04%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Entergy Texas Inc                                                               | Entergy Texas Inc                                                               | CUSIP: 29365TAQ7<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100101.77    | 0.02%             | 2035-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                             | Nomura Holdings Inc                                                             | CUSIP: 65535HBA6<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |     10000 | PA      | $8674.67      | 0.00%             | 2032-01-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ELECTRONIC ARTS INC                                                             | Electronic Arts Inc                                                             | CUSIP: 285512AE9<br>LEI: 549300O7A67PUEYKDL45 | Long             | DBT              | CORP              | US        |     22000 | PA      | $18900.30     | 0.00%             | 2031-02-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                                              | Panama Government International Bond                                            | CUSIP: 698299BK9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     40000 | PA      | $34993.45     | 0.01%             | 2030-01-23      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                           | Toronto-Dominion Bank/The                                                       | CUSIP: 891160MJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $49034.63     | 0.01%             | 2031-09-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GM Financial Securitized Term                                                   | GM Financial Consumer Automobile Receivables Trust 2022-1                       | CUSIP: 380146AC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5265 | PA      | $5243.74      | 0.00%             | 2026-11-16      | Fixed         | 1.26%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                                                        | British Telecommunications PLC                                                  | CUSIP: 111021AE1<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |     60000 | PA      | $73430.01     | 0.02%             | 2030-12-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                          | Sempra                                                                          | CUSIP: 816851BR9<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30196.38     | 0.01%             | 2033-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1150000 | PA      | $1161320.31   | 0.29%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Export Development Canada                                                       | Export Development Canada                                                       | CUSIP: 30216BKC5<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |    170000 | PA      | $172251.93    | 0.04%             | 2029-02-13      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                                | Peruvian Government International Bond                                          | CUSIP: 715638BU5<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    220000 | PA      | $219204.21    | 0.05%             | 2027-08-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                                 | CUSIP: 31418E5P1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    368972 | PA      | $368323.80    | 0.09%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                        | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432NY7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86882.55     | 0.02%             | 2032-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| COSTCO WHOLESALE CORP                                                           | Costco Wholesale Corp                                                           | CUSIP: 22160KAN5<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95109.77     | 0.02%             | 2027-06-20      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                    | Enbridge Inc                                                                    | CUSIP: 29250NCD5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $48023.66     | 0.01%             | 2054-04-05      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                                 | CUSIP: 31418FCH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1258211 | PA      | $1276592.54   | 0.32%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                                           | Southern California Gas Co                                                      | CUSIP: 842434CS9<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     40000 | PA      | $31562.23     | 0.01%             | 2049-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                                                     | Cummins Inc                                                                     | CUSIP: 231021AT3<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |     39000 | PA      | $33723.17     | 0.01%             | 2030-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                        | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432NT8<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     70000 | PA      | $57012.93     | 0.01%             | 2049-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                               | NatWest Group PLC                                                               | CUSIP: 639057AK4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $103397.14    | 0.03%             | 2029-09-13      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418DWQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    764089 | PA      | $575916.61    | 0.14%             | 2051-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                               | General Motors Co                                                               | CUSIP: 37045VAV2<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12044.91     | 0.00%             | 2025-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| REVVITY INC                                                                     | Revvity Inc                                                                     | CUSIP: 714046AG4<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9425.56      | 0.00%             | 2029-09-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                                                         | Duke Energy Indiana LLC                                                         | CUSIP: 26443TAB2<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |     20000 | PA      | $13261.17     | 0.00%             | 2049-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CORPORATE OFFICE PROP LP                                                        | COPT Defense Properties LP                                                      | CUSIP: 22003BAN6<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35798.69     | 0.01%             | 2029-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BANK 2024-BNK48                                                                 | BANK 2024-BNK48                                                                 | CUSIP: 06541GAH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     55000 | PA      | $54849.07     | 0.01%             | 2057-10-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                  | Home Depot Inc/The                                                              | CUSIP: 437076BF8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     42000 | PA      | $35759.41     | 0.01%             | 2045-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE USA INC                                                           | Credit Suisse USA LLC                                                           | CUSIP: 22541LAE3<br>LEI: EXD7DEVFDH4HOFFQ7349 | Long             | DBT              | CORP              | US        |     10000 | PA      | $11268.86     | 0.00%             | 2032-07-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                               | Travelers Cos Inc/The                                                           | CUSIP: 89417EAS8<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9800.04      | 0.00%             | 2053-05-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                                                | Ventas Realty LP                                                                | CUSIP: 92277GAV9<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     64000 | PA      | $63955.14     | 0.02%             | 2030-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Capital One Prime Auto Receivables Trust 2024-1                                 | Capital One Prime Auto Receivables Trust 2024-1                                 | CUSIP: 14043NAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     30000 | PA      | $30319.72     | 0.01%             | 2029-07-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                                             | LYB International Finance III LLC                                               | CUSIP: 50249AAJ2<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |     60000 | PA      | $38773.90     | 0.01%             | 2051-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418D4Z2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    286470 | PA      | $249951.97    | 0.06%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                             | American Tower Corp                                                             | CUSIP: 03027XBJ8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36937.30     | 0.01%             | 2028-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418DHE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40385 | PA      | $38849.87     | 0.01%             | 2034-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                  | Mastercard Inc                                                                  | CUSIP: 57636QAQ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     20000 | PA      | $15614.81     | 0.00%             | 2050-03-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                | CUSIP: 9128283W8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2344000 | PA      | $2292084.06   | 0.57%             | 2028-02-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                      | Mizuho Financial Group Inc                                                      | CUSIP: 60687YDG1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $203385.24    | 0.05%             | 2035-07-10      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                | CUSIP: 9128282R0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2186000 | PA      | $2122213.20   | 0.53%             | 2027-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| DELL INC                                                                        | Dell Inc                                                                        | CUSIP: 24702RAF8<br>LEI: 3E70L4WYANTIWWIPHC81 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10379.28     | 0.00%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                     | Exelon Corp                                                                     | CUSIP: 30161NAY7<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16469.15     | 0.00%             | 2050-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| HP INC                                                                          | HP Inc                                                                          | CUSIP: 40434LAL9<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    110000 | PA      | $102865.17    | 0.03%             | 2032-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                                                   | M&T Bank Corp                                                                   | CUSIP: 55261FAV6<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48668.02     | 0.01%             | 2036-01-16      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                                 | AstraZeneca PLC                                                                 | CUSIP: 046353AW8<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |     49000 | PA      | $42211.66     | 0.01%             | 2030-08-06      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER CO                                                        | Tucson Electric Power Co                                                        | CUSIP: 898813AU4<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36071.20     | 0.01%             | 2032-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                               | Atmos Energy Corp                                                               | CUSIP: 049560AZ8<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53166.31     | 0.01%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| TRANE TECHNOLOGIES LUX                                                          | Trane Technologies Financing Ltd                                                | CUSIP: 456873AD0<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |     10000 | PA      | $9796.31      | 0.00%             | 2029-03-21      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                        | Enterprise Products Operating LLC                                               | CUSIP: 29379VAG8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    210000 | PA      | $221252.00    | 0.05%             | 2039-10-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                                                             | American International Group Inc                                                | CUSIP: 026874DP9<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8134.55      | 0.00%             | 2050-06-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                                      | CNH Industrial Capital LLC                                                      | CUSIP: 12592BAT1<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49938.75     | 0.01%             | 2027-10-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                  | Morgan Stanley Capital I Trust 2021-L5                                          | CUSIP: 61691YAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $96013.65     | 0.02%             | 2054-05-15      | Fixed         | 1.52%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                                          | Equitable Holdings Inc                                                          | CUSIP: 054561AM7<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |     36000 | PA      | $31282.17     | 0.01%             | 2048-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust Series 2024-4                                              | Verizon Master Trust Series 2024-4                                              | CUSIP: 92348KCU5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     90000 | PA      | $90656.28     | 0.02%             | 2029-06-20      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | Morgan Stanley                                                                  | CUSIP: 6174467Y9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49914.45     | 0.01%             | 2026-09-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                            | Westpac Banking Corp                                                            | CUSIP: 961214FW8<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     50000 | PA      | $49556.06     | 0.01%             | 2035-11-20      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418DQ47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    461442 | PA      | $422441.54    | 0.10%             | 2035-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | Morgan Stanley                                                                  | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71265.40     | 0.02%             | 2029-04-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418EDJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     85433 | PA      | $81112.37     | 0.02%             | 2037-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                                        | Air Products and Chemicals Inc                                                  | CUSIP: 009158BC9<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8945.17      | 0.00%             | 2030-05-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                       | Province of Quebec Canada                                                       | CUSIP: 748148M91<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    140000 | PA      | $143167.74    | 0.04%             | 2029-04-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                        | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MAR1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    330000 | PA      | $323990.64    | 0.08%             | 2027-07-12      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                                        | Province of British Columbia Canada                                             | CUSIP: 11070TAM0<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     85000 | PA      | $83257.93     | 0.02%             | 2033-07-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2024-2                       | GM Financial Consumer Automobile Receivables Trust 2024-2                       | CUSIP: 379931AD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50542.08     | 0.01%             | 2029-03-16      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                               | State Street Corp                                                               | CUSIP: 857477DB6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50717.44     | 0.01%             | 2030-04-24      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                | Paramount Global                                                                | CUSIP: 92556HAD9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    140000 | PA      | $125261.88    | 0.03%             | 2032-05-19      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                       | GATX Corp                                                                       | CUSIP: 361448AU7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17782.11     | 0.00%             | 2044-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KOREA                                                               | Korea International Bond                                                        | CUSIP: 50064FAS3<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |    120000 | PA      | $102439.72    | 0.03%             | 2030-09-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                                                       | Orange SA                                                                       | CUSIP: 35177PAX5<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $96016.95     | 0.02%             | 2042-01-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                         | Walt Disney Co/The                                                              | CUSIP: 254687EV4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     12000 | PA      | $10712.47     | 0.00%             | 2044-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                         | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XBD9<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10308.53     | 0.00%             | 2028-10-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                  | Lowe's Cos Inc                                                                  | CUSIP: 548661DQ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     20000 | PA      | $15213.51     | 0.00%             | 2047-05-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                                    | WP Carey Inc                                                                    | CUSIP: 92936UAJ8<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |     40000 | PA      | $33506.81     | 0.01%             | 2032-02-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                                             | Estee Lauder Cos Inc/The                                                        | CUSIP: 29736RAR1<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8548.19      | 0.00%             | 2031-03-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CKP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    800000 | PA      | $828343.75    | 0.20%             | 2029-04-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                  | Air Lease Corp                                                                  | CUSIP: 00914AAX0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50344.78     | 0.01%             | 2031-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                                                | Progressive Corp/The                                                            | CUSIP: 743315AT0<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40836.36     | 0.01%             | 2048-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                    | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CU1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    160000 | PA      | $169996.70    | 0.04%             | 2029-11-20      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                            | Kraft Heinz Foods Co                                                            | CUSIP: 50077LBC9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29713.89     | 0.01%             | 2027-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | Freddie Mac Pool                                                                | CUSIP: 3132DWLH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    206123 | PA      | $192134.89    | 0.05%             | 2054-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                             | Gilead Sciences Inc                                                             | CUSIP: 375558BK8<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     30000 | PA      | $24356.03     | 0.01%             | 2047-03-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                                 | San Diego Gas & Electric Co                                                     | CUSIP: 797440BX1<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7620.43      | 0.00%             | 2049-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | Barclays PLC                                                                    | CUSIP: 06738ECV5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $194083.94    | 0.05%             | 2035-09-10      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                        | CSX Corp                                                                        | CUSIP: 126408HM8<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54878.07     | 0.01%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                         | HCA Inc                                                                         | CUSIP: 404119CT4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71340.01     | 0.02%             | 2031-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                      | 3M Co                                                                           | CUSIP: 88579YAZ4<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7312.36      | 0.00%             | 2047-10-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                | CUSIP: 91282CHK0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1900000 | PA      | $1923230.46   | 0.48%             | 2028-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                      | Pfizer Inc                                                                      | CUSIP: 717081EK5<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    350000 | PA      | $282888.73    | 0.07%             | 2048-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| WW Grainger Inc                                                                 | WW Grainger Inc                                                                 | CUSIP: 384802AF1<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48501.49     | 0.01%             | 2034-09-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc                                                          | Brookfield Finance Inc                                                          | CUSIP: 11271LAL6<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $9743.51      | 0.00%             | 2054-03-04      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                         | Public Service Electric and Gas Co                                              | CUSIP: 74456QCE4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     20000 | PA      | $10434.02     | 0.00%             | 2050-08-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER                                                         | Reinsurance Group of America Inc                                                | CUSIP: 759351AN9<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |     29000 | PA      | $28296.16     | 0.01%             | 2029-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                              | CUSIP: 36179WXK9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   1281528 | PA      | $1135041.53   | 0.28%             | 2052-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                               | Johnson & Johnson                                                               | CUSIP: 478160CE2<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68982.98     | 0.02%             | 2027-03-03      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                      | Pfizer Inc                                                                      | CUSIP: 717081EP4<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98886.56     | 0.02%             | 2028-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2500000 | PA      | $2547851.55   | 0.63%             | 2034-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                      | FedEx Corp                                                                      | CUSIP: 31428XCV6<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7630.10      | 0.00%             | 2047-01-15      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMorgan Chase & Co                                                             | CUSIP: 46647PBJ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    648000 | PA      | $643586.35    | 0.16%             | 2031-03-24      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                              | Union Pacific Corp                                                              | CUSIP: 907818EC8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     30000 | PA      | $22131.67     | 0.01%             | 2055-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                                          | Santander Holdings USA Inc                                                      | CUSIP: 80282KBC9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95977.40     | 0.02%             | 2028-01-06      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CKS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $101031.25    | 0.03%             | 2026-05-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                | CUSIP: 91282CDW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $280230.47    | 0.07%             | 2029-01-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                      | AbbVie Inc                                                                      | CUSIP: 00287YDT3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153495.07    | 0.04%             | 2031-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                      | AbbVie Inc                                                                      | CUSIP: 00287YDX4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144142.64    | 0.04%             | 2064-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERV                                                        | Southwestern Public Service Co                                                  | CUSIP: 845743BN2<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    126000 | PA      | $105800.09    | 0.03%             | 2041-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | Ginnie Mae II Pool                                                              | CUSIP: 36179YMJ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    282390 | PA      | $277310.56    | 0.07%             | 2053-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                | Republic of Poland Government International Bond                                | CUSIP: 857524AH5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     50000 | PA      | $50522.31     | 0.01%             | 2035-02-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                             | Cardinal Health Inc                                                             | CUSIP: 14149YBT4<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47883.85     | 0.01%             | 2054-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                         | Public Service Electric and Gas Co                                              | CUSIP: 74456QAR7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    140000 | PA      | $147847.40    | 0.04%             | 2037-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                                          | Province of Manitoba Canada                                                     | CUSIP: 563469UY9<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |    100000 | PA      | $92465.79     | 0.02%             | 2028-10-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc                                                      | Mondelez International Inc                                                      | CUSIP: 609207BE4<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49239.41     | 0.01%             | 2034-08-28      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| AT&T INC                                                                        | AT&T Inc                                                                        | CUSIP: 00206RHK1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    710000 | PA      | $659095.19    | 0.16%             | 2039-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                             | American Tower Corp                                                             | CUSIP: 03027XBG4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17210.74     | 0.00%             | 2030-10-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                          | Verizon Communications Inc                                                      | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    605000 | PA      | $516406.06    | 0.13%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                             | Dow Chemical Co/The                                                             | CUSIP: 260543DK6<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17634.70     | 0.00%             | 2054-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ROCKWELL AUTOMATION                                                             | Rockwell Automation Inc                                                         | CUSIP: 773903AJ8<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |     70000 | PA      | $56947.47     | 0.01%             | 2049-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UnitedHealth Group Inc                                                          | CUSIP: 91324PEH1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79093.68     | 0.02%             | 2029-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | Ginnie Mae II Pool                                                              | CUSIP: 36179Y5M2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    288638 | PA      | $292145.62    | 0.07%             | 2054-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                  | Lowe's Cos Inc                                                                  | CUSIP: 548661DU8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    201000 | PA      | $200270.24    | 0.05%             | 2030-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418DKC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     95604 | PA      | $88832.71     | 0.02%             | 2040-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank/The                                                      | Korea Development Bank/The                                                      | CUSIP: 500630EA2<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $208264.56    | 0.05%             | 2028-10-23      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp                                                             | Carrier Global Corp                                                             | CUSIP: 14448CBC7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     70000 | PA      | $73689.50     | 0.02%             | 2034-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                    | QUALCOMM Inc                                                                    | CUSIP: 747525AK9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17929.05     | 0.00%             | 2045-05-20      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                              | CUSIP: 36179VVY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     69103 | PA      | $58990.79     | 0.01%             | 2050-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                    | Alphabet Inc                                                                    | CUSIP: 02079KAD9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17250.02     | 0.00%             | 2030-08-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| PPL Electric Utilities Corp                                                     | PPL Electric Utilities Corp                                                     | CUSIP: 69351UBC6<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19831.95     | 0.00%             | 2034-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                                            | Booking Holdings Inc                                                            | CUSIP: 09857LAR9<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20157.60     | 0.00%             | 2030-04-13      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | Federal National Mortgage Association                                           | CUSIP: 31359MFP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |     10000 | PA      | $11587.32     | 0.00%             | 2030-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                       | ONEOK Inc                                                                       | CUSIP: 682680BF9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    170000 | PA      | $178283.87    | 0.04%             | 2051-01-15      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                                 | CUSIP: 31418EYN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    724542 | PA      | $735979.57    | 0.18%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                              | CUSIP: 36179WJR0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    693573 | PA      | $591190.80    | 0.15%             | 2051-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                | Paramount Global                                                                | CUSIP: 124857AF0<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43425.59     | 0.01%             | 2040-10-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                  | Microsoft Corp                                                                  | CUSIP: 594918BS2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    211000 | PA      | $188327.36    | 0.05%             | 2036-08-08      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                         | John Deere Capital Corp                                                         | CUSIP: 24422EWZ8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111946.16    | 0.03%             | 2030-06-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                                   | Amphenol Corp                                                                   | CUSIP: 032095AH4<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60206.03     | 0.01%             | 2029-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                             | American Tower Corp                                                             | CUSIP: 03027XAY6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     20000 | PA      | $14232.69     | 0.00%             | 2049-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| WW GRAINGER INC                                                                 | WW Grainger Inc                                                                 | CUSIP: 384802AB0<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8763.12      | 0.00%             | 2045-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Quanta Services Inc                                                             | Quanta Services Inc                                                             | CUSIP: 74762EAL6<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49326.85     | 0.01%             | 2034-08-09      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                               | State Street Corp                                                               | CUSIP: 857477CL5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60912.41     | 0.02%             | 2027-03-18      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | Comcast Corp                                                                    | CUSIP: 20030NAM3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    150000 | PA      | $163620.02    | 0.04%             | 2037-03-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418ER69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    265407 | PA      | $254127.06    | 0.06%             | 2053-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co                                                             | Vulcan Materials Co                                                             | CUSIP: 929160BD0<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47783.67     | 0.01%             | 2054-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                        | Enterprise Products Operating LLC                                               | CUSIP: 29379VBX0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18642.96     | 0.00%             | 2030-01-31      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                        | European Investment Bank                                                        | CUSIP: 298785JW7<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |    170000 | PA      | $168484.90    | 0.04%             | 2030-07-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UnitedHealth Group Inc                                                          | CUSIP: 91324PER9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102476.67    | 0.03%             | 2033-02-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | European Investment Bank                                                        | CUSIP: 298785KA3<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |     85000 | PA      | $84584.97     | 0.02%             | 2034-02-13      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                            | Kraft Heinz Foods Co                                                            | CUSIP: 50077LBJ4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    130000 | PA      | $121811.79    | 0.03%             | 2050-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                      | Humana Inc                                                                      | CUSIP: 444859CA8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10128.56     | 0.00%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                              | CUSIP: 36179WY85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   1361717 | PA      | $1111089.61   | 0.27%             | 2052-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Cousins Properties LP                                                           | Cousins Properties LP                                                           | CUSIP: 222793AB7<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49552.36     | 0.01%             | 2032-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                              | CUSIP: 36179XNC6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    240978 | PA      | $219101.35    | 0.05%             | 2052-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                    | Stryker Corp                                                                    | CUSIP: 863667BM2<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50390.57     | 0.01%             | 2035-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                         | Bristol-Myers Squibb Co                                                         | CUSIP: 110122EF1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61474.52     | 0.02%             | 2029-02-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR9                                                                 | BANK5 2024-5YR9                                                                 | CUSIP: 06644VBG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     45000 | PA      | $46616.28     | 0.01%             | 2057-08-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1750000 | PA      | $1803730.46   | 0.45%             | 2033-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418EF47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    333437 | PA      | $327646.83    | 0.08%             | 2052-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                                | Ryder System Inc                                                                | CUSIP: 78355HKT5<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9702.49      | 0.00%             | 2027-03-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                              | Vodafone Group PLC                                                              | CUSIP: 92857WBZ2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     10000 | PA      | $9121.72      | 0.00%             | 2063-02-10      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                                                           | Applied Materials Inc                                                           | CUSIP: 038222AM7<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84303.32     | 0.02%             | 2047-04-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust 2024-C                                                      | CNH Equipment Trust 2024-C                                                      | CUSIP: 18978GAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $49627.63     | 0.01%             | 2032-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| TELEDYNE TECHNOLOGIES IN                                                        | Teledyne Technologies Inc                                                       | CUSIP: 879360AD7<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37754.02     | 0.01%             | 2028-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                           | Province of Ontario Canada                                                      | CUSIP: 68323ADP6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    300000 | PA      | $295614.56    | 0.07%             | 2026-04-27      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Adobe Inc                                                                       | Adobe Inc                                                                       | CUSIP: 00724PAF6<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71844.74     | 0.02%             | 2029-04-04      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | Ginnie Mae II Pool                                                              | CUSIP: 36179YYX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    224534 | PA      | $227629.17    | 0.06%             | 2054-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK5 Trust 2024-5YR6                                                           | BANK5 Trust 2024-5YR6                                                           | CUSIP: 066043AB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $52768.27     | 0.01%             | 2057-05-15      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                        | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MAF7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     50000 | PA      | $49031.46     | 0.01%             | 2026-07-14      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORP CHRISTI HD                                                        | Cheniere Corpus Christi Holdings LLC                                            | CUSIP: 16412XAG0<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |     62000 | PA      | $62689.08     | 0.02%             | 2027-06-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| VERISIGN INC                                                                    | VeriSign Inc                                                                    | CUSIP: 92343EAL6<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30001.39     | 0.01%             | 2027-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                        | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XAX6<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89315.06     | 0.02%             | 2032-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | Oracle Corp                                                                     | CUSIP: 68389XBU8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68107.00     | 0.02%             | 2027-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CF INDUSTRIES INC                                                               | CF Industries Inc                                                               | CUSIP: 12527GAD5<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8527.74      | 0.00%             | 2043-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                           | Truist Financial Corp                                                           | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    100000 | PA      | $107961.23    | 0.03%             | 2029-10-30      | Fixed         | 7.16%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | Morgan Stanley                                                                  | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9654.61      | 0.00%             | 2027-07-20      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| IDEX CORP                                                                       | IDEX Corp                                                                       | CUSIP: 45167RAH7<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26107.41     | 0.01%             | 2031-06-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                 | Inter-American Development Bank                                                 | CUSIP: 4581X0EM6<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | N/A       |     90000 | PA      | $90984.55     | 0.02%             | 2027-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                           | MidAmerican Energy Co                                                           | CUSIP: 595620AV7<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     40000 | PA      | $26595.24     | 0.01%             | 2050-04-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    198000 | PA      | $137354.77    | 0.03%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                                                      | Biogen Inc                                                                      | CUSIP: 09062XAG8<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    110000 | PA      | $67001.96     | 0.02%             | 2050-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418EKS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    219300 | PA      | $204682.89    | 0.05%             | 2052-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                      | Intel Corp                                                                      | CUSIP: 458140AV2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7248.45      | 0.00%             | 2046-05-19      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                     | Prologis LP                                                                     | CUSIP: 74340XBY6<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46892.63     | 0.01%             | 2029-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                                                      | Intuit Inc                                                                      | CUSIP: 46124HAC0<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |     18000 | PA      | $17016.45     | 0.00%             | 2027-07-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                          | Mizuho Financial Group Inc                                                      | CUSIP: 60687YAK5<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     10000 | PA      | $9879.28      | 0.00%             | 2027-02-28      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| AXIS SPECIALTY FINANCE                                                          | AXIS Specialty Finance LLC                                                      | CUSIP: 05463HAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $28853.78     | 0.01%             | 2029-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                  | Merck & Co Inc                                                                  | CUSIP: 58933YBL8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18556.70     | 0.00%             | 2044-05-17      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418EAS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    238194 | PA      | $216411.42    | 0.05%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                             | American Express Co                                                             | CUSIP: 025816DY2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50908.28     | 0.01%             | 2031-01-30      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent                                                           | American Homes 4 Rent                                                           | CUSIP: 02666TAH0<br>LEI: 549300ZJUO7A58PNUW40 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49630.82     | 0.01%             | 2034-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                | CUSIP: 91282CBQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    250000 | PA      | $242910.16    | 0.06%             | 2026-02-28      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                    | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 874060BK1<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    150000 | PA      | $151214.09    | 0.04%             | 2034-07-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                                 | Israel Government International Bond                                            | CUSIP: 46513JB34<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    180000 | PA      | $159636.42    | 0.04%             | 2030-07-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UnitedHealth Group Inc                                                          | CUSIP: 91324PEJ7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    110000 | PA      | $105870.39    | 0.03%             | 2032-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO                                                                 | Weyerhaeuser Co                                                                 | CUSIP: 962166BR4<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |     20000 | PA      | $22439.57     | 0.01%             | 2032-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                                             | Estee Lauder Cos Inc/The                                                        | CUSIP: 29736RAQ3<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    120000 | PA      | $109349.77    | 0.03%             | 2030-04-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                             | Dow Chemical Co/The                                                             | CUSIP: 260543BY8<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     10000 | PA      | $12798.47     | 0.00%             | 2039-05-15      | Fixed         | 9.40%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                      | US Bancorp                                                                      | CUSIP: 91159HJR2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    170000 | PA      | $173222.30    | 0.04%             | 2035-01-23      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                      | Province of Ontario Canada                                                      | CUSIP: 683234DQ8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    150000 | PA      | $151692.18    | 0.04%             | 2029-01-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                        | Rogers Communications Inc                                                       | CUSIP: 775109CG4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $48892.50     | 0.01%             | 2027-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                             | American Express Co                                                             | CUSIP: 025816DK2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151072.62    | 0.04%             | 2034-07-28      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS CO                                                             | Vulcan Materials Co                                                             | CUSIP: 929160AT6<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49396.88     | 0.01%             | 2027-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| NETAPP INC                                                                      | NetApp Inc                                                                      | CUSIP: 64110DAJ3<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28646.28     | 0.01%             | 2027-06-22      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                              | CUSIP: 36179W5B0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    508782 | PA      | $433668.59    | 0.11%             | 2052-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                      | PacifiCorp                                                                      | CUSIP: 695114CW6<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     90000 | PA      | $80960.57     | 0.02%             | 2030-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| JAPAN INT'L COOP AGENCY                                                         | Japan International Cooperation Agency                                          | CUSIP: 47109LAG9<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |    100000 | PA      | $100303.16    | 0.02%             | 2028-05-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER/TAL INT                                                        | Triton Container International Ltd / TAL International Container Corp           | CUSIP: 89681LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     30000 | PA      | $25024.36     | 0.01%             | 2032-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | Ginnie Mae II Pool                                                              | CUSIP: 36179YFL3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    164407 | PA      | $164872.50    | 0.04%             | 2053-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                  | Starbucks Corp                                                                  | CUSIP: 855244BF5<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98629.59     | 0.02%             | 2033-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | Amgen Inc                                                                       | CUSIP: 031162CD0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16596.15     | 0.00%             | 2048-06-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| FACTSET RESEARCH SYSTEMS                                                        | FactSet Research Systems Inc                                                    | CUSIP: 303075AB1<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17869.09     | 0.00%             | 2032-03-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                         | Duke Energy Florida LLC                                                         | CUSIP: 26444HAK7<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    142000 | PA      | $124407.16    | 0.03%             | 2031-12-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                     | Equinor ASA                                                                     | CUSIP: 29446MAH5<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |     30000 | PA      | $22059.95     | 0.01%             | 2050-04-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BAIDU INC                                                                       | Baidu Inc                                                                       | CUSIP: 056752AT5<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |     80000 | PA      | $71672.59     | 0.02%             | 2030-10-09      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                          | General Motors Financial Co Inc                                                 | CUSIP: 37045XDV5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    210000 | PA      | $202867.84    | 0.05%             | 2029-04-06      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                      | 3M Co                                                                           | CUSIP: 88579YBG5<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28916.64     | 0.01%             | 2029-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GA53<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    140000 | PA      | $152530.04    | 0.04%             | 2034-10-24      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                        | CSX Corp                                                                        | CUSIP: 126408HN6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     80000 | PA      | $70351.41     | 0.02%             | 2048-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418EE63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    655493 | PA      | $628004.34    | 0.16%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CH ROBINSON WORLDWIDE                                                           | CH Robinson Worldwide Inc                                                       | CUSIP: 12541WAA8<br>LEI: 529900WNWN5L0OVDHA79 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19824.99     | 0.00%             | 2028-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                    | Stryker Corp                                                                    | CUSIP: 863667AY7<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     90000 | PA      | $79576.31     | 0.02%             | 2030-06-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                                 | CUSIP: 31418E4L1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    498576 | PA      | $476939.17    | 0.12%             | 2054-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UBS AG/London                                                                   | UBS AG/London                                                                   | CUSIP: 902674ZW3<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $207907.62    | 0.05%             | 2028-09-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FUNDING ASIA                                                         | Prudential Funding Asia PLC                                                     | CUSIP: 744330AB7<br>LEI: 2549005TNASWKLR0XC37 | Long             | DBT              | CORP              | GB        |     30000 | PA      | $27630.16     | 0.01%             | 2032-03-24      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                             | Charles Schwab Corp/The                                                         | CUSIP: 808513BA2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9582.43      | 0.00%             | 2029-05-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                              | Union Pacific Corp                                                              | CUSIP: 907818EQ7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17186.46     | 0.00%             | 2037-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                            | Williams Cos Inc/The                                                            | CUSIP: 88339WAC0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49029.48     | 0.01%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc                                                                      | Kenvue Inc                                                                      | CUSIP: 49177JAM4<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9548.71      | 0.00%             | 2043-03-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                                              | Conagra Brands Inc                                                              | CUSIP: 205887CD2<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28399.02     | 0.01%             | 2038-11-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                              | CUSIP: 36179TZ57<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     49446 | PA      | $46524.10     | 0.01%             | 2048-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                        | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $7448.74      | 0.00%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Old Republic International Corp                                                 | Old Republic International Corp                                                 | CUSIP: 680223AM6<br>LEI: 549300IV6O2YY2A1KH37 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30306.43     | 0.01%             | 2034-03-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CKH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1300000 | PA      | $1306520.31   | 0.32%             | 2026-03-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                    | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137HCKV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    100000 | PA      | $103585.00    | 0.03%             | 2029-03-25      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                                                  | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FYZG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     94613 | PA      | $92156.13     | 0.02%             | 2027-06-25      | Fixed         | 0.86%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                              | CUSIP: 36179VZT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    194847 | PA      | $177830.51    | 0.04%             | 2050-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                | Crown Castle Inc                                                                | CUSIP: 22822VAX9<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     50000 | PA      | $35115.26     | 0.01%             | 2041-04-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418EBT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1244629 | PA      | $1083168.29   | 0.27%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| APTIV PLC                                                                       | Aptiv Swiss Holdings Ltd                                                        | CUSIP: 03835VAG1<br>LEI: 254900HTTDFIJZ32GX53 | Long             | DBT              | CORP              | JE        |     40000 | PA      | $39150.41     | 0.01%             | 2029-03-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMorgan Chase & Co                                                             | CUSIP: 46647PCE4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    450000 | PA      | $309100.42    | 0.08%             | 2052-04-22      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                                        | International Flavors & Fragrances Inc                                          | CUSIP: 459506AE1<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     40000 | PA      | $30146.27     | 0.01%             | 2047-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Regency Centers Corp                                                            | Regency Centers Corp                                                            | CUSIP: 75884RBB8<br>LEI: 529900053A7X7FJ97S58 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50047.52     | 0.01%             | 2034-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                    | Alphabet Inc                                                                    | CUSIP: 02079KAE7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     60000 | PA      | $40157.73     | 0.01%             | 2040-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                                 | CUSIP: 31418EXW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    152939 | PA      | $157513.98    | 0.04%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BANK5 2023-5YR4                                                                 | BANK5 2023-5YR4                                                                 | CUSIP: 06211FAV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     43281 | PA      | $45734.38     | 0.01%             | 2056-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Synchrony Card Issuance Trust                                                   | Synchrony Card Funding LLC                                                      | CUSIP: 87166PAK7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101426.84    | 0.03%             | 2029-07-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                 | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769KK9<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $199705.09    | 0.05%             | 2030-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                           | Republic Services Inc                                                           | CUSIP: 760759AN0<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20147.77     | 0.00%             | 2041-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                         | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FW8<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     10000 | PA      | $6833.81      | 0.00%             | 2059-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                    | NiSource Inc                                                                    | CUSIP: 65473QBF9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40560.23     | 0.01%             | 2047-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                  | S&P Global Inc                                                                  | CUSIP: 78409VBQ6<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20484.55     | 0.01%             | 2033-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                | CUSIP: 91282CDG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    900000 | PA      | $866285.15    | 0.21%             | 2026-10-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                        | Berkshire Hathaway Energy Co                                                    | CUSIP: 084659AP6<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    170000 | PA      | $123699.66    | 0.03%             | 2048-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                                           | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 874060AY2<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |     40000 | PA      | $29420.05     | 0.01%             | 2040-07-09      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                                 | CUSIP: 31418EW30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1210000 | PA      | $1208809.43   | 0.30%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                         | Walt Disney Co/The                                                              | CUSIP: 254687EH5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     50000 | PA      | $56402.61     | 0.01%             | 2037-11-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| DUPONT DE NEMOURS INC                                                           | DuPont de Nemours Inc                                                           | CUSIP: 26078JAF7<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9763.64      | 0.00%             | 2048-11-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                           | Province of Ontario Canada                                                      | CUSIP: 683234DB1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    260000 | PA      | $256456.20    | 0.06%             | 2027-05-19      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                    | NiSource Inc                                                                    | CUSIP: 65473PAQ8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50330.06     | 0.01%             | 2034-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CHURCH & DWIGHT CO INC                                                          | Church & Dwight Co Inc                                                          | CUSIP: 171340AN2<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48801.08     | 0.01%             | 2027-08-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | Federal National Mortgage Association                                           | CUSIP: 3135G0K36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |     15000 | PA      | $14739.78     | 0.00%             | 2026-04-24      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                        | Prudential Financial Inc                                                        | CUSIP: 74432QCJ2<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     70000 | PA      | $52342.61     | 0.01%             | 2040-03-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                             | Synchrony Financial                                                             | CUSIP: 87165BAV5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70894.00     | 0.02%             | 2030-08-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                        | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAJ3<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     64000 | PA      | $62903.09     | 0.02%             | 2028-09-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2023-C                                           | Hyundai Auto Receivables Trust 2023-C                                           | CUSIP: 44918CAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101356.25    | 0.03%             | 2028-10-16      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                            | Westpac Banking Corp                                                            | CUSIP: 961214ET6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    100000 | PA      | $88028.69     | 0.02%             | 2031-06-03      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| TIMKEN CO                                                                       | Timken Co/The                                                                   | CUSIP: 887389AL8<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27303.99     | 0.01%             | 2032-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                              | CUSIP: 36179XAB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    385991 | PA      | $379758.94    | 0.09%             | 2052-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS Health Corp                                                                 | CUSIP: 126650DR8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    310000 | PA      | $260924.62    | 0.06%             | 2031-09-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| LKQ Corp                                                                        | LKQ Corp                                                                        | CUSIP: 501889AD1<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30632.84     | 0.01%             | 2028-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | Comcast Corp                                                                    | CUSIP: 20030NDG3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    290000 | PA      | $276573.77    | 0.07%             | 2030-04-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                      | PacifiCorp                                                                      | CUSIP: 695114DD7<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50361.57     | 0.01%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                           | Province of Ontario Canada                                                      | CUSIP: 68323AFJ8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    150000 | PA      | $129733.67    | 0.03%             | 2031-10-14      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| HF Sinclair Corp                                                                | HF Sinclair Corp                                                                | CUSIP: 403949AQ3<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59379.54     | 0.01%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CONCENTRIX CORP                                                                 | Concentrix Corp                                                                 | CUSIP: 20602DAC5<br>LEI: 5493000EAJN1KMPVA737 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50663.23     | 0.01%             | 2033-08-02      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables 2024-2 Owner Trust                                       | Honda Auto Receivables 2024-2 Owner Trust                                       | CUSIP: 437930AD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     40000 | PA      | $40944.73     | 0.01%             | 2030-07-18      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                              | CUSIP: 36179WDR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    433427 | PA      | $369751.09    | 0.09%             | 2051-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley                                                                  | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50721.30     | 0.01%             | 2036-01-18      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1650000 | PA      | $1637367.19   | 0.41%             | 2034-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley                                                                  | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49774.18     | 0.01%             | 2035-07-19      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                                | Peruvian Government International Bond                                          | CUSIP: 715638BM3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     96000 | PA      | $89859.01     | 0.02%             | 2050-11-18      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                | Republic of Poland Government International Bond                                | CUSIP: 731011AY8<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    195000 | PA      | $194500.32    | 0.05%             | 2034-09-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                        | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    200000 | PA      | $193471.19    | 0.05%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                      | Province of Alberta Canada                                                      | CUSIP: 013051EV5<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |     50000 | PA      | $51219.28     | 0.01%             | 2029-06-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RCB1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50866.35     | 0.01%             | 2031-02-11      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Intuit Inc                                                                      | Intuit Inc                                                                      | CUSIP: 46124HAE6<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81148.12     | 0.02%             | 2026-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                                                        | KLA Corp                                                                        | CUSIP: 482480AM2<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    110000 | PA      | $98694.18     | 0.02%             | 2052-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                                 | CUSIP: 31418E7C8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    333921 | PA      | $344632.85    | 0.09%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                                              | Conagra Brands Inc                                                              | CUSIP: 205887CE0<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8894.28      | 0.00%             | 2048-11-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                    | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137HDVA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    100000 | PA      | $103386.30    | 0.03%             | 2031-05-25      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                          | Asian Development Bank                                                          | CUSIP: 045167DN0<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | N/A       |     10000 | PA      | $9816.61      | 0.00%             | 2026-04-24      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                     | Exelon Corp                                                                     | CUSIP: 30161NBB6<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    120000 | PA      | $116619.03    | 0.03%             | 2027-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTN                                                        | Piedmont Operating Partnership LP                                               | CUSIP: 720198AE0<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17094.72     | 0.00%             | 2030-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                               | Eversource Energy                                                               | CUSIP: 30040WAX6<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40004.43     | 0.01%             | 2034-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR12                                                                | BANK5 2024-5YR12                                                                | CUSIP: 06644XBG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     50000 | PA      | $52449.83     | 0.01%             | 2057-12-15      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| CORNING INC                                                                     | Corning Inc                                                                     | CUSIP: 219350BF1<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7715.09      | 0.00%             | 2057-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                  | Eli Lilly & Co                                                                  | CUSIP: 532457CU0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50846.08     | 0.01%             | 2028-02-12      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                             | Southern California Edison Co                                                   | CUSIP: 842400HQ9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    180000 | PA      | $180933.11    | 0.04%             | 2027-06-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    950000 | PA      | $985625.00    | 0.24%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | Freddie Mac Pool                                                                | CUSIP: 3132DS5E8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    338879 | PA      | $283124.37    | 0.07%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Choice Hotels International Inc                                                 | Choice Hotels International Inc                                                 | CUSIP: 169905AH9<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29441.12     | 0.01%             | 2034-08-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| IBM International Capital Pte Ltd                                               | IBM International Capital Pte Ltd                                               | CUSIP: 449276AB0<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |     20000 | PA      | $20101.45     | 0.00%             | 2027-02-05      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                     | Equinor ASA                                                                     | CUSIP: 85771PAE2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |     20000 | PA      | $17098.80     | 0.00%             | 2041-11-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                    | GS Mortgage Securities Trust 2019-GC38                                          | CUSIP: 36252SAV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $194255.32    | 0.05%             | 2052-02-10      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | Citigroup Inc                                                                   | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102356.51    | 0.03%             | 2034-05-25      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                | CUSIP: 91282CFB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $981640.62    | 0.24%             | 2027-07-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| VALMONT INDUSTRIES INC                                                          | Valmont Industries Inc                                                          | CUSIP: 920253AE1<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35692.43     | 0.01%             | 2054-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                             | Consumers Energy Co                                                             | CUSIP: 210518DV5<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101951.75    | 0.03%             | 2029-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                                             | Moody's Corp                                                                    | CUSIP: 615369AE5<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18699.16     | 0.00%             | 2044-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| IQVIA Inc                                                                       | IQVIA Inc                                                                       | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51954.05     | 0.01%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER CO                                                        | Tucson Electric Power Co                                                        | CUSIP: 898813AT7<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |     50000 | PA      | $32531.05     | 0.01%             | 2051-05-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                        | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AY5<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82280.68     | 0.02%             | 2034-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                    | QUALCOMM Inc                                                                    | CUSIP: 747525AJ2<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29502.85     | 0.01%             | 2035-05-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co                                                     | San Diego Gas & Electric Co                                                     | CUSIP: 797440CG7<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100925.21    | 0.02%             | 2035-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DANAHER CORP                                                                    | Danaher Corp                                                                    | CUSIP: 235851AW2<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $61335.08     | 0.02%             | 2051-12-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | Royal Bank of Canada                                                            | CUSIP: 78017FZT3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $49906.64     | 0.01%             | 2030-10-18      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                     | PepsiCo Inc                                                                     | CUSIP: 713448DN5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39151.39     | 0.01%             | 2026-10-06      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| LENNOX INTERNATIONAL INC                                                        | Lennox International Inc                                                        | CUSIP: 526107AF4<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9388.44      | 0.00%             | 2027-08-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                      | Intel Corp                                                                      | CUSIP: 458140CM0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44121.90     | 0.01%             | 2054-02-21      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                         | Duke Energy Florida LLC                                                         | CUSIP: 26444HAC5<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9869.46      | 0.00%             | 2027-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                              | CUSIP: 36179XDD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    166177 | PA      | $155330.95    | 0.04%             | 2052-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                                                        | Discovery Communications LLC                                                    | CUSIP: 25470DAD1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |     61000 | PA      | $53772.86     | 0.01%             | 2040-06-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                         | Inter-American Development Bank                                                 | CUSIP: 4581X0BT4<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | N/A       |    240000 | PA      | $213747.24    | 0.05%             | 2041-10-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                    | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137HAMS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    100000 | PA      | $102272.54    | 0.03%             | 2028-09-25      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| BMO 2024-C10 Mortgage Trust                                                     | BMO 2024-C10 Mortgage Trust                                                     | CUSIP: 096920AD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     35000 | PA      | $35941.19     | 0.01%             | 2057-11-15      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418EKV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    321097 | PA      | $322342.90    | 0.08%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                                        | Province of British Columbia Canada                                             | CUSIP: 110709AH5<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    110000 | PA      | $106064.42    | 0.03%             | 2026-07-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                             | Gilead Sciences Inc                                                             | CUSIP: 375558AS2<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69956.93     | 0.02%             | 2041-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                          | Verizon Communications Inc                                                      | CUSIP: 92343VDR2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9326.06      | 0.00%             | 2039-03-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL                                                         | Raymond James Financial Inc                                                     | CUSIP: 754730AF6<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35378.76     | 0.01%             | 2046-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CLX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $303832.03    | 0.08%             | 2027-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                                              | Panama Government International Bond                                            | CUSIP: 698299BG8<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    250000 | PA      | $163769.25    | 0.04%             | 2047-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                      | PacifiCorp                                                                      | CUSIP: 695114CX4<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     20000 | PA      | $12817.56     | 0.00%             | 2051-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                                        | Cooperatieve Rabobank UA                                                        | CUSIP: 21684AAB2<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |     50000 | PA      | $48420.07     | 0.01%             | 2043-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                                             | Cardinal Health Inc                                                             | CUSIP: 14149YBB3<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    120000 | PA      | $98658.57     | 0.02%             | 2044-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                     | Cencora Inc                                                                     | CUSIP: 03073EAY1<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50087.15     | 0.01%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                         | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111GA5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44560.22     | 0.01%             | 2031-06-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                          | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822CX0<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $203551.06    | 0.05%             | 2034-02-22      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                                            | Parker-Hannifin Corp                                                            | CUSIP: 701094AN4<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28741.63     | 0.01%             | 2029-06-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                       | Rogers Communications Inc                                                       | CUSIP: 775109DE8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     40000 | PA      | $40343.18     | 0.01%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                          | Peruvian Government International Bond                                          | CUSIP: 715638EB4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     85000 | PA      | $83687.71     | 0.02%             | 2035-02-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Kyndryl Holdings Inc                                                            | Kyndryl Holdings Inc                                                            | CUSIP: 50155QAN0<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61908.43     | 0.02%             | 2034-02-20      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                    | Alphabet Inc                                                                    | CUSIP: 02079KAG2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     90000 | PA      | $49046.32     | 0.01%             | 2060-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                             | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271BD0<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45746.24     | 0.01%             | 2054-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                  | Microsoft Corp                                                                  | CUSIP: 594918BY9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39665.35     | 0.01%             | 2027-02-06      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418D2L5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    234081 | PA      | $186632.95    | 0.05%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                                                  | Whirlpool Corp                                                                  | CUSIP: 963320AZ9<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     70000 | PA      | $59826.68     | 0.01%             | 2032-05-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                                                | Ventas Realty LP                                                                | CUSIP: 92277GAN7<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19833.15     | 0.00%             | 2029-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                               | Johnson & Johnson                                                               | CUSIP: 478160CX0<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49413.33     | 0.01%             | 2054-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS INC                                                         | Cboe Global Markets Inc                                                         | CUSIP: 12503MAD0<br>LEI: 529900RLNSGA90UPEH54 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8967.37      | 0.00%             | 2032-03-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                                                     | PNC Bank NA                                                                     | CUSIP: 69353RFG8<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9743.46      | 0.00%             | 2027-10-25      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                            | Edison International                                                            | CUSIP: 281020AM9<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9656.68      | 0.00%             | 2028-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                       | GATX Corp                                                                       | CUSIP: 361448BM4<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20795.22     | 0.01%             | 2034-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC Holdings PLC                                                               | CUSIP: 404280CV9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    270000 | PA      | $249124.72    | 0.06%             | 2029-08-17      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                 | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769KG8<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     60000 | PA      | $59865.00     | 0.01%             | 2027-08-27      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                             | Southern California Edison Co                                                   | CUSIP: 842400GT4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     10000 | PA      | $6632.18      | 0.00%             | 2050-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                       | ONEOK Inc                                                                       | CUSIP: 682680BC6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7459.22      | 0.00%             | 2050-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                     | Equinor ASA                                                                     | CUSIP: 85771PAC6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |     30000 | PA      | $28929.47     | 0.01%             | 2040-08-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418EJ43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    436461 | PA      | $394499.51    | 0.10%             | 2052-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                | Coca-Cola Co/The                                                                | CUSIP: 191216DE7<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8517.47      | 0.00%             | 2031-03-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                     | Nutrien Ltd                                                                     | CUSIP: 67077MBF4<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $50434.61     | 0.01%             | 2032-03-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CKD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3850000 | PA      | $3931812.50   | 0.97%             | 2029-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                        | American Water Capital Corp                                                     | CUSIP: 03040WAR6<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     20000 | PA      | $14886.14     | 0.00%             | 2047-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                          | Bank of New York Mellon Corp/The                                                | CUSIP: 06406FAC7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98530.82     | 0.02%             | 2026-05-04      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                            | International Business Machines Corp                                            | CUSIP: 459200LF6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101166.26    | 0.03%             | 2028-02-10      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                              | CUSIP: 36179WNE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    227904 | PA      | $194260.89    | 0.05%             | 2051-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                        | Visa Inc                                                                        | CUSIP: 92826CAM4<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45318.80     | 0.01%             | 2030-04-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMorgan Chase & Co                                                             | CUSIP: 46647PCD6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    270000 | PA      | $201493.09    | 0.05%             | 2042-04-22      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | Amgen Inc                                                                       | CUSIP: 031162DQ0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10284.50     | 0.00%             | 2030-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                           | Republic Services Inc                                                           | CUSIP: 760759AX8<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     80000 | PA      | $67312.50     | 0.02%             | 2031-02-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                  | Starbucks Corp                                                                  | CUSIP: 855244BC2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    110000 | PA      | $98001.92     | 0.02%             | 2032-02-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                                 | CUSIP: 31418FBN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    472144 | PA      | $471314.10    | 0.12%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                        | Enterprise Products Operating LLC                                               | CUSIP: 29379VBC6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18170.06     | 0.00%             | 2045-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| XILINX INC                                                                      | Xilinx Inc                                                                      | CUSIP: 983919AK7<br>LEI: 6EY4K7ZMF9UX1CU6KC79 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45479.27     | 0.01%             | 2030-06-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                      | Zoetis Inc                                                                      | CUSIP: 98978VAN3<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     76000 | PA      | $75272.41     | 0.02%             | 2028-08-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                              | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607LWW9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $106159.46    | 0.03%             | 2033-10-03      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                                | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAN3<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49970.12     | 0.01%             | 2032-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust                                                          | John Deere Owner Trust                                                          | CUSIP: 47789QAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     47369 | PA      | $47279.62     | 0.01%             | 2028-05-15      | Fixed         | 0.74%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418ED72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    251589 | PA      | $227441.65    | 0.06%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                          | Verizon Communications Inc                                                      | CUSIP: 92343VGL2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    122000 | PA      | $85285.88     | 0.02%             | 2041-09-03      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Algonquin Power & Utilities Corp                                                | Algonquin Power & Utilities Corp                                                | CUSIP: 015857AF2<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |     30000 | PA      | $30194.84     | 0.01%             | 2026-06-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMorgan Chase & Co                                                             | CUSIP: 46647PAM8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97570.07     | 0.02%             | 2029-01-23      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                         | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FQ1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     20000 | PA      | $15847.83     | 0.00%             | 2058-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                              | CUSIP: 36179WLP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    212573 | PA      | $181193.78    | 0.04%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                            | Waste Management Inc                                                            | CUSIP: 94106LBW8<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90395.69     | 0.02%             | 2034-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                              | Canadian Imperial Bank of Commerce                                              | CUSIP: 13608JAA5<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $51313.71     | 0.01%             | 2029-04-08      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| TC PIPELINES LP                                                                 | TC PipeLines LP                                                                 | CUSIP: 87233QAC2<br>LEI: 6HL0C5LCIE4TN8UZHL06 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9867.11      | 0.00%             | 2027-05-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                         | HCA Inc                                                                         | CUSIP: 404119BT5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30083.36     | 0.01%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| KELLOGG CO                                                                      | Kellanova                                                                       | CUSIP: 487836BU1<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68551.39     | 0.02%             | 2027-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                                         | America Movil SAB de CV                                                         | CUSIP: 02364WAP0<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |     10000 | PA      | $10522.02     | 0.00%             | 2037-11-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | Ginnie Mae II Pool                                                              | CUSIP: 36179X2N5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    101980 | PA      | $104394.64    | 0.03%             | 2053-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                                            | WEC Energy Group Inc                                                            | CUSIP: 92939UAG1<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92638.64     | 0.02%             | 2028-12-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                            | Kraft Heinz Foods Co                                                            | CUSIP: 50077LBF2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58512.26     | 0.01%             | 2031-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                             | Gilead Sciences Inc                                                             | CUSIP: 375558BJ1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    176000 | PA      | $158996.83    | 0.04%             | 2036-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | Royal Bank of Canada                                                            | CUSIP: 78017DAC2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $50875.81     | 0.01%             | 2031-02-04      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| National Grid PLC                                                               | National Grid PLC                                                               | CUSIP: 636274AF9<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |     70000 | PA      | $70807.54     | 0.02%             | 2034-01-11      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                              | Ally Financial Inc                                                              | CUSIP: 370425RZ5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     30000 | PA      | $32951.35     | 0.01%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                          | Asian Development Bank                                                          | CUSIP: 045167FN8<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | N/A       |    110000 | PA      | $104005.05    | 0.03%             | 2032-04-27      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                             | Nomura Holdings Inc                                                             | CUSIP: 65535HBK4<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |     80000 | PA      | $83796.91     | 0.02%             | 2033-01-18      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2024-5C2                                  | Wells Fargo Commercial Mortgage Trust 2024-5C2                                  | CUSIP: 95003UAC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     50000 | PA      | $51492.58     | 0.01%             | 2057-11-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | Bank of America Corp                                                            | CUSIP: 06051GJW0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    272000 | PA      | $204749.63    | 0.05%             | 2042-04-22      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                      | Humana Inc                                                                      | CUSIP: 444859CB6<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9173.51      | 0.00%             | 2054-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                              | CUSIP: 36179XQZ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    143390 | PA      | $147132.27    | 0.04%             | 2053-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                        | Prudential Financial Inc                                                        | CUSIP: 744320AW2<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19412.53     | 0.00%             | 2047-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UnitedHealth Group Inc                                                          | CUSIP: 91324PEW8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8839.26      | 0.00%             | 2053-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                      | Intel Corp                                                                      | CUSIP: 458140BH2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    292000 | PA      | $262970.81    | 0.07%             | 2029-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                       | Kroger Co/The                                                                   | CUSIP: 501044DG3<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     80000 | PA      | $65155.00     | 0.02%             | 2047-02-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1100000 | PA      | $705203.13    | 0.17%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                                                     | PNC Bank NA                                                                     | CUSIP: 69349LAS7<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18386.46     | 0.00%             | 2029-10-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                      | Humana Inc                                                                      | CUSIP: 444859BX9<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8877.47      | 0.00%             | 2053-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                                          | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAC7<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49699.56     | 0.01%             | 2026-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418DYN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     52768 | PA      | $49170.28     | 0.01%             | 2036-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418CRC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44851 | PA      | $41133.06     | 0.01%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                                                     | NVIDIA Corp                                                                     | CUSIP: 67066GAE4<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9909.87      | 0.00%             | 2026-09-16      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Berry Global Inc                                                                | Berry Global Inc                                                                | CUSIP: 08576PAQ4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20151.43     | 0.00%             | 2034-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                              | Royalty Pharma PLC                                                              | CUSIP: 78081BAS2<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     70000 | PA      | $65891.43     | 0.02%             | 2054-09-02      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                                                      | Hasbro Inc                                                                      | CUSIP: 418056AZ0<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57054.95     | 0.01%             | 2029-11-19      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                                               | Hyatt Hotels Corp                                                               | CUSIP: 448579AQ5<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50853.09     | 0.01%             | 2027-01-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                           | Texas Instruments Inc                                                           | CUSIP: 882508BJ2<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     70000 | PA      | $61931.52     | 0.02%             | 2030-05-04      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | Bank of America Corp                                                            | CUSIP: 06051GLV9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40764.07     | 0.01%             | 2027-09-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                                                   | McKesson Corp                                                                   | CUSIP: 581557BU8<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10203.52     | 0.00%             | 2033-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                               | Kinder Morgan Inc                                                               | CUSIP: 49456BAS0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     60000 | PA      | $37199.80     | 0.01%             | 2050-08-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                                                             | Emerson Electric Co                                                             | CUSIP: 291011BN3<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |     22000 | PA      | $19459.57     | 0.00%             | 2030-10-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418DZB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     72598 | PA      | $68187.40     | 0.02%             | 2051-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FRANKLIN RESOURCES INC                                                          | Franklin Resources Inc                                                          | CUSIP: 354613AL5<br>LEI: RIFQSET379FOGTEFKS80 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25687.64     | 0.01%             | 2030-10-30      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | Bank of America Corp                                                            | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    120000 | PA      | $103118.21    | 0.03%             | 2032-07-21      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                              | CUSIP: 36179XFF8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    165739 | PA      | $150599.33    | 0.04%             | 2052-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                          | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BR5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103104.41    | 0.03%             | 2029-06-12      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                     | Equinix Inc                                                                     | CUSIP: 29444UBD7<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19527.87     | 0.00%             | 2026-11-18      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                        | Enterprise Products Operating LLC                                               | CUSIP: 29379VCB7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     50000 | PA      | $32419.08     | 0.01%             | 2053-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| COUNCIL OF EUROPE                                                               | Council Of Europe Development Bank                                              | CUSIP: 222213AY6<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | N/A       |     50000 | PA      | $48060.73     | 0.01%             | 2026-09-22      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| RELX CAPITAL INC                                                                | RELX Capital Inc                                                                | CUSIP: 74949LAE2<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49676.18     | 0.01%             | 2032-05-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | Broadcom Inc                                                                    | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     90000 | PA      | $73445.48     | 0.02%             | 2036-11-15      | Fixed         | 3.19%                 | Yes           |                  2 | On Loan: No      |
| DH EUROPE FINANCE II                                                            | DH Europe Finance II Sarl                                                       | CUSIP: 23291KAK1<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |     20000 | PA      | $14043.07     | 0.00%             | 2049-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Oesterreichische Kontrollbank AG                                                | Oesterreichische Kontrollbank AG                                                | CUSIP: 676167CP2<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |    100000 | PA      | $102930.46    | 0.03%             | 2030-01-24      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HARTFORD FINL SVCS GRP                                                          | Hartford Insurance Group Inc/The                                                | CUSIP: 416518AD0<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |     90000 | PA      | $55508.88     | 0.01%             | 2051-09-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                 | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769KJ2<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    160000 | PA      | $161266.28    | 0.04%             | 2028-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| ASIAN DEVELOPMENT BANK                                                          | Asian Development Bank                                                          | CUSIP: 045167FH1<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | N/A       |    250000 | PA      | $240855.28    | 0.06%             | 2027-01-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                        | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAH7<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     90000 | PA      | $72763.82     | 0.02%             | 2048-09-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418DKT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    576831 | PA      | $507089.59    | 0.13%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                      | Intel Corp                                                                      | CUSIP: 458140AN0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9100.51      | 0.00%             | 2032-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                                        | Sabine Pass Liquefaction LLC                                                    | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    120000 | PA      | $118349.88    | 0.03%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                           | Republic Services Inc                                                           | CUSIP: 760759AS9<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9823.62      | 0.00%             | 2027-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                                          | Santander Holdings USA Inc                                                      | CUSIP: 80282KBG0<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10377.58     | 0.00%             | 2029-06-12      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA Inc                                                      | Santander Holdings USA Inc                                                      | CUSIP: 80282KBL9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51090.15     | 0.01%             | 2035-05-31      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER & LIGHT                                                         | Wisconsin Power and Light Co                                                    | CUSIP: 976826BR7<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49594.48     | 0.01%             | 2033-04-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3800000 | PA      | $2158578.14   | 0.53%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                         | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DQ8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     90000 | PA      | $77357.42     | 0.02%             | 2030-11-13      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                             | Nomura Holdings Inc                                                             | CUSIP: 65535HBP3<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |     10000 | PA      | $10461.68     | 0.00%             | 2033-07-12      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                  | Landwirtschaftliche Rentenbank                                                  | CUSIP: 515110CF9<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $103379.19    | 0.03%             | 2029-04-17      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                                 | CUSIP: 31418FDD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    178711 | PA      | $184507.23    | 0.05%             | 2054-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | Ginnie Mae II Pool                                                              | CUSIP: 36179YKQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    200104 | PA      | $191854.20    | 0.05%             | 2053-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Schlumberger Holdings Corp                                                      | Schlumberger Holdings Corp                                                      | CUSIP: 806851AR2<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |     32000 | PA      | $29038.66     | 0.01%             | 2030-06-26      | Fixed         | 2.65%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | Ginnie Mae II Pool                                                              | CUSIP: 36179YPH1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    205067 | PA      | $208203.56    | 0.05%             | 2054-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                              | Analog Devices Inc                                                              | CUSIP: 032654AN5<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9907.57      | 0.00%             | 2026-12-05      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                        | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    190000 | PA      | $167879.26    | 0.04%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                                                     | Bell Telephone Co of Canada or Bell Canada                                      | CUSIP: 0778FPAL3<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $9902.85      | 0.00%             | 2033-05-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | Oracle Corp                                                                     | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44315.83     | 0.01%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ORIX CORP                                                                       | ORIX Corp                                                                       | CUSIP: 686330AJ0<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |     40000 | PA      | $39412.93     | 0.01%             | 2027-07-18      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan Canada                                                 | Province of Saskatchewan Canada                                                 | CUSIP: 803854KW7<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |     50000 | PA      | $51425.92     | 0.01%             | 2030-01-28      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                                                               | Entergy Texas Inc                                                               | CUSIP: 29365TAJ3<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |     10000 | PA      | $6949.65      | 0.00%             | 2049-09-30      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                             | Carrier Global Corp                                                             | CUSIP: 14448CAL8<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8991.25      | 0.00%             | 2031-02-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-2                                   | Santander Drive Auto Receivables Trust 2024-2                                   | CUSIP: 80286YAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100667.46    | 0.02%             | 2028-11-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                              | Public Service Electric and Gas Co                                              | CUSIP: 74456QCR5<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48201.32     | 0.01%             | 2054-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                                                          | Zimmer Biomet Holdings Inc                                                      | CUSIP: 98956PAV4<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |     60000 | PA      | $52572.10     | 0.01%             | 2031-11-24      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                                        | eBay Inc                                                                        | CUSIP: 278642AZ6<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7012.69      | 0.00%             | 2051-05-10      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Berry Global Inc                                                                | Berry Global Inc                                                                | CUSIP: 08576PAL5<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81801.55     | 0.02%             | 2028-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                            | Targa Resources Corp                                                            | CUSIP: 87612GAE1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78185.58     | 0.02%             | 2029-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| CLOROX COMPANY                                                                  | Clorox Co/The                                                                   | CUSIP: 189054AX7<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17511.88     | 0.00%             | 2030-05-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Mohawk Industries Inc                                                           | Mohawk Industries Inc                                                           | CUSIP: 608190AM6<br>LEI: 549300JI1115MG3Q6322 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72522.15     | 0.02%             | 2028-09-18      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                                                             | Dollar General Corp                                                             | CUSIP: 256677AG0<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    130000 | PA      | $122052.37    | 0.03%             | 2030-04-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                | CUSIP: 91282CAY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    320000 | PA      | $296787.50    | 0.07%             | 2027-11-30      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                        | Canadian Pacific Railway Co                                                     | CUSIP: 13648TAD9<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     70000 | PA      | $58818.08     | 0.01%             | 2043-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                                             | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    112000 | PA      | $108288.16    | 0.03%             | 2026-12-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | Ginnie Mae II Pool                                                              | CUSIP: 36179Y2L7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    240014 | PA      | $240116.86    | 0.06%             | 2054-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                              | CUSIP: 36179V4V9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    381134 | PA      | $324878.10    | 0.08%             | 2051-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                    | Alphabet Inc                                                                    | CUSIP: 02079KAJ6<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     70000 | PA      | $65564.90     | 0.02%             | 2027-08-15      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                        | Berkshire Hathaway Energy Co                                                    | CUSIP: 59562VBD8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37267.09     | 0.01%             | 2043-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL                                                         | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                         | CUSIP: 05723KAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $108720.73    | 0.03%             | 2029-11-07      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | Ginnie Mae II Pool                                                              | CUSIP: 36179YRK2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    180048 | PA      | $184289.27    | 0.05%             | 2054-02-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC CO                                                               | Tampa Electric Co                                                               | CUSIP: 875127BL5<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43969.74     | 0.01%             | 2052-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                          | General Motors Financial Co Inc                                                 | CUSIP: 37045XCS3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    284000 | PA      | $287679.00    | 0.07%             | 2029-01-17      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418CPE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    405193 | PA      | $371812.09    | 0.09%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| POTOMAC ELECTRIC POWER                                                          | Potomac Electric Power Co                                                       | CUSIP: 737679DB3<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |     76000 | PA      | $84240.85     | 0.02%             | 2037-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc                                                           | Quest Diagnostics Inc                                                           | CUSIP: 74834LBG4<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49412.64     | 0.01%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS INC                                                          | Chubb INA Holdings LLC                                                          | CUSIP: 00440EAW7<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8485.09      | 0.00%             | 2045-11-03      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | Ginnie Mae II Pool                                                              | CUSIP: 36180ACC5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    374612 | PA      | $383396.27    | 0.09%             | 2054-10-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| REGENERON PHARMACEUTICAL                                                        | Regeneron Pharmaceuticals Inc                                                   | CUSIP: 75886FAE7<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25648.39     | 0.01%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                                | Peruvian Government International Bond                                          | CUSIP: 715638DT6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     20000 | PA      | $13475.21     | 0.00%             | 2051-03-10      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Svensk Exportkredit AB                                                          | Svensk Exportkredit AB                                                          | CUSIP: 01021NAB8<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | CORP              | SE        |    200000 | PA      | $200210.85    | 0.05%             | 2027-09-13      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                                         | Hungary Government International Bond                                           | CUSIP: 445545AF3<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     84000 | PA      | $92745.07     | 0.02%             | 2041-03-29      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                                                                | Ryder System Inc                                                                | CUSIP: 78355HLD9<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50138.01     | 0.01%             | 2029-12-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | Comcast Corp                                                                    | CUSIP: 20030NEE7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49361.87     | 0.01%             | 2033-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                | CUSIP: 91282CGB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $503613.28    | 0.12%             | 2029-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | Citigroup Inc                                                                   | CUSIP: 172967PL9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20069.25     | 0.00%             | 2035-06-11      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                                        | Uruguay Government International Bond                                           | CUSIP: 760942AY8<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    200000 | PA      | $168000.00    | 0.04%             | 2045-11-20      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                        | European Investment Bank                                                        | CUSIP: 298785JQ0<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |    312000 | PA      | $299108.47    | 0.07%             | 2027-03-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                               | Atmos Energy Corp                                                               | CUSIP: 049560AW5<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    100000 | PA      | $61030.53     | 0.02%             | 2052-02-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                                                 | Hershey Co/The                                                                  | CUSIP: 427866BH0<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70729.37     | 0.02%             | 2028-05-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48448.22     | 0.01%             | 2035-10-23      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                           | Truist Financial Corp                                                           | CUSIP: 89788MAE2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92288.26     | 0.02%             | 2029-06-07      | Fixed         | 1.89%                 | No            |                  2 | On Loan: No      |
| Marvell Technology Inc                                                          | Marvell Technology Inc                                                          | CUSIP: 573874AQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $20696.56     | 0.01%             | 2033-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                | CUSIP: 912828ZV5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    900000 | PA      | $842343.75    | 0.21%             | 2027-06-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                         | Walt Disney Co/The                                                              | CUSIP: 254687FM3<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    270000 | PA      | $167674.96    | 0.04%             | 2049-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| D.R. HORTON INC                                                                 | DR Horton Inc                                                                   | CUSIP: 23331ABQ1<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |     70000 | PA      | $67014.43     | 0.02%             | 2026-10-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| MAGNA INTERNATIONAL INC                                                         | Magna International Inc                                                         | CUSIP: 559222AV6<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |     70000 | PA      | $62367.49     | 0.02%             | 2030-06-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | Morgan Stanley                                                                  | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9709.28      | 0.00%             | 2027-05-04      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                        | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAE3<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     75000 | PA      | $57555.83     | 0.01%             | 2048-01-09      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| SPIRE MISSOURI INC                                                              | Spire Missouri Inc                                                              | CUSIP: 84859DAC1<br>LEI: 06LJQCOVPRXOPDHFC707 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29678.25     | 0.01%             | 2033-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Arrow Electronics Inc                                                           | Arrow Electronics Inc                                                           | CUSIP: 04273WAF8<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50409.15     | 0.01%             | 2029-08-21      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418C4W1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     84113 | PA      | $79256.46     | 0.02%             | 2048-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                         | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JAF1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     77000 | PA      | $92109.91     | 0.02%             | 2038-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                                                             | Emerson Electric Co                                                             | CUSIP: 291011BQ6<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46364.87     | 0.01%             | 2028-12-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | Ginnie Mae II Pool                                                              | CUSIP: 36179YFM1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     71168 | PA      | $72362.66     | 0.02%             | 2053-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                        | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AR0<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45407.26     | 0.01%             | 2031-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CMC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    250000 | PA      | $258544.92    | 0.06%             | 2031-12-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DISCOVER FINANCIAL SVS                                                          | Discover Financial Services                                                     | CUSIP: 254709AS7<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106640.53    | 0.03%             | 2032-11-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                                                      | Hasbro Inc                                                                      | CUSIP: 418056AY3<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9825.15      | 0.00%             | 2026-11-19      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| WRKCO INC                                                                       | WRKCo Inc                                                                       | CUSIP: 92940PAG9<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8541.68      | 0.00%             | 2033-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                                                             | Kimberly-Clark Corp                                                             | CUSIP: 494368BY8<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19929.41     | 0.00%             | 2028-11-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                              | BMO Mortgage Trust                                                              | CUSIP: 055986AF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    100000 | PA      | $106286.81    | 0.03%             | 2056-08-15      | Variable      | 7.35%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Receivables Trust 2024-1                                     | Mercedes-Benz Auto Receivables Trust 2024-1                                     | CUSIP: 587918AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     25000 | PA      | $25302.45     | 0.01%             | 2031-07-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                | CUSIP: 91282CHC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    800000 | PA      | $763937.50    | 0.19%             | 2033-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                  | Lowe's Cos Inc                                                                  | CUSIP: 548661DV6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    300000 | PA      | $279768.77    | 0.07%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                                                             | Kimberly-Clark Corp                                                             | CUSIP: 494368BC6<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |     98000 | PA      | $112358.62    | 0.03%             | 2037-08-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| LAM RESEARCH CORP                                                               | Lam Research Corp                                                               | CUSIP: 512807AX6<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |     80000 | PA      | $49000.62     | 0.01%             | 2060-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                    | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137HHHY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     50000 | PA      | $49713.27     | 0.01%             | 2034-09-25      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | Ginnie Mae II Pool                                                              | CUSIP: 36179YPJ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     86342 | PA      | $88401.21     | 0.02%             | 2054-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP / PAA Finance Corp                              | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $148352.99    | 0.04%             | 2034-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                                          | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HBA5<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     92000 | PA      | $79250.92     | 0.02%             | 2031-05-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note/Bond                                                | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1590000 | PA      | $1441061.71   | 0.36%             | 2053-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| TWDC ENTERPRISES 18 CORP                                                        | TWDC Enterprises 18 Corp                                                        | CUSIP: 25468PCR5<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25129.65     | 0.01%             | 2041-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418EJ50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    543579 | PA      | $507483.62    | 0.13%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418ECA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    299633 | PA      | $260700.44    | 0.06%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ORIX CORP                                                                       | ORIX Corp                                                                       | CUSIP: 686330AN1<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |     40000 | PA      | $34879.19     | 0.01%             | 2031-03-09      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418D4H2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    281977 | PA      | $248650.54    | 0.06%             | 2041-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                                           | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 874060AX4<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |     10000 | PA      | $8895.46      | 0.00%             | 2030-03-31      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                    | Broadcom Inc                                                                    | CUSIP: 11135FCF6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20361.76     | 0.01%             | 2030-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                            | Targa Resources Corp                                                            | CUSIP: 87612GAN1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47393.26     | 0.01%             | 2055-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Edison International                                                            | Edison International                                                            | CUSIP: 281020BA4<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49660.45     | 0.01%             | 2029-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                                                       | Adobe Inc                                                                       | CUSIP: 00724PAC3<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |     18000 | PA      | $17455.12     | 0.00%             | 2027-02-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                | Crown Castle Inc                                                                | CUSIP: 22822VAU5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     20000 | PA      | $12760.75     | 0.00%             | 2051-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LEGGETT & PLATT INC                                                             | Leggett & Platt Inc                                                             | CUSIP: 524660AZ0<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38251.86     | 0.01%             | 2029-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                         | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZT4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9983.48      | 0.00%             | 2027-06-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                           | Province of Ontario Canada                                                      | CUSIP: 683234AQ1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     23000 | PA      | $21761.92     | 0.01%             | 2027-05-21      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                              | CUSIP: 36179VSH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     65368 | PA      | $58063.55     | 0.01%             | 2050-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                | Deutsche Bank AG/New York NY                                                    | CUSIP: 25160PAG2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     50000 | PA      | $44102.25     | 0.01%             | 2033-01-07      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| BAIDU INC                                                                       | Baidu Inc                                                                       | CUSIP: 056752AR9<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |     10000 | PA      | $9523.63      | 0.00%             | 2030-04-07      | Fixed         | 3.42%                 | No            |                  2 | On Loan: —       |
| TWDC ENTERPRISES 18 CORP                                                        | TWDC Enterprises 18 Corp                                                        | CUSIP: 25468PDV5<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58761.75     | 0.01%             | 2027-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC Holdings PLC                                                               | CUSIP: 404280ES4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $198741.84    | 0.05%             | 2036-03-03      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                  | Home Depot Inc/The                                                              | CUSIP: 437076AV4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    130000 | PA      | $136063.35    | 0.03%             | 2041-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| EXPORT DEVELOPMNT CANADA                                                        | Export Development Canada                                                       | CUSIP: 30216BJW3<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |     35000 | PA      | $35175.32     | 0.01%             | 2028-02-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                     | PepsiCo Inc                                                                     | CUSIP: 713448EP9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    364000 | PA      | $236658.32    | 0.06%             | 2049-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                            | Westpac Banking Corp                                                            | CUSIP: 961214DF7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    176000 | PA      | $174635.62    | 0.04%             | 2031-11-23      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                         | Procter & Gamble Co/The                                                         | CUSIP: 742718FH7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190957.12    | 0.05%             | 2030-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                                           | Southern California Gas Co                                                      | CUSIP: 842434CU4<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36644.58     | 0.01%             | 2030-02-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                                                        | Interstate Power and Light Co                                                   | CUSIP: 461070AQ7<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |     48000 | PA      | $46567.88     | 0.01%             | 2029-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                              | Union Pacific Corp                                                              | CUSIP: 907818FJ2<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9666.41      | 0.00%             | 2027-02-05      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| KEY BANK NA                                                                     | KeyBank NA/Cleveland OH                                                         | CUSIP: 49327V2B9<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19001.14     | 0.00%             | 2029-04-13      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                        | International Business Machines Corp                                            | CUSIP: 459200KK6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7190.14      | 0.00%             | 2040-05-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| LEGGETT & PLATT INC                                                             | Leggett & Platt Inc                                                             | CUSIP: 524660BA4<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | DBT              | CORP              | US        |     30000 | PA      | $17666.83     | 0.00%             | 2051-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                     | Equinix Inc                                                                     | CUSIP: 29444UBU9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    120000 | PA      | $112318.33    | 0.03%             | 2032-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418ESR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    398876 | PA      | $372065.07    | 0.09%             | 2053-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                  | Home Depot Inc/The                                                              | CUSIP: 437076BY7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28569.09     | 0.01%             | 2029-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| XYLEM INC                                                                       | Xylem Inc/NY                                                                    | CUSIP: 98419MAL4<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |     31000 | PA      | $27099.50     | 0.01%             | 2031-01-30      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| MARSH & MCLENNAN COS INC                                                        | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BC5<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     40000 | PA      | $33275.29     | 0.01%             | 2047-01-30      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                  | Home Depot Inc/The                                                              | CUSIP: 437076BX9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    220000 | PA      | $186433.40    | 0.05%             | 2048-12-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL PAPER CO                                                          | International Paper Co                                                          | CUSIP: 460146CK7<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |     45000 | PA      | $38103.72     | 0.01%             | 2044-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                 | McDonald's Corp                                                                 | CUSIP: 58013MFH2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     30000 | PA      | $24913.96     | 0.01%             | 2048-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                             | American Tower Corp                                                             | CUSIP: 03027XBD1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     30000 | PA      | $19223.87     | 0.00%             | 2050-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                  | Salesforce Inc                                                                  | CUSIP: 79466LAK0<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |     60000 | PA      | $42296.24     | 0.01%             | 2041-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418DY89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    487130 | PA      | $430197.62    | 0.11%             | 2041-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CLS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1700000 | PA      | $1709695.30   | 0.42%             | 2026-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AVISTA CORP                                                                     | Avista Corp                                                                     | CUSIP: 05379BAR8<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | DBT              | CORP              | US        |     30000 | PA      | $21667.34     | 0.01%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Reinsurance Group of America Inc                                                | Reinsurance Group of America Inc                                                | CUSIP: 759351AS8<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50663.05     | 0.01%             | 2034-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                             | Southern California Edison Co                                                   | CUSIP: 842400FQ1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16532.31     | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                     | Equinor ASA                                                                     | CUSIP: 29446MAC6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |     30000 | PA      | $20122.73     | 0.00%             | 2049-11-18      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                              | CUSIP: 36179YAQ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     91185 | PA      | $87594.98     | 0.02%             | 2053-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Southwestern Public Service Co                                                  | Southwestern Public Service Co                                                  | CUSIP: 845743BY8<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49774.88     | 0.01%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | Comcast Corp                                                                    | CUSIP: 20030NDH1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    370000 | PA      | $303421.12    | 0.08%             | 2040-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                | Bank of New York Mellon Corp/The                                                | CUSIP: 06406YAB8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50221.64     | 0.01%             | 2039-07-21      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                         | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAK2<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    110000 | PA      | $133536.37    | 0.03%             | 2046-07-15      | Fixed         | 8.35%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                               | Travelers Cos Inc/The                                                           | CUSIP: 89417EAN9<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7992.80      | 0.00%             | 2048-03-07      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| PULTEGROUP INC                                                                  | PulteGroup Inc                                                                  | CUSIP: 745867AX9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11000 | PA      | $11073.90     | 0.00%             | 2027-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                        | Berkshire Hathaway Energy Co                                                    | CUSIP: 084659AV3<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    120000 | PA      | $115999.56    | 0.03%             | 2030-07-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings Inc                                                             | PayPal Holdings Inc                                                             | CUSIP: 70450YAT0<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19907.21     | 0.00%             | 2035-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418ECR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    409989 | PA      | $356715.92    | 0.09%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                            | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50961.93     | 0.01%             | 2035-01-22      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                      | 3M Co                                                                           | CUSIP: 88579EAC9<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10364.13     | 0.00%             | 2037-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | European Investment Bank                                                        | CUSIP: 298785JZ0<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |    225000 | PA      | $227398.51    | 0.06%             | 2029-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                         | Bristol-Myers Squibb Co                                                         | CUSIP: 110122BB3<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9872.03      | 0.00%             | 2027-02-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                                                     | Bell Telephone Co of Canada or Bell Canada                                      | CUSIP: 0778FPAA7<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $39959.33     | 0.01%             | 2048-04-01      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                      | US Bancorp                                                                      | CUSIP: 91159HJQ4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    300000 | PA      | $307200.98    | 0.08%             | 2030-01-23      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CLK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4600000 | PA      | $4589937.50   | 1.14%             | 2029-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                                                            | Mercedes-Benz Finance North America LLC                                         | CUSIP: 233835AQ0<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |     40000 | PA      | $47275.18     | 0.01%             | 2031-01-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                | CUSIP: 91282CHT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1300000 | PA      | $1283546.88   | 0.32%             | 2033-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                                                     | Equifax Inc                                                                     | CUSIP: 294429AV7<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30376.28     | 0.01%             | 2027-12-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                                                   | Westlake Corp                                                                   | CUSIP: 960413AS1<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42590.57     | 0.01%             | 2046-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                               | State Street Corp                                                               | CUSIP: 857477CG6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62775.40     | 0.02%             | 2034-11-21      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                    | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137HAMH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    100000 | PA      | $101851.86    | 0.03%             | 2028-08-25      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| TJX COS INC                                                                     | TJX Cos Inc/The                                                                 | CUSIP: 872540AT6<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58820.28     | 0.01%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                          | Asian Development Bank                                                          | CUSIP: 045167GD9<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | N/A       |    100000 | PA      | $102375.57    | 0.03%             | 2029-03-06      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                | ERP Operating LP                                                                | CUSIP: 26884ABP7<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48027.64     | 0.01%             | 2034-09-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                                                  | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137H14B9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    100000 | PA      | $93677.44     | 0.02%             | 2028-05-25      | Fixed         | 1.77%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                  | Air Lease Corp                                                                  | CUSIP: 00914AAS1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26047.96     | 0.01%             | 2032-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley                                                                  | CUSIP: 61747YFM2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100676.01    | 0.02%             | 2039-02-07      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                        | Canadian Pacific Railway Co                                                     | CUSIP: 13648TAA5<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $8929.06      | 0.00%             | 2030-03-05      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                              | Vodafone Group PLC                                                              | CUSIP: 92857WBU3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     60000 | PA      | $45621.25     | 0.01%             | 2050-09-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                                 | CUSIP: 31418E5C0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    186667 | PA      | $195289.00    | 0.05%             | 2054-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                               | Sysco Corp                                                                      | CUSIP: 871829BN6<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21202.29     | 0.01%             | 2050-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                                                        | Archer-Daniels-Midland Co                                                       | CUSIP: 039482AC8<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    120000 | PA      | $72351.99     | 0.02%             | 2051-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                                                  | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FXZ27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     92898 | PA      | $85896.08     | 0.02%             | 2030-11-25      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| National Fuel Gas Co                                                            | National Fuel Gas Co                                                            | CUSIP: 636180BT7<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51203.68     | 0.01%             | 2030-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                                                     | Cummins Inc                                                                     | CUSIP: 231021AS5<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    112000 | PA      | $65851.52     | 0.02%             | 2050-09-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                           | Time Warner Cable LLC                                                           | CUSIP: 88732JBD9<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     20000 | PA      | $14977.85     | 0.00%             | 2042-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                        | International Business Machines Corp                                            | CUSIP: 459200JZ5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    210000 | PA      | $207655.63    | 0.05%             | 2026-05-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                              | CUSIP: 36179U6U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    164281 | PA      | $146148.20    | 0.04%             | 2049-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418D4Y5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    219357 | PA      | $182899.09    | 0.05%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AUTODESK INC                                                                    | Autodesk Inc                                                                    | CUSIP: 052769AH9<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |     70000 | PA      | $60524.80     | 0.01%             | 2031-12-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                        | Prudential Financial Inc                                                        | CUSIP: 744320BH4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17854.58     | 0.00%             | 2050-10-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | Amgen Inc                                                                       | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28794.12     | 0.01%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                                                            | Appalachian Power Co                                                            | CUSIP: 037735CY1<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |     10000 | PA      | $6952.00      | 0.00%             | 2050-05-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418DMF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     95968 | PA      | $92943.52     | 0.02%             | 2035-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley                                                                  | CUSIP: 61747YFQ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51716.33     | 0.01%             | 2030-04-18      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | Royal Bank of Canada                                                            | CUSIP: 78016HZZ6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $50639.95     | 0.01%             | 2030-08-02      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                                 | CUSIP: 31418FBP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    441484 | PA      | $447922.81    | 0.11%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC Holdings PLC                                                               | CUSIP: 404280DX4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $208983.25    | 0.05%             | 2034-06-20      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| AON GLOBAL LTD                                                                  | Aon Global Ltd                                                                  | CUSIP: 00185AAG9<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |     20000 | PA      | $16904.31     | 0.00%             | 2044-06-14      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| RPM INTERNATIONAL INC                                                           | RPM International Inc                                                           | CUSIP: 749685AY9<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34672.55     | 0.01%             | 2032-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                    | AutoZone Inc                                                                    | CUSIP: 053332BF8<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99781.59     | 0.02%             | 2033-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BLACKROCK INC                                                                   | Blackrock Inc                                                                   | CUSIP: 09247XAR2<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26262.27     | 0.01%             | 2031-01-28      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                        | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MAY6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     90000 | PA      | $88243.62     | 0.02%             | 2028-01-17      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                  | Home Depot Inc/The                                                              | CUSIP: 437076BD3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27428.09     | 0.01%             | 2044-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| OMNICOM GP/OMNICOM CAP                                                          | Omnicom Group Inc / Omnicom Capital Inc                                         | CUSIP: 68217FAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $49502.36     | 0.01%             | 2026-04-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS/TYCO FI                                                        | Johnson Controls International plc / Tyco Fire & Security Finance SCA           | CUSIP: 47837RAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     30000 | PA      | $25389.50     | 0.01%             | 2031-09-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                        | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAX2<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17813.98     | 0.00%             | 2052-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1300000 | PA      | $803765.63    | 0.20%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                             | Gilead Sciences Inc                                                             | CUSIP: 375558CC5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50180.11     | 0.01%             | 2035-06-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                    | Alphabet Inc                                                                    | CUSIP: 02079KAF4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     10000 | PA      | $5596.35      | 0.00%             | 2050-08-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| HARLEY-DAVIDSON INC                                                             | Harley-Davidson Inc                                                             | CUSIP: 412822AE8<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | DBT              | CORP              | US        |     30000 | PA      | $23398.07     | 0.01%             | 2045-07-28      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| REVVITY INC                                                                     | Revvity Inc                                                                     | CUSIP: 714046AN9<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |     60000 | PA      | $50491.99     | 0.01%             | 2031-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS INC                                                          | Chubb INA Holdings LLC                                                          | CUSIP: 171239AG1<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12907.61     | 0.00%             | 2030-09-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                               | Atmos Energy Corp                                                               | CUSIP: 049560AM7<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     30000 | PA      | $24738.20     | 0.01%             | 2044-10-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                                        | eBay Inc                                                                        | CUSIP: 278642AW3<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    114000 | PA      | $104257.90    | 0.03%             | 2030-03-11      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                      | AbbVie Inc                                                                      | CUSIP: 00287YDV8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145080.06    | 0.04%             | 2044-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORP                                                          | Regions Financial Corp                                                          | CUSIP: 7591EPAE0<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |     40000 | PA      | $44176.23     | 0.01%             | 2037-12-10      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                                                   | Aircastle Ltd                                                                   | CUSIP: 00928QAS0<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |     50000 | PA      | $49514.13     | 0.01%             | 2026-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                          | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822AJ3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $195883.37    | 0.05%             | 2026-09-13      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley                                                                  | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51053.49     | 0.01%             | 2036-04-17      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                             | American Tower Corp                                                             | CUSIP: 03027XAR1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9779.84      | 0.00%             | 2028-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2024-C                                        | World Omni Auto Receivables Trust 2024-C                                        | CUSIP: 98164NAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50231.74     | 0.01%             | 2029-12-17      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                    | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137HHUG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     90000 | PA      | $91251.63     | 0.02%             | 2034-10-25      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                                                         | Principal Financial Group Inc                                                   | CUSIP: 74251VAS1<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8830.67      | 0.00%             | 2030-06-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                  | Air Lease Corp                                                                  | CUSIP: 00914AAK8<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27281.34     | 0.01%             | 2030-12-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| LEAR CORP                                                                       | Lear Corp                                                                       | CUSIP: 521865BC8<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |     60000 | PA      | $50709.05     | 0.01%             | 2032-01-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                                        | Air Products and Chemicals Inc                                                  | CUSIP: 009158BF2<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10022.56     | 0.00%             | 2033-03-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | Bank of America Corp                                                            | CUSIP: 06051GJP5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    250000 | PA      | $221769.59    | 0.05%             | 2032-03-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | European Investment Bank                                                        | CUSIP: 298785KC9<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |    100000 | PA      | $103890.95    | 0.03%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CME GROUP INC                                                                   | CME Group Inc                                                                   | CUSIP: 12572QAF2<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59685.53     | 0.01%             | 2043-09-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                        | Lloyds Banking Group PLC                                                        | CUSIP: 539439AT6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     90000 | PA      | $89926.09     | 0.02%             | 2028-08-16      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| INTERPUBLIC GROUP COS                                                           | Interpublic Group of Cos Inc/The                                                | CUSIP: 460690BU3<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9967.85      | 0.00%             | 2033-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                | CUSIP: 91282CCP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1100000 | PA      | $1057718.75   | 0.26%             | 2026-07-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | European Investment Bank                                                        | CUSIP: 298785KG0<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |     25000 | PA      | $25807.03     | 0.01%             | 2030-03-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                                        | Willis North America Inc                                                        | CUSIP: 970648AJ0<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27920.89     | 0.01%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    498000 | PA      | $459171.56    | 0.11%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TEXAS EASTERN TRANSMISSI                                                        | Texas Eastern Transmission LP                                                   | CUSIP: 882389CC1<br>LEI: 549300SIOULUXXIDGA69 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10832.36     | 0.00%             | 2032-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                                                  | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FMTX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    258445 | PA      | $251774.11    | 0.06%             | 2029-04-25      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     10000 | PA      | $10107.59     | 0.00%             | 2029-01-19      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                                               | Cisco Systems Inc                                                               | CUSIP: 17275RBU5<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    110000 | PA      | $104973.65    | 0.03%             | 2054-02-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                                                               | TSMC Arizona Corp                                                               | CUSIP: 872898AH4<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    160000 | PA      | $156608.88    | 0.04%             | 2032-04-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                               | Cisco Systems Inc                                                               | CUSIP: 17275RAF9<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20434.51     | 0.01%             | 2040-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                  | S&P Global Inc                                                                  | CUSIP: 78409VAS3<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17073.24     | 0.00%             | 2030-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: —       |
| WESTLAKE CORP                                                                   | Westlake Corp                                                                   | CUSIP: 960413AU6<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |     30000 | PA      | $22982.49     | 0.01%             | 2047-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                             | International Bank for Reconstruction & Development                             | CUSIP: 459058LA9<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |     95000 | PA      | $95619.20     | 0.02%             | 2031-01-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Smith & Nephew PLC                                                              | Smith & Nephew PLC                                                              | CUSIP: 83192PAD0<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |     10000 | PA      | $9979.71      | 0.00%             | 2034-03-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                      | Zoetis Inc                                                                      | CUSIP: 98978VAS2<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |      9000 | PA      | $7992.50      | 0.00%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                                 | CUSIP: 31418DRT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    210370 | PA      | $184748.76    | 0.05%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                                             | Cardinal Health Inc                                                             | CUSIP: 14149YBD9<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8636.22      | 0.00%             | 2045-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                        | Rogers Communications Inc                                                       | CUSIP: 775109BP5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $14052.68     | 0.00%             | 2049-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                                 | CUSIP: 31418FAX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    353836 | PA      | $358987.01    | 0.09%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2024-D Owner Trust                                      | Toyota Auto Receivables 2024-D Owner Trust                                      | CUSIP: 89239TAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     35000 | PA      | $35273.97     | 0.01%             | 2030-04-15      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | Citigroup Inc                                                                   | CUSIP: 172967PU9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50137.68     | 0.01%             | 2036-01-24      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                         | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DP0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18661.29     | 0.00%             | 2027-11-13      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                        | Visa Inc                                                                        | CUSIP: 92826CAK8<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     50000 | PA      | $37695.81     | 0.01%             | 2040-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                              | CUSIP: 36179WLN6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    705726 | PA      | $575850.07    | 0.14%             | 2051-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AVERY DENNISON CORP                                                             | Avery Dennison Corp                                                             | CUSIP: 053611AM1<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41337.38     | 0.01%             | 2032-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2023-C21                                                   | BBCMS Mortgage Trust 2023-C21                                                   | CUSIP: 05553WAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $106865.66    | 0.03%             | 2056-09-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                                                           | Jackson Financial Inc                                                           | CUSIP: 46817MAL1<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25821.77     | 0.01%             | 2031-11-23      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                              | CUSIP: 36179XNG7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    374861 | PA      | $376113.05    | 0.09%             | 2052-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TR Finance LLC                                                                  | TR Finance LLC                                                                  | CUSIP: 87268LAA5<br>LEI: 254900OWSTRTOV8P5W25 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49276.54     | 0.01%             | 2026-05-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                              | Vodafone Group PLC                                                              | CUSIP: 92857WCA6<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     50000 | PA      | $47261.95     | 0.01%             | 2054-06-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                                                              | Southwest Gas Corp                                                              | CUSIP: 844895AX0<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |     20000 | PA      | $14449.22     | 0.00%             | 2046-09-29      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Nordson Corp                                                                    | Nordson Corp                                                                    | CUSIP: 655663AC6<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49588.51     | 0.01%             | 2029-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TAPESTRY INC                                                                    | Tapestry Inc                                                                    | CUSIP: 876030AA5<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34607.41     | 0.01%             | 2032-03-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                    | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137HB2L7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    100000 | PA      | $100884.25    | 0.02%             | 2030-10-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CJV4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    350000 | PA      | $350541.40    | 0.09%             | 2026-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | Citigroup Inc                                                                   | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49491.52     | 0.01%             | 2030-09-19      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                           | Truist Financial Corp                                                           | CUSIP: 89788MAB8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8711.92      | 0.00%             | 2030-06-05      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CEN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1250000 | PA      | $1229541.01   | 0.30%             | 2027-04-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                                             | Estee Lauder Cos Inc/The                                                        | CUSIP: 29736RAJ9<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29345.18     | 0.01%             | 2027-03-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                              | CUSIP: 36179VXY1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    230482 | PA      | $196686.14    | 0.05%             | 2050-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                                                        | FMC Corp                                                                        | CUSIP: 302491AU9<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36790.74     | 0.01%             | 2029-10-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                                        | Air Products and Chemicals Inc                                                  | CUSIP: 009158AY2<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |     89000 | PA      | $85291.89     | 0.02%             | 2027-05-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                             | Southern California Edison Co                                                   | CUSIP: 842400GE7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     50000 | PA      | $34172.83     | 0.01%             | 2045-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                                                        | FMC Corp                                                                        | CUSIP: 302491AW5<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10012.41     | 0.00%             | 2026-05-18      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101844.91    | 0.03%             | 2031-04-23      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                             | Consumers Energy Co                                                             | CUSIP: 210518DH6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    110000 | PA      | $77761.73     | 0.02%             | 2051-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                                        | Cooperatieve Rabobank UA                                                        | CUSIP: 21684AAF3<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    150000 | PA      | $148363.58    | 0.04%             | 2026-07-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                                 | CUSIP: 31418EYQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    170104 | PA      | $177711.54    | 0.04%             | 2053-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                           | Indonesia Government International Bond                                         | CUSIP: 455780DR4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     70000 | PA      | $69157.43     | 0.02%             | 2033-01-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CJR3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4750000 | PA      | $4767070.31   | 1.18%             | 2028-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | Morgan Stanley                                                                  | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83423.52     | 0.02%             | 2036-09-16      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER                                                         | Reinsurance Group of America Inc                                                | CUSIP: 759351AM1<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29795.49     | 0.01%             | 2026-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                          | CenterPoint Energy Inc                                                          | CUSIP: 15189TBB2<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8823.50      | 0.00%             | 2031-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                                           | Canadian National Railway Co                                                    | CUSIP: 136375BQ4<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |     60000 | PA      | $66411.05     | 0.02%             | 2037-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                                                         | Transcontinental Gas Pipe Line Co LLC                                           | CUSIP: 893574AP8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $74786.75     | 0.02%             | 2030-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CMR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $505937.50    | 0.13%             | 2032-02-29      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMorgan Chase & Co                                                             | CUSIP: 46647PCW4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38978.22     | 0.01%             | 2028-02-24      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                                 | AstraZeneca PLC                                                                 | CUSIP: 046353AX6<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |     20000 | PA      | $10813.75     | 0.00%             | 2050-08-06      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                               | Kinder Morgan Inc                                                               | CUSIP: 49456BAU5<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9613.39      | 0.00%             | 2026-11-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TRANE TECH FIN LTD                                                              | Trane Technologies Financing Ltd                                                | CUSIP: 892938AA9<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |     70000 | PA      | $71473.64     | 0.02%             | 2033-03-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                 | Cigna Group/The                                                                 | CUSIP: 125523AJ9<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     90000 | PA      | $83592.78     | 0.02%             | 2038-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                        | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MBW9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    170000 | PA      | $156377.73    | 0.04%             | 2030-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ILLINOIS TOOL WORKS INC                                                         | Illinois Tool Works Inc                                                         | CUSIP: 452308AQ2<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |     90000 | PA      | $84401.18     | 0.02%             | 2041-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                  | Mastercard Inc                                                                  | CUSIP: 57636QAU8<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    120000 | PA      | $103713.74    | 0.03%             | 2031-11-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KOREA                                                               | Korea International Bond                                                        | CUSIP: 50064FAQ7<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |     30000 | PA      | $28229.52     | 0.01%             | 2029-06-19      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                  | Microsoft Corp                                                                  | CUSIP: 594918BD5<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     60000 | PA      | $50234.84     | 0.01%             | 2045-02-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note/Bond                                                | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1388964.84   | 0.34%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                                                             | Northern Trust Corp                                                             | CUSIP: 665859AU8<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19205.57     | 0.00%             | 2029-05-03      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                      | Intel Corp                                                                      | CUSIP: 458140BQ2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9850.69      | 0.00%             | 2027-03-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Trane Technologies Financing Ltd                                                | Trane Technologies Financing Ltd                                                | CUSIP: 892938AB7<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |     50000 | PA      | $50150.72     | 0.01%             | 2034-06-13      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                                     | Viatris Inc                                                                     | CUSIP: 92556VAD8<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86570.06     | 0.02%             | 2030-06-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                                           | Unilever Capital Corp                                                           | CUSIP: 904764BQ9<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    150000 | PA      | $128816.97    | 0.03%             | 2031-08-12      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | Oracle Corp                                                                     | CUSIP: 68389XAE5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     40000 | PA      | $42753.54     | 0.01%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                            | Kraft Heinz Foods Co                                                            | CUSIP: 50076QAE6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9052.26      | 0.00%             | 2042-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418EHH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    295233 | PA      | $266702.05    | 0.07%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                                                      | Hasbro Inc                                                                      | CUSIP: 418056AV9<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9739.24      | 0.00%             | 2027-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CMA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1800000 | PA      | $1832695.31   | 0.45%             | 2029-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMorgan Chase & Co                                                             | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    260000 | PA      | $240540.42    | 0.06%             | 2030-10-15      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                         | Indonesia Government International Bond                                         | CUSIP: 455780EA0<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $206335.43    | 0.05%             | 2035-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                                  | PECO Energy Co                                                                  | CUSIP: 693304BF3<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40165.02     | 0.01%             | 2033-06-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418D4X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1468658 | PA      | $1166858.95   | 0.29%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Bank                                                                            | BANK 2021-BNK34                                                                 | CUSIP: 06541JAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $96667.69     | 0.02%             | 2063-06-15      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                                                                | Ryder System Inc                                                                | CUSIP: 78355HKZ1<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51304.96     | 0.01%             | 2029-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    600000 | PA      | $541710.94    | 0.13%             | 2043-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                        | CSX Corp                                                                        | CUSIP: 126408HS5<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7517.89      | 0.00%             | 2050-04-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 3140X9C29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1359395 | PA      | $1281559.84   | 0.32%             | 2049-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL PAPER CO                                                          | International Paper Co                                                          | CUSIP: 460146CS0<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |     52000 | PA      | $40681.77     | 0.01%             | 2048-08-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                        | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BN1<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    120000 | PA      | $106702.79    | 0.03%             | 2030-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                      | Province of Ontario Canada                                                      | CUSIP: 683234AW8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    100000 | PA      | $99019.49     | 0.02%             | 2029-09-17      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                      | Zoetis Inc                                                                      | CUSIP: 98978VAV5<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20948.18     | 0.01%             | 2032-11-16      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                             | Province of British Columbia Canada                                             | CUSIP: 11070TAN8<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    100000 | PA      | $102310.91    | 0.03%             | 2028-01-24      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418DC67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    496334 | PA      | $453318.92    | 0.11%             | 2049-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WISCONSIN PUBLIC SERVICE                                                        | Wisconsin Public Service Corp                                                   | CUSIP: 976843BH4<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |     68000 | PA      | $52228.01     | 0.01%             | 2042-12-01      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                         | Walt Disney Co/The                                                              | CUSIP: 254687FX9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45656.16     | 0.01%             | 2031-01-13      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                                                | ERP Operating LP                                                                | CUSIP: 26884ABM4<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |     70000 | PA      | $63868.82     | 0.02%             | 2030-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CJF9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $2080859.38   | 0.51%             | 2028-10-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                        | International Business Machines Corp                                            | CUSIP: 459200GS4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     72000 | PA      | $72921.00     | 0.02%             | 2039-11-30      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | Broadcom Inc                                                                    | CUSIP: 11135FBT7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    292000 | PA      | $277716.67    | 0.07%             | 2032-04-15      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                            | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAK6<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7273.19      | 0.00%             | 2050-05-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CMD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    750000 | PA      | $771328.13    | 0.19%             | 2029-12-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                              | Vodafone Group PLC                                                              | CUSIP: 92857WAQ3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     85000 | PA      | $89876.75     | 0.02%             | 2037-02-27      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                | CUSIP: 91282CCF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    700000 | PA      | $676976.57    | 0.17%             | 2026-05-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BLOCK FINANCIAL LLC                                                             | Block Financial LLC                                                             | CUSIP: 093662AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $27872.74     | 0.01%             | 2028-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3900000 | PA      | $3255890.63   | 0.81%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                              | CUSIP: 36179XLK0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    126567 | PA      | $128984.57    | 0.03%             | 2052-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORP                                                          | Regions Financial Corp                                                          | CUSIP: 7591EPAT7<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18254.62     | 0.00%             | 2028-08-12      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1050000 | PA      | $702761.72    | 0.17%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                         | Walt Disney Co/The                                                              | CUSIP: 254687EB8<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    100000 | PA      | $111104.41    | 0.03%             | 2035-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                                                          | Bunge Ltd Finance Corp                                                          | CUSIP: 120568AX8<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39313.75     | 0.01%             | 2026-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | Citigroup Inc                                                                   | CUSIP: 172967ME8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    988000 | PA      | $961568.06    | 0.24%             | 2030-03-20      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                          | Sempra                                                                          | CUSIP: 816851BJ7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     40000 | PA      | $28870.32     | 0.01%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | Federal National Mortgage Association                                           | CUSIP: 3135G0Q22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    310000 | PA      | $302115.33    | 0.07%             | 2026-09-24      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    160000 | PA      | $90050.00     | 0.02%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                                                        | Aon Corp / Aon Global Holdings PLC                                              | CUSIP: 03740LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     50000 | PA      | $48619.12     | 0.01%             | 2027-05-28      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Booz Allen Hamilton Inc                                                         | Booz Allen Hamilton Inc                                                         | CUSIP: 09951LAD5<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49682.67     | 0.01%             | 2035-04-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418EE30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    511131 | PA      | $443795.96    | 0.11%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LPL Holdings Inc                                                                | LPL Holdings Inc                                                                | CUSIP: 50212YAH7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21259.93     | 0.01%             | 2028-11-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     10000 | PA      | $10548.94     | 0.00%             | 2030-09-30      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                                           | Waste Connections Inc                                                           | CUSIP: 94106BAF8<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $19155.35     | 0.00%             | 2033-01-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                              | CUSIP: 36179VTW0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    573452 | PA      | $490167.60    | 0.12%             | 2050-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                      | Humana Inc                                                                      | CUSIP: 444859BR2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    110000 | PA      | $90485.50     | 0.02%             | 2032-02-03      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                         | Simon Property Group LP                                                         | CUSIP: 828807DY0<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47805.04     | 0.01%             | 2034-09-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                | Bank of Montreal                                                                | CUSIP: 06368MJG0<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $50778.42     | 0.01%             | 2029-01-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| ELEVANCE HEALTH INC                                                             | Elevance Health Inc                                                             | CUSIP: 036752AU7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    110000 | PA      | $89171.91     | 0.02%             | 2052-05-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                    | Broadcom Inc                                                                    | CUSIP: 11135FCC3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49003.61     | 0.01%             | 2032-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                                          | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    110000 | PA      | $92750.15     | 0.02%             | 2032-02-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                           | Texas Instruments Inc                                                           | CUSIP: 882508BF0<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43818.39     | 0.01%             | 2039-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                                 | San Diego Gas & Electric Co                                                     | CUSIP: 797440BW3<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     43000 | PA      | $33104.28     | 0.01%             | 2048-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                               | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 63743HFK3<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10191.44     | 0.00%             | 2026-11-13      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HA Sustainable Infrastructure Capital Inc                                       | HA Sustainable Infrastructure Capital Inc                                       | CUSIP: 41068XAE0<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19204.38     | 0.00%             | 2034-07-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| FORTINET INC                                                                    | Fortinet Inc                                                                    | CUSIP: 34959EAB5<br>LEI: 549300O0QJWDBAS0QX03 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26170.76     | 0.01%             | 2031-03-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | Comcast Corp                                                                    | CUSIP: 20030NEB3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     80000 | PA      | $83187.40     | 0.02%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                               | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAL0<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50404.49     | 0.01%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Spire Missouri Inc                                                              | Spire Missouri Inc                                                              | CUSIP: 84859DAD9<br>LEI: 06LJQCOVPRXOPDHFC707 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10054.80     | 0.00%             | 2034-08-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                  | Lowe's Cos Inc                                                                  | CUSIP: 548661ER4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19141.33     | 0.00%             | 2053-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                | Crown Castle Inc                                                                | CUSIP: 22822VAR2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    114000 | PA      | $105469.98    | 0.03%             | 2030-07-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                      | AbbVie Inc                                                                      | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151262.71    | 0.04%             | 2034-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management Inc                                                    | Apollo Global Management Inc                                                    | CUSIP: 03769MAA4<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10815.56     | 0.00%             | 2033-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SKYWORKS SOLUTIONS INC                                                          | Skyworks Solutions Inc                                                          | CUSIP: 83088MAK8<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19269.82     | 0.00%             | 2026-06-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418DZ88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     68074 | PA      | $59870.84     | 0.01%             | 2041-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | Amgen Inc                                                                       | CUSIP: 031162DS6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    320000 | PA      | $311336.59    | 0.08%             | 2043-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                             | Elevance Health Inc                                                             | CUSIP: 036752AM5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     30000 | PA      | $19249.26     | 0.00%             | 2050-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                            | Edison International                                                            | CUSIP: 281020AN7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20126.93     | 0.00%             | 2027-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| COCA-COLA CO/THE                                                                | Coca-Cola Co/The                                                                | CUSIP: 191216CR9<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9909.56      | 0.00%             | 2027-03-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                                         | America Movil SAB de CV                                                         | CUSIP: 02364WBK0<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    150000 | PA      | $147257.51    | 0.04%             | 2032-07-21      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                                                   | McKesson Corp                                                                   | CUSIP: 581557BT1<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51086.80     | 0.01%             | 2028-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                        | Canadian Pacific Railway Co                                                     | CUSIP: 13645RBF0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     70000 | PA      | $60928.92     | 0.02%             | 2031-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                                 | CUSIP: 31418FE37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1119201 | PA      | $1117234.11   | 0.28%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2025-5C33                                                  | BBCMS Mortgage Trust 2025-5C33                                                  | CUSIP: 072924AD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     50000 | PA      | $52357.74     | 0.01%             | 2058-03-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                        | American Water Capital Corp                                                     | CUSIP: 03040WAY1<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    110000 | PA      | $95997.48     | 0.02%             | 2031-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                    | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 874060BL9<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |     10000 | PA      | $9776.34      | 0.00%             | 2044-07-05      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | Ginnie Mae II Pool                                                              | CUSIP: 36180AAG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    194839 | PA      | $197219.35    | 0.05%             | 2054-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Adobe Inc                                                                       | Adobe Inc                                                                       | CUSIP: 00724PAJ8<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51575.46     | 0.01%             | 2030-01-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TRIMBLE INC                                                                     | Trimble Inc                                                                     | CUSIP: 896239AE0<br>LEI: 549300E2MI7NSZFQWS19 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31162.57     | 0.01%             | 2033-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| QORVO INC                                                                       | Qorvo Inc                                                                       | CUSIP: 74736KAH4<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19116.01     | 0.00%             | 2029-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBW6<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    120000 | PA      | $121295.01    | 0.03%             | 2035-03-14      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note/Bond                                                | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1350000 | PA      | $1251492.19   | 0.31%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERV                                                        | Southwestern Public Service Co                                                  | CUSIP: 845743BU6<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |     10000 | PA      | $6419.83      | 0.00%             | 2050-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                     | PepsiCo Inc                                                                     | CUSIP: 713448BP2<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10334.89     | 0.00%             | 2040-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                 | McDonald's Corp                                                                 | CUSIP: 58013MFS8<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199376.80    | 0.05%             | 2032-09-09      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                            | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAZ3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50092.88     | 0.01%             | 2028-05-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                | Bank of Montreal                                                                | CUSIP: 06368L8L3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $50076.83     | 0.01%             | 2030-09-10      | Fixed         | 4.64%                 | No            |                  2 | On Loan: —       |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                | CUSIP: 91282CGT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3200000 | PA      | $3204124.99   | 0.79%             | 2028-03-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                | CUSIP: 91282CBW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3200000 | PA      | $3101775.01   | 0.77%             | 2026-04-30      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                                           | Unilever Capital Corp                                                           | CUSIP: 904764BH9<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18436.37     | 0.00%             | 2029-09-06      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                            | Williams Cos Inc/The                                                            | CUSIP: 969457CN8<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47392.59     | 0.01%             | 2054-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Cintas Corp No 2                                                                | Cintas Corp No 2                                                                | CUSIP: 17252MAR1<br>LEI: 549300QVUQTTKMTE0G41 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50156.27     | 0.01%             | 2028-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMorgan Chase & Co                                                             | CUSIP: 46647PER3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48834.04     | 0.01%             | 2035-10-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                                 | AstraZeneca PLC                                                                 | CUSIP: 046353AM0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |     20000 | PA      | $17214.66     | 0.00%             | 2045-11-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                                 | Caterpillar Inc                                                                 | CUSIP: 149123CG4<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47008.98     | 0.01%             | 2029-09-19      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                         | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAJ5<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    112000 | PA      | $131923.33    | 0.03%             | 2036-07-15      | Fixed         | 8.10%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                                                         | Booz Allen Hamilton Inc                                                         | CUSIP: 09951LAC7<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20155.32     | 0.00%             | 2033-08-04      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418D2R2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    505923 | PA      | $460920.34    | 0.11%             | 2036-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $423730.47    | 0.10%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                     | Equinor ASA                                                                     | CUSIP: 85771PAL6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |     62000 | PA      | $50267.74     | 0.01%             | 2043-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                                                          | GE HealthCare Technologies Inc                                                  | CUSIP: 36267VAH6<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    140000 | PA      | $146764.29    | 0.04%             | 2030-03-15      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                        | Visa Inc                                                                        | CUSIP: 92826CAE2<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    161000 | PA      | $153166.78    | 0.04%             | 2035-12-14      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                        | Rogers Communications Inc                                                       | CUSIP: 775109AZ4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $138570.63    | 0.03%             | 2043-10-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                                                            | Appalachian Power Co                                                            | CUSIP: 037735CT2<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    160000 | PA      | $128706.18    | 0.03%             | 2044-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                             | Global Payments Inc                                                             | CUSIP: 37940XAB8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    170000 | PA      | $158280.36    | 0.04%             | 2029-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418D3G5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1218329 | PA      | $970981.51    | 0.24%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CKU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    750000 | PA      | $780849.61    | 0.19%             | 2031-05-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| African Development Bank                                                        | African Development Bank                                                        | CUSIP: 00828EFD6<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | N/A       |    100000 | PA      | $98861.07     | 0.02%             | 2029-09-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CKB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2450000 | PA      | $2462077.74   | 0.61%             | 2026-02-28      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                              | CUSIP: 36179XH25<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    148605 | PA      | $149162.03    | 0.04%             | 2052-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES                                                           | Keysight Technologies Inc                                                       | CUSIP: 49338LAF0<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46370.88     | 0.01%             | 2029-10-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                    | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137HFF59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     50000 | PA      | $50910.14     | 0.01%             | 2029-07-25      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                         | HCA Inc                                                                         | CUSIP: 404119CH0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     80000 | PA      | $77965.86     | 0.02%             | 2027-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | Oracle Corp                                                                     | CUSIP: 68389XCQ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9158.89      | 0.00%             | 2053-02-06      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                                                          | CNH Industrial Capital LLC                                                      | CUSIP: 12592BAM6<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19243.81     | 0.00%             | 2026-07-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| WF Card Issuance Trust                                                          | WF Card Issuance Trust                                                          | CUSIP: 92970QAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50256.31     | 0.01%             | 2029-10-15      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                                                         | Essential Utilities Inc                                                         | CUSIP: 29670GAE2<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |     20000 | PA      | $13097.85     | 0.00%             | 2050-04-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                         | Dell International LLC / EMC Corp                                               | CUSIP: 24703DBJ9<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10211.42     | 0.00%             | 2028-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                          | Sempra                                                                          | CUSIP: 816851AP4<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    134000 | PA      | $133059.56    | 0.03%             | 2039-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HUNTSMAN INTERNATIONAL L                                                        | Huntsman International LLC                                                      | CUSIP: 44701QBE1<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28277.84     | 0.01%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                      | Humana Inc                                                                      | CUSIP: 444859BQ4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9459.84      | 0.00%             | 2027-02-03      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                    | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137HJZS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    100000 | PA      | $103067.45    | 0.03%             | 2032-01-25      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                              | Union Pacific Corp                                                              | CUSIP: 907818EB0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17703.94     | 0.00%             | 2035-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                                               | NSTAR Electric Co                                                               | CUSIP: 67021CAP2<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    110000 | PA      | $106917.82    | 0.03%             | 2030-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                                 | CUSIP: 31418EXX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     62043 | PA      | $64817.42     | 0.02%             | 2053-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                           | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HAM1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $93884.76     | 0.02%             | 2034-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA G&E CO                                                                 | Oklahoma Gas and Electric Co                                                    | CUSIP: 678858BR1<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |     40000 | PA      | $31353.14     | 0.01%             | 2047-04-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PPG INDUSTRIES INC                                                              | PPG Industries Inc                                                              | CUSIP: 693506BP1<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19695.58     | 0.00%             | 2028-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CLR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5050000 | PA      | $5139361.32   | 1.27%             | 2029-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                                         | KeyCorp                                                                         | CUSIP: 49326EEK5<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47843.03     | 0.01%             | 2027-04-06      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                            | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAW0<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50616.58     | 0.01%             | 2027-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                             | Dow Chemical Co/The                                                             | CUSIP: 260543DM2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46581.75     | 0.01%             | 2055-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                     | Nutrien Ltd                                                                     | CUSIP: 67077MAT5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $98678.76     | 0.02%             | 2029-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                               | State Street Corp                                                               | CUSIP: 857477CR2<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49794.07     | 0.01%             | 2032-10-22      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| BMARK 2023-V4                                                                   | BMARK 2023-V4                                                                   | CUSIP: 081926AC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     90000 | PA      | $95986.40     | 0.02%             | 2056-11-15      | Variable      | 6.84%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418DZ39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     55880 | PA      | $52069.19     | 0.01%             | 2036-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418EJ35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    537547 | PA      | $466645.55    | 0.12%             | 2052-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                      | Province of Alberta Canada                                                      | CUSIP: 013051ET0<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |     50000 | PA      | $49835.79     | 0.01%             | 2034-01-24      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                                                      | Biogen Inc                                                                      | CUSIP: 09062XAH6<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17786.47     | 0.00%             | 2030-05-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Oesterreichische Kontrollbank AG                                                | Oesterreichische Kontrollbank AG                                                | CUSIP: 676167CM9<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |     60000 | PA      | $61201.53     | 0.02%             | 2027-05-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                     | Equinor ASA                                                                     | CUSIP: 29446MAE2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |     20000 | PA      | $19666.16     | 0.00%             | 2027-04-06      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                                           | Unilever Capital Corp                                                           | CUSIP: 904764AU1<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |     21000 | PA      | $20522.36     | 0.01%             | 2026-07-28      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1850000 | PA      | $899923.82    | 0.22%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | Freddie Mac Pool                                                                | CUSIP: 3132DQ6K7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    643599 | PA      | $572358.32    | 0.14%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418C2Y9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    102872 | PA      | $102828.92    | 0.03%             | 2033-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                        | Enterprise Products Operating LLC                                               | CUSIP: 29379VBA0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     70000 | PA      | $61883.59     | 0.02%             | 2044-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                  | Mastercard Inc                                                                  | CUSIP: 57636QAP9<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     44000 | PA      | $42308.70     | 0.01%             | 2030-03-26      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | Bank of America Corp                                                            | CUSIP: 06051GKB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    250000 | PA      | $157372.98    | 0.04%             | 2052-07-21      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | Oracle Corp                                                                     | CUSIP: 68389XAH8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30933.33     | 0.01%             | 2039-07-08      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER & LIGHT                                                         | Wisconsin Power and Light Co                                                    | CUSIP: 976826BP1<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17178.51     | 0.00%             | 2031-09-16      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                        | Capital One Financial Corp                                                      | CUSIP: 14040HCX1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91789.86     | 0.02%             | 2029-02-01      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                                           | Lincoln National Corp                                                           | CUSIP: 534187BQ1<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26724.45     | 0.01%             | 2032-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418EE48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    199779 | PA      | $180465.05    | 0.04%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                     | PepsiCo Inc                                                                     | CUSIP: 713448GD4<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50444.47     | 0.01%             | 2027-02-07      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1150000 | PA      | $1061998.04   | 0.26%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                    | Enbridge Inc                                                                    | CUSIP: 29250NAZ8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    180000 | PA      | $168413.58    | 0.04%             | 2029-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL                                                         | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                         | CUSIP: 05724BAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $29731.88     | 0.01%             | 2030-05-01      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Synovus Financial Corp                                                          | Synovus Financial Corp                                                          | CUSIP: 87161CAP0<br>LEI: 549300EIUS8UN5JTLE54 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20180.00     | 0.00%             | 2030-11-01      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418EMA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    189539 | PA      | $196340.74    | 0.05%             | 2052-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                        | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     10000 | PA      | $8596.32      | 0.00%             | 2033-10-29      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CORNING INC                                                                     | Corning Inc                                                                     | CUSIP: 219350BP9<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7333.00      | 0.00%             | 2049-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LP                                                             | Emera US Finance LP                                                             | CUSIP: 29103DAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    102000 | PA      | $82174.12     | 0.02%             | 2046-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418EB82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1241067 | PA      | $985870.67    | 0.24%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                      | Humana Inc                                                                      | CUSIP: 444859BN1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29973.29     | 0.01%             | 2030-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418DQ88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    221594 | PA      | $186180.64    | 0.05%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                             | Southern California Edison Co                                                   | CUSIP: 842400FA6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28714.49     | 0.01%             | 2035-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                     | PepsiCo Inc                                                                     | CUSIP: 713448FX1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50831.34     | 0.01%             | 2029-07-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                | Paramount Global                                                                | CUSIP: 124857AZ6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19306.33     | 0.00%             | 2029-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | Comcast Corp                                                                    | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    280000 | PA      | $157249.81    | 0.04%             | 2063-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                 | Inter-American Development Bank                                                 | CUSIP: 4581X0ES3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | N/A       |     50000 | PA      | $51552.67     | 0.01%             | 2030-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | Bank of America Corp                                                            | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    200000 | PA      | $180710.22    | 0.04%             | 2031-04-29      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                | Coca-Cola Co/The                                                                | CUSIP: 191216CU2<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4759.55      | 0.00%             | 2027-06-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                | Paramount Global                                                                | CUSIP: 92553PAU6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8476.95      | 0.00%             | 2043-09-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                      | PacifiCorp                                                                      | CUSIP: 695114DE5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    110000 | PA      | $104854.01    | 0.03%             | 2055-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                         | Charles Schwab Corp/The                                                         | CUSIP: 808513CH6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10625.43     | 0.00%             | 2034-08-24      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note/Bond                                                | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    900000 | PA      | $892933.60    | 0.22%             | 2044-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                          | Commonwealth Edison Co                                                          | CUSIP: 202795JU5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    110000 | PA      | $65421.16     | 0.02%             | 2051-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| KFW                                                                             | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769JT2<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    442000 | PA      | $436055.58    | 0.11%             | 2027-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                             | American Express Co                                                             | CUSIP: 025816DW6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149557.16    | 0.04%             | 2035-07-26      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                | CUSIP: 912828YB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    514000 | PA      | $473301.64    | 0.12%             | 2029-08-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418CHT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    151533 | PA      | $149745.58    | 0.04%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                      | Intel Corp                                                                      | CUSIP: 458140AY6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     90000 | PA      | $64755.06     | 0.02%             | 2047-05-11      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Motorcycle Trust 2024-B                                         | Harley-Davidson Motorcycle Trust 2024-B                                         | CUSIP: 41284PAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50107.55     | 0.01%             | 2029-07-16      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418DYA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    312368 | PA      | $235440.73    | 0.06%             | 2051-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| TWDC ENTERPRISES 18 CORP                                                        | TWDC Enterprises 18 Corp                                                        | CUSIP: 25468PCP9<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17361.84     | 0.00%             | 2041-08-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| Howmet Aerospace Inc                                                            | Howmet Aerospace Inc                                                            | CUSIP: 443201AC2<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50212.25     | 0.01%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                                                        | Archer-Daniels-Midland Co                                                       | CUSIP: 039482AB0<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9483.82      | 0.00%             | 2030-03-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418EGH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    498140 | PA      | $449930.03    | 0.11%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                  | Mastercard Inc                                                                  | CUSIP: 57636QAG9<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9849.58      | 0.00%             | 2026-11-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                                 | CUSIP: 31418EU81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    755771 | PA      | $741469.77    | 0.18%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | Bank of America Corp                                                            | CUSIP: 06051GJM2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     20000 | PA      | $12198.25     | 0.00%             | 2051-10-24      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                             | American Tower Corp                                                             | CUSIP: 03027XCE8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52069.86     | 0.01%             | 2028-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AMERIPRISE FINANCIAL INC                                                        | Ameriprise Financial Inc                                                        | CUSIP: 03076CAL0<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9789.57      | 0.00%             | 2032-05-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I                                                        | Stanley Black & Decker Inc                                                      | CUSIP: 854502AQ4<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    110000 | PA      | $93601.13     | 0.02%             | 2032-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | Ginnie Mae II Pool                                                              | CUSIP: 36179WZC5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    180973 | PA      | $169190.16    | 0.04%             | 2052-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2023-C22                                                   | BBCMS Mortgage Trust 2023-C22                                                   | CUSIP: 05554FAD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    100000 | PA      | $112253.86    | 0.03%             | 2056-11-15      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                                           | Waste Connections Inc                                                           | CUSIP: 94106BAC5<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    110000 | PA      | $93659.16     | 0.02%             | 2032-01-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                          | Asian Development Bank                                                          | CUSIP: 045167GE7<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | N/A       |    100000 | PA      | $101013.95    | 0.02%             | 2026-05-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418ELY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    405909 | PA      | $406136.13    | 0.10%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                                           | Lincoln National Corp                                                           | CUSIP: 534187BJ7<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27852.60     | 0.01%             | 2030-01-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BN35                                                                  | BANK 2021-BNK35                                                                 | CUSIP: 06540CAY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $91924.68     | 0.02%             | 2064-06-15      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                  | Starbucks Corp                                                                  | CUSIP: 855244AZ2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17933.78     | 0.00%             | 2030-11-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                               | Eversource Energy                                                               | CUSIP: 30040WAK4<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     12000 | PA      | $10252.12     | 0.00%             | 2030-08-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| ALLEGION US HOLDING CO                                                          | Allegion US Holding Co Inc                                                      | CUSIP: 01748TAC5<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40659.05     | 0.01%             | 2032-07-01      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                                 | CUSIP: 31418E2D1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    187421 | PA      | $187091.57    | 0.05%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                | CUSIP: 912810RY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4221000 | PA      | $3040274.19   | 0.75%             | 2047-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418ET59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    182117 | PA      | $178671.08    | 0.04%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                                                         | Transcontinental Gas Pipe Line Co LLC                                           | CUSIP: 893574AR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $58797.61     | 0.01%             | 2050-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES                                                          | CenterPoint Energy Resources Corp                                               | CUSIP: 15189WAJ9<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81034.18     | 0.02%             | 2047-09-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1300000 | PA      | $1316148.44   | 0.33%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                   | Intercontinental Exchange Inc                                                   | CUSIP: 45866FBA1<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51796.33     | 0.01%             | 2031-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | Broadcom Inc                                                                    | CUSIP: 11135FAS0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    485000 | PA      | $463537.85    | 0.11%             | 2032-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL NV                                                               | CNH Industrial NV                                                               | CUSIP: 12594KAB8<br>LEI: 549300WGC2HZ5J67V817 | Long             | DBT              | CORP              | NL        |     20000 | PA      | $19642.91     | 0.00%             | 2027-11-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                          | Verizon Communications Inc                                                      | CUSIP: 92343VFD1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     80000 | PA      | $60410.29     | 0.01%             | 2050-03-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note/Bond                                                | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    875000 | PA      | $862592.77    | 0.21%             | 2054-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418DYB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2096895 | PA      | $1666450.62   | 0.41%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                                  | Fannie Mae-Aces                                                                 | CUSIP: 3136B2HA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    244352 | PA      | $240083.73    | 0.06%             | 2028-07-25      | Variable      | 3.47%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                    | Stryker Corp                                                                    | CUSIP: 863667AE1<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8180.12      | 0.00%             | 2043-04-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                                                                | Ryder System Inc                                                                | CUSIP: 78355HLF4<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50117.32     | 0.01%             | 2030-06-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                        | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432NK7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9832.18      | 0.00%             | 2046-04-20      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AVISTA CORP                                                                     | Avista Corp                                                                     | CUSIP: 05379BAQ0<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8080.42      | 0.00%             | 2048-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                         | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FZ1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     41000 | PA      | $23705.50     | 0.01%             | 2060-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | Bank of America Corp                                                            | CUSIP: 06051GHM4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149028.36    | 0.04%             | 2029-07-23      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2024-4                                                  | CarMax Auto Owner Trust 2024-4                                                  | CUSIP: 14290DAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50459.89     | 0.01%             | 2030-04-15      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                    | ING Groep NV                                                                    | CUSIP: 456837AH6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $99239.29     | 0.02%             | 2027-03-29      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                              | CUSIP: 36179XQY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    315757 | PA      | $319641.43    | 0.08%             | 2053-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418CP57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    701330 | PA      | $620261.66    | 0.15%             | 2047-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1600000 | PA      | $1620312.50   | 0.40%             | 2027-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                         | Public Service Co of Colorado                                                   | CUSIP: 744448CQ2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    200000 | PA      | $152846.17    | 0.04%             | 2048-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                                                                | Ryder System Inc                                                                | CUSIP: 78355HKX6<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52710.39     | 0.01%             | 2028-12-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                    | Barclays PLC                                                                    | CUSIP: 06738EAW5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     60000 | PA      | $59893.59     | 0.01%             | 2028-05-09      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                              | CUSIP: 36179VKM1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     63950 | PA      | $58564.73     | 0.01%             | 2050-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                          | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BY9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    150000 | PA      | $144861.41    | 0.04%             | 2027-07-20      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note/Bond                                                | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    550000 | PA      | $544242.19    | 0.13%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                                               | Healthpeak OP LLC                                                               | CUSIP: 40414LAR0<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57069.91     | 0.01%             | 2029-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                                                      | Eaton Corp                                                                      | CUSIP: 278062AD6<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |     62000 | PA      | $59147.62     | 0.01%             | 2032-11-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                 | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769KD5<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    195000 | PA      | $197500.32    | 0.05%             | 2034-02-28      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                                        | Uruguay Government International Bond                                           | CUSIP: 760942BE1<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    113493 | PA      | $118458.32    | 0.03%             | 2034-10-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                           | Province of Ontario Canada                                                      | CUSIP: 683234AU2<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    100000 | PA      | $87815.04     | 0.02%             | 2032-01-21      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| HP INC                                                                          | HP Inc                                                                          | CUSIP: 40434LAC9<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |     52000 | PA      | $48080.79     | 0.01%             | 2030-06-17      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                        | International Business Machines Corp                                            | CUSIP: 459200JH5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8662.26      | 0.00%             | 2046-02-19      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                             | American Tower Corp                                                             | CUSIP: 03027XBW9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    110000 | PA      | $104314.13    | 0.03%             | 2032-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                                           | Unilever Capital Corp                                                           | CUSIP: 904764AY3<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39199.56     | 0.01%             | 2027-05-05      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                           | Indonesia Government International Bond                                         | CUSIP: 455780DQ6<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    190000 | PA      | $190556.02    | 0.05%             | 2028-01-11      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ATLANTIC CITY ELECTRIC                                                          | Atlantic City Electric Co                                                       | CUSIP: 048303CJ8<br>LEI: 549300S5TW3VP5V06B73 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17609.98     | 0.00%             | 2031-03-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1210000 | PA      | $1001416.80   | 0.25%             | 2053-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                              | CUSIP: 36179XLH7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    361790 | PA      | $355919.90    | 0.09%             | 2052-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418D6B3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1038916 | PA      | $826399.88    | 0.20%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                            | PNC Financial Services Group Inc/The                                            | CUSIP: 693475CB9<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51122.50     | 0.01%             | 2031-01-29      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| FOMENTO ECONOMICO MEX                                                           | Fomento Economico Mexicano SAB de CV                                            | CUSIP: 344419AC0<br>LEI: 549300A8MDWDJNMLV153 | Long             | DBT              | CORP              | MX        |     59000 | PA      | $42361.54     | 0.01%             | 2050-01-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CINTAS CORPORATION NO. 2                                                        | Cintas Corp No 2                                                                | CUSIP: 17252MAN0<br>LEI: 549300QVUQTTKMTE0G41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99046.78     | 0.02%             | 2027-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                                                      | VMware LLC                                                                      | CUSIP: 928563AF2<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9909.16      | 0.00%             | 2030-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                              | CUSIP: 36179WXL7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    188415 | PA      | $171761.41    | 0.04%             | 2052-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                    | Alphabet Inc                                                                    | CUSIP: 02079KAL1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49338.20     | 0.01%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                        | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BX9<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47708.21     | 0.01%             | 2054-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| KEY BANK NA                                                                     | KeyBank NA/Cleveland OH                                                         | CUSIP: 49306CAB7<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21104.43     | 0.01%             | 2028-02-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                    | ING Groep NV                                                                    | CUSIP: 456837AQ6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     70000 | PA      | $68539.86     | 0.02%             | 2029-04-09      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Citibank Credit Card Issuance Trust                                             | Citibank Credit Card Issuance Trust                                             | CUSIP: 17305EGW9<br>LEI: R8AG6FXVDQAMDKCSJJ64 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100425.89    | 0.02%             | 2027-12-08      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                  | Merck & Co Inc                                                                  | CUSIP: 58933YBD6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92983.14     | 0.02%             | 2028-12-10      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                             | Southern California Edison Co                                                   | CUSIP: 842400GK3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7273.68      | 0.00%             | 2048-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                | CUSIP: 91282CDK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1600000 | PA      | $1540437.50   | 0.38%             | 2026-11-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| IND & COMM BK CHINA/NY                                                          | Industrial & Commercial Bank of China Ltd/New York NY                           | CUSIP: 45580KAK4<br>LEI: 5493002ERZU2K9PZDL40 | Long             | DBT              | CORP              | CN        |     30000 | PA      | $29588.81     | 0.01%             | 2027-11-08      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                                                         | DCP Midstream Operating LP                                                      | CUSIP: 23311VAH0<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70565.09     | 0.02%             | 2029-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418EKT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    512988 | PA      | $491547.91    | 0.12%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JETBLUE 2019-1 CLASS AA                                                         | JetBlue 2019-1 Class AA Pass Through Trust                                      | CUSIP: 477143AH4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7683 | PA      | $6640.41      | 0.00%             | 2032-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                | Deutsche Bank AG/New York NY                                                    | CUSIP: 25160PAH0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    180000 | PA      | $173477.21    | 0.04%             | 2028-01-07      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| HP INC                                                                          | HP Inc                                                                          | CUSIP: 40434LAN5<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9952.91      | 0.00%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CF INDUSTRIES INC                                                               | CF Industries Inc                                                               | CUSIP: 12527GAF0<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29045.95     | 0.01%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                                                        | Discovery Communications LLC                                                    | CUSIP: 25470DBJ7<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    252000 | PA      | $223480.41    | 0.06%             | 2030-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                                          | Korea Development Bank/The                                                      | CUSIP: 500630DW5<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    180000 | PA      | $181231.45    | 0.04%             | 2028-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley                                                                  | CUSIP: 61747YFJ9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    100000 | PA      | $108839.47    | 0.03%             | 2034-11-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | Oracle Corp                                                                     | CUSIP: 68389XCN3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20047.34     | 0.00%             | 2030-05-06      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                                               | Chile Government International Bond                                             | CUSIP: 168863CF3<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     30000 | PA      | $29025.00     | 0.01%             | 2028-02-06      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                                              | Valero Energy Corp                                                              | CUSIP: 91913YBB5<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9496.36      | 0.00%             | 2027-09-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| FORTUNE BRANDS INNOVATIO                                                        | Fortune Brands Innovations Inc                                                  | CUSIP: 34964CAH9<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41130.97     | 0.01%             | 2033-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CKY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1550000 | PA      | $1563744.14   | 0.39%             | 2026-06-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | Comcast Corp                                                                    | CUSIP: 20030NDK4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39404.83     | 0.01%             | 2027-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Tyco Electronics Group SA                                                       | Tyco Electronics Group SA                                                       | CUSIP: 902133BC0<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |     50000 | PA      | $49862.93     | 0.01%             | 2031-02-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                              | CUSIP: 36179WTY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    344164 | PA      | $293357.03    | 0.07%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                                 | CUSIP: 31418EVA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    172774 | PA      | $175560.56    | 0.04%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111GH0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30703.20     | 0.01%             | 2034-05-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                              | Union Pacific Corp                                                              | CUSIP: 907818FD5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    508000 | PA      | $419461.66    | 0.10%             | 2039-08-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418EBD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    196550 | PA      | $173510.11    | 0.04%             | 2037-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley                                                                  | CUSIP: 61747YFV2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47748.87     | 0.01%             | 2055-11-19      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CLP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1350000 | PA      | $1345517.58   | 0.33%             | 2026-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418DYG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    107764 | PA      | $89452.70     | 0.02%             | 2041-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc                                                            | WEC Energy Group Inc                                                            | CUSIP: 92939UAM8<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |     42000 | PA      | $42571.39     | 0.01%             | 2026-09-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                                                   | J M Smucker Co/The                                                              | CUSIP: 832696AM0<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |     80000 | PA      | $73681.23     | 0.02%             | 2035-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP                                                         | Digital Realty Trust LP                                                         | CUSIP: 25389JAV8<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61646.94     | 0.02%             | 2028-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                        | Visa Inc                                                                        | CUSIP: 92826CAN2<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8484.82      | 0.00%             | 2031-02-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                | CUSIP: 91282CHQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2450000 | PA      | $2488472.64   | 0.62%             | 2028-07-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                     | Equinix Inc                                                                     | CUSIP: 29444UBJ4<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     90000 | PA      | $55038.93     | 0.01%             | 2050-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                             | Elevance Health Inc                                                             | CUSIP: 036752BD4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50042.46     | 0.01%             | 2035-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                                                              | Sonoco Products Co                                                              | CUSIP: 835495AP7<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |     70000 | PA      | $60729.52     | 0.02%             | 2032-02-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                 | McDonald's Corp                                                                 | CUSIP: 58013MEC4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21757.69     | 0.01%             | 2037-10-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                          | Asian Development Bank                                                          | CUSIP: 045167GB3<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | N/A       |    110000 | PA      | $109356.24    | 0.03%             | 2034-01-12      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                              | CUSIP: 36179VZQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    409908 | PA      | $334480.91    | 0.08%             | 2050-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corp                                                              | Regal Rexnord Corp                                                              | CUSIP: 758750AN3<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72297.66     | 0.02%             | 2030-02-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                               | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 63743HFP2<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40933.73     | 0.01%             | 2031-02-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | Freddie Mac Pool                                                                | CUSIP: 3132DV6G5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     92559 | PA      | $89355.30     | 0.02%             | 2050-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                                                        | British Telecommunications PLC                                                  | CUSIP: 111021AL5<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |     10000 | PA      | $10239.96     | 0.00%             | 2028-12-04      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                          | Mizuho Financial Group Inc                                                      | CUSIP: 60687YBL2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     10000 | PA      | $8623.96      | 0.00%             | 2031-09-08      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                     | Cencora Inc                                                                     | CUSIP: 03073EAU9<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50104.33     | 0.01%             | 2034-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                              | CUSIP: 36179WZA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    384786 | PA      | $340792.15    | 0.08%             | 2052-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                        | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    290000 | PA      | $227781.32    | 0.06%             | 2063-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                        | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAW4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19716.92     | 0.00%             | 2033-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BLACKROCK INC                                                                   | Blackrock Inc                                                                   | CUSIP: 09247XAT8<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50009.50     | 0.01%             | 2033-05-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                                                             | American International Group Inc                                                | CUSIP: 026874DR5<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     70000 | PA      | $65774.85     | 0.02%             | 2030-06-30      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $2015312.50   | 0.50%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                        | Lloyds Banking Group PLC                                                        | CUSIP: 53944YBA0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $206820.29    | 0.05%             | 2030-06-05      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                            | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAD8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39381.13     | 0.01%             | 2026-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                      | AbbVie Inc                                                                      | CUSIP: 00287YDY2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101486.24    | 0.03%             | 2028-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                                            | Parker-Hannifin Corp                                                            | CUSIP: 701094AP9<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     30000 | PA      | $23237.08     | 0.01%             | 2049-06-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                              | Vodafone Group PLC                                                              | CUSIP: 92857WAB6<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     20000 | PA      | $21548.92     | 0.01%             | 2032-11-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                    | Broadcom Inc                                                                    | CUSIP: 11135FBY6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50968.80     | 0.01%             | 2031-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                          | American Honda Finance Corp                                                     | CUSIP: 02665WBH3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38901.27     | 0.01%             | 2026-09-09      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS INC                                                         | Cboe Global Markets Inc                                                         | CUSIP: 12503MAA6<br>LEI: 529900RLNSGA90UPEH54 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9921.88      | 0.00%             | 2027-01-12      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust 2025-A                                                  | Nissan Auto Lease Trust 2025-A                                                  | CUSIP: 65479XAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50551.40     | 0.01%             | 2028-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                    | Centene Corp                                                                    | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    290000 | PA      | $264137.45    | 0.07%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                                            | Parker-Hannifin Corp                                                            | CUSIP: 701094AJ3<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9845.90      | 0.00%             | 2027-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                             | PayPal Holdings Inc                                                             | CUSIP: 70450YAK9<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9955.57      | 0.00%             | 2027-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| SMITH & NEPHEW PLC                                                              | Smith & Nephew PLC                                                              | CUSIP: 83192PAA6<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |     50000 | PA      | $43364.10     | 0.01%             | 2030-10-14      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418DFQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    852496 | PA      | $750131.85    | 0.19%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                    | AutoZone Inc                                                                    | CUSIP: 053332BC5<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50341.93     | 0.01%             | 2028-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                                          | Mondelez International Inc                                                      | CUSIP: 609207AW5<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |     10000 | PA      | $5892.48      | 0.00%             | 2050-09-04      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                             | Charles Schwab Corp/The                                                         | CUSIP: 808513CD5<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    110000 | PA      | $114076.14    | 0.03%             | 2029-05-19      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc                                                                      | Kenvue Inc                                                                      | CUSIP: 49177JAK8<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    120000 | PA      | $121455.02    | 0.03%             | 2033-03-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                              | CUSIP: 36179VBF6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    644654 | PA      | $573295.71    | 0.14%             | 2049-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                           | Micron Technology Inc                                                           | CUSIP: 595112BP7<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50010.30     | 0.01%             | 2027-02-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                                                | Kilroy Realty LP                                                                | CUSIP: 49427RAQ5<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |     20000 | PA      | $15476.23     | 0.00%             | 2032-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management Inc                                                    | Apollo Global Management Inc                                                    | CUSIP: 03769MAD8<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18732.53     | 0.00%             | 2054-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                                        | African Development Bank                                                        | CUSIP: 00828EEF2<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | N/A       |    110000 | PA      | $106189.60    | 0.03%             | 2026-07-22      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| CLOROX COMPANY                                                                  | Clorox Co/The                                                                   | CUSIP: 189054AY5<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40080.94     | 0.01%             | 2029-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418ER77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    356690 | PA      | $349940.94    | 0.09%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    550000 | PA      | $455210.94    | 0.11%             | 2053-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                        | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAX1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     50000 | PA      | $50639.24     | 0.01%             | 2035-01-05      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                               | Cisco Systems Inc                                                               | CUSIP: 17275RBL5<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    308000 | PA      | $302325.67    | 0.07%             | 2026-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     20000 | PA      | $20083.14     | 0.00%             | 2055-03-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                                                             | Delta Air Lines Inc                                                             | CUSIP: 247361ZN1<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39221.07     | 0.01%             | 2028-04-19      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CME8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1850000 | PA      | $1866765.63   | 0.46%             | 2026-12-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                         | HCA Inc                                                                         | CUSIP: 404119BU2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39910.48     | 0.01%             | 2027-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                | Paramount Global                                                                | CUSIP: 124857AN3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     40000 | PA      | $29021.46     | 0.01%             | 2045-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                                               | Healthpeak OP LLC                                                               | CUSIP: 42250PAD5<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45873.61     | 0.01%             | 2028-12-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| HP INC                                                                          | HP Inc                                                                          | CUSIP: 40434LAK1<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9698.43      | 0.00%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                                          | Morgan Stanley Bank NA                                                          | CUSIP: 61690U8A1<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20161.62     | 0.00%             | 2028-01-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                                        | Citizens Financial Group Inc                                                    | CUSIP: 174610AW5<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81075.67     | 0.02%             | 2032-09-30      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                          | Verizon Communications Inc                                                      | CUSIP: 92343VFW9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     20000 | PA      | $11883.31     | 0.00%             | 2056-10-30      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                     | MetLife Inc                                                                     | CUSIP: 59156RCC0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35882.82     | 0.01%             | 2052-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                                                         | Connecticut Light and Power Co/The                                              | CUSIP: 207597EN1<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    120000 | PA      | $103923.32    | 0.03%             | 2031-07-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Capital One Multi-Asset Execution Trust                                         | Capital One Multi-Asset Execution Trust                                         | CUSIP: 14041NGE5<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $49886.25     | 0.01%             | 2029-09-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                       | Kroger Co/The                                                                   | CUSIP: 501044CK5<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    110000 | PA      | $121946.43    | 0.03%             | 2038-04-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418DPD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    344930 | PA      | $290644.68    | 0.07%             | 2050-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Inc                                                             | Cheniere Energy Inc                                                             | CUSIP: 16411RAN9<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49798.16     | 0.01%             | 2034-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| LINDE INC/CT                                                                    | Linde Inc/CT                                                                    | CUSIP: 74005PBT0<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25715.86     | 0.01%             | 2030-08-10      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                       | ONEOK Inc                                                                       | CUSIP: 682680AU7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    223000 | PA      | $222931.51    | 0.06%             | 2028-07-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CKT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2200000 | PA      | $2268664.07   | 0.56%             | 2029-05-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                                                      | VMware LLC                                                                      | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17004.84     | 0.00%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Atlassian Corp                                                                  | Atlassian Corp                                                                  | CUSIP: 049468AB7<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30180.19     | 0.01%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418D3F7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    415315 | PA      | $313031.64    | 0.08%             | 2051-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                    | QUALCOMM Inc                                                                    | CUSIP: 747525BP7<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    220000 | PA      | $180477.86    | 0.04%             | 2032-05-20      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                  | Eli Lilly & Co                                                                  | CUSIP: 532457CG1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9067.20      | 0.00%             | 2053-02-27      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                         | Procter & Gamble Co/The                                                         | CUSIP: 742718GN3<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49906.34     | 0.01%             | 2035-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                     | American Honda Finance Corp                                                     | CUSIP: 02665WER8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     80000 | PA      | $84578.30     | 0.02%             | 2030-10-04      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Capital One Multi-Asset Execut                                                  | Capital One Multi-Asset Execution Trust                                         | CUSIP: 14041NGA3<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $99955.08     | 0.02%             | 2027-05-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                                                | Ventas Realty LP                                                                | CUSIP: 92277GAL1<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     21000 | PA      | $20777.68     | 0.01%             | 2027-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                       | Kroger Co/The                                                                   | CUSIP: 501044DP3<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26834.63     | 0.01%             | 2030-05-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                        | American Water Capital Corp                                                     | CUSIP: 03040WAW5<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    120000 | PA      | $110504.99    | 0.03%             | 2030-05-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                                             | Caterpillar Financial Services Corp                                             | CUSIP: 14913UAN0<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10074.31     | 0.00%             | 2026-10-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                             | Dow Chemical Co/The                                                             | CUSIP: 260543CY7<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60648.58     | 0.02%             | 2028-11-30      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                            | Royal Bank of Canada                                                            | CUSIP: 78016EZQ3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    130000 | PA      | $126042.68    | 0.03%             | 2026-04-27      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                                         | Fidelity National Information Services Inc                                      | CUSIP: 31620MBS4<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |     92000 | PA      | $85081.75     | 0.02%             | 2028-03-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                             | International Bank for Reconstruction & Development                             | CUSIP: 459058KW2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |    100000 | PA      | $102908.38    | 0.03%             | 2028-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                                             | LYB International Finance III LLC                                               | CUSIP: 50249AAD5<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |     21000 | PA      | $15009.41     | 0.00%             | 2050-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Evergy Kansas Central Inc                                                       | Evergy Kansas Central Inc                                                       | CUSIP: 30036FAD3<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100755.21    | 0.02%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COLGATE-PALMOLIVE CO                                                            | Colgate-Palmolive Co                                                            | CUSIP: 194162AP8<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |     70000 | PA      | $64888.83     | 0.02%             | 2032-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                     | Target Corp                                                                     | CUSIP: 87612EBH8<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |      1000 | PA      | $971.07       | 0.00%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Deere & Co                                                                      | Deere & Co                                                                      | CUSIP: 244199BL8<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51702.05     | 0.01%             | 2035-01-16      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CKG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2650000 | PA      | $2694511.73   | 0.67%             | 2029-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418CXW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49266 | PA      | $48607.18     | 0.01%             | 2033-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                                                           | Applied Materials Inc                                                           | CUSIP: 038222AK1<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |     32000 | PA      | $32698.57     | 0.01%             | 2035-10-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                              | CUSIP: 36179WFG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    479954 | PA      | $409273.49    | 0.10%             | 2051-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                        | Canadian Pacific Railway Co                                                     | CUSIP: 13645RAV6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $9691.88      | 0.00%             | 2035-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | Bank of America Corp                                                            | CUSIP: 06051GLU1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    310000 | PA      | $322994.51    | 0.08%             | 2034-09-15      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                                                           | Unilever Capital Corp                                                           | CUSIP: 904764BT3<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10232.08     | 0.00%             | 2033-12-08      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                              | CUSIP: 36179XBU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    405853 | PA      | $390632.44    | 0.10%             | 2052-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418EDE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    451675 | PA      | $408322.53    | 0.10%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                             | Fifth Third Bancorp                                                             | CUSIP: 316773DL1<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51208.90     | 0.01%             | 2032-01-29      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                        | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XAM0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7695.05      | 0.00%             | 2042-08-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                         | HCA Inc                                                                         | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    206000 | PA      | $200394.13    | 0.05%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                                                  | BBCMS Mortgage Trust 2020-C6                                                    | CUSIP: 05492TAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    357568 | PA      | $349741.96    | 0.09%             | 2053-02-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                                                  | AutoNation Inc                                                                  | CUSIP: 05329RAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $8988.64      | 0.00%             | 2032-03-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                                           | Quest Diagnostics Inc                                                           | CUSIP: 74834LAZ3<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49558.62     | 0.01%             | 2026-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418EEB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    255017 | PA      | $242119.03    | 0.06%             | 2037-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                    | Alphabet Inc                                                                    | CUSIP: 02079KAK3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49966.51     | 0.01%             | 2030-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                | Bank of Montreal                                                                | CUSIP: 06368LWU6<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $52039.73     | 0.01%             | 2028-09-25      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| AES Corp/The                                                                    | AES Corp/The                                                                    | CUSIP: 00130HCM5<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49858.22     | 0.01%             | 2032-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                        | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAV6<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10022.95     | 0.00%             | 2029-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                          | Verizon Communications Inc                                                      | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    115000 | PA      | $102394.89    | 0.03%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| MASCO CORP                                                                      | Masco Corp                                                                      | CUSIP: 574599BQ8<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |     70000 | PA      | $59319.32     | 0.01%             | 2031-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC Holdings PLC                                                               | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    450000 | PA      | $396169.57    | 0.10%             | 2032-05-24      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Omnicom Group Inc                                                               | Omnicom Group Inc                                                               | CUSIP: 681919BG0<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19933.99     | 0.00%             | 2034-11-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2024-C26                                                   | BBCMS Mortgage Trust 2024-C26                                                   | CUSIP: 05555AAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $105763.10    | 0.03%             | 2057-05-15      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                | CUSIP: 91282CGP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1200000 | PA      | $1212937.50   | 0.30%             | 2028-02-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                          | Asian Development Bank                                                          | CUSIP: 045167FL2<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | N/A       |    100000 | PA      | $93445.69     | 0.02%             | 2029-03-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Benchmark 2024-V10 Mortgage Trust                                               | Benchmark 2024-V10 Mortgage Trust                                               | CUSIP: 08163UAC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     40000 | PA      | $40898.81     | 0.01%             | 2057-09-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                | CUSIP: 912828ZQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $85812.50     | 0.02%             | 2030-05-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                     | Prologis LP                                                                     | CUSIP: 74340XBJ9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8179.31      | 0.00%             | 2048-09-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CLN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3600000 | PA      | $3572296.88   | 0.88%             | 2029-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                       | GATX Corp                                                                       | CUSIP: 361448BL6<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20005.80     | 0.00%             | 2033-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MANULIFE FINANCIAL CORP                                                         | Manulife Financial Corp                                                         | CUSIP: 56501RAD8<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |     40000 | PA      | $38274.02     | 0.01%             | 2046-03-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                   | AEP Texas Inc                                                                   | CUSIP: 00108WAJ9<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     62000 | PA      | $46183.29     | 0.01%             | 2049-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                              | CUSIP: 36179XDF0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    159466 | PA      | $157197.85    | 0.04%             | 2052-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WASHINGTON GAS LIGHT CO                                                         | Washington Gas Light Co                                                         | CUSIP: 93884PDW7<br>LEI: DL22T1SB4DUBS063O841 | Long             | DBT              | CORP              | US        |     30000 | PA      | $22626.86     | 0.01%             | 2046-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| African Development Bank                                                        | African Development Bank                                                        | CUSIP: 00828EFF1<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | N/A       |     50000 | PA      | $50406.41     | 0.01%             | 2030-03-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                       | GATX Corp                                                                       | CUSIP: 361448BF9<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9633.61      | 0.00%             | 2030-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CJW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2850000 | PA      | $2884734.38   | 0.71%             | 2029-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                                             | Caterpillar Financial Services Corp                                             | CUSIP: 14913UAL4<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50990.19     | 0.01%             | 2027-05-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IBM International Capital Pte Ltd                                               | IBM International Capital Pte Ltd                                               | CUSIP: 449276AG9<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |    120000 | PA      | $110335.66    | 0.03%             | 2054-02-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49691.63     | 0.01%             | 2035-07-23      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                          | Mizuho Financial Group Inc                                                      | CUSIP: 60687YBA6<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    100000 | PA      | $92746.65     | 0.02%             | 2030-09-13      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                         | John Deere Capital Corp                                                         | CUSIP: 24422EWE5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38822.80     | 0.01%             | 2029-04-18      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS GROUP S                                                        | Tyco Electronics Group SA                                                       | CUSIP: 902133AY3<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |     30000 | PA      | $26105.60     | 0.01%             | 2032-02-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                    | Enbridge Inc                                                                    | CUSIP: 29250NAR6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     30000 | PA      | $29561.19     | 0.01%             | 2027-07-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                            | Williams Cos Inc/The                                                            | CUSIP: 969457CQ1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19454.10     | 0.00%             | 2055-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                                       | AvalonBay Communities Inc                                                       | CUSIP: 053484AE1<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    120000 | PA      | $121424.99    | 0.03%             | 2033-12-07      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | Freddie Mac Pool                                                                | CUSIP: 3132DWC84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    232771 | PA      | $202575.10    | 0.05%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                              | CUSIP: 36179XX68<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    283951 | PA      | $284726.57    | 0.07%             | 2053-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                      | Intel Corp                                                                      | CUSIP: 458140AP5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     20000 | PA      | $15366.20     | 0.00%             | 2042-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EASTERN GAS TRAN                                                                | Eastern Gas Transmission & Storage Inc                                          | CUSIP: 276480AF7<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |     71000 | PA      | $61492.39     | 0.02%             | 2043-11-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                                                             | Highwoods Realty LP                                                             | CUSIP: 431282AS1<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35678.42     | 0.01%             | 2030-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                                                         | Laboratory Corp of America Holdings                                             | CUSIP: 50540RAU6<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9839.09      | 0.00%             | 2027-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                                 | Caterpillar Inc                                                                 | CUSIP: 149123CF6<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |     70000 | PA      | $48553.80     | 0.01%             | 2049-09-19      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                               | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 63743HFW7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50781.16     | 0.01%             | 2028-02-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                         | Inter-American Development Bank                                                 | CUSIP: 4581X0EB0<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | N/A       |    100000 | PA      | $96361.30     | 0.02%             | 2027-01-13      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AFLAC INC                                                                       | Aflac Inc                                                                       | CUSIP: 001055BJ0<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |     80000 | PA      | $77013.95     | 0.02%             | 2030-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                             | Province of British Columbia Canada                                             | CUSIP: 110709AN2<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    100000 | PA      | $101123.40    | 0.03%             | 2034-06-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                               | Dell International LLC / EMC Corp                                               | CUSIP: 24703DBF7<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     20000 | PA      | $14347.49     | 0.00%             | 2041-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | Citigroup Inc                                                                   | CUSIP: 172967ML2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     60000 | PA      | $54496.88     | 0.01%             | 2031-01-29      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Comerica Inc                                                                    | Comerica Inc                                                                    | CUSIP: 200340AW7<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50614.12     | 0.01%             | 2030-01-30      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UnitedHealth Group Inc                                                          | CUSIP: 91324PEQ1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    160000 | PA      | $166090.89    | 0.04%             | 2030-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                              | CUSIP: 36179WQB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    207742 | PA      | $184010.84    | 0.05%             | 2051-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| XL GROUP LTD                                                                    | XL Group Ltd                                                                    | CUSIP: 98420EAB1<br>LEI: 213800AJ4DD69YLNL348 | Long             | DBT              | CORP              | BM        |     30000 | PA      | $28368.27     | 0.01%             | 2043-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                         | HCA Inc                                                                         | CUSIP: 404119CP2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101608.36    | 0.03%             | 2028-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                            | Targa Resources Corp                                                            | CUSIP: 87612GAF8<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105064.63    | 0.03%             | 2034-03-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note/Bond                                                | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1200000 | PA      | $1206703.13   | 0.30%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                                   | Amphenol Corp                                                                   | CUSIP: 032095AS0<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48564.01     | 0.01%             | 2054-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                         | Inter-American Development Bank                                                 | CUSIP: 4581X0EK0<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | N/A       |    100000 | PA      | $100623.67    | 0.02%             | 2026-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                    | NiSource Inc                                                                    | CUSIP: 65473PAH8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9361.16      | 0.00%             | 2029-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| EASTMAN CHEMICAL CO                                                             | Eastman Chemical Co                                                             | CUSIP: 277432AX8<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61367.31     | 0.02%             | 2033-03-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                        | Rogers Communications Inc                                                       | CUSIP: 775109CH2<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $9139.37      | 0.00%             | 2032-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418DY48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    135874 | PA      | $126608.00    | 0.03%             | 2036-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | Federal National Mortgage Association                                           | CUSIP: 31398AFD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    429000 | PA      | $472723.50    | 0.12%             | 2037-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                    | Stryker Corp                                                                    | CUSIP: 863667BF7<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48674.83     | 0.01%             | 2034-09-11      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                        | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BG6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20043.50     | 0.00%             | 2029-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                          | Verizon Communications Inc                                                      | CUSIP: 92343VCV4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9174.43      | 0.00%             | 2036-01-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                                               | Chile Government International Bond                                             | CUSIP: 168863DU9<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    260000 | PA      | $154479.00    | 0.04%             | 2071-09-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ORIX CORP                                                                       | ORIX Corp                                                                       | CUSIP: 686330AP6<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |     20000 | PA      | $18690.77     | 0.00%             | 2032-04-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                         | John Deere Capital Corp                                                         | CUSIP: 24422EVW6<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    280000 | PA      | $269113.52    | 0.07%             | 2026-10-13      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                                                  | Wells Fargo Commercial Mortgage Trust 2016-C32                                  | CUSIP: 94989YBA0<br>LEI: 549300VOKB4Z9J8DIM89 | Long             | ABS-MBS          | CORP              | US        |      6936 | PA      | $6920.37      | 0.00%             | 2059-01-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust 2024-B                                             | Ford Credit Auto Lease Trust 2024-B                                             | CUSIP: 345279AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50426.45     | 0.01%             | 2027-12-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                        | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $181450.85    | 0.04%             | 2033-04-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2024-A                                             | Ford Credit Auto Owner Trust 2024-A                                             | CUSIP: 34535EAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $51003.36     | 0.01%             | 2029-09-15      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418DUG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1849392 | PA      | $1480618.40   | 0.37%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2024-P3                                          | Carvana Auto Receivables Trust 2024-P3                                          | CUSIP: 146919AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $49965.28     | 0.01%             | 2030-09-10      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | Ginnie Mae II Pool                                                              | CUSIP: 36179Y5J9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    295103 | PA      | $282630.98    | 0.07%             | 2054-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                                              | Province of Quebec Canada                                                       | CUSIP: 748148SC8<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    120000 | PA      | $118930.09    | 0.03%             | 2025-07-23      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418DYZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    270047 | PA      | $236756.59    | 0.06%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                         | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DZ8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     40000 | PA      | $42684.84     | 0.01%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CHUBB CORP                                                                      | Chubb Corp/The                                                                  | CUSIP: 171232AQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    139000 | PA      | $148820.65    | 0.04%             | 2037-05-11      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                | CUSIP: 9128283F5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    888000 | PA      | $859278.75    | 0.21%             | 2027-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                                         | Pfizer Investment Enterprises Pte Ltd                                           | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    190000 | PA      | $187625.17    | 0.05%             | 2033-05-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                                                          | Puget Sound Energy Inc                                                          | CUSIP: 745332CD6<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29297.77     | 0.01%             | 2041-04-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | Verizon Communications Inc                                                      | CUSIP: 92343VGX6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29167.38     | 0.01%             | 2035-02-15      | Fixed         | 4.78%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CJN2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2550000 | PA      | $2612455.08   | 0.65%             | 2028-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                          | Asian Development Bank                                                          | CUSIP: 045167GH0<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | N/A       |    120000 | PA      | $119389.95    | 0.03%             | 2029-08-28      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418D2V3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    212428 | PA      | $182609.91    | 0.05%             | 2041-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CLB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1100000 | PA      | $1107562.50   | 0.27%             | 2026-07-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                | CUSIP: 912810QX9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1964000 | PA      | $1516499.54   | 0.38%             | 2042-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| American Airlines 2017-2 Class AA Pass Through Trust                            | American Airlines 2017-2 Class AA Pass Through Trust                            | CUSIP: 02376AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12423 | PA      | $11639.55     | 0.00%             | 2029-10-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| ONE Gas Inc                                                                     | ONE Gas Inc                                                                     | CUSIP: 68235PAN8<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51280.48     | 0.01%             | 2029-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                             | Elevance Health Inc                                                             | CUSIP: 036752AB9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29517.32     | 0.01%             | 2027-12-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CAMPBELL SOUP CO                                                                | The Campbell's Company                                                          | CUSIP: 134429BJ7<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    120000 | PA      | $107849.16    | 0.03%             | 2030-04-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | Bank of America Corp                                                            | CUSIP: 06051GHQ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    740000 | PA      | $724295.42    | 0.18%             | 2030-02-07      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                          | Verizon Communications Inc                                                      | CUSIP: 92343VGC2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     30000 | PA      | $20384.30     | 0.01%             | 2061-03-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                        | Canadian Pacific Railway Co                                                     | CUSIP: 13645RBG8<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $35871.78     | 0.01%             | 2041-12-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                             | American Tower Corp                                                             | CUSIP: 03027XAK6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9838.15      | 0.00%             | 2026-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                | Crown Castle Inc                                                                | CUSIP: 22822VAL5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39318.09     | 0.01%             | 2029-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                    | Enbridge Inc                                                                    | CUSIP: 29250NAJ4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    140000 | PA      | $112411.11    | 0.03%             | 2044-06-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                          | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBG1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49738.67     | 0.01%             | 2028-06-13      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                                                             | Invitation Homes Operating Partnership LP                                       | CUSIP: 46188BAE2<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61569.75     | 0.02%             | 2030-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                                                | Puget Energy Inc                                                                | CUSIP: 745310AN2<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    120000 | PA      | $111029.37    | 0.03%             | 2032-03-15      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                  | Mastercard Inc                                                                  | CUSIP: 57636QAM6<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     32000 | PA      | $30623.40     | 0.01%             | 2029-06-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                         | Bank of Nova Scotia/The                                                         | CUSIP: 06418GAQ0<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $50778.64     | 0.01%             | 2031-02-14      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                | Welltower OP LLC                                                                | CUSIP: 95040QAL8<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9053.16      | 0.00%             | 2031-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                         | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111EY5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    124000 | PA      | $123798.09    | 0.03%             | 2039-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                              | CUSIP: 36179XNH5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    124639 | PA      | $126170.80    | 0.03%             | 2052-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | Ginnie Mae II Pool                                                              | CUSIP: 36179X5F9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    202681 | PA      | $194639.60    | 0.05%             | 2053-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                     | Phillips 66 Co                                                                  | CUSIP: 718547AM4<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    223000 | PA      | $180358.22    | 0.04%             | 2045-02-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                | CUSIP: 91282CCJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1700000 | PA      | $1643089.85   | 0.41%             | 2026-06-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMorgan Chase & Co                                                             | CUSIP: 46647PAR7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    240000 | PA      | $237748.57    | 0.06%             | 2029-04-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                    | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137HCH39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     50000 | PA      | $52263.73     | 0.01%             | 2031-02-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DOVER CORP                                                                      | Dover Corp                                                                      | CUSIP: 260003AF5<br>LEI: 549300FMC2ALGA7N9E80 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30832.33     | 0.01%             | 2035-10-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                     | American Honda Finance Corp                                                     | CUSIP: 02665WFE6<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60881.50     | 0.02%             | 2029-03-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                                                         | Southwestern Electric Power Co                                                  | CUSIP: 845437BT8<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    300000 | PA      | $189278.91    | 0.05%             | 2051-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                        | CSX Corp                                                                        | CUSIP: 126408HF3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     30000 | PA      | $23132.97     | 0.01%             | 2046-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1400000 | PA      | $1026429.68   | 0.25%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                                                        | Amcor Flexibles North America Inc                                               | CUSIP: 081437AT2<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |     60000 | PA      | $53912.21     | 0.01%             | 2030-06-19      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                                                            | Republic of Italy Government International Bond                                 | CUSIP: 465410BY3<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    140000 | PA      | $131187.00    | 0.03%             | 2029-10-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                            | Panama Government International Bond                                            | CUSIP: 698299BW3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     80000 | PA      | $77243.59     | 0.02%             | 2036-01-31      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                                              | Conagra Brands Inc                                                              | CUSIP: 205887AX0<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |     60000 | PA      | $68912.26     | 0.02%             | 2030-09-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                                               | Chile Government International Bond                                             | CUSIP: 168863DP0<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    160000 | PA      | $141939.20    | 0.04%             | 2031-01-31      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                                                   | Owens Corning                                                                   | CUSIP: 690742AF8<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1971.43      | 0.00%             | 2026-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                             | Elevance Health Inc                                                             | CUSIP: 94973VBB2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87064.06     | 0.02%             | 2043-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Intuit Inc                                                                      | Intuit Inc                                                                      | CUSIP: 46124HAH9<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9774.90      | 0.00%             | 2053-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                               | State Street Corp                                                               | CUSIP: 857477BD4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9920.90      | 0.00%             | 2029-12-03      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                    | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137HC2L5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     35000 | PA      | $36477.93     | 0.01%             | 2029-01-25      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                                 | CUSIP: 31418EZM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    162584 | PA      | $165080.82    | 0.04%             | 2054-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                             | Dow Chemical Co/The                                                             | CUSIP: 260543DC4<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8667.27      | 0.00%             | 2030-11-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Solventum Corp                                                                  | Solventum Corp                                                                  | CUSIP: 83444MAR2<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111217.26    | 0.03%             | 2034-03-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CLU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $101269.53    | 0.03%             | 2031-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                                 | AstraZeneca PLC                                                                 | CUSIP: 046353AD0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    205000 | PA      | $228678.05    | 0.06%             | 2037-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                                            | Verisk Analytics Inc                                                            | CUSIP: 92345YAF3<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49288.31     | 0.01%             | 2029-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                                                  | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FYTW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     96883 | PA      | $81794.96     | 0.02%             | 2035-07-25      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                       | GATX Corp                                                                       | CUSIP: 361448BG7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8408.96      | 0.00%             | 2031-06-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                         | Charles Schwab Corp/The                                                         | CUSIP: 808513CE3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10448.46     | 0.00%             | 2034-05-19      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc                                                          | Brookfield Finance Inc                                                          | CUSIP: 11271LAK8<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |     60000 | PA      | $63299.72     | 0.02%             | 2034-01-05      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                                 | CUSIP: 31418EW48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     79901 | PA      | $81171.91     | 0.02%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LPL Holdings Inc                                                                | LPL Holdings Inc                                                                | CUSIP: 50212YAP9<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20066.33     | 0.00%             | 2030-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| DOLLAR TREE INC                                                                 | Dollar Tree Inc                                                                 | CUSIP: 256746AK4<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |     92000 | PA      | $55941.18     | 0.01%             | 2051-12-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                     | Target Corp                                                                     | CUSIP: 87612EBS4<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48039.63     | 0.01%             | 2034-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | Ginnie Mae II Pool                                                              | CUSIP: 36179YHV9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     46150 | PA      | $47716.53     | 0.01%             | 2053-10-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                         | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAB5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     90000 | PA      | $55236.77     | 0.01%             | 2052-03-09      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                              | Ally Financial Inc                                                              | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     92000 | PA      | $101880.87    | 0.03%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                | CUSIP: 9128286T2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1470000 | PA      | $1399658.21   | 0.35%             | 2029-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank/The                                                      | Korea Development Bank/The                                                      | CUSIP: 500630EG9<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $202572.66    | 0.05%             | 2028-02-03      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL                                                          | American International Group Inc                                                | CUSIP: 026874DS3<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19979.98     | 0.00%             | 2033-03-27      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ALBEMARLE CORP                                                                  | Albemarle Corp                                                                  | CUSIP: 012653AD3<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29258.31     | 0.01%             | 2027-06-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | Morgan Stanley                                                                  | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    130000 | PA      | $131367.44    | 0.03%             | 2034-07-21      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                      | Intel Corp                                                                      | CUSIP: 458140BM1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7845.19      | 0.00%             | 2050-03-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                                               | NSTAR Electric Co                                                               | CUSIP: 67021CAF4<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |     62000 | PA      | $62106.04     | 0.02%             | 2040-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | Citigroup Inc                                                                   | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17569.94     | 0.00%             | 2033-01-25      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                                        | Omega Healthcare Investors Inc                                                  | CUSIP: 681936BK5<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60069.43     | 0.01%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                                         | Pfizer Investment Enterprises Pte Ltd                                           | CUSIP: 716973AC6<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    100000 | PA      | $100777.68    | 0.02%             | 2028-05-19      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note/Bond                                                | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1450000 | PA      | $1403554.69   | 0.35%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                                         | Pfizer Investment Enterprises Pte Ltd                                           | CUSIP: 716973AB8<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    110000 | PA      | $110148.02    | 0.03%             | 2026-05-19      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS CORP                                                            | JetBlue 2020-1 Class A Pass Through Trust                                       | CUSIP: 477164AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     22148 | PA      | $20650.26     | 0.01%             | 2032-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                                 | Israel Government International Bond                                            | CUSIP: 46513JB42<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    280000 | PA      | $193869.20    | 0.05%             | 2050-07-03      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $366132.81    | 0.09%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                      | Humana Inc                                                                      | CUSIP: 444859BE1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17023.49     | 0.00%             | 2044-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                               | Dell International LLC / EMC Corp                                               | CUSIP: 24703DBP5<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19645.58     | 0.00%             | 2030-02-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                                                     | NVIDIA Corp                                                                     | CUSIP: 67066GAN4<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |     70000 | PA      | $61754.84     | 0.02%             | 2031-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                   | Public Service Co of Colorado                                                   | CUSIP: 744448CZ2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50290.73     | 0.01%             | 2034-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                  | Eli Lilly & Co                                                                  | CUSIP: 532457BV9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24419.42     | 0.01%             | 2029-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                | CUSIP: 91282CET4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1960781.24   | 0.49%             | 2027-05-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                               | Johnson & Johnson                                                               | CUSIP: 478160BU7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    350000 | PA      | $313954.89    | 0.08%             | 2036-03-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                                                      | Eaton Corp                                                                      | CUSIP: 278062AG9<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |     48000 | PA      | $46966.46     | 0.01%             | 2027-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                               | Johnson & Johnson                                                               | CUSIP: 478160AV6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9439.16      | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                      | Ecolab Inc                                                                      | CUSIP: 278865BD1<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |     36000 | PA      | $35340.42     | 0.01%             | 2027-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                                                         | Laboratory Corp of America Holdings                                             | CUSIP: 50540RAW2<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9314.82      | 0.00%             | 2029-12-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                             | Southern California Edison Co                                                   | CUSIP: 842400HR7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    210000 | PA      | $179760.81    | 0.04%             | 2052-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | European Investment Bank                                                        | CUSIP: 298785KF2<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |     30000 | PA      | $29995.19     | 0.01%             | 2029-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | Oracle Corp                                                                     | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    280000 | PA      | $301217.48    | 0.07%             | 2052-11-09      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                     | MetLife Inc                                                                     | CUSIP: 59156RBG2<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    220000 | PA      | $198565.57    | 0.05%             | 2043-11-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                        | Western Midstream Operating LP                                                  | CUSIP: 958667AE7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111107.15    | 0.03%             | 2033-04-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| AXIS SPECIALTY FINANCE                                                          | AXIS Specialty Finance LLC                                                      | CUSIP: 05463HAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $19021.40     | 0.00%             | 2040-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                                 | CUSIP: 31418EYP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    138402 | PA      | $142541.55    | 0.04%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                  | Air Lease Corp                                                                  | CUSIP: 00912XBF0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9994.40      | 0.00%             | 2028-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                                              | Valero Energy Corp                                                              | CUSIP: 91913YBC3<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    130000 | PA      | $114324.52    | 0.03%             | 2031-12-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                                                | Black Hills Corp                                                                | CUSIP: 092113AV1<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51899.46     | 0.01%             | 2028-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                | CUSIP: 91282CEW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2500000 | PA      | $2482421.88   | 0.61%             | 2027-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc                                                              | Analog Devices Inc                                                              | CUSIP: 032654BB0<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10122.32     | 0.00%             | 2034-04-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                | Crown Castle Inc                                                                | CUSIP: 22822VAC5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19775.02     | 0.00%             | 2026-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                                                             | Otis Worldwide Corp                                                             | CUSIP: 68902VAL1<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    120000 | PA      | $90156.79     | 0.02%             | 2040-02-15      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                | Coca-Cola Co/The                                                                | CUSIP: 191216CY4<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     70000 | PA      | $40882.93     | 0.01%             | 2060-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Willis North America Inc                                                        | Willis North America Inc                                                        | CUSIP: 970648AN1<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48431.92     | 0.01%             | 2054-03-05      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $878007.81    | 0.22%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                                         | Pfizer Investment Enterprises Pte Ltd                                           | CUSIP: 716973AF9<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    100000 | PA      | $93936.16     | 0.02%             | 2043-05-19      | Fixed         | 5.11%                 | No            |                  2 | On Loan: —       |
| United States Treasury Note/Bond                                                | United States Treasury Note/Bond                                                | CUSIP: 912810TZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1350000 | PA      | $1319150.39   | 0.33%             | 2044-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                              | CUSIP: 36179U6V9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    199527 | PA      | $181709.87    | 0.04%             | 2049-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                          | Brookfield Finance Inc                                                          | CUSIP: 11271LAC6<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $19675.65     | 0.00%             | 2028-01-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                         | Procter & Gamble Co/The                                                         | CUSIP: 742718FM6<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |     70000 | PA      | $60064.64     | 0.01%             | 2030-10-29      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                                               | Chile Government International Bond                                             | CUSIP: 168863DZ8<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     90000 | PA      | $87814.80     | 0.02%             | 2036-01-05      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| LXP Industrial Trust                                                            | LXP Industrial Trust                                                            | CUSIP: 529043AF8<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              | CORP              | US        |     60000 | PA      | $63790.92     | 0.02%             | 2028-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MDC HOLDINGS INC                                                                | MDC Holdings Inc                                                                | CUSIP: 552676AV0<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |     50000 | PA      | $37579.46     | 0.01%             | 2061-08-06      | Fixed         | 3.97%                 | No            |                  2 | On Loan: —       |
| Oesterreichische Kontrollbank AG                                                | Oesterreichische Kontrollbank AG                                                | CUSIP: 676167CN7<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |     70000 | PA      | $69877.88     | 0.02%             | 2029-09-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                                                              | Southwest Gas Corp                                                              | CUSIP: 845011AF2<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20518.82     | 0.01%             | 2027-12-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                           | Time Warner Cable LLC                                                           | CUSIP: 88732JBB3<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8566.29      | 0.00%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                               | NatWest Group PLC                                                               | CUSIP: 780097BG5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     80000 | PA      | $80463.07     | 0.02%             | 2029-05-18      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                  | Mastercard Inc                                                                  | CUSIP: 57636QAH7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     40000 | PA      | $31693.83     | 0.01%             | 2046-11-21      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp                                                               | Hyatt Hotels Corp                                                               | CUSIP: 448579AV4<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50081.91     | 0.01%             | 2032-03-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                             | Dow Chemical Co/The                                                             | CUSIP: 260543CK7<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     91000 | PA      | $81293.17     | 0.02%             | 2034-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2024-4                                      | Exeter Automobile Receivables Trust 2024-4                                      | CUSIP: 30166UAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50330.09     | 0.01%             | 2030-08-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                             | Charles Schwab Corp/The                                                         | CUSIP: 808513AQ8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9819.73      | 0.00%             | 2027-03-02      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                        | Baxter International Inc                                                        | CUSIP: 071813BQ1<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9751.62      | 0.00%             | 2026-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                         | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FY4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     30000 | PA      | $22966.00     | 0.01%             | 2050-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                              | CUSIP: 36179XAA4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    201421 | PA      | $193992.23    | 0.05%             | 2052-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                                                   | M&T Bank Corp                                                                   | CUSIP: 55261FAT1<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52027.03     | 0.01%             | 2032-03-13      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418DJK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     83448 | PA      | $80173.02     | 0.02%             | 2034-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MCCORMICK & CO                                                                  | McCormick & Co Inc/MD                                                           | CUSIP: 579780AS6<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |     80000 | PA      | $68124.47     | 0.02%             | 2031-02-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| FLOWSERVE CORPORATION                                                           | Flowserve Corp                                                                  | CUSIP: 34355JAB4<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |     60000 | PA      | $51144.98     | 0.01%             | 2032-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Selective Insurance Group Inc                                                   | Selective Insurance Group Inc                                                   | CUSIP: 816300AJ6<br>LEI: 549300R3WGJWLE40R258 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50224.55     | 0.01%             | 2035-04-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                 | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769KB9<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $104575.52    | 0.03%             | 2030-10-29      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | Comcast Corp                                                                    | CUSIP: 20030NCG4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     20000 | PA      | $14917.56     | 0.00%             | 2052-11-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OP CO                                                            | Public Storage Operating Co                                                     | CUSIP: 74460WAF4<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    110000 | PA      | $113515.70    | 0.03%             | 2029-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                            | Westpac Banking Corp                                                            | CUSIP: 961214EW9<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    110000 | PA      | $102092.85    | 0.03%             | 2028-11-20      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                              | Banco Santander SA                                                              | CUSIP: 05971KAF6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    150000 | PA      | $141131.46    | 0.03%             | 2030-05-28      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                               | NatWest Group PLC                                                               | CUSIP: 78009PEH0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $100780.61    | 0.02%             | 2030-01-27      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                        | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BH4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18828.96     | 0.00%             | 2039-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX Corp                                                                  | TD SYNNEX Corp                                                                  | CUSIP: 87162WAL4<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50284.57     | 0.01%             | 2034-04-12      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | Bank of America Corp                                                            | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87914.63     | 0.02%             | 2033-02-04      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | Oracle Corp                                                                     | CUSIP: 68389XBQ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     70000 | PA      | $51910.77     | 0.01%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO                                                                 | Weyerhaeuser Co                                                                 | CUSIP: 962166BY9<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29027.95     | 0.01%             | 2030-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                                                      | VMware LLC                                                                      | CUSIP: 928563AJ4<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    120000 | PA      | $115183.03    | 0.03%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                                 | CUSIP: 31418E7A2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    141895 | PA      | $141645.50    | 0.04%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                      | 3M Co                                                                           | CUSIP: 88579YBN0<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93034.99     | 0.02%             | 2030-04-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                            | Kraft Heinz Foods Co                                                            | CUSIP: 50076QAN6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10723.79     | 0.00%             | 2040-02-09      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | Ginnie Mae II Pool                                                              | CUSIP: 36179YDK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    250530 | PA      | $250958.02    | 0.06%             | 2053-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                             | PayPal Holdings Inc                                                             | CUSIP: 70450YAE3<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    170000 | PA      | $159854.99    | 0.04%             | 2029-10-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                       | GATX Corp                                                                       | CUSIP: 361448BE2<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50002.04     | 0.01%             | 2029-04-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                     | Equinor ASA                                                                     | CUSIP: 29446MAF9<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    157000 | PA      | $148447.08    | 0.04%             | 2030-04-06      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                  | Microsoft Corp                                                                  | CUSIP: 594918BT0<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40361.45     | 0.01%             | 2046-08-08      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418DSM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    715771 | PA      | $655267.43    | 0.16%             | 2035-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                             | Charles Schwab Corp/The                                                         | CUSIP: 808513BP9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    110000 | PA      | $103585.54    | 0.03%             | 2028-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                         | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59424.87     | 0.01%             | 2029-05-01      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                                                  | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137H13Q7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    100000 | PA      | $85853.99     | 0.02%             | 2031-05-25      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418ES84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     77085 | PA      | $76555.73     | 0.02%             | 2038-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NVR INC                                                                         | NVR Inc                                                                         | CUSIP: 62944TAF2<br>LEI: 529900RWXR4JI3JYTV70 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27615.74     | 0.01%             | 2030-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                                          | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HAX6<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     10000 | PA      | $9733.70      | 0.00%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                             | Charles Schwab Corp/The                                                         | CUSIP: 808513AZ8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9908.83      | 0.00%             | 2029-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                                                | Progressive Corp/The                                                            | CUSIP: 743315AZ6<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35962.88     | 0.01%             | 2032-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                              | Banco Santander SA                                                              | CUSIP: 05964HAQ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    320000 | PA      | $317349.31    | 0.08%             | 2028-03-24      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                                                      | Intuit Inc                                                                      | CUSIP: 46124HAD8<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17454.94     | 0.00%             | 2030-07-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                     | Exelon Corp                                                                     | CUSIP: 30161NAV3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     90000 | PA      | $72713.12     | 0.02%             | 2046-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                      | FedEx Corp                                                                      | CUSIP: 31428XCM6<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    330000 | PA      | $289619.08    | 0.07%             | 2035-02-01      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418DYX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1363807 | PA      | $1083988.04   | 0.27%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418D7F3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6686994 | PA      | $5582467.35   | 1.38%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                         | Walt Disney Co/The                                                              | CUSIP: 254687EX0<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27493.83     | 0.01%             | 2045-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                              | Banco Santander SA                                                              | CUSIP: 05964HAV7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     40000 | PA      | $42532.78     | 0.01%             | 2033-08-08      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                                             | Province of Alberta Canada                                                      | CUSIP: 013051EK9<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |    230000 | PA      | $229580.39    | 0.06%             | 2025-05-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner                                                   | Toyota Auto Receivables 2021-B Owner Trust                                      | CUSIP: 89190GAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     44255 | PA      | $43968.96     | 0.01%             | 2026-10-15      | Fixed         | 0.53%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                              | Union Pacific Corp                                                              | CUSIP: 907818GB8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49275.93     | 0.01%             | 2033-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FIRST AMERICAN FINANCIAL                                                        | First American Financial Corp                                                   | CUSIP: 31847RAH5<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25358.22     | 0.01%             | 2031-08-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                 | McDonald's Corp                                                                 | CUSIP: 58013MFT6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    220000 | PA      | $200405.86    | 0.05%             | 2052-09-09      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                             | International Bank for Reconstruction & Development                             | CUSIP: 459058LL5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |     45000 | PA      | $43770.71     | 0.01%             | 2034-08-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | Morgan Stanley                                                                  | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9787.56      | 0.00%             | 2028-07-22      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| JD.COM INC                                                                      | JD.com Inc                                                                      | CUSIP: 47215PAC0<br>LEI: 549300HVTWB0GJZ16V92 | Long             | DBT              | CORP              | KY        |     40000 | PA      | $39753.15     | 0.01%             | 2026-04-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note/Bond                                                | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    400000 | PA      | $396000.00    | 0.10%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                 | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAU9<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $99221.57     | 0.02%             | 2030-09-11      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                     | Prologis LP                                                                     | CUSIP: 74340XBH3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     31000 | PA      | $30607.25     | 0.01%             | 2028-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                       | Province of Quebec Canada                                                       | CUSIP: 748148SF1<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     50000 | PA      | $48743.69     | 0.01%             | 2034-09-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                             | International Bank for Reconstruction & Development                             | CUSIP: 459058LQ4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |     75000 | PA      | $77672.75     | 0.02%             | 2032-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                                                        | Discovery Communications LLC                                                    | CUSIP: 25470DAS8<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    270000 | PA      | $218428.47    | 0.05%             | 2037-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                               | State Street Corp                                                               | CUSIP: 857477BG7<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    160000 | PA      | $147253.31    | 0.04%             | 2030-01-24      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                    | ING Groep NV                                                                    | CUSIP: 456837BM4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     40000 | PA      | $40455.10     | 0.01%             | 2035-03-19      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                  | Microsoft Corp                                                                  | CUSIP: 594918BC7<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9303.56      | 0.00%             | 2035-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                                                         | Principal Financial Group Inc                                                   | CUSIP: 74251VAR3<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |     54000 | PA      | $52308.70     | 0.01%             | 2029-05-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust 2023-B                                                      | CNH Equipment Trust 2023-B                                                      | CUSIP: 12666DAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101695.12    | 0.03%             | 2029-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                                                  | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FMU67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    767014 | PA      | $756000.43    | 0.19%             | 2026-05-25      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                                        | Air Products and Chemicals Inc                                                  | CUSIP: 009158AZ9<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7216.84      | 0.00%             | 2040-05-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CLEVELAND ELECTRIC ILLUM                                                        | Cleveland Electric Illuminating Co/The                                          | CUSIP: 186108CE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $123647.71    | 0.03%             | 2036-12-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ONE GAS INC                                                                     | ONE Gas Inc                                                                     | CUSIP: 68235PAG3<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16348.71     | 0.00%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                                            | Booking Holdings Inc                                                            | CUSIP: 741503AZ9<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49647.22     | 0.01%             | 2026-06-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Tyco Electronics Group SA                                                       | Tyco Electronics Group SA                                                       | CUSIP: 902133BA4<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |     20000 | PA      | $20146.11     | 0.00%             | 2030-02-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                        | Baxter International Inc                                                        | CUSIP: 071813CB3<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     40000 | PA      | $33480.46     | 0.01%             | 2031-04-01      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                                                     | PNC Bank NA                                                                     | CUSIP: 69349LAR9<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |     90000 | PA      | $88600.28     | 0.02%             | 2028-07-26      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                       | Kroger Co/The                                                                   | CUSIP: 501044DQ1<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8495.20      | 0.00%             | 2031-01-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                         | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FT5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    162000 | PA      | $137465.97    | 0.03%             | 2048-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                | Coca-Cola Co/The                                                                | CUSIP: 191216DQ0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     20000 | PA      | $14826.07     | 0.00%             | 2041-05-05      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                        | CSX Corp                                                                        | CUSIP: 126408GH0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31931.88     | 0.01%             | 2036-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                       | Province of Quebec Canada                                                       | CUSIP: 748148SE4<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    100000 | PA      | $99868.96     | 0.02%             | 2033-09-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                               | Atmos Energy Corp                                                               | CUSIP: 049560AR6<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37305.33     | 0.01%             | 2029-09-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                                             | Moody's Corp                                                                    | CUSIP: 615369AY1<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    110000 | PA      | $80833.67     | 0.02%             | 2052-02-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                     | PepsiCo Inc                                                                     | CUSIP: 713448DD7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17396.70     | 0.00%             | 2046-04-14      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                                                        | Targa Resources Partners LP / Targa Resources Partners Finance Corp             | CUSIP: 87612BBG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $79962.59     | 0.02%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                                                    | Ford Credit Auto Owner Trust 2022-A                                             | CUSIP: 345286AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5899 | PA      | $5885.29      | 0.00%             | 2026-06-15      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                                               | International Finance Corp                                                      | CUSIP: 45950VHX7<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | N/A       |     50000 | PA      | $49178.61     | 0.01%             | 2026-04-07      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                      | Fiserv Inc                                                                      | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    254000 | PA      | $242083.03    | 0.06%             | 2029-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Jacobs Engineering Group Inc                                                    | Jacobs Engineering Group Inc                                                    | CUSIP: 469814AB3<br>LEI: 549300CZ8QS1GE53O776 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41785.46     | 0.01%             | 2028-08-18      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                         | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FK4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     70000 | PA      | $54175.73     | 0.01%             | 2056-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                              | CUSIP: 36179XDE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    163479 | PA      | $157448.03    | 0.04%             | 2052-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CLC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2950000 | PA      | $2986990.23   | 0.74%             | 2029-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | Amgen Inc                                                                       | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61328.94     | 0.02%             | 2028-03-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AMCOR FINANCE USA INC                                                           | Amcor Finance USA Inc                                                           | CUSIP: 02343UAH8<br>LEI: 549300ZMT7FVT8R77U18 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9972.08      | 0.00%             | 2028-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                        | International Business Machines Corp                                            | CUSIP: 459200HF1<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     80000 | PA      | $65200.37     | 0.02%             | 2042-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS/TYCO FI                                                        | Johnson Controls International plc / Tyco Fire & Security Finance SCA           | CUSIP: 47837RAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     50000 | PA      | $49330.12     | 0.01%             | 2032-12-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                       | ONEOK Inc                                                                       | CUSIP: 682680AW3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     39000 | PA      | $38369.50     | 0.01%             | 2029-03-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                        | Capital One Financial Corp                                                      | CUSIP: 14040HCZ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104200.38    | 0.03%             | 2029-06-08      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                          | Roper Technologies Inc                                                          | CUSIP: 776743AD8<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    130000 | PA      | $128801.86    | 0.03%             | 2026-12-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | Amgen Inc                                                                       | CUSIP: 031162BC3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20147.20     | 0.00%             | 2040-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                         | Astrazeneca Finance LLC                                                         | CUSIP: 04636NAA1<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19382.75     | 0.00%             | 2026-05-28      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                | CUSIP: 912810QY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    135000 | PA      | $103754.88    | 0.03%             | 2042-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                                             | Quanta Services Inc                                                             | CUSIP: 74762EAF9<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18104.10     | 0.00%             | 2030-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                             | Fifth Third Bancorp                                                             | CUSIP: 316773DK3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104863.37    | 0.03%             | 2029-07-27      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                     | Exelon Corp                                                                     | CUSIP: 30161NAX9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9736.14      | 0.00%             | 2030-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UnitedHealth Group Inc                                                          | CUSIP: 91324PFC1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    130000 | PA      | $120594.78    | 0.03%             | 2054-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CNO Financial Group Inc                                                         | CNO Financial Group Inc                                                         | CUSIP: 12621EAM5<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51585.32     | 0.01%             | 2034-06-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                         | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111GE7<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10155.99     | 0.00%             | 2033-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | Oracle Corp                                                                     | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48635.49     | 0.01%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                      | Intel Corp                                                                      | CUSIP: 458140CF5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111046.40    | 0.03%             | 2030-02-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                                                          | Bunge Ltd Finance Corp                                                          | CUSIP: 120568BC3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44757.97     | 0.01%             | 2031-05-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC                                                                    | Assurant Inc                                                                    | CUSIP: 04621XAN8<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |     42000 | PA      | $35339.40     | 0.01%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                              | CUSIP: 36179WR26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    224179 | PA      | $191085.30    | 0.05%             | 2051-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                | Coca-Cola Co/The                                                                | CUSIP: 191216DL1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    110000 | PA      | $72628.03     | 0.02%             | 2051-03-05      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                         | International Bank for Reconstruction & Development                             | CUSIP: 459058KU6<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |     92000 | PA      | $92780.47     | 0.02%             | 2030-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                              | CUSIP: 36179XFG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    184374 | PA      | $172340.20    | 0.04%             | 2052-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KFW                                                                             | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769JY1<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    110000 | PA      | $109628.89    | 0.03%             | 2033-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                        | International Business Machines Corp                                            | CUSIP: 459200JR3<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9843.16      | 0.00%             | 2027-01-27      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | Comcast Corp                                                                    | CUSIP: 20030NDN8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    250000 | PA      | $211195.74    | 0.05%             | 2031-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                | CUSIP: 91282CDQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1100000 | PA      | $1057289.07   | 0.26%             | 2026-12-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                         | KeyCorp                                                                         | CUSIP: 49326EEP4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62851.69     | 0.02%             | 2035-03-06      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                           | Time Warner Cable LLC                                                           | CUSIP: 88732JAN8<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31311.87     | 0.01%             | 2038-07-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                                            | Parker-Hannifin Corp                                                            | CUSIP: 70109HAN5<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17216.73     | 0.00%             | 2044-11-21      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                      | 3M Co                                                                           | CUSIP: 88579YBJ9<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |     28000 | PA      | $25781.42     | 0.01%             | 2029-08-26      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                 | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769JZ8<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    120000 | PA      | $121288.29    | 0.03%             | 2026-08-07      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                          | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBA4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96525.76     | 0.02%             | 2027-01-26      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                    | NiSource Inc                                                                    | CUSIP: 65473QBC6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26320.78     | 0.01%             | 2044-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                                             | Kimco Realty OP LLC                                                             | CUSIP: 49446RAY5<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85545.63     | 0.02%             | 2031-12-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                                                   | Owens Corning                                                                   | CUSIP: 690742AK7<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |     70000 | PA      | $66895.74     | 0.02%             | 2030-06-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418EES5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    554714 | PA      | $517939.04    | 0.13%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                              | Home Depot Inc/The                                                              | CUSIP: 437076DB5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    120000 | PA      | $122223.06    | 0.03%             | 2027-06-25      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CANADA GOVERNMENT                                                               | Canada Government International Bond                                            | CUSIP: 135087Q56<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    210000 | PA      | $210817.23    | 0.05%             | 2028-04-26      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                                  | Carvana Auto Receivables Trust 2022-N1                                          | CUSIP: 14686GAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     23839 | PA      | $23591.45     | 0.01%             | 2028-12-11      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                         | Bristol-Myers Squibb Co                                                         | CUSIP: 110122CQ9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    560000 | PA      | $491283.59    | 0.12%             | 2039-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                         | Bank of Nova Scotia/The                                                         | CUSIP: 06418GAN7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $49502.62     | 0.01%             | 2032-11-10      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| OGE Energy Corp                                                                 | OGE Energy Corp                                                                 | CUSIP: 670837AD5<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51572.78     | 0.01%             | 2029-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES 2020-AA                                                         | Delta Air Lines 2020-1 Class AA Pass Through Trust                              | CUSIP: 247361ZV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     14619 | PA      | $13690.13     | 0.00%             | 2028-06-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                      | Capital One Financial Corp                                                      | CUSIP: 14040HDC6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    130000 | PA      | $144809.63    | 0.04%             | 2031-10-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| BMO 2024-5C7 Mortgage Trust                                                     | BMO 2024-5C7 Mortgage Trust                                                     | CUSIP: 09660WAU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     50000 | PA      | $51692.42     | 0.01%             | 2057-11-15      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receiva                                                  | AmeriCredit Automobile Receivables Trust 2021-2                                 | CUSIP: 03066RAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     36184 | PA      | $35715.63     | 0.01%             | 2027-01-19      | Fixed         | 1.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418DTQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    691920 | PA      | $554223.56    | 0.14%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                | CUSIP: 91282CFM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $101277.34    | 0.03%             | 2027-09-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMorgan Chase & Co                                                             | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    180000 | PA      | $156974.50    | 0.04%             | 2032-11-08      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                        | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     30000 | PA      | $29314.61     | 0.01%             | 2027-07-21      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                                          | Equitable Holdings Inc                                                          | CUSIP: 054561AJ4<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19897.90     | 0.00%             | 2028-04-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ORIX CORP                                                                       | ORIX Corp                                                                       | CUSIP: 686330AR2<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |     10000 | PA      | $10122.53     | 0.00%             | 2032-09-13      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                         | Public Service Electric and Gas Co                                              | CUSIP: 74456QCH7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     70000 | PA      | $60178.61     | 0.01%             | 2031-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                                                  | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137HACX2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    100000 | PA      | $102252.34    | 0.03%             | 2028-06-25      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                                  | American Electric Power Co Inc                                                  | CUSIP: 025537AY7<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81627.30     | 0.02%             | 2029-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                                           | Canadian National Railway Co                                                    | CUSIP: 136375DC3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $9367.97      | 0.00%             | 2032-08-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                                                        | Aon Corp / Aon Global Holdings PLC                                              | CUSIP: 03740LAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    120000 | PA      | $122048.34    | 0.03%             | 2033-02-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                           | MidAmerican Energy Co                                                           | CUSIP: 595620AE5<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52768.04     | 0.01%             | 2035-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                | Coca-Cola Co/The                                                                | CUSIP: 191216DS6<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48300.23     | 0.01%             | 2054-05-13      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418ENM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    503816 | PA      | $520564.61    | 0.13%             | 2053-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                      | Pfizer Inc                                                                      | CUSIP: 717081DK6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8592.73      | 0.00%             | 2044-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                              | CUSIP: 36179VHT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    123338 | PA      | $112971.94    | 0.03%             | 2050-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                      | 3M Co                                                                           | CUSIP: 88579YBK6<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |     20000 | PA      | $13414.04     | 0.00%             | 2049-08-26      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                                                        | FMC Corp                                                                        | CUSIP: 302491AV7<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |     30000 | PA      | $21526.74     | 0.01%             | 2049-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                         | HCA Inc                                                                         | CUSIP: 404119BY4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    110000 | PA      | $101444.24    | 0.03%             | 2039-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                               | General Mills Inc                                                               | CUSIP: 370334CL6<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    184000 | PA      | $169921.34    | 0.04%             | 2030-04-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | Ginnie Mae II Pool                                                              | CUSIP: 36179YYW8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     95296 | PA      | $95341.58     | 0.02%             | 2054-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PPL CAPITAL FUNDING INC                                                         | PPL Capital Funding Inc                                                         | CUSIP: 69352PAL7<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49296.77     | 0.01%             | 2026-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                           | Truist Financial Corp                                                           | CUSIP: 89788MAG7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     21000 | PA      | $20891.30     | 0.01%             | 2028-06-06      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                | Alabama Power Co                                                                | CUSIP: 010392GC6<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50199.16     | 0.01%             | 2035-04-02      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| HALEON US CAPITAL LLC                                                           | Haleon US Capital LLC                                                           | CUSIP: 36264FAL5<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    120000 | PA      | $115436.89    | 0.03%             | 2029-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                         | Bank of Nova Scotia/The                                                         | CUSIP: 06418GAH0<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $102337.80    | 0.03%             | 2027-06-04      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                         | Duke Energy Florida LLC                                                         | CUSIP: 26444HAQ4<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10580.15     | 0.00%             | 2033-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                  | Merck & Co Inc                                                                  | CUSIP: 58933YAJ4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8439.21      | 0.00%             | 2043-05-18      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                             | Nomura Holdings Inc                                                             | CUSIP: 65535HAY5<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    120000 | PA      | $111110.71    | 0.03%             | 2028-07-14      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                           | Indonesia Government International Bond                                         | CUSIP: 455780DS2<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    280000 | PA      | $274799.80    | 0.07%             | 2053-01-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| EXELON CORP                                                                     | Exelon Corp                                                                     | CUSIP: 30161NBL4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18749.85     | 0.00%             | 2053-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                                                   | M&T Bank Corp                                                                   | CUSIP: 55261FAS3<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     30000 | PA      | $32272.25     | 0.01%             | 2029-10-30      | Fixed         | 7.41%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                                                  | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137F9Z61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     90307 | PA      | $82590.21     | 0.02%             | 2030-08-25      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                                                       | Jabil Inc                                                                       | CUSIP: 466313AM5<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39833.76     | 0.01%             | 2027-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp                                        | Westinghouse Air Brake Technologies Corp                                        | CUSIP: 960386AR1<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61632.50     | 0.02%             | 2034-03-11      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | Freddie Mac Pool                                                                | CUSIP: 3132DWB69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    224454 | PA      | $187274.26    | 0.05%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-04-30

**Name of Applicant:** Nushares ETF Trust

**Signature:** Gina Spunder

**Name of Signer:** Gina Spunder

**Title:** Director, Fund Financial Reporting