# EDGAR Filing Document

**Accession Number:** 0001314414
**File Stem:** 0000910472-25-005574
**Filing Date:** 2025-12
**Character Count:** 496828
**Document Hash:** 4593d866545ff1e5ad73ca1c1bc3bf50
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000910472-25-005574.hdr.sgml**: 20251210

**ACCESSION NUMBER**: 0000910472-25-005574

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251210

**DATE AS OF CHANGE**: 20251209

**PERIOD START**: 20251031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Northern Lights Fund Trust
- **CENTRAL INDEX KEY:** 0001314414

**ORGANIZATION NAME:**
- **EIN:** 043023766
- **FISCAL YEAR END:** 0430

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21720
- **FILM NUMBER:** 251560249

**BUSINESS ADDRESS:**
- **STREET 1:** 225 PICTORIA DRIVE
- **STREET 2:** SUITE 450
- **CITY:** CINCINNATI
- **STATE:** OH
- **ZIP:** 45246
- **BUSINESS PHONE:** 631-470-2600

**MAIL ADDRESS:**
- **STREET 1:** 17605 WRIGHT STREET
- **STREET 2:** SUITE 200
- **CITY:** OMAHA
- **STATE:** NE
- **ZIP:** 68130

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Strategy Shares
- **DATE OF NAME CHANGE:** 20160223

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Mutual Fund & Variable Insurance Trust
- **DATE OF NAME CHANGE:** 20160223

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Northern Lights Fund Trust
- **DATE OF NAME CHANGE:** 20050121

## Series and Classes Contracts Data

### Navigator Tactical Investment Grade Bond Fund (Series ID: S000070871)

| Class ID   | Class Name                                            | Ticker Symbol   |
|:---|:---|:---|
| C000225122 | Navigator Tactical Investment Grade Bond Fund Class I | NTIIX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Northern Lights Fund Trust

- **b. Investment Company Act file number:** 811-21720

- **c. CIK number of Registrant:** 0001314414

- **d. LEI of Registrant:** 549300BSYF57GRCG4861

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

  - **Street Address 1:** 225 PICTORIA DRIVE

  - **City:** CINCINNATI

  - **State:** OH

  - **Foreign country:** US

  - **Zip / Postal Code:** 45246

  - **Telephone number:** 631-470-2600

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

- **a. Name of Series:** Navigator Tactical Investment Grade Bond Fund

- **b. EDGAR series identifier (if any):** S000070871

- **c. LEI of Series:** 549300EEXJEDBHS2VU06

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

- **a. Date of fiscal year-end:** 2025-10-31

- **b. Date as of which information is reported:** 2025-10-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1155565464.66

**Total Liabilities:** $1189696.24

**Net Assets:** $1154375768.42

**Cash Not Reported:** $7165691.17

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.00000000 | **1-Year:** 18279.58224900 | **5-Year:** 184416.03902900 | **10-Year:** 258762.44091000 | **30-Year:** 307151.02547800

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

- **3-Month:** 0.00000000 | **1-Year:** 568.73204100 | **5-Year:** 5678.76802100 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000225122 | 0.80%                | 1.44%                | 0.34%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-43257.47               | $5614776.24                                |
| Month 2  | $59309.46                | $13348084.78                               |
| Month 3  | $2509862.70              | $-3085508.74                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Pfizer Inc.                                                                          | PFE 4.4 05/15/44          | CUSIP: 717081DK6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    700000 | PA      | $628300.21    | 0.05%             | 2044-05-15      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| Duke Energy Corp                                                                     | DUK 3 3/4 09/01/46        | CUSIP: 26441CAT2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $770705.28    | 0.07%             | 2046-09-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Southern Co.                                                                         | SO 5.2 06/15/33           | CUSIP: 842587DR5<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    600000 | PA      | $617159.25    | 0.05%             | 2033-06-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| CRH America Finance, Inc.                                                            | CRHID 5 1/2 01/09/35      | CUSIP: 12636YAF9<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    800000 | PA      | $835443.83    | 0.07%             | 2035-01-09      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| HCA Inc.                                                                             | HCA 3 1/2 09/01/30        | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    700000 | PA      | $671524.62    | 0.06%             | 2030-09-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Eli Lilly & Co.                                                                      | LLY 4.7 02/09/34          | CUSIP: 532457CL0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    800000 | PA      | $809203.41    | 0.07%             | 2034-02-09      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| Relx Capital Inc.                                                                    | RELLN 3 05/22/30          | CUSIP: 74949LAD4<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    800000 | PA      | $758450.85    | 0.07%             | 2030-05-22      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc.                                                                       | C 6.675 09/13/43          | CUSIP: 172967HA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    700000 | PA      | $792813.77    | 0.07%             | 2043-09-13      | Fixed         | 6.67%                 | No            | 2                  | On Loan: No      |
| Barclays PLC                                                                         | BACR 5.785 02/25/36       | CUSIP: 06738ECZ6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1045731.40   | 0.09%             | 2036-02-25      | Fixed         | 5.79%                 | No            | 2                  | On Loan: No      |
| Amazon.com, Inc.                                                                     | AMZN 4.1 04/13/62         | CUSIP: 023135CK0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    700000 | PA      | $557233.93    | 0.05%             | 2062-04-13      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                                                    | WFC 5.499 01/23/35        | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    900000 | PA      | $939087.00    | 0.08%             | 2035-01-23      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Shell International Finance B.V.                                                     | RDSALN 3 7/8 11/13/28     | CUSIP: 822582CB6<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $999410.71    | 0.09%             | 2028-11-13      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Honeywell International Inc.                                                         | HON 4 1/2 01/15/34        | CUSIP: 438516CM6<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    700000 | PA      | $694099.49    | 0.06%             | 2034-01-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR 6.1 06/01/29         | CUSIP: 161175CQ5<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1045186.29   | 0.09%             | 2029-06-01      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| Pepsico Inc                                                                          | PEP 3.9 07/18/32          | CUSIP: 713448FM5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    800000 | PA      | $785623.21    | 0.07%             | 2032-07-18      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                                | BAC 4.33 03/15/50         | CUSIP: 06051GHS1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $855221.39    | 0.07%             | 2050-03-15      | Fixed         | 4.33%                 | No            | 2                  | On Loan: No      |
| Prudential Financial, Inc.                                                           | PRU 3.935 12/07/49        | CUSIP: 744320BA9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $791115.40    | 0.07%             | 2049-12-07      | Fixed         | 3.94%                 | No            | 2                  | On Loan: No      |
| Devon Energy Corporation                                                             | DVN 5.2 09/15/34          | CUSIP: 25179MBG7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    700000 | PA      | $695252.98    | 0.06%             | 2034-09-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM 6.087 10/23/29        | CUSIP: 46647PDX1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    600000 | PA      | $632296.37    | 0.05%             | 2029-10-23      | Fixed         | 6.09%                 | No            | 2                  | On Loan: No      |
| Eli Lilly & Co.                                                                      | LLY 5.1 02/12/35          | CUSIP: 532457CX4<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    800000 | PA      | $828137.98    | 0.07%             | 2035-02-12      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| HCA Inc.                                                                             | HCA 4 1/8 06/15/29        | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    800000 | PA      | $794199.74    | 0.07%             | 2029-06-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc.                                                 | SUMIBK 2.13 07/08/30      | CUSIP: 86562MCB4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    800000 | PA      | $725879.25    | 0.06%             | 2030-07-08      | Fixed         | 2.13%                 | No            | 2                  | On Loan: No      |
| Jefferies Financial Group Inc                                                        | JEF 6.2 04/14/34          | CUSIP: 47233WEJ4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1051605.84   | 0.09%             | 2034-04-14      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                       | MS 5.587 01/18/36         | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    900000 | PA      | $942644.34    | 0.08%             | 2036-01-18      | Fixed         | 5.59%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS 5.561 11/19/45         | CUSIP: 38141GB86<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1012017.52   | 0.09%             | 2045-11-19      | Fixed         | 5.56%                 | No            | 2                  | On Loan: No      |
| Waste Management, Inc.                                                               | WM 4.8 03/15/32           | CUSIP: 94106LCD9<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    800000 | PA      | $817517.69    | 0.07%             | 2032-03-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group Inc.                                                              | UNH 5.35 02/15/33         | CUSIP: 91324PER9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    700000 | PA      | $730965.35    | 0.06%             | 2033-02-15      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| T-Mobile USA, Inc.                                                                   | TMUS 3.4 10/15/52         | CUSIP: 87264ACT0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $886420.04    | 0.08%             | 2052-10-15      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| Meta Platforms Inc                                                                   | META 5 3/4 05/15/63       | CUSIP: 30303M8R6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    600000 | PA      | $598292.41    | 0.05%             | 2063-05-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 5.55 02/06/53        | CUSIP: 68389XCQ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    700000 | PA      | $629386.09    | 0.05%             | 2053-02-06      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| Florida Power & Light Co.                                                            | NEE 2 7/8 12/04/51        | CUSIP: 341081GE1<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    800000 | PA      | $523119.86    | 0.05%             | 2051-12-04      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Chubb INA Holdings LLC                                                               | CB 6 05/11/37             | CUSIP: 171232AQ4<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    600000 | PA      | $656489.23    | 0.06%             | 2037-05-11      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Altria Group, Inc.                                                                   | MO 3.4 02/04/41           | CUSIP: 02209SBM4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1002055.64   | 0.09%             | 2041-02-04      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| Conagra Brands Inc                                                                   | CAG 5.3 11/01/38          | CUSIP: 205887CD2<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    700000 | PA      | $673570.76    | 0.06%             | 2038-11-01      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| Gilead Sciences Inc.                                                                 | GILD 4.15 03/01/47        | CUSIP: 375558BK8<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    500000 | PA      | $421538.97    | 0.04%             | 2047-03-01      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| Visa Inc                                                                             | V 2.05 04/15/30           | CUSIP: 92826CAM4<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1014964.35   | 0.09%             | 2030-04-15      | Fixed         | 2.05%                 | No            | 2                  | On Loan: No      |
| Comcast Corporation                                                                  | CMCSA 1 1/2 02/15/31      | CUSIP: 20030NDN8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    500000 | PA      | $431896.46    | 0.04%             | 2031-02-15      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                                                    | WFC 4.4 06/14/46          | CUSIP: 94974BGT1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    800000 | PA      | $679977.62    | 0.06%             | 2046-06-14      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| The Toronto-Dominion Bank                                                            | TD 4.456 06/08/32         | CUSIP: 89115A2E1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    900000 | PA      | $900142.72    | 0.08%             | 2032-06-08      | Fixed         | 4.46%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group Inc.                                                              | UNH 5.05 04/15/53         | CUSIP: 91324PEW8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    800000 | PA      | $735002.78    | 0.06%             | 2053-04-15      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| American Water Capital Corp                                                          | AWK 5 1/4 03/01/35        | CUSIP: 03040WBF1<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    700000 | PA      | $719452.41    | 0.06%             | 2035-03-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Realty Income Corporation                                                            | O 5 1/8 02/15/34          | CUSIP: 756109CG7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    800000 | PA      | $819446.25    | 0.07%             | 2034-02-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                                                 | RY 5.153 02/04/31         | CUSIP: 78017DAC2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $617754.34    | 0.05%             | 2031-02-04      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| Deutsche Bank AG New York Branch                                                     | DB 5.414 05/10/29         | CUSIP: 251526CW7<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |    500000 | PA      | $519476.62    | 0.05%             | 2029-05-10      | Fixed         | 5.41%                 | No            | 2                  | On Loan: No      |
| Home Depot Inc.                                                                      | HD 1 3/8 03/15/31         | CUSIP: 437076CF7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    700000 | PA      | $604892.04    | 0.05%             | 2031-03-15      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| Canadian Imperial Bank of Commerce                                                   | CM 5.245 01/13/31         | CUSIP: 13607PVQ4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    800000 | PA      | $825758.02    | 0.07%             | 2031-01-13      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Stryker Corporation                                                                  | SYK 5.2 02/10/35          | CUSIP: 863667BM2<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    500000 | PA      | $514790.57    | 0.04%             | 2035-02-10      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| Pfizer Investment Enterprises Pte Ltd.                                               | PFE 4 3/4 05/19/33        | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   1300000 | PA      | $1315790.63   | 0.11%             | 2033-05-19      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| U.S. Bancorp.                                                                        | USB 5.85 10/21/33         | CUSIP: 91159HJJ0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    700000 | PA      | $746452.80    | 0.06%             | 2033-10-21      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| John Deere Capital Corp.                                                             | DE 4.85 06/11/29          | CUSIP: 24422EXT1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    600000 | PA      | $616719.64    | 0.05%             | 2029-06-11      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                       | MS 6.627 11/01/34         | CUSIP: 61747YFJ9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    900000 | PA      | $1008548.36   | 0.09%             | 2034-11-01      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| Healthpeak Properties Inc                                                            | PEAK 5 1/4 12/15/32       | CUSIP: 42250PAE3<br>LEI: 254900M6MTMZM0I22L81 | Long             | DBT              | CORP              | US        |    600000 | PA      | $617710.39    | 0.05%             | 2032-12-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| NatWest Group PLC                                                                    | NWG 5.076 01/27/30        | CUSIP: 78009PEH0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    700000 | PA      | $715537.17    | 0.06%             | 2030-01-27      | Fixed         | 5.08%                 | No            | 2                  | On Loan: No      |
| Citizens Financial Group Inc                                                         | CFG 5.841 01/23/30        | CUSIP: 174610BF1<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    400000 | PA      | $415870.35    | 0.04%             | 2030-01-23      | Fixed         | 5.84%                 | No            | 2                  | On Loan: No      |
| Fiserv Inc.                                                                          | FI 5.6 03/02/33           | CUSIP: 337738BE7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    600000 | PA      | $617125.78    | 0.05%             | 2033-03-02      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                                | BAC 5.288 04/25/34        | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1655787.04   | 0.14%             | 2034-04-25      | Fixed         | 5.29%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 6 1/2 04/15/38       | CUSIP: 68389XAE5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    600000 | PA      | $642212.29    | 0.06%             | 2038-04-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Ford Motor Credit Company LLC                                                        | F 6 1/8 03/08/34          | CUSIP: 345397E66<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    800000 | PA      | $809404.70    | 0.07%             | 2034-03-08      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| Meta Platforms Inc                                                                   | META 4.65 08/15/62        | CUSIP: 30303M8K1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    600000 | PA      | $499146.77    | 0.04%             | 2062-08-15      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| National Grid PLC                                                                    | NGGLN 5.418 01/11/34      | CUSIP: 636274AF9<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $623498.99    | 0.05%             | 2034-01-11      | Fixed         | 5.42%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                                                 | RY 5.15 02/01/34          | CUSIP: 78016HZW3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    700000 | PA      | $731339.51    | 0.06%             | 2034-02-01      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| Workday Inc                                                                          | WDAY 3.8 04/01/32         | CUSIP: 98138HAJ0<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |    600000 | PA      | $573451.21    | 0.05%             | 2032-04-01      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| PNC Financial Services Group Inc.                                                    | PNC 6.037 10/28/33        | CUSIP: 693475BJ3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    600000 | PA      | $646816.32    | 0.06%             | 2033-10-28      | Fixed         | 6.04%                 | No            | 2                  | On Loan: No      |
| Verizon Communications Inc.                                                          | VZ 5 1/2 02/23/54         | CUSIP: 92343VGW8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    600000 | PA      | $582183.97    | 0.05%             | 2054-02-23      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| PacifiCorp.                                                                          | BRKHEC 5.45 02/15/34      | CUSIP: 695114DD7<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    700000 | PA      | $719638.33    | 0.06%             | 2034-02-15      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| Salesforce Inc.                                                                      | CRM 1.95 07/15/31         | CUSIP: 79466LAJ3<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    700000 | PA      | $621584.21    | 0.05%             | 2031-07-15      | Fixed         | 1.95%                 | No            | 2                  | On Loan: No      |
| Plains All American Pipeline L.P.                                                    | PAA 3.8 09/15/30          | CUSIP: 72650RBN1<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    500000 | PA      | $483198.98    | 0.04%             | 2030-09-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| Ford Motor Company                                                                   | F 3 1/4 02/12/32          | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $873302.51    | 0.08%             | 2032-02-12      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Apple Inc.                                                                           | AAPL 4 3/8 05/13/45       | CUSIP: 037833BH2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    800000 | PA      | $724203.79    | 0.06%             | 2045-05-13      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings PLC                                                                    | HSBC 2.357 08/18/31       | CUSIP: 404280CK3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    700000 | PA      | $634850.17    | 0.05%             | 2031-08-18      | Fixed         | 2.36%                 | No            | 2                  | On Loan: No      |
| Targa Resources Corp.                                                                | TRGP 6 1/8 05/15/55       | CUSIP: 87612GAN1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502906.09    | 0.04%             | 2055-05-15      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| Constellation Energy Generation LLC                                                  | CEG 6 1/2 10/01/53        | CUSIP: 210385AE0<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    600000 | PA      | $663632.73    | 0.06%             | 2053-10-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Walmart Inc                                                                          | WMT 4.9 04/28/35          | CUSIP: 931142FP3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    900000 | PA      | $925390.76    | 0.08%             | 2035-04-28      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| Northrop Grumman Corporation                                                         | NOC 4.4 05/01/30          | CUSIP: 666807BS0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    700000 | PA      | $705915.50    | 0.06%             | 2030-05-01      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| The Boeing Company                                                                   | BA 6.858 05/01/54         | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    800000 | PA      | $907939.15    | 0.08%             | 2054-05-01      | Fixed         | 6.86%                 | No            | 2                  | On Loan: No      |
| General Motors Financial Company  Inc                                                | GM 6.4 01/09/33           | CUSIP: 37045XED4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    500000 | PA      | $538736.76    | 0.05%             | 2033-01-09      | Fixed         | 6.40%                 | No            | 2                  | On Loan: No      |
| Truist Financial Corp.                                                               | TFC 5.711 01/24/35        | CUSIP: 89788MAS1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1047613.91   | 0.09%             | 2035-01-24      | Fixed         | 5.71%                 | No            | 2                  | On Loan: No      |
| Walmart Inc                                                                          | WMT 4 1/2 09/09/52        | CUSIP: 931142EZ2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    900000 | PA      | $808764.59    | 0.07%             | 2052-09-09      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| General Motors Company                                                               | GM 6.6 04/01/36           | CUSIP: 37045VAK6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    800000 | PA      | $869392.02    | 0.08%             | 2036-04-01      | Fixed         | 6.60%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 3.85 04/01/60        | CUSIP: 68389XBY0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1058247.30   | 0.09%             | 2060-04-01      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| Kenvue Inc.                                                                          | KVUE 4.9 03/22/33         | CUSIP: 49177JAK8<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    600000 | PA      | $605965.65    | 0.05%             | 2033-03-22      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| Truist Financial Corp.                                                               | TFC 7.161 10/30/29        | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    800000 | PA      | $864771.78    | 0.07%             | 2029-10-30      | Fixed         | 7.16%                 | No            | 2                  | On Loan: No      |
| Diamondback Energy Inc                                                               | FANG 3 1/8 03/24/31       | CUSIP: 25278XAR0<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    800000 | PA      | $743607.53    | 0.06%             | 2031-03-24      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| Diamondback Energy Inc                                                               | FANG 5.55 04/01/35        | CUSIP: 25278XBC2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    900000 | PA      | $923659.23    | 0.08%             | 2035-04-01      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                                | BAC 3.974 02/07/30        | CUSIP: 06051GHQ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    700000 | PA      | $695098.59    | 0.06%             | 2030-02-07      | Fixed         | 3.97%                 | No            | 2                  | On Loan: No      |
| Motorola Solutions Inc                                                               | MSI 4.6 05/23/29          | CUSIP: 620076BN8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    500000 | PA      | $505676.06    | 0.04%             | 2029-05-23      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| Pepsico Inc                                                                          | PEP 5 02/07/35            | CUSIP: 713448GC6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    600000 | PA      | $617056.02    | 0.05%             | 2035-02-07      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| PNC Financial Services Group Inc.                                                    | PNC 5.068 01/24/34        | CUSIP: 693475BM6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    700000 | PA      | $714304.48    | 0.06%             | 2034-01-24      | Fixed         | 5.07%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                       | MS 5.042 07/19/30         | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    300000 | PA      | $307808.58    | 0.03%             | 2030-07-19      | Fixed         | 5.04%                 | No            | 2                  | On Loan: No      |
| Intel Corporation                                                                    | INTC 3 1/4 11/15/49       | CUSIP: 458140BJ8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $733610.19    | 0.06%             | 2049-11-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| General Motors Financial Company  Inc                                                | GM 5.95 04/04/34          | CUSIP: 37045XEV4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    500000 | PA      | $522589.26    | 0.05%             | 2034-04-04      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| The Cigna Group                                                                      | CI 2 3/8 03/15/31         | CUSIP: 125523CM0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    800000 | PA      | $720816.61    | 0.06%             | 2031-03-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| The Boeing Company                                                                   | BA 6.528 05/01/34         | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1217253.96   | 0.11%             | 2034-05-01      | Fixed         | 6.53%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM 5.534 11/29/45        | CUSIP: 46647PES1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1131810.97   | 0.10%             | 2045-11-29      | Fixed         | 5.53%                 | No            | 2                  | On Loan: No      |
| Stanley Black & Decker, Inc.                                                         | SWK 2.3 03/15/30          | CUSIP: 854502AL5<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    800000 | PA      | $729326.22    | 0.06%             | 2030-03-15      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| John Deere Capital Corp.                                                             | DE 4.4 09/08/31           | CUSIP: 24422EXX2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    700000 | PA      | $705868.99    | 0.06%             | 2031-09-08      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS 3.8 03/15/30           | CUSIP: 38141GXH2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1278251.52   | 0.11%             | 2030-03-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| The Toronto-Dominion Bank                                                            | TD 5.298 01/30/32         | CUSIP: 89115A3G5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $521644.53    | 0.05%             | 2032-01-30      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                     | BNSF 4.45 03/15/43        | CUSIP: 12189LAN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1083511.78   | 0.09%             | 2043-03-15      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| Sysco Corporation                                                                    | SYY 3.15 12/14/51         | CUSIP: 871829BR7<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $672264.30    | 0.06%             | 2051-12-14      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| Starbucks Corp.                                                                      | SBUX 3 1/2 11/15/50       | CUSIP: 855244BA6<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $717246.69    | 0.06%             | 2050-11-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM 6.254 10/23/34        | CUSIP: 46647PDY9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1101124.46   | 0.10%             | 2034-10-23      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR 3.7 04/01/51         | CUSIP: 161175BV5<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    900000 | PA      | $581967.89    | 0.05%             | 2051-04-01      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR 4.8 03/01/50         | CUSIP: 161175BT0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1008170.71   | 0.09%             | 2050-03-01      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| Jbs Usa Lux SA/Jbs Usa Food Company/Jbs Usa Finance Inc                              | JBSSBZ 3 05/15/32         | CUSIP: 46590XAP1<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | CORP              | LU        |   1000000 | PA      | $896114.00    | 0.08%             | 2032-05-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Broadcom Inc                                                                         | AVGO 5.05 07/12/29        | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    500000 | PA      | $514785.61    | 0.04%             | 2029-07-12      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| Amgen Inc.                                                                           | AMGN 5 1/4 03/02/33       | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1552946.72   | 0.13%             | 2033-03-02      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Citibank, N.A.                                                                       | C 5.57 04/30/34           | CUSIP: 17325FBG2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    900000 | PA      | $954571.38    | 0.08%             | 2034-04-30      | Fixed         | 5.57%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                       | MS 2.239 07/21/32         | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $973442.69    | 0.08%             | 2032-07-21      | Fixed         | 2.24%                 | No            | 2                  | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc.                                                 | SUMIBK 5.558 07/09/34     | CUSIP: 86562MDP2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $528575.60    | 0.05%             | 2034-07-09      | Fixed         | 5.56%                 | No            | 2                  | On Loan: No      |
| BP Capital Markets America, Inc.                                                     | BPLN 3 02/24/50           | CUSIP: 10373QBG4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    600000 | PA      | $399447.53    | 0.03%             | 2050-02-24      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| AbbVie Inc.                                                                          | ABBV 4 1/2 05/14/35       | CUSIP: 00287YAR0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    800000 | PA      | $786198.20    | 0.07%             | 2035-05-14      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM 5.502 01/24/36        | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    900000 | PA      | $944187.22    | 0.08%             | 2036-01-24      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| JBS USA Holding Lux S.a.r.l./JBS USA Food Co /JBS USA Foods Group Holdings Inc.      | JBSSBZ 5.95 04/20/35      | CUSIP: 472140AA0<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | CORP              | LU        |    900000 | PA      | $942813.00    | 0.08%             | 2035-04-20      | Fixed         | 5.95%                 | Yes           | 2                  | On Loan: No      |
| PNC Financial Services Group Inc.                                                    | PNC 5.401 07/23/35        | CUSIP: 693475BZ7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    600000 | PA      | $620798.16    | 0.05%             | 2035-07-23      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Pepsico Inc                                                                          | PEP 2 3/4 03/19/30        | CUSIP: 713448ES3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    700000 | PA      | $662577.43    | 0.06%             | 2030-03-19      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Nomura Holdings Inc.                                                                 | NOMURA 2.679 07/16/30     | CUSIP: 65535HAS8<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   1100000 | PA      | $1013990.52   | 0.09%             | 2030-07-16      | Fixed         | 2.68%                 | No            | 2                  | On Loan: No      |
| Dow Chemical Co. (The)                                                               | DOW 6.9 05/15/53          | CUSIP: 260543DH3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    500000 | PA      | $530705.76    | 0.05%             | 2053-05-15      | Fixed         | 6.90%                 | No            | 2                  | On Loan: No      |
| Cheniere Energy Partners Lp                                                          | CQP 5 3/4 08/15/34        | CUSIP: 16411QAS0<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    500000 | PA      | $519850.35    | 0.05%             | 2034-08-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group Inc.                                                              | UNH 4 1/4 01/15/29        | CUSIP: 91324PEU2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    800000 | PA      | $804106.28    | 0.07%             | 2029-01-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group Inc.                                                              | UNH 6.05 02/15/63         | CUSIP: 91324PET5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    500000 | PA      | $526384.51    | 0.05%             | 2063-02-15      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR 5 3/8 05/01/47       | CUSIP: 161175BL7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1018770.00   | 0.09%             | 2047-05-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS 5.218 04/23/31         | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1238122.13   | 0.11%             | 2031-04-23      | Fixed         | 5.22%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                       | MS 4 3/8 01/22/47         | CUSIP: 61746BEG7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    500000 | PA      | $439437.04    | 0.04%             | 2047-01-22      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings PLC                                                                    | HSBC 5 1/4 03/14/44       | CUSIP: 404280AQ2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $589883.14    | 0.05%             | 2044-03-14      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Kinder Morgan, Inc.                                                                  | KMI 5.4 02/01/34          | CUSIP: 494553AE0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    600000 | PA      | $617964.43    | 0.05%             | 2034-02-01      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| TotalEnergies Capital International S.A.                                             | TTEFP 3.127 05/29/50      | CUSIP: 89153VAV1<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |   1600000 | PA      | $1096480.61   | 0.09%             | 2050-05-29      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                                                    | WFC 4.897 07/25/33        | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1421209.61   | 0.12%             | 2033-07-25      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| T-Mobile USA, Inc.                                                                   | TMUS 3.3 02/15/51         | CUSIP: 87264ABN4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $879854.18    | 0.08%             | 2051-02-15      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| Broadcom Inc                                                                         | AVGO 5.2 04/15/32         | CUSIP: 11135FCG4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    700000 | PA      | $728205.39    | 0.06%             | 2032-04-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc.                                                  | MUFG 5.197 01/16/31       | CUSIP: 606822DG6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    600000 | PA      | $619356.59    | 0.05%             | 2031-01-16      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| Keurig Dr Pepper Inc                                                                 | KDP 3.2 05/01/30          | CUSIP: 49271VAJ9<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    800000 | PA      | $757518.10    | 0.07%             | 2030-05-01      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| Comcast Corporation                                                                  | CMCSA 5 1/2 11/15/32      | CUSIP: 20030NEB3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105327.18    | 0.01%             | 2032-11-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Santander Holdings USA Inc.                                                          | SANUSA 5.353 09/06/30     | CUSIP: 80282KBM7<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    600000 | PA      | $611230.60    | 0.05%             | 2030-09-06      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| Home Depot Inc.                                                                      | HD 5 7/8 12/16/36         | CUSIP: 437076AS1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    900000 | PA      | $977366.43    | 0.08%             | 2036-12-16      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Barclays PLC                                                                         | BACR 5.367 02/25/31       | CUSIP: 06738ECY9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $825058.79    | 0.07%             | 2031-02-25      | Fixed         | 5.37%                 | No            | 2                  | On Loan: No      |
| AerCap Ireland Capital Designated Activity Co. / AerCap Global Aviation Trust (AER)  | AER 6.15 09/30/30         | CUSIP: 00774MBE4<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    600000 | PA      | $642326.52    | 0.06%             | 2030-09-30      | Fixed         | 6.15%                 | No            | 2                  | On Loan: No      |
| T-Mobile USA, Inc.                                                                   | TMUS 2.55 02/15/31        | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1000289.38   | 0.09%             | 2031-02-15      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| The Cigna Group                                                                      | CI 3.4 03/15/51           | CUSIP: 125523CQ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $697097.58    | 0.06%             | 2051-03-15      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| MetLife Inc.                                                                         | MET 4 7/8 11/13/43        | CUSIP: 59156RBG2<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $943996.22    | 0.08%             | 2043-11-13      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Halliburton Company                                                                  | HAL 4.85 11/15/35         | CUSIP: 406216BJ9<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    500000 | PA      | $493878.88    | 0.04%             | 2035-11-15      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| American Tower Corporation                                                           | AMT 5.9 11/15/33          | CUSIP: 03027XCF5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    500000 | PA      | $534767.09    | 0.05%             | 2033-11-15      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| U.S. Bancorp.                                                                        | USB 5.384 01/23/30        | CUSIP: 91159HJQ4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    800000 | PA      | $826588.74    | 0.07%             | 2030-01-23      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Microsoft Corp.                                                                      | MSFT 2.525 06/01/50       | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $1884821.16   | 0.16%             | 2050-06-01      | Fixed         | 2.52%                 | No            | 2                  | On Loan: No      |
| General Motors Company                                                               | GM 6 1/4 10/02/43         | CUSIP: 37045VAF7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    700000 | PA      | $715503.60    | 0.06%             | 2043-10-02      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group Inc.                                                              | UNH 5 5/8 07/15/54        | CUSIP: 91324PFL1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    600000 | PA      | $596972.05    | 0.05%             | 2054-07-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Berkshire Hathaway Finance Corporation                                               | BRK 2.85 10/15/50         | CUSIP: 084664CV1<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $660207.10    | 0.06%             | 2050-10-15      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| International Business Machines Corp.                                                | IBM 4.4 07/27/32          | CUSIP: 459200KU4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    600000 | PA      | $598568.25    | 0.05%             | 2032-07-27      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM 2.522 04/22/31        | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1207994.11   | 0.10%             | 2031-04-22      | Fixed         | 2.52%                 | No            | 2                  | On Loan: No      |
| Conagra Brands Inc                                                                   | CAG 4.85 11/01/28         | CUSIP: 205887CC4<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    900000 | PA      | $909658.71    | 0.08%             | 2028-11-01      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| Home Depot Inc.                                                                      | HD 3 1/8 12/15/49         | CUSIP: 437076BZ4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    900000 | PA      | $623389.01    | 0.05%             | 2049-12-15      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| Walt Disney Company                                                                  | DIS 2 3/4 09/01/49        | CUSIP: 254687FM3<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $713390.66    | 0.06%             | 2049-09-01      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group Inc.                                                              | UNH 4 3/4 07/15/45        | CUSIP: 91324PCR1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    900000 | PA      | $819870.16    | 0.07%             | 2045-07-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Apple Inc.                                                                           | AAPL 3.35 08/08/32        | CUSIP: 037833EP1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    700000 | PA      | $668160.30    | 0.06%             | 2032-08-08      | Fixed         | 3.35%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings PLC                                                                    | HSBC 6.254 03/09/34       | CUSIP: 404280DV8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    900000 | PA      | $979149.28    | 0.08%             | 2034-03-09      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM 5.4 01/06/42          | CUSIP: 48126BAA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    700000 | PA      | $718229.69    | 0.06%             | 2042-01-06      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| B.A.T. Capital Corporation                                                           | BATSLN 6.421 08/02/33     | CUSIP: 054989AB4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    500000 | PA      | $550108.39    | 0.05%             | 2033-08-02      | Fixed         | 6.42%                 | No            | 2                  | On Loan: No      |
| Equinix, Inc.                                                                        | EQIX 2.15 07/15/30        | CUSIP: 29444UBH8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    800000 | PA      | $723307.57    | 0.06%             | 2030-07-15      | Fixed         | 2.15%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 3.95 03/25/51        | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $929812.79    | 0.08%             | 2051-03-25      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| Banco Santander, S.A.                                                                | SANTAN 6.607 11/07/28     | CUSIP: 05964HAY1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    800000 | PA      | $854420.00    | 0.07%             | 2028-11-07      | Fixed         | 6.61%                 | No            | 2                  | On Loan: No      |
| Shell International Finance B.V.                                                     | RDSALN 5 1/2 03/25/40     | CUSIP: 822582AN2<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    700000 | PA      | $726884.73    | 0.06%             | 2040-03-25      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                       | MS 5.173 01/16/30         | CUSIP: 61747YFK6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    400000 | PA      | $410759.24    | 0.04%             | 2030-01-16      | Fixed         | 5.17%                 | No            | 2                  | On Loan: No      |
| Mizuho Financial Group Inc.                                                          | MIZUHO 1.979 09/08/31     | CUSIP: 60687YBL2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    800000 | PA      | $715203.33    | 0.06%             | 2031-09-08      | Fixed         | 1.98%                 | No            | 2                  | On Loan: No      |
| Aptiv PLC / Aptiv Corp                                                               | APTV 4.15 05/01/52        | CUSIP: 00217GAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    800000 | PA      | $619231.63    | 0.05%             | 2052-05-01      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| The Boeing Company                                                                   | BA 5.15 05/01/30          | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1541570.81   | 0.13%             | 2030-05-01      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| Union Pacific Corporation                                                            | UNP 3.839 03/20/60        | CUSIP: 907818FG8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $814840.59    | 0.07%             | 2060-03-20      | Fixed         | 3.84%                 | No            | 2                  | On Loan: No      |
| AerCap Ireland Capital Designated Activity Co. / AerCap Global Aviation Trust (AER)  | AER 4.95 09/10/34         | CUSIP: 00774MBM6<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    900000 | PA      | $896039.96    | 0.08%             | 2034-09-10      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS 2.615 04/22/32         | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1270162.60   | 0.11%             | 2032-04-22      | Fixed         | 2.62%                 | No            | 2                  | On Loan: No      |
| The Boeing Company                                                                   | BA 5.93 05/01/60          | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1392089.23   | 0.12%             | 2060-05-01      | Fixed         | 5.93%                 | No            | 2                  | On Loan: No      |
| B.A.T. Capital Corporation                                                           | BATSLN 5.834 02/20/31     | CUSIP: 05526DBY0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    500000 | PA      | $529452.98    | 0.05%             | 2031-02-20      | Fixed         | 5.83%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group Inc.                                                              | UNH 4 3/4 05/15/52        | CUSIP: 91324PEK4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    800000 | PA      | $706036.46    | 0.06%             | 2052-05-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Rio Tinto Finance (USA) plc                                                          | RIOLN 4 7/8 03/14/30      | CUSIP: 76720AAS5<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $821053.32    | 0.07%             | 2030-03-14      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| The Kroger Co.                                                                       | KR 5.65 09/15/64          | CUSIP: 501044DX6<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    600000 | PA      | $584926.86    | 0.05%             | 2064-09-15      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| Marriott International, Inc.                                                         | MAR 5 1/2 04/15/37        | CUSIP: 571903BU6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    600000 | PA      | $616067.89    | 0.05%             | 2037-04-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Enterprise Products Operating LLC                                                    | EPD 3.2 02/15/52          | CUSIP: 29379VCA9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    800000 | PA      | $543105.01    | 0.05%             | 2052-02-15      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                                                   | ET 6.55 12/01/33          | CUSIP: 29273VAU4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    600000 | PA      | $655867.22    | 0.06%             | 2033-12-01      | Fixed         | 6.55%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                       | MS 4.431 01/23/30         | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    700000 | PA      | $704055.21    | 0.06%             | 2030-01-23      | Fixed         | 4.43%                 | No            | 2                  | On Loan: No      |
| Netflix, Inc.                                                                        | NFLX 6 3/8 05/15/29       | CUSIP: 64110LAX4<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    400000 | PA      | $429527.92    | 0.04%             | 2029-05-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc.                                                                       | C 4.412 03/31/31          | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1297321.84   | 0.11%             | 2031-03-31      | Fixed         | 4.41%                 | No            | 2                  | On Loan: No      |
| Home Depot Inc.                                                                      | HD 2.7 04/15/30           | CUSIP: 437076CB6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    700000 | PA      | $660733.52    | 0.06%             | 2030-04-15      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| Enterprise Products Operating LLC                                                    | EPD 2.8 01/31/30          | CUSIP: 29379VBX0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    700000 | PA      | $662835.89    | 0.06%             | 2030-01-31      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| Quest Diagnostics Incorporated                                                       | DGX 6.4 11/30/33          | CUSIP: 74834LBD1<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    500000 | PA      | $555597.33    | 0.05%             | 2033-11-30      | Fixed         | 6.40%                 | No            | 2                  | On Loan: No      |
| General Motors Financial Company  Inc                                                | GM 5.85 04/06/30          | CUSIP: 37045XEG7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    500000 | PA      | $524643.70    | 0.05%             | 2030-04-06      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| B.A.T. Capital Corporation                                                           | BATSLN 6.343 08/02/30     | CUSIP: 054989AA6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    500000 | PA      | $538811.06    | 0.05%             | 2030-08-02      | Fixed         | 6.34%                 | No            | 2                  | On Loan: No      |
| Broadcom Inc                                                                         | AVGO 3 3/4 02/15/51       | CUSIP: 11135FCS8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    800000 | PA      | $620287.42    | 0.05%             | 2051-02-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Novartis Capital Corporation                                                         | NOVNVX 2 3/4 08/14/50     | CUSIP: 66989HAS7<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $659326.67    | 0.06%             | 2050-08-14      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Public Service Company of Colorado                                                   | XEL 5.35 05/15/34         | CUSIP: 744448CZ2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    700000 | PA      | $723428.62    | 0.06%             | 2034-05-15      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| Abbott Laboratories                                                                  | ABT 4.9 11/30/46          | CUSIP: 002824BH2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1055257.41   | 0.09%             | 2046-11-30      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange Inc                                                        | ICE 4.95 06/15/52         | CUSIP: 45866FAX2<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    600000 | PA      | $566050.80    | 0.05%             | 2052-06-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| CDW LLC / CDW Finance Corp                                                           | CDW 3.569 12/01/31        | CUSIP: 12513GBJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $466737.23    | 0.04%             | 2031-12-01      | Fixed         | 3.57%                 | No            | 2                  | On Loan: No      |
| The Sherwin-Williams Company                                                         | SHW 4 1/2 06/01/47        | CUSIP: 824348AX4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    800000 | PA      | $696705.34    | 0.06%             | 2047-06-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Accenture Capital Inc.                                                               | ACN 4 1/2 10/04/34        | CUSIP: 00440KAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $689804.00    | 0.06%             | 2034-10-04      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| TotalEnergies Capital S.A.                                                           | TTEFP 5.488 04/05/54      | CUSIP: 89157XAB7<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    900000 | PA      | $885992.29    | 0.08%             | 2054-04-05      | Fixed         | 5.49%                 | No            | 2                  | On Loan: No      |
| Philip Morris International Inc.                                                     | PM 3 7/8 08/21/42         | CUSIP: 718172AU3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $996123.25    | 0.09%             | 2042-08-21      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Salesforce Inc.                                                                      | CRM 2.7 07/15/41          | CUSIP: 79466LAK0<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    800000 | PA      | $587833.41    | 0.05%             | 2041-07-15      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| Pepsico Inc                                                                          | PEP 1 5/8 05/01/30        | CUSIP: 713448EZ7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    800000 | PA      | $721415.46    | 0.06%             | 2030-05-01      | Fixed         | 1.62%                 | No            | 2                  | On Loan: No      |
| Home Depot Inc.                                                                      | HD 3.9 12/06/28           | CUSIP: 437076BW1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    800000 | PA      | $800512.50    | 0.07%             | 2028-12-06      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| Molson Coors Beverage Company                                                        | TAP 4.2 07/15/46          | CUSIP: 60871RAH3<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $817464.32    | 0.07%             | 2046-07-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| T-Mobile USA, Inc.                                                                   | TMUS 4 1/2 04/15/50       | CUSIP: 87264AAZ8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1089075.82   | 0.09%             | 2050-04-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Pfizer Inc.                                                                          | PFE 4.3 06/15/43          | CUSIP: 717081DE0<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    600000 | PA      | $527181.45    | 0.05%             | 2043-06-15      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| Public Service Enterprise Group Incorporated                                         | PEG 2.45 11/15/31         | CUSIP: 744573AU0<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    800000 | PA      | $712873.12    | 0.06%             | 2031-11-15      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| U.S. Bancorp.                                                                        | USB 5.424 02/12/36        | CUSIP: 91159HJU5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    500000 | PA      | $518111.30    | 0.04%             | 2036-02-12      | Fixed         | 5.42%                 | No            | 2                  | On Loan: No      |
| Duke Energy Carolinas  LLC                                                           | DUK 4.95 01/15/33         | CUSIP: 26442CBJ2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    800000 | PA      | $824498.16    | 0.07%             | 2033-01-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Gallagher Aj &Co                                                                     | AJG 5.15 02/15/35         | CUSIP: 04316JAN9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    700000 | PA      | $706661.27    | 0.06%             | 2035-02-15      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS 5.15 05/22/45          | CUSIP: 38148LAF3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    700000 | PA      | $664351.11    | 0.06%             | 2045-05-22      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                       | MS 5 1/4 04/21/34         | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1032083.86   | 0.09%             | 2034-04-21      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Amazon.com, Inc.                                                                     | AMZN 3.95 04/13/52        | CUSIP: 023135CJ3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    900000 | PA      | $719565.43    | 0.06%             | 2052-04-13      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| AstraZeneca PLC                                                                      | AZN 6.45 09/15/37         | CUSIP: 046353AD0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    900000 | PA      | $1028302.23   | 0.09%             | 2037-09-15      | Fixed         | 6.45%                 | No            | 2                  | On Loan: No      |
| Comcast Corporation                                                                  | CMCSA 2.887 11/01/51      | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $1814834.97   | 0.16%             | 2051-11-01      | Fixed         | 2.89%                 | No            | 2                  | On Loan: No      |
| Occidental Petroleum Corp.                                                           | OXY 7 1/2 05/01/31        | CUSIP: 674599DD4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    400000 | PA      | $448112.39    | 0.04%             | 2031-05-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| NVIDIA Corp.                                                                         | NVDA 3 1/2 04/01/50       | CUSIP: 67066GAH7<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $763873.95    | 0.07%             | 2050-04-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Johnson & Johnson                                                                    | JNJ 3 5/8 03/03/37        | CUSIP: 478160CF9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $909944.74    | 0.08%             | 2037-03-03      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc.                                                                       | C 2.52 11/03/32           | CUSIP: 172967NE7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    700000 | PA      | $622306.01    | 0.05%             | 2032-11-03      | Fixed         | 2.52%                 | No            | 2                  | On Loan: No      |
| Cheniere Corpus Christi Holdings, LLC                                                | CHCOCH 3.7 11/15/29       | CUSIP: 16412XAJ4<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    600000 | PA      | $584705.33    | 0.05%             | 2029-11-15      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Coca-Cola Co (The)                                                                   | KO 3.45 03/25/30          | CUSIP: 191216CT5<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    500000 | PA      | $488215.08    | 0.04%             | 2030-03-25      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| Eli Lilly & Co.                                                                      | LLY 5.6 02/12/65          | CUSIP: 532457CZ9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    600000 | PA      | $618807.94    | 0.05%             | 2065-02-12      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| Lowes Companies, Inc.                                                                | LOW 3 10/15/50            | CUSIP: 548661DZ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $778085.76    | 0.07%             | 2050-10-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Unilever Capital Corporation                                                         | UNANA 5 12/08/33          | CUSIP: 904764BT3<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    700000 | PA      | $727771.03    | 0.06%             | 2033-12-08      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Gilead Sciences Inc.                                                                 | GILD 4 3/4 03/01/46       | CUSIP: 375558BD4<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    800000 | PA      | $737075.32    | 0.06%             | 2046-03-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| BP Capital Markets America, Inc.                                                     | BPLN 2.939 06/04/51       | CUSIP: 10373QBP4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    900000 | PA      | $585241.55    | 0.05%             | 2051-06-04      | Fixed         | 2.94%                 | No            | 2                  | On Loan: No      |
| McDonald's Corp.                                                                     | MCD 4.7 12/09/35          | CUSIP: 58013MEZ3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    700000 | PA      | $694765.48    | 0.06%             | 2035-12-09      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| AerCap Ireland Capital Designated Activity Co. / AerCap Global Aviation Trust (AER)  | AER 3 10/29/28            | CUSIP: 00774MAW5<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    900000 | PA      | $869087.12    | 0.08%             | 2028-10-29      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Meta Platforms Inc                                                                   | META 4 3/4 08/15/34       | CUSIP: 30303M8U9<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    700000 | PA      | $702987.89    | 0.06%             | 2034-08-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| General Motors Company                                                               | GM 5 10/01/28             | CUSIP: 37045VAS9<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    600000 | PA      | $610291.47    | 0.05%             | 2028-10-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM 3.328 04/22/52        | CUSIP: 46647PCE4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $793474.25    | 0.07%             | 2052-04-22      | Fixed         | 3.33%                 | No            | 2                  | On Loan: No      |
| Intel Corporation                                                                    | INTC 2 08/12/31           | CUSIP: 458140BU3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    700000 | PA      | $611944.35    | 0.05%             | 2031-08-12      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| HCA Inc.                                                                             | HCA 3 1/2 07/15/51        | CUSIP: 404119CB3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    700000 | PA      | $484707.22    | 0.04%             | 2051-07-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Cummins Inc.                                                                         | CMI 5.45 02/20/54         | CUSIP: 231021AX4<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    500000 | PA      | $498786.23    | 0.04%             | 2054-02-20      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM 2.963 01/25/33        | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91597.76     | 0.01%             | 2033-01-25      | Fixed         | 2.96%                 | No            | 2                  | On Loan: No      |
| Intel Corporation                                                                    | INTC 4.1 05/19/46         | CUSIP: 458140AV2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    900000 | PA      | $709334.22    | 0.06%             | 2046-05-19      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| McDonald's Corp.                                                                     | MCD 4 7/8 12/09/45        | CUSIP: 58013MFA7<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    700000 | PA      | $647254.01    | 0.06%             | 2045-12-09      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM 5.6 07/15/41          | CUSIP: 46625HJB7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    700000 | PA      | $734896.25    | 0.06%             | 2041-07-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc.                                                                       | C 6.27 11/17/33           | CUSIP: 172967PA3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1091119.39   | 0.09%             | 2033-11-17      | Fixed         | 6.27%                 | No            | 2                  | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc.                                                 | SUMIBK 5.836 07/09/44     | CUSIP: 86562MDQ0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    700000 | PA      | $736657.66    | 0.06%             | 2044-07-09      | Fixed         | 5.84%                 | No            | 2                  | On Loan: No      |
| Cardinal Health, Inc.                                                                | CAH 5.35 11/15/34         | CUSIP: 14149YBS6<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    500000 | PA      | $514667.33    | 0.04%             | 2034-11-15      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| Meta Platforms Inc                                                                   | META 4.95 05/15/33        | CUSIP: 30303M8N5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    500000 | PA      | $512882.58    | 0.04%             | 2033-05-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS 5.33 07/23/35          | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1132523.46   | 0.10%             | 2035-07-23      | Fixed         | 5.33%                 | No            | 2                  | On Loan: No      |
| Suncor Energy Inc.                                                                   | SUCN 6.85 06/01/39        | CUSIP: 86722TAB8<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $559203.02    | 0.05%             | 2039-06-01      | Fixed         | 6.85%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc.                                                                       | C 2.976 11/05/30          | CUSIP: 17308CC53<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    600000 | PA      | $569425.21    | 0.05%             | 2030-11-05      | Fixed         | 2.98%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM 4.95 06/01/45         | CUSIP: 46625HLL2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    900000 | PA      | $858985.28    | 0.07%             | 2045-06-01      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| HP Inc                                                                               | HPQ 2.65 06/17/31         | CUSIP: 40434LAJ4<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    800000 | PA      | $721627.86    | 0.06%             | 2031-06-17      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| Autodesk Inc                                                                         | ADSK 2.4 12/15/31         | CUSIP: 052769AH9<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |    500000 | PA      | $443589.58    | 0.04%             | 2031-12-15      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| CVS Health Corp                                                                      | CVS 5 1/4 01/30/31        | CUSIP: 126650DX5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    600000 | PA      | $618736.34    | 0.05%             | 2031-01-30      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| VMware LLC                                                                           | VMW 4.7 05/15/30          | CUSIP: 928563AF2<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    500000 | PA      | $507165.85    | 0.04%             | 2030-05-15      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| Caterpillar Inc                                                                      | CAT 3 1/4 09/19/49        | CUSIP: 149123CF6<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    800000 | PA      | $583067.78    | 0.05%             | 2049-09-19      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Wyeth LLC                                                                            | PFE 5.95 04/01/37         | CUSIP: 983024AN0<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |    900000 | PA      | $974618.92    | 0.08%             | 2037-04-01      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Intel Corporation                                                                    | INTC 5 1/8 02/10/30       | CUSIP: 458140CF5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    500000 | PA      | $513730.97    | 0.04%             | 2030-02-10      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Air Lease Corporation                                                                | AL 2 7/8 01/15/32         | CUSIP: 00914AAS1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    900000 | PA      | $806094.41    | 0.07%             | 2032-01-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| NXP B V / NXP Funding LLC & NXP USA Inc                                              | NXPI 3.4 05/01/30         | CUSIP: 62954HAY4<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | NL        |    800000 | PA      | $767748.86    | 0.07%             | 2030-05-01      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM 2.58 04/22/32         | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    900000 | PA      | $820270.70    | 0.07%             | 2032-04-22      | Fixed         | 2.58%                 | No            | 2                  | On Loan: No      |
| Nasdaq Inc                                                                           | NDAQ 5.95 08/15/53        | CUSIP: 63111XAK7<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    700000 | PA      | $736190.62    | 0.06%             | 2053-08-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Laboratory Corporation of America Holdings                                           | LH 4.8 10/01/34           | CUSIP: 50540RBB7<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    800000 | PA      | $792650.98    | 0.07%             | 2034-10-01      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| Canadian National Railway Company                                                    | CNRCN 3.85 08/05/32       | CUSIP: 136375DC3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $578376.17    | 0.05%             | 2032-08-05      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| British Telecommunications PLC                                                       | BRITEL 9 5/8 12/15/30     | CUSIP: 111021AE1<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $978652.95    | 0.08%             | 2030-12-15      | Fixed         | 9.62%                 | No            | 2                  | On Loan: No      |
| Williams Companies Inc. (The)                                                        | WMB 5.6 03/15/35          | CUSIP: 969457CP3<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    800000 | PA      | $830070.92    | 0.07%             | 2035-03-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                                                    | WFC 4 3/4 12/07/46        | CUSIP: 94974BGU8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    700000 | PA      | $624144.25    | 0.05%             | 2046-12-07      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Pacific Gas and Electric Company                                                     | PCG 6.1 01/15/29          | CUSIP: 694308KL0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    700000 | PA      | $730078.13    | 0.06%             | 2029-01-15      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| Walmart Inc                                                                          | WMT 2 1/2 09/22/41        | CUSIP: 931142EU3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $726763.69    | 0.06%             | 2041-09-22      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Kenvue Inc.                                                                          | KVUE 5 03/22/30           | CUSIP: 49177JAH5<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    500000 | PA      | $512860.87    | 0.04%             | 2030-03-22      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| AbbVie Inc.                                                                          | ABBV 4.7 05/14/45         | CUSIP: 00287YAS8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1014745.09   | 0.09%             | 2045-05-14      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| Orange SA                                                                            | ORAFP 8 1/2 03/01/31      | CUSIP: 35177PAL1<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |   1100000 | PA      | $1330588.79   | 0.12%             | 2031-03-01      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                                                    | WFC 2.572 02/11/31        | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    900000 | PA      | $838970.58    | 0.07%             | 2031-02-11      | Fixed         | 2.57%                 | No            | 2                  | On Loan: No      |
| Ventas Realty Limited Partnership                                                    | VTR 4.4 01/15/29          | CUSIP: 92277GAN7<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501263.79    | 0.04%             | 2029-01-15      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 5 1/4 02/03/32       | CUSIP: 68389XCZ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    400000 | PA      | $406637.60    | 0.04%             | 2032-02-03      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Bank of Nova Scotia                                                                  | BNS 4.85 02/01/30         | CUSIP: 06417XAP6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $510875.88    | 0.04%             | 2030-02-01      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| Fiserv Inc.                                                                          | FI 3 1/2 07/01/29         | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1058173.97   | 0.09%             | 2029-07-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| B.A.T. Capital Corporation                                                           | BATSLN 2.726 03/25/31     | CUSIP: 05526DBS3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    500000 | PA      | $457573.61    | 0.04%             | 2031-03-25      | Fixed         | 2.73%                 | No            | 2                  | On Loan: No      |
| Centene Corp.                                                                        | CNC 2 1/2 03/01/31        | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    600000 | PA      | $517397.58    | 0.04%             | 2031-03-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Altria Group, Inc.                                                                   | MO 3 7/8 09/16/46         | CUSIP: 02209SAV5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $913600.20    | 0.08%             | 2046-09-16      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Verizon Communications Inc.                                                          | VZ 1 3/4 01/20/31         | CUSIP: 92343VFR0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1398722.53   | 0.12%             | 2031-01-20      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc.                                                                       | C 2.572 06/03/31          | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1290916.89   | 0.11%             | 2031-06-03      | Fixed         | 2.57%                 | No            | 2                  | On Loan: No      |
| ConocoPhillips Co.                                                                   | COP 3.8 03/15/52          | CUSIP: 20826FAV8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    700000 | PA      | $529357.78    | 0.05%             | 2052-03-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| Dupont De Nemours Inc                                                                | DD 4.725 11/15/28         | CUSIP: 26614NAC6<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |    800000 | PA      | $813686.96    | 0.07%             | 2028-11-15      | Fixed         | 4.72%                 | Yes           | 2                  | On Loan: No      |
| Microsoft Corp.                                                                      | MSFT 3.041 03/17/62       | CUSIP: 594918CF9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1289702.26   | 0.11%             | 2062-03-17      | Fixed         | 3.04%                 | No            | 2                  | On Loan: No      |
| The Boeing Company                                                                   | BA 7.008 05/01/64         | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    600000 | PA      | $686775.34    | 0.06%             | 2064-05-01      | Fixed         | 7.01%                 | No            | 2                  | On Loan: No      |
| RTX Corp.                                                                            | RTX 2 1/4 07/01/30        | CUSIP: 75513EAD3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    700000 | PA      | $642588.67    | 0.06%             | 2030-07-01      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Ingersoll Rand Inc                                                                   | IR 5.176 06/15/29         | CUSIP: 45687VAD8<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1136413.11   | 0.10%             | 2029-06-15      | Fixed         | 5.18%                 | No            | 2                  | On Loan: No      |
| The Procter & Gamble Co.                                                             | PG 4.05 01/26/33          | CUSIP: 742718GA1<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    400000 | PA      | $400188.50    | 0.03%             | 2033-01-26      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| RTX Corp.                                                                            | RTX 4 1/8 11/16/28        | CUSIP: 913017CY3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1201173.91   | 0.10%             | 2028-11-16      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| General Motors Company                                                               | GM 5.95 04/01/49          | CUSIP: 37045VAT7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    600000 | PA      | $590193.14    | 0.05%             | 2049-04-01      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM 3.964 11/15/48        | CUSIP: 46647PAL0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $984768.98    | 0.09%             | 2048-11-15      | Fixed         | 3.96%                 | No            | 2                  | On Loan: No      |
| Broadcom Inc                                                                         | AVGO 4.8 10/15/34         | CUSIP: 11135FCD1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    600000 | PA      | $603185.12    | 0.05%             | 2034-10-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange Inc                                                        | ICE 4.6 03/15/33          | CUSIP: 45866FAW4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    600000 | PA      | $605892.60    | 0.05%             | 2033-03-15      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| Banco Santander, S.A.                                                                | SANTAN 5.565 01/17/30     | CUSIP: 05964HBJ3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    800000 | PA      | $833588.88    | 0.07%             | 2030-01-17      | Fixed         | 5.57%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                                                    | WFC 2.879 10/30/30        | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $947943.46    | 0.08%             | 2030-10-30      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Shell International Finance B.V.                                                     | RDSALN 6 3/8 12/15/38     | CUSIP: 822582AD4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $1131855.10   | 0.10%             | 2038-12-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Union Pacific Corporation                                                            | UNP 2.8 02/14/32          | CUSIP: 907818FX1<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    600000 | PA      | $548864.90    | 0.05%             | 2032-02-14      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| Enbridge Inc.                                                                        | ENBCN 3.4 08/01/51        | CUSIP: 29250NBE4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    800000 | PA      | $552143.86    | 0.05%             | 2051-08-01      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| Thermo Fisher Scientific Inc                                                         | TMO 5.086 08/10/33        | CUSIP: 883556CX8<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    900000 | PA      | $933339.30    | 0.08%             | 2033-08-10      | Fixed         | 5.09%                 | No            | 2                  | On Loan: No      |
| Walt Disney Company                                                                  | DIS 3.6 01/13/51          | CUSIP: 254687FZ4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $759060.76    | 0.07%             | 2051-01-13      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| Honeywell International Inc.                                                         | HON 5 1/4 03/01/54        | CUSIP: 438516CT1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    800000 | PA      | $770577.86    | 0.07%             | 2054-03-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Walmart Inc                                                                          | WMT 4.1 04/15/33          | CUSIP: 931142FD0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    500000 | PA      | $497690.52    | 0.04%             | 2033-04-15      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| Gilead Sciences Inc.                                                                 | GILD 2.8 10/01/50         | CUSIP: 375558BT9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    700000 | PA      | $454844.26    | 0.04%             | 2050-10-01      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| Microsoft Corp.                                                                      | MSFT 2 1/2 09/15/50       | CUSIP: 594918CW2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $625407.54    | 0.05%             | 2050-09-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| United Parcel Service, Inc.                                                          | UPS 5 1/2 05/22/54        | CUSIP: 911312CE4<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    500000 | PA      | $496157.78    | 0.04%             | 2054-05-22      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR 4.4 12/01/61         | CUSIP: 161175CC6<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    600000 | PA      | $406710.15    | 0.04%             | 2061-12-01      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                                                    | WFC 5.15 04/23/31         | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    900000 | PA      | $927965.40    | 0.08%             | 2031-04-23      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| Shell Finance US Inc.                                                                | RDSALN 4 05/10/46         | CUSIP: 822905AE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $659972.96    | 0.06%             | 2046-05-10      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Toyota Motor Credit Corp.                                                            | TOYOTA 5.35 01/09/35      | CUSIP: 89236TNB7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    600000 | PA      | $630379.03    | 0.05%             | 2035-01-09      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                       | MS 6.342 10/18/33         | CUSIP: 61747YEY7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1099538.47   | 0.10%             | 2033-10-18      | Fixed         | 6.34%                 | No            | 2                  | On Loan: No      |
| Gilead Sciences Inc.                                                                 | GILD 5.1 06/15/35         | CUSIP: 375558CC5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    500000 | PA      | $514729.66    | 0.04%             | 2035-06-15      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                                | BAC 1.898 07/23/31        | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1075064.57   | 0.09%             | 2031-07-23      | Fixed         | 1.90%                 | No            | 2                  | On Loan: No      |
| Gilead Sciences Inc.                                                                 | GILD 5 1/2 11/15/54       | CUSIP: 375558CD3<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    400000 | PA      | $403654.84    | 0.03%             | 2054-11-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM 5.14 01/24/31         | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    700000 | PA      | $723152.30    | 0.06%             | 2031-01-24      | Fixed         | 5.14%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS 3.102 02/24/33         | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91745.76     | 0.01%             | 2033-02-24      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| Prologis, L.P.                                                                       | PLD 5 03/15/34            | CUSIP: 74340XCJ8<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    600000 | PA      | $611331.68    | 0.05%             | 2034-03-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Santander UK Group Holdings PLC                                                      | SANUK 5.694 04/15/31      | CUSIP: 80281LAV7<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    700000 | PA      | $729284.54    | 0.06%             | 2031-04-15      | Fixed         | 5.69%                 | No            | 2                  | On Loan: No      |
| Applied Materials Inc.                                                               | AMAT 2 3/4 06/01/50       | CUSIP: 038222AP0<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    800000 | PA      | $523647.54    | 0.05%             | 2050-06-01      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Prudential Financial, Inc.                                                           | PRU 5.2 03/14/35          | CUSIP: 74432QCK9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    800000 | PA      | $821761.74    | 0.07%             | 2035-03-14      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                                | BAC 4.244 04/24/38        | CUSIP: 06051GGM5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    800000 | PA      | $749648.58    | 0.06%             | 2038-04-24      | Fixed         | 4.24%                 | No            | 2                  | On Loan: No      |
| MetLife Inc.                                                                         | MET 5.7 06/15/35          | CUSIP: 59156RAM0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    700000 | PA      | $749890.32    | 0.06%             | 2035-06-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| Elevance Health Inc.                                                                 | ELV 5.2 02/15/35          | CUSIP: 036752BD4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    600000 | PA      | $612084.08    | 0.05%             | 2035-02-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS 5.536 01/28/36         | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1561336.77   | 0.14%             | 2036-01-28      | Fixed         | 5.54%                 | No            | 2                  | On Loan: No      |
| General Motors Financial Company  Inc                                                | GM 3.1 01/12/32           | CUSIP: 37045XDS2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    500000 | PA      | $452965.65    | 0.04%             | 2032-01-12      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| Pacific Gas and Electric Company                                                     | PCG 4 1/2 07/01/40        | CUSIP: 694308JQ1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    800000 | PA      | $698129.00    | 0.06%             | 2040-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Amazon.com, Inc.                                                                     | AMZN 3.1 05/12/51         | CUSIP: 023135CB0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $970411.30    | 0.08%             | 2051-05-12      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| Comcast Corporation                                                                  | CMCSA 3 1/4 11/01/39      | CUSIP: 20030NCY5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    600000 | PA      | $474359.84    | 0.04%             | 2039-11-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| CSX Corporation                                                                      | CSX 3.8 11/01/46          | CUSIP: 126408HF3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $877685.37    | 0.08%             | 2046-11-01      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| Jbs Usa Lux SA/Jbs Usa Food Company/Jbs Usa Finance Inc                              | JBSSBZ 6 1/2 12/01/52     | CUSIP: 46590XAX4<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | CORP              | LU        |    900000 | PA      | $935829.00    | 0.08%             | 2052-12-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| The Cigna Group                                                                      | CI 4 3/8 10/15/28         | CUSIP: 125523AH3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    900000 | PA      | $905491.14    | 0.08%             | 2028-10-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Rogers Communications Inc.                                                           | RCICN 5.3 02/15/34        | CUSIP: 775109DF5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    700000 | PA      | $708185.81    | 0.06%             | 2034-02-15      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| Norfolk Southern Corporation                                                         | NSC 5.35 08/01/54         | CUSIP: 655844CS5<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    400000 | PA      | $391780.74    | 0.03%             | 2054-08-01      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| United Parcel Service, Inc.                                                          | UPS 5.05 03/03/53         | CUSIP: 911312CA2<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    600000 | PA      | $560091.31    | 0.05%             | 2053-03-03      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| BP Capital Markets America, Inc.                                                     | BPLN 4.812 02/13/33       | CUSIP: 10373QBU3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    800000 | PA      | $810405.55    | 0.07%             | 2033-02-13      | Fixed         | 4.81%                 | No            | 2                  | On Loan: No      |
| BP Capital Markets America, Inc.                                                     | BPLN 5.227 11/17/34       | CUSIP: 10373QCA6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    800000 | PA      | $827735.28    | 0.07%             | 2034-11-17      | Fixed         | 5.23%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM 1.953 02/04/32        | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $885653.09    | 0.08%             | 2032-02-04      | Fixed         | 1.95%                 | No            | 2                  | On Loan: No      |
| Philip Morris International Inc.                                                     | PM 5 3/8 02/15/33         | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    800000 | PA      | $833502.76    | 0.07%             | 2033-02-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Honeywell International Inc.                                                         | HON 1.95 06/01/30         | CUSIP: 438516BZ8<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $907676.25    | 0.08%             | 2030-06-01      | Fixed         | 1.95%                 | No            | 2                  | On Loan: No      |
| PNC Financial Services Group Inc.                                                    | PNC 5.676 01/22/35        | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    600000 | PA      | $633660.87    | 0.05%             | 2035-01-22      | Fixed         | 5.68%                 | No            | 2                  | On Loan: No      |
| Pacific Gas and Electric Company                                                     | PCG 5.7 03/01/35          | CUSIP: 694308KU0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    600000 | PA      | $616865.13    | 0.05%             | 2035-03-01      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                                | BAC 1.922 10/24/31        | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    900000 | PA      | $800723.88    | 0.07%             | 2031-10-24      | Fixed         | 1.92%                 | No            | 2                  | On Loan: No      |
| Nutrien Ltd                                                                          | NTRCN 5.8 03/27/53        | CUSIP: 67077MBB3<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    700000 | PA      | $714768.22    | 0.06%             | 2053-03-27      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 4 3/8 05/15/55       | CUSIP: 68389XBG9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    700000 | PA      | $527844.16    | 0.05%             | 2055-05-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 4 11/15/47           | CUSIP: 68389XBQ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    900000 | PA      | $671961.70    | 0.06%             | 2047-11-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                       | MS 4.654 10/18/30         | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    400000 | PA      | $404753.57    | 0.04%             | 2030-10-18      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| Coca-Cola Co (The)                                                                   | KO 3 03/05/51             | CUSIP: 191216DL1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    800000 | PA      | $545409.86    | 0.05%             | 2051-03-05      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| NatWest Group PLC                                                                    | NWG 4.445 05/08/30        | CUSIP: 780097BL4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    700000 | PA      | $701218.04    | 0.06%             | 2030-05-08      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| HCA Inc.                                                                             | HCA 5 1/2 06/01/33        | CUSIP: 404119CQ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    600000 | PA      | $625679.97    | 0.05%             | 2033-06-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Comcast Corporation                                                                  | CMCSA 3 3/4 04/01/40      | CUSIP: 20030NDH1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    900000 | PA      | $747969.98    | 0.06%             | 2040-04-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| BP Capital Markets America, Inc.                                                     | BPLN 3.06 06/17/41        | CUSIP: 10373QBR0<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    800000 | PA      | $613951.95    | 0.05%             | 2041-06-17      | Fixed         | 3.06%                 | No            | 2                  | On Loan: No      |
| AbbVie Inc.                                                                          | ABBV 4.4 11/06/42         | CUSIP: 00287YAM1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $903636.47    | 0.08%             | 2042-11-06      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| Chubb INA Holdings LLC                                                               | CB 4.35 11/03/45          | CUSIP: 00440EAW7<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    900000 | PA      | $799870.13    | 0.07%             | 2045-11-03      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| Boston Properties LP                                                                 | BXP 5 3/4 01/15/35        | CUSIP: 10112RBJ2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    700000 | PA      | $715966.01    | 0.06%             | 2035-01-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM 3.702 05/06/30        | CUSIP: 46647PBD7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    600000 | PA      | $589916.91    | 0.05%             | 2030-05-06      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| AT&T Inc                                                                             | T 5.4 02/15/34            | CUSIP: 00206RMT6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1967256.56   | 0.17%             | 2034-02-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| MasterCard Incorporated                                                              | MA 3.35 03/26/30          | CUSIP: 57636QAP9<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    700000 | PA      | $682120.38    | 0.06%             | 2030-03-26      | Fixed         | 3.35%                 | No            | 2                  | On Loan: No      |
| Verizon Communications Inc.                                                          | VZ 5 1/4 04/02/35         | CUSIP: 92343VGZ1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1214329.73   | 0.11%             | 2035-04-02      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| CVS Health Corp                                                                      | CVS 5 1/8 02/21/30        | CUSIP: 126650DT4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    600000 | PA      | $616307.23    | 0.05%             | 2030-02-21      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Dell International LLC / EMC Corp.                                                   | DELL 5 3/4 02/01/33       | CUSIP: 24703DBL4<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    500000 | PA      | $528025.49    | 0.05%             | 2033-02-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                                | BAC 2.592 04/29/31        | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1487562.86   | 0.13%             | 2031-04-29      | Fixed         | 2.59%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc.                                                                       | C 4.65 07/23/48           | CUSIP: 172967MD0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    900000 | PA      | $804547.08    | 0.07%             | 2048-07-23      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| Dell International LLC / EMC Corp.                                                   | DELL 5 04/01/30           | CUSIP: 24703TAM8<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    500000 | PA      | $512007.03    | 0.04%             | 2030-04-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Netflix, Inc.                                                                        | NFLX 5 7/8 11/15/28       | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    800000 | PA      | $841596.29    | 0.07%             | 2028-11-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Alphabet Inc.                                                                        | GOOGL 1.1 08/15/30        | CUSIP: 02079KAD9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1490597.11   | 0.13%             | 2030-08-15      | Fixed         | 1.10%                 | No            | 2                  | On Loan: No      |
| Relx Capital Inc.                                                                    | RELLN 4 03/18/29          | CUSIP: 74949LAC6<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    600000 | PA      | $597028.01    | 0.05%             | 2029-03-18      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc.                                                                       | C 5.612 03/04/56          | CUSIP: 17327CAY9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    700000 | PA      | $710756.17    | 0.06%             | 2056-03-04      | Fixed         | 5.61%                 | No            | 2                  | On Loan: No      |
| Amazon.com, Inc.                                                                     | AMZN 2 7/8 05/12/41       | CUSIP: 023135CA2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    800000 | PA      | $612684.01    | 0.05%             | 2041-05-12      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Oneok Inc.                                                                           | OKE 6.05 09/01/33         | CUSIP: 682680BL6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    700000 | PA      | $741754.64    | 0.06%             | 2033-09-01      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| Westpac Banking Corp.                                                                | WSTP 1.953 11/20/28       | CUSIP: 961214EW9<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    800000 | PA      | $754941.45    | 0.07%             | 2028-11-20      | Fixed         | 1.95%                 | No            | 2                  | On Loan: No      |
| Shell Finance US Inc.                                                                | RDSALN 4 3/8 05/11/45     | CUSIP: 822905AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $876563.14    | 0.08%             | 2045-05-11      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Barclays PLC                                                                         | BACR 5.335 09/10/35       | CUSIP: 06738ECV5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $608392.84    | 0.05%             | 2035-09-10      | Fixed         | 5.33%                 | No            | 2                  | On Loan: No      |
| ING Groep N.V.                                                                       | INTNED 6.114 09/11/34     | CUSIP: 456837BH5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    700000 | PA      | $756719.41    | 0.07%             | 2034-09-11      | Fixed         | 6.11%                 | No            | 2                  | On Loan: No      |
| Occidental Petroleum Corp.                                                           | OXY 6.6 03/15/46          | CUSIP: 674599DL6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    500000 | PA      | $522603.50    | 0.05%             | 2046-03-15      | Fixed         | 6.60%                 | No            | 2                  | On Loan: No      |
| AstraZeneca Finance LLC                                                              | AZN 4.85 02/26/29         | CUSIP: 04636NAL7<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    800000 | PA      | $820604.22    | 0.07%             | 2029-02-26      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| RTX Corp.                                                                            | RTX 6 03/15/31            | CUSIP: 75513ECV1<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    300000 | PA      | $323774.66    | 0.03%             | 2031-03-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                                | BAC 3.311 04/22/42        | CUSIP: 06051GJW0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $954596.27    | 0.08%             | 2042-04-22      | Fixed         | 3.31%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM 3.882 07/24/38        | CUSIP: 46647PAJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    900000 | PA      | $811862.14    | 0.07%             | 2038-07-24      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| American Tower Corporation                                                           | AMT 5.55 07/15/33         | CUSIP: 03027XCD0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    500000 | PA      | $523474.50    | 0.05%             | 2033-07-15      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| CVS Health Corp                                                                      | CVS 5 5/8 02/21/53        | CUSIP: 126650DV9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    800000 | PA      | $757391.38    | 0.07%             | 2053-02-21      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| eBay Inc.                                                                            | EBAY 4 07/15/42           | CUSIP: 278642AF0<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    700000 | PA      | $583848.91    | 0.05%             | 2042-07-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| CVS Health Corp                                                                      | CVS 5.55 06/01/31         | CUSIP: 126650EC0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    700000 | PA      | $734393.31    | 0.06%             | 2031-06-01      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| Intel Corporation                                                                    | INTC 4 3/4 03/25/50       | CUSIP: 458140BM1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    900000 | PA      | $764403.71    | 0.07%             | 2050-03-25      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Emerson Electric Co.                                                                 | EMR 2.2 12/21/31          | CUSIP: 291011BR4<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $888433.61    | 0.08%             | 2031-12-21      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| Simon Property Group LP                                                              | SPG 2.45 09/13/29         | CUSIP: 828807DF1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    700000 | PA      | $658091.17    | 0.06%             | 2029-09-13      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| Lockheed Martin Corporation                                                          | LMT 4.09 09/15/52         | CUSIP: 539830BN8<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    900000 | PA      | $732698.96    | 0.06%             | 2052-09-15      | Fixed         | 4.09%                 | No            | 2                  | On Loan: No      |
| Paychex Inc                                                                          | PAYX 5.1 04/15/30         | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    600000 | PA      | $616812.48    | 0.05%             | 2030-04-15      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                                | BAC 5.162 01/24/31        | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1033231.84   | 0.09%             | 2031-01-24      | Fixed         | 5.16%                 | No            | 2                  | On Loan: No      |
| HCA Inc.                                                                             | HCA 5 3/4 03/01/35        | CUSIP: 404119DB2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    600000 | PA      | $629540.91    | 0.05%             | 2035-03-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| BP Capital Markets America, Inc.                                                     | BPLN 2.772 11/10/50       | CUSIP: 10373QBN9<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    900000 | PA      | $569958.42    | 0.05%             | 2050-11-10      | Fixed         | 2.77%                 | No            | 2                  | On Loan: No      |
| MetLife Inc.                                                                         | MET 5 07/15/52            | CUSIP: 59156RCC0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    600000 | PA      | $560709.25    | 0.05%             | 2052-07-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Comcast Corporation                                                                  | CMCSA 4.2 08/15/34        | CUSIP: 20030NBM2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    600000 | PA      | $570816.58    | 0.05%             | 2034-08-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| Willis North America Inc.                                                            | WTW 5.35 05/15/33         | CUSIP: 970648AM3<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    800000 | PA      | $827504.37    | 0.07%             | 2033-05-15      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| Union Pacific Corporation                                                            | UNP 2.4 02/05/30          | CUSIP: 907818FH6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    700000 | PA      | $652187.09    | 0.06%             | 2030-02-05      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                                | BAC 4.571 04/27/33        | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1297760.32   | 0.11%             | 2033-04-27      | Fixed         | 4.57%                 | No            | 2                  | On Loan: No      |
| Time Warner Cable LLC                                                                | TWC 5 1/2 09/01/41        | CUSIP: 88732JBB3<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    700000 | PA      | $629655.15    | 0.05%             | 2041-09-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| MasterCard Incorporated                                                              | MA 4.55 01/15/35          | CUSIP: 57636QBC7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    600000 | PA      | $599354.60    | 0.05%             | 2035-01-15      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| Texas Instruments Inc.                                                               | TXN 5.05 05/18/63         | CUSIP: 882926AA6<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    800000 | PA      | $734557.76    | 0.06%             | 2063-05-18      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| Leidos Inc                                                                           | LDOS 4 3/8 05/15/30       | CUSIP: 52532XAF2<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    600000 | PA      | $599396.39    | 0.05%             | 2030-05-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| AbbVie Inc.                                                                          | ABBV 4.55 03/15/35        | CUSIP: 00287YCY3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    600000 | PA      | $593048.90    | 0.05%             | 2035-03-15      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| Pfizer Inc.                                                                          | PFE 1.7 05/28/30          | CUSIP: 717081EY5<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    600000 | PA      | $540447.40    | 0.05%             | 2030-05-28      | Fixed         | 1.70%                 | No            | 2                  | On Loan: No      |
| AbbVie Inc.                                                                          | ABBV 4.85 06/15/44        | CUSIP: 00287YDA4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    600000 | PA      | $564775.64    | 0.05%             | 2044-06-15      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| Ford Motor Credit Company LLC                                                        | F 6.798 11/07/28          | CUSIP: 345397D59<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    900000 | PA      | $940357.41    | 0.08%             | 2028-11-07      | Fixed         | 6.80%                 | No            | 2                  | On Loan: No      |
| Microsoft Corp.                                                                      | MSFT 2.921 03/17/52       | CUSIP: 594918CE2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $1547858.72   | 0.13%             | 2052-03-17      | Fixed         | 2.92%                 | No            | 2                  | On Loan: No      |
| Elevance Health Inc.                                                                 | ELV 3 1/8 05/15/50        | CUSIP: 036752AM5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $666686.08    | 0.06%             | 2050-05-15      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                                | BAC 2.572 10/20/32        | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $989136.73    | 0.09%             | 2032-10-20      | Fixed         | 2.57%                 | No            | 2                  | On Loan: No      |
| AstraZeneca PLC                                                                      | AZN 1 3/8 08/06/30        | CUSIP: 046353AW8<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    900000 | PA      | $795418.34    | 0.07%             | 2030-08-06      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| Pepsico Inc                                                                          | PEP 2 5/8 10/21/41        | CUSIP: 713448FF0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    800000 | PA      | $586107.26    | 0.05%             | 2041-10-21      | Fixed         | 2.62%                 | No            | 2                  | On Loan: No      |
| PNC Financial Services Group Inc.                                                    | PNC 6 7/8 10/20/34        | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1132152.50   | 0.10%             | 2034-10-20      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Freeport-McMoRan Inc.                                                                | FCX 5.45 03/15/43         | CUSIP: 35671DBC8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    600000 | PA      | $582421.28    | 0.05%             | 2043-03-15      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| Amazon.com, Inc.                                                                     | AMZN 4.95 12/05/44        | CUSIP: 023135AQ9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97936.06     | 0.01%             | 2044-12-05      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Southern California Edison Company                                                   | EIX 4 04/01/47            | CUSIP: 842400GG2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $915590.36    | 0.08%             | 2047-04-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Expand Energy Corp.                                                                  | EXE 5.7 01/15/35          | CUSIP: 165167DH7<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    500000 | PA      | $514045.64    | 0.04%             | 2035-01-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| Zimmer Biomet Holdings Inc                                                           | ZBH 2.6 11/24/31          | CUSIP: 98956PAV4<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    600000 | PA      | $541143.44    | 0.05%             | 2031-11-24      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| Host Hotels & Resorts, L.P.                                                          | HST 3 1/2 09/15/30        | CUSIP: 44107TAZ9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |    500000 | PA      | $471098.86    | 0.04%             | 2030-09-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc.                                                  | MUFG 5.426 04/17/35       | CUSIP: 606822DF8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    800000 | PA      | $834363.64    | 0.07%             | 2035-04-17      | Fixed         | 5.43%                 | No            | 2                  | On Loan: No      |
| Lam Research Corporation                                                             | LRCX 1.9 06/15/30         | CUSIP: 512807AV0<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1176970.34   | 0.10%             | 2030-06-15      | Fixed         | 1.90%                 | No            | 2                  | On Loan: No      |
| Kimberly-Clark Corporation                                                           | KMB 3.1 03/26/30          | CUSIP: 494368CB7<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    600000 | PA      | $576783.36    | 0.05%             | 2030-03-26      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| VMware LLC                                                                           | VMW 2.2 08/15/31          | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    600000 | PA      | $530399.69    | 0.05%             | 2031-08-15      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| Barclays PLC                                                                         | BACR 7.437 11/02/33       | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1147366.59   | 0.10%             | 2033-11-02      | Fixed         | 7.44%                 | No            | 2                  | On Loan: No      |
| Western Midstream Operating  LP                                                      | WES 5.45 11/15/34         | CUSIP: 958667AG2<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    800000 | PA      | $798787.90    | 0.07%             | 2034-11-15      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| Philip Morris International Inc.                                                     | PM 5 5/8 11/17/29         | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    600000 | PA      | $629359.70    | 0.05%             | 2029-11-17      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Halliburton Company                                                                  | HAL 5 11/15/45            | CUSIP: 406216BK6<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    900000 | PA      | $819228.51    | 0.07%             | 2045-11-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Barclays PLC                                                                         | BACR 6.224 05/09/34       | CUSIP: 06738ECG8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    900000 | PA      | $969976.28    | 0.08%             | 2034-05-09      | Fixed         | 6.22%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                                                    | WFC 5.211 12/03/35        | CUSIP: 95000U3N1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    800000 | PA      | $818107.94    | 0.07%             | 2035-12-03      | Fixed         | 5.21%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM 5.336 01/23/35        | CUSIP: 46647PEC6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    900000 | PA      | $934221.95    | 0.08%             | 2035-01-23      | Fixed         | 5.34%                 | No            | 2                  | On Loan: No      |
| VICI Properties LP                                                                   | VICI 5 1/8 11/15/31       | CUSIP: 925650AH6<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    500000 | PA      | $506377.50    | 0.04%             | 2031-11-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| QUALCOMM Inc.                                                                        | QCOM 4 1/2 05/20/52       | CUSIP: 747525BR3<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $866267.59    | 0.08%             | 2052-05-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Toyota Motor Credit Corp.                                                            | TOYOTA 4.45 06/29/29      | CUSIP: 89236TKD6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    500000 | PA      | $505971.06    | 0.04%             | 2029-06-29      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                                | BAC 5.468 01/23/35        | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1461898.42   | 0.13%             | 2035-01-23      | Fixed         | 5.47%                 | No            | 2                  | On Loan: No      |
| International Business Machines Corp.                                                | IBM 1.95 05/15/30         | CUSIP: 459200KJ9<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    800000 | PA      | $726919.60    | 0.06%             | 2030-05-15      | Fixed         | 1.95%                 | No            | 2                  | On Loan: No      |
| NiSource Inc.                                                                        | NI 1.7 02/15/31           | CUSIP: 65473PAL9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    600000 | PA      | $521820.26    | 0.05%             | 2031-02-15      | Fixed         | 1.70%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                       | MS 3.971 07/22/38         | CUSIP: 61744YAL2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    700000 | PA      | $631064.83    | 0.05%             | 2038-07-22      | Fixed         | 3.97%                 | No            | 2                  | On Loan: No      |
| Air Products & Chemicals, Inc.                                                       | APD 2.05 05/15/30         | CUSIP: 009158BC9<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1190495.18   | 0.10%             | 2030-05-15      | Fixed         | 2.05%                 | No            | 2                  | On Loan: No      |
| Waste Management, Inc.                                                               | WM 4.95 03/15/35          | CUSIP: 94106LCE7<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    900000 | PA      | $913805.95    | 0.08%             | 2035-03-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Comcast Corporation                                                                  | CMCSA 4 1/4 01/15/33      | CUSIP: 20030NBH3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    500000 | PA      | $487231.54    | 0.04%             | 2033-01-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Cisco Systems, Inc.                                                                  | CSCO 4.95 02/26/31        | CUSIP: 17275RBS0<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    800000 | PA      | $826908.02    | 0.07%             | 2031-02-26      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Pepsico Inc                                                                          | PEP 2 3/4 10/21/51        | CUSIP: 713448FG8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $712424.32    | 0.06%             | 2051-10-21      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Apple Inc.                                                                           | AAPL 2.65 02/08/51        | CUSIP: 037833EF3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $694515.66    | 0.06%             | 2051-02-08      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS 5.851 04/25/35         | CUSIP: 38141GA95<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1065921.91   | 0.09%             | 2035-04-25      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| Lockheed Martin Corporation                                                          | LMT 3.8 03/01/45          | CUSIP: 539830BD0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    800000 | PA      | $653444.56    | 0.06%             | 2045-03-01      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                                                   | ET 6 06/15/48             | CUSIP: 29278NAE3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    600000 | PA      | $586371.81    | 0.05%             | 2048-06-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Ford Motor Company                                                                   | F 6.1 08/19/32            | CUSIP: 345370DB3<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    900000 | PA      | $923847.25    | 0.08%             | 2032-08-19      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| Enbridge Inc.                                                                        | ENBCN 6.2 11/15/30        | CUSIP: 29250NBY0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $431272.32    | 0.04%             | 2030-11-15      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings PLC                                                                    | HSBC 5.402 08/11/33       | CUSIP: 404280DH9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    700000 | PA      | $726923.51    | 0.06%             | 2033-08-11      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Johnson & Johnson                                                                    | JNJ 3 3/4 03/03/47        | CUSIP: 478160CG7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    800000 | PA      | $655735.93    | 0.06%             | 2047-03-03      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| AT&T Inc                                                                             | T 3.55 09/15/55           | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2047902.24   | 0.18%             | 2055-09-15      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                                                 | RY 4.969 08/02/30         | CUSIP: 78016HZZ6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $409223.18    | 0.04%             | 2030-08-02      | Fixed         | 4.97%                 | No            | 2                  | On Loan: No      |
| Duke Energy Carolinas  LLC                                                           | DUK 5.4 01/15/54          | CUSIP: 26442CBL7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    500000 | PA      | $497336.59    | 0.04%             | 2054-01-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Brookfield Finance Inc.                                                              | BNCN 5.968 03/04/54       | CUSIP: 11271LAL6<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $615753.76    | 0.05%             | 2054-03-04      | Fixed         | 5.97%                 | No            | 2                  | On Loan: No      |
| Santander Holdings USA Inc.                                                          | SANUSA 5.741 03/20/31     | CUSIP: 80282KBQ8<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    500000 | PA      | $516023.56    | 0.04%             | 2031-03-20      | Fixed         | 5.74%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS 4.017 10/31/38         | CUSIP: 38148YAA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    900000 | PA      | $808850.68    | 0.07%             | 2038-10-31      | Fixed         | 4.02%                 | No            | 2                  | On Loan: No      |
| MPLX LP                                                                              | MPLX 5 1/2 02/15/49       | CUSIP: 55336VAT7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    700000 | PA      | $650429.70    | 0.06%             | 2049-02-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| T-Mobile USA, Inc.                                                                   | TMUS 3 7/8 04/15/30       | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2156260.88   | 0.19%             | 2030-04-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Deere & Company                                                                      | DE 5.7 01/19/55           | CUSIP: 244199BM6<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    500000 | PA      | $526261.71    | 0.05%             | 2055-01-19      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| Brixmor Operating Partnership LP                                                     | BRX 4.05 07/01/30         | CUSIP: 11120VAJ2<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    700000 | PA      | $687096.58    | 0.06%             | 2030-07-01      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| Eli Lilly & Co.                                                                      | LLY 5.05 08/14/54         | CUSIP: 532457CS5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    500000 | PA      | $478180.38    | 0.04%             | 2054-08-14      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings PLC                                                                    | HSBC 3.973 05/22/30       | CUSIP: 404280CC1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    900000 | PA      | $887684.71    | 0.08%             | 2030-05-22      | Fixed         | 3.97%                 | No            | 2                  | On Loan: No      |
| CVS Health Corp                                                                      | CVS 5 01/30/29            | CUSIP: 126650DW7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    700000 | PA      | $714944.70    | 0.06%             | 2029-01-30      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| UBS Group AG                                                                         | UBS 4 7/8 05/15/45        | CUSIP: 902613AY4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    600000 | PA      | $565162.31    | 0.05%             | 2045-05-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| International Business Machines Corp.                                                | IBM 3 1/2 05/15/29        | CUSIP: 459200KA8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    600000 | PA      | $587753.71    | 0.05%             | 2029-05-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                                                    | WFC 5.557 07/25/34        | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1364599.69   | 0.12%             | 2034-07-25      | Fixed         | 5.56%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                       | MS 5.32 07/19/35          | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1030260.66   | 0.09%             | 2035-07-19      | Fixed         | 5.32%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                       | MS 5.23 01/15/31          | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    700000 | PA      | $722536.19    | 0.06%             | 2031-01-15      | Fixed         | 5.23%                 | No            | 2                  | On Loan: No      |
| Global Payments Inc                                                                  | GPN 2.9 05/15/30          | CUSIP: 37940XAD4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1015041.18   | 0.09%             | 2030-05-15      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 6 08/03/55           | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    500000 | PA      | $477932.18    | 0.04%             | 2055-08-03      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                                                   | ET 5.95 05/15/54          | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    600000 | PA      | $576504.41    | 0.05%             | 2054-05-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| AbbVie Inc.                                                                          | ABBV 5.2 03/15/35         | CUSIP: 00287YEA3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    600000 | PA      | $620848.35    | 0.05%             | 2035-03-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| Waste Management, Inc.                                                               | WM 5.35 10/15/54          | CUSIP: 94106LCF4<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98720.91     | 0.01%             | 2054-10-15      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| Union Pacific Corporation                                                            | UNP 2.95 03/10/52         | CUSIP: 907818FW3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    600000 | PA      | $393182.44    | 0.03%             | 2052-03-10      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| Marriott International, Inc.                                                         | MAR 4 5/8 06/15/30        | CUSIP: 571903BE2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    500000 | PA      | $505524.07    | 0.04%             | 2030-06-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| T-Mobile USA, Inc.                                                                   | TMUS 5.05 07/15/33        | CUSIP: 87264ACY9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1018679.41   | 0.09%             | 2033-07-15      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                     | BNSF 3.9 08/01/46         | CUSIP: 12189LAZ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1058886.53   | 0.09%             | 2046-08-01      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| Marathon Petroleum Corp.                                                             | MPC 5.15 03/01/30         | CUSIP: 56585ABK7<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    800000 | PA      | $822094.72    | 0.07%             | 2030-03-01      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| Comcast Corporation                                                                  | CMCSA 3.999 11/01/49      | CUSIP: 20030NCE9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $831706.39    | 0.07%             | 2049-11-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| HCA Inc.                                                                             | HCA 5 1/4 06/15/49        | CUSIP: 404119BZ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    800000 | PA      | $734144.52    | 0.06%             | 2049-06-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Amgen Inc.                                                                           | AMGN 5.65 03/02/53        | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1397141.21   | 0.12%             | 2053-03-02      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| AES Corp.                                                                            | AES 5.8 03/15/32          | CUSIP: 00130HCM5<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    700000 | PA      | $715798.71    | 0.06%             | 2032-03-15      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| Bristol-Myers Squibb Company                                                         | BMY 5.65 02/22/64         | CUSIP: 110122EL8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    600000 | PA      | $595787.17    | 0.05%             | 2064-02-22      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM 2.739 10/15/30        | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    900000 | PA      | $850980.97    | 0.07%             | 2030-10-15      | Fixed         | 2.74%                 | No            | 2                  | On Loan: No      |
| Florida Power & Light Co.                                                            | NEE 5.3 04/01/53          | CUSIP: 341081GM3<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    600000 | PA      | $589147.15    | 0.05%             | 2053-04-01      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| Union Pacific Corporation                                                            | UNP 3.799 10/01/51        | CUSIP: 907818EM6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $926024.39    | 0.08%             | 2051-10-01      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| MasterCard Incorporated                                                              | MA 4 7/8 05/09/34         | CUSIP: 57636QAZ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    500000 | PA      | $511534.12    | 0.04%             | 2034-05-09      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Bristol-Myers Squibb Company                                                         | BMY 6 1/4 11/15/53        | CUSIP: 110122EB0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    900000 | PA      | $985197.29    | 0.09%             | 2053-11-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS 4 3/4 10/21/45         | CUSIP: 38141GVS0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    700000 | PA      | $641071.86    | 0.06%             | 2045-10-21      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Johnson & Johnson                                                                    | JNJ 4.7 03/01/30          | CUSIP: 478160DJ0<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    500000 | PA      | $515144.59    | 0.04%             | 2030-03-01      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| Apple Inc.                                                                           | AAPL 4.45 05/06/44        | CUSIP: 037833AT7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    600000 | PA      | $559333.40    | 0.05%             | 2044-05-06      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| Nomura Holdings Inc.                                                                 | NOMURA 2.999 01/22/32     | CUSIP: 65535HBA6<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $906950.43    | 0.08%             | 2032-01-22      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Banco Santander, S.A.                                                                | SANTAN 6.921 08/08/33     | CUSIP: 05964HAV7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1000000 | PA      | $1109295.26   | 0.10%             | 2033-08-08      | Fixed         | 6.92%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc.                                                                       | C 4.542 09/19/30          | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    700000 | PA      | $704545.50    | 0.06%             | 2030-09-19      | Fixed         | 4.54%                 | No            | 2                  | On Loan: No      |
| Shell Finance US Inc.                                                                | RDSALN 3 1/4 04/06/50     | CUSIP: 822905AG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    900000 | PA      | $639284.61    | 0.06%             | 2050-04-06      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Walmart Inc                                                                          | WMT 4.15 09/09/32         | CUSIP: 931142EY5<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501352.38    | 0.04%             | 2032-09-09      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| Rio Tinto Finance (USA) plc                                                          | RIOLN 5 3/4 03/14/55      | CUSIP: 76720AAV8<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1035823.09   | 0.09%             | 2055-03-14      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Agilent Technologies Inc.                                                            | A 2.3 03/12/31            | CUSIP: 00846UAN1<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    700000 | PA      | $629270.99    | 0.05%             | 2031-03-12      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| Eli Lilly & Co.                                                                      | LLY 5 02/09/54            | CUSIP: 532457CM8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    500000 | PA      | $474801.31    | 0.04%             | 2054-02-09      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Gilead Sciences Inc.                                                                 | GILD 4.8 04/01/44         | CUSIP: 375558AX1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    800000 | PA      | $748165.78    | 0.06%             | 2044-04-01      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                                                               | US 10YR NOTE (CBT)Dec25   | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Long             | DIR              | CORP              | US        |       270 | NC      | $134993.25    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM 5.581 04/22/30        | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    600000 | PA      | $626062.06    | 0.05%             | 2030-04-22      | Fixed         | 5.58%                 | No            | 2                  | On Loan: No      |
| LYB International Finance III LLC                                                    | LYB 5 1/2 03/01/34        | CUSIP: 50249AAM5<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    700000 | PA      | $698932.33    | 0.06%             | 2034-03-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM 4.995 07/22/30        | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    500000 | PA      | $512898.77    | 0.04%             | 2030-07-22      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| The Boeing Company                                                                   | BA 6.298 05/01/29         | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    800000 | PA      | $848735.95    | 0.07%             | 2029-05-01      | Fixed         | 6.30%                 | No            | 2                  | On Loan: No      |
| Altria Group, Inc.                                                                   | MO 3.4 05/06/30           | CUSIP: 02209SBJ1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $960984.31    | 0.08%             | 2030-05-06      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| MPLX LP                                                                              | MPLX 4.95 03/14/52        | CUSIP: 55336VBT6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    800000 | PA      | $681756.32    | 0.06%             | 2052-03-14      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Lloyds Banking Group PLC                                                             | LLOYDS 5.679 01/05/35     | CUSIP: 53944YAX1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1049779.12   | 0.09%             | 2035-01-05      | Fixed         | 5.68%                 | No            | 2                  | On Loan: No      |
| Barrick North America Finance LLC                                                    | ABXCN 5 3/4 05/01/43      | CUSIP: 06849RAK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $723387.53    | 0.06%             | 2043-05-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Ford Motor Credit Company LLC                                                        | F 4 11/13/30              | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    300000 | PA      | $281423.06    | 0.02%             | 2030-11-13      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                                | BAC 6.11 01/29/37         | CUSIP: 59022CAJ2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    600000 | PA      | $647937.13    | 0.06%             | 2037-01-29      | Fixed         | 6.11%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 4.7 09/27/34         | CUSIP: 68389XCT0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    600000 | PA      | $575952.47    | 0.05%             | 2034-09-27      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc.                                                                       | C 5.333 03/27/36          | CUSIP: 17327CBA0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1125480.82   | 0.10%             | 2036-03-27      | Fixed         | 5.33%                 | No            | 2                  | On Loan: No      |
| Mercedes Benz North America Corp.                                                    | MBGGR 8 1/2 01/18/31      | CUSIP: 233835AQ0<br>LEI: 8YAK2VWYCZ8B120UOU20 | Long             | DBT              | CORP              | US        |    500000 | PA      | $594885.71    | 0.05%             | 2031-01-18      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group Inc.                                                              | UNH 5 3/8 04/15/54        | CUSIP: 91324PFC1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    700000 | PA      | $673721.08    | 0.06%             | 2054-04-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Comcast Corporation                                                                  | CMCSA 5.35 05/15/53       | CUSIP: 20030NEF4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    600000 | PA      | $552421.04    | 0.05%             | 2053-05-15      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| Danaher Corporation                                                                  | DHR 2.8 12/10/51          | CUSIP: 235851AW2<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |    800000 | PA      | $517170.89    | 0.04%             | 2051-12-10      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| AT&T Inc                                                                             | T 3.65 09/15/59           | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2033552.22   | 0.18%             | 2059-09-15      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| Cisco Systems, Inc.                                                                  | CSCO 5.3 02/26/54         | CUSIP: 17275RBU5<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1075267.99   | 0.09%             | 2054-02-26      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| TotalEnergies Capital S.A.                                                           | TTEFP 5.638 04/05/64      | CUSIP: 89157XAC5<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    800000 | PA      | $795389.55    | 0.07%             | 2064-04-05      | Fixed         | 5.64%                 | No            | 2                  | On Loan: No      |
| Bristol-Myers Squibb Company                                                         | BMY 5 3/4 02/01/31        | CUSIP: 110122DY1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    600000 | PA      | $642005.21    | 0.06%             | 2031-02-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange Inc                                                        | ICE 4 1/4 09/21/48        | CUSIP: 45866FAH7<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    700000 | PA      | $597500.40    | 0.05%             | 2048-09-21      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                                | BAC 2.299 07/21/32        | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1156707.58   | 0.10%             | 2032-07-21      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| Simon Property Group LP                                                              | SPG 3 1/4 09/13/49        | CUSIP: 828807DH7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    900000 | PA      | $631810.14    | 0.05%             | 2049-09-13      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| The Boeing Company                                                                   | BA 5.805 05/01/50         | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $995556.99    | 0.09%             | 2050-05-01      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| Archer-Daniels-Midland Co.                                                           | ADM 3 1/4 03/27/30        | CUSIP: 039482AB0<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1058505.58   | 0.09%             | 2030-03-27      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                                  | NEE 5.45 03/15/35         | CUSIP: 65339KDL1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    600000 | PA      | $621399.34    | 0.05%             | 2035-03-15      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| Caterpillar Inc                                                                      | CAT 3.803 08/15/42        | CUSIP: 149123CB5<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    800000 | PA      | $681475.76    | 0.06%             | 2042-08-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| Honeywell International Inc.                                                         | HON 1 3/4 09/01/31        | CUSIP: 438516CF1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    700000 | PA      | $608036.28    | 0.05%             | 2031-09-01      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| Meta Platforms Inc                                                                   | META 5.4 08/15/54         | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $963148.55    | 0.08%             | 2054-08-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| United Parcel Service, Inc.                                                          | UPS 5.3 04/01/50          | CUSIP: 911312BW5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    700000 | PA      | $685074.38    | 0.06%             | 2050-04-01      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| Amcor Flexibles North America Inc                                                    | AMCR 5 1/2 03/17/35       | CUSIP: 02344AAH1<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    600000 | PA      | $620708.09    | 0.05%             | 2035-03-17      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| The Cigna Group                                                                      | CI 4.9 12/15/48           | CUSIP: 125523AK6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $985321.52    | 0.09%             | 2048-12-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| McDonald's Corp.                                                                     | MCD 3 5/8 09/01/49        | CUSIP: 58013MFK5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $747548.58    | 0.06%             | 2049-09-01      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc.                                                 | SUMIBK 5.632 01/15/35     | CUSIP: 86562MDU1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $531689.98    | 0.05%             | 2035-01-15      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| Dell International LLC / EMC Corp.                                                   | DELL 5.4 04/15/34         | CUSIP: 24703DBN0<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    500000 | PA      | $515424.06    | 0.04%             | 2034-04-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Truist Financial Corp.                                                               | TFC 5.153 08/05/32        | CUSIP: 89788MAT9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    500000 | PA      | $513248.42    | 0.04%             | 2032-08-05      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                                  | NEE 5.3 03/15/32          | CUSIP: 65339KDK3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    600000 | PA      | $625665.87    | 0.05%             | 2032-03-15      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| Walt Disney Company                                                                  | DIS 3 1/2 05/13/40        | CUSIP: 254687FY7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $841501.74    | 0.07%             | 2040-05-13      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Prologis, L.P.                                                                       | PLD 5 1/4 03/15/54        | CUSIP: 74340XCK5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    700000 | PA      | $680627.39    | 0.06%             | 2054-03-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                                | BAC 5.511 01/24/36        | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1046768.07   | 0.09%             | 2036-01-24      | Fixed         | 5.51%                 | No            | 2                  | On Loan: No      |
| Ford Motor Credit Company LLC                                                        | F 7.35 03/06/30           | CUSIP: 345397C68<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    700000 | PA      | $748608.32    | 0.06%             | 2030-03-06      | Fixed         | 7.35%                 | No            | 2                  | On Loan: No      |
| NiSource Inc.                                                                        | NI 3.6 05/01/30           | CUSIP: 65473PAJ4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    800000 | PA      | $776050.35    | 0.07%             | 2030-05-01      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| Elevance Health Inc.                                                                 | ELV 5 1/8 02/15/53        | CUSIP: 28622HAC5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    900000 | PA      | $823507.44    | 0.07%             | 2053-02-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Elevance Health Inc.                                                                 | ELV 5 3/8 06/15/34        | CUSIP: 036752AZ6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    600000 | PA      | $618966.99    | 0.05%             | 2034-06-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Waste Management, Inc.                                                               | WM 4 5/8 02/15/30         | CUSIP: 94106LBT5<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    600000 | PA      | $610986.72    | 0.05%             | 2030-02-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Corebridge Financial Inc.                                                            | CRBG 4.4 04/05/52         | CUSIP: 21871XAM1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    700000 | PA      | $579092.23    | 0.05%             | 2052-04-05      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| Broadcom Inc                                                                         | AVGO 4.35 02/15/30        | CUSIP: 11135FCB5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502402.25    | 0.04%             | 2030-02-15      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| Enterprise Products Operating LLC                                                    | EPD 4.85 03/15/44         | CUSIP: 29379VBA0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    900000 | PA      | $835807.40    | 0.07%             | 2044-03-15      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| Bristol-Myers Squibb Company                                                         | BMY 5.55 02/22/54         | CUSIP: 110122EK0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1392713.36   | 0.12%             | 2054-02-22      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| The Kroger Co.                                                                       | KR 5 1/2 09/15/54         | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $972950.35    | 0.08%             | 2054-09-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                                                    | WFC 3.068 04/30/41        | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    900000 | PA      | $701471.87    | 0.06%             | 2041-04-30      | Fixed         | 3.07%                 | No            | 2                  | On Loan: No      |
| Northern States Power Company                                                        | XEL 5.1 05/15/53          | CUSIP: 665772CX5<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    500000 | PA      | $478961.24    | 0.04%             | 2053-05-15      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                       | MS 3.622 04/01/31         | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1359171.14   | 0.12%             | 2031-04-01      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Coca-Cola Co (The)                                                                   | KO 1.65 06/01/30          | CUSIP: 191216CV0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    800000 | PA      | $721755.20    | 0.06%             | 2030-06-01      | Fixed         | 1.65%                 | No            | 2                  | On Loan: No      |
| Bristol-Myers Squibb Company                                                         | BMY 5.2 02/22/34          | CUSIP: 110122EH7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    700000 | PA      | $726826.42    | 0.06%             | 2034-02-22      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| The Procter & Gamble Co.                                                             | PG 1.2 10/29/30           | CUSIP: 742718FM6<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    700000 | PA      | $614003.77    | 0.05%             | 2030-10-29      | Fixed         | 1.20%                 | No            | 2                  | On Loan: No      |
| NiSource Inc.                                                                        | NI 4 3/8 05/15/47         | CUSIP: 65473QBF9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    800000 | PA      | $678287.94    | 0.06%             | 2047-05-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Gallagher Aj &Co                                                                     | AJG 5.55 02/15/55         | CUSIP: 04316JAP4<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    700000 | PA      | $680404.45    | 0.06%             | 2055-02-15      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| BHP Billiton Finance (USA) Ltd.                                                      | BHP 5 1/4 09/08/33        | CUSIP: 055451BE7<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    800000 | PA      | $833082.49    | 0.07%             | 2033-09-08      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| McDonald's Corp.                                                                     | MCD 3.6 07/01/30          | CUSIP: 58013MFQ2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    400000 | PA      | $390517.96    | 0.03%             | 2030-07-01      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| Amgen Inc.                                                                           | AMGN 5 3/4 03/02/63       | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    900000 | PA      | $896310.40    | 0.08%             | 2063-03-02      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Enbridge Inc.                                                                        | ENBCN 5.7 03/08/33        | CUSIP: 29250NBR5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    800000 | PA      | $842675.90    | 0.07%             | 2033-03-08      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| Oneok Inc.                                                                           | OKE 4 3/4 10/15/31        | CUSIP: 682680CD3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    600000 | PA      | $599729.88    | 0.05%             | 2031-10-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Mizuho Financial Group Inc.                                                          | MIZUHO 5.754 05/27/34     | CUSIP: 60687YCT4<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    700000 | PA      | $744497.74    | 0.06%             | 2034-05-27      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                                | BAC 7 3/4 05/14/38        | CUSIP: 59023VAA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    600000 | PA      | $735683.85    | 0.06%             | 2038-05-14      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| Duke Energy Corp                                                                     | DUK 5.45 06/15/34         | CUSIP: 26441CCE3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    700000 | PA      | $730031.90    | 0.06%             | 2034-06-15      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| Williams Partners L.P.                                                               | WMB 5.1 09/15/45          | CUSIP: 96949LAC9<br>LEI: WUURD1P1N0874ONXXO03 | Long             | DBT              | CORP              | US        |    700000 | PA      | $648834.93    | 0.06%             | 2045-09-15      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| Travelers Companies, Inc.                                                            | TRV 6 1/4 06/15/37        | CUSIP: 89417EAD1<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    600000 | PA      | $670264.52    | 0.06%             | 2037-06-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Johnson & Johnson                                                                    | JNJ 4.85 03/01/32         | CUSIP: 478160DK7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    500000 | PA      | $519646.11    | 0.05%             | 2032-03-01      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| Verizon Communications Inc.                                                          | VZ 2 7/8 11/20/50         | CUSIP: 92343VFU3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $946693.89    | 0.08%             | 2050-11-20      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| QUALCOMM Inc.                                                                        | QCOM 4.8 05/20/45         | CUSIP: 747525AK9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1027057.59   | 0.09%             | 2045-05-20      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| Berkshire Hathaway Finance Corporation                                               | BRK 3.85 03/15/52         | CUSIP: 084664DB4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $788514.23    | 0.07%             | 2052-03-15      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| McDonald's Corp.                                                                     | MCD 5.15 09/09/52         | CUSIP: 58013MFT6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    600000 | PA      | $567879.26    | 0.05%             | 2052-09-09      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| Johnson & Johnson                                                                    | JNJ 5 03/01/35            | CUSIP: 478160DL5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1038915.30   | 0.09%             | 2035-03-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| CRH Smw Finance DAC                                                                  | CRHID 5 1/8 01/09/30      | CUSIP: 12704PAB4<br>LEI: 54930044475SH442C864 | Long             | DBT              | CORP              | IE        |    700000 | PA      | $720466.35    | 0.06%             | 2030-01-09      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Constellation Brands, Inc.                                                           | STZ 3.15 08/01/29         | CUSIP: 21036PBE7<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    600000 | PA      | $577180.39    | 0.05%             | 2029-08-01      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| Pfizer Investment Enterprises Pte Ltd.                                               | PFE 5.34 05/19/63         | CUSIP: 716973AH5<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   1300000 | PA      | $1234068.64   | 0.11%             | 2063-05-19      | Fixed         | 5.34%                 | No            | 2                  | On Loan: No      |
| Merck & Co., Inc                                                                     | MRK 4.9 05/17/44          | CUSIP: 58933YBL8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    600000 | PA      | $571480.06    | 0.05%             | 2044-05-17      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| CVS Health Corp                                                                      | CVS 5 1/8 07/20/45        | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1454103.65   | 0.13%             | 2045-07-20      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Eli Lilly & Co.                                                                      | LLY 4 3/4 02/12/30        | CUSIP: 532457CV8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    700000 | PA      | $718593.60    | 0.06%             | 2030-02-12      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| ING Groep N.V.                                                                       | INTNED 5.335 03/19/30     | CUSIP: 456837BL6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    600000 | PA      | $618930.20    | 0.05%             | 2030-03-19      | Fixed         | 5.33%                 | No            | 2                  | On Loan: No      |
| BHP Billiton Finance (USA) Ltd.                                                      | BHP 5.3 02/21/35          | CUSIP: 055451BL1<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    800000 | PA      | $829189.86    | 0.07%             | 2035-02-21      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM 5.294 07/22/35        | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    900000 | PA      | $930422.37    | 0.08%             | 2035-07-22      | Fixed         | 5.29%                 | No            | 2                  | On Loan: No      |
| Dominion Energy Inc                                                                  | D 2 1/4 08/15/31          | CUSIP: 25746UDL0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    900000 | PA      | $797282.25    | 0.07%             | 2031-08-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Lowes Companies, Inc.                                                                | LOW 4 1/4 04/01/52        | CUSIP: 548661EJ2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    700000 | PA      | $559832.58    | 0.05%             | 2052-04-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Expand Energy Corp.                                                                  | SWN 5 3/8 03/15/30        | CUSIP: 845467AS8<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    600000 | PA      | $608969.75    | 0.05%             | 2030-03-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| PPL Capital Funding Inc.                                                             | PPL 5 1/4 09/01/34        | CUSIP: 69352PAT0<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |    500000 | PA      | $513118.74    | 0.04%             | 2034-09-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Marriott International, Inc.                                                         | MAR 2.85 04/15/31         | CUSIP: 571903BG7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    700000 | PA      | $645057.36    | 0.06%             | 2031-04-15      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc.                                                  | MUFG 5.441 02/22/34       | CUSIP: 606822CX0<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    900000 | PA      | $946234.78    | 0.08%             | 2034-02-22      | Fixed         | 5.44%                 | No            | 2                  | On Loan: No      |
| American International Group Inc.                                                    | AIG 5 1/8 03/27/33        | CUSIP: 026874DS3<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1129598.80   | 0.10%             | 2033-03-27      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Oncor Electric Delivery Company LLC                                                  | ONCRTX 5.55 06/15/54      | CUSIP: 68233JCU6<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    600000 | PA      | $597258.09    | 0.05%             | 2054-06-15      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| Parker-Hannifin Corp.                                                                | PH 4 1/2 09/15/29         | CUSIP: 701094AS3<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1217954.04   | 0.11%             | 2029-09-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Deutsche Telekom International Finance B.V.                                          | DT 8 1/4 06/15/30         | CUSIP: 25156PAC7<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |   1200000 | PA      | $1411682.41   | 0.12%             | 2030-06-15      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| Philip Morris International Inc.                                                     | PM 2.1 05/01/30           | CUSIP: 718172CP2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    800000 | PA      | $730049.65    | 0.06%             | 2030-05-01      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| American Electric Power Co, Inc.                                                     | AEP 5 5/8 03/01/33        | CUSIP: 025537AX9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    600000 | PA      | $632824.90    | 0.05%             | 2033-03-01      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Union Pacific Corporation                                                            | UNP 5.1 02/20/35          | CUSIP: 907818GG7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    600000 | PA      | $617378.95    | 0.05%             | 2035-02-20      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| BHP Billiton Finance (USA) Ltd.                                                      | BHP 5 09/30/43            | CUSIP: 055451AV0<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |   1300000 | PA      | $1252588.47   | 0.11%             | 2043-09-30      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Verizon Communications Inc.                                                          | VZ 3.4 03/22/41           | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1335555.89   | 0.12%             | 2041-03-22      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc.                                                 | SUMIBK 2 3/4 01/15/30     | CUSIP: 86562MBW9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $939973.71    | 0.08%             | 2030-01-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| The Cigna Group                                                                      | CI 4.8 07/15/46           | CUSIP: 125523CF5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    700000 | PA      | $626843.15    | 0.05%             | 2046-07-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| Pfizer Investment Enterprises Pte Ltd.                                               | PFE 5.3 05/19/53          | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   1900000 | PA      | $1834787.92   | 0.16%             | 2053-05-19      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM 2.545 11/08/32        | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    800000 | PA      | $718886.36    | 0.06%             | 2032-11-08      | Fixed         | 2.54%                 | No            | 2                  | On Loan: No      |
| Florida Power & Light Co.                                                            | NEE 5.3 06/15/34          | CUSIP: 341081GU5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    600000 | PA      | $627891.97    | 0.05%             | 2034-06-15      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| Exxon Mobil Corp.                                                                    | XOM 4.327 03/19/50        | CUSIP: 30231GBG6<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    900000 | PA      | $773826.71    | 0.07%             | 2050-03-19      | Fixed         | 4.33%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 3.65 03/25/41        | CUSIP: 68389XBZ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    700000 | PA      | $543321.99    | 0.05%             | 2041-03-25      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| Lowes Companies, Inc.                                                                | LOW 5 5/8 04/15/53        | CUSIP: 548661EM5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    500000 | PA      | $493376.80    | 0.04%             | 2053-04-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings PLC                                                                    | HSBC 5.13 03/03/31        | CUSIP: 404280ER6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $511528.60    | 0.04%             | 2031-03-03      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS 1.992 01/27/32         | CUSIP: 38141GXR0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1149308.68   | 0.10%             | 2032-01-27      | Fixed         | 1.99%                 | No            | 2                  | On Loan: No      |
| Bristol-Myers Squibb Company                                                         | BMY 6.4 11/15/63          | CUSIP: 110122EC8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    500000 | PA      | $553129.94    | 0.05%             | 2063-11-15      | Fixed         | 6.40%                 | No            | 2                  | On Loan: No      |
| MPLX LP                                                                              | MPLX 4.7 04/15/48         | CUSIP: 55336VAN0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    700000 | PA      | $584439.86    | 0.05%             | 2048-04-15      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM 4.452 12/05/29        | CUSIP: 46647PAX4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    900000 | PA      | $907419.80    | 0.08%             | 2029-12-05      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| Enbridge Inc.                                                                        | ENBCN 3 1/8 11/15/29      | CUSIP: 29250NAZ8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $477681.90    | 0.04%             | 2029-11-15      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| Williams Companies Inc. (The)                                                        | WMB 5.3 08/15/52          | CUSIP: 969457CA6<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    700000 | PA      | $657843.26    | 0.06%             | 2052-08-15      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                                                   | ET 6 1/4 04/15/49         | CUSIP: 29279FAA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    700000 | PA      | $699073.85    | 0.06%             | 2049-04-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| The Boeing Company                                                                   | BA 5.705 05/01/40         | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1122056.29   | 0.10%             | 2040-05-01      | Fixed         | 5.71%                 | No            | 2                  | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc.                                                  | ABIBB 5.8 01/23/59        | CUSIP: 03523TBW7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    700000 | PA      | $731688.60    | 0.06%             | 2059-01-23      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| PNC Financial Services Group Inc.                                                    | PNC 5.575 01/29/36        | CUSIP: 693475CC7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    700000 | PA      | $731373.15    | 0.06%             | 2036-01-29      | Fixed         | 5.58%                 | No            | 2                  | On Loan: No      |
| Broadcom Inc                                                                         | AVGO 4.926 05/15/37       | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    800000 | PA      | $796508.50    | 0.07%             | 2037-05-15      | Fixed         | 4.93%                 | Yes           | 2                  | On Loan: No      |
| Truist Bank (North Carolina)                                                         | TFC 2 1/4 03/11/30        | CUSIP: 89788KAA4<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    700000 | PA      | $639594.57    | 0.06%             | 2030-03-11      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Paypal Holdings Inc.                                                                 | PYPL 5.15 06/01/34        | CUSIP: 70450YAP8<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    800000 | PA      | $825005.95    | 0.07%             | 2034-06-01      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| Duke Energy Carolinas  LLC                                                           | DUK 5.35 01/15/53         | CUSIP: 26442CBK9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    500000 | PA      | $493023.88    | 0.04%             | 2053-01-15      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| Coca-Cola Co (The)                                                                   | KO 5.4 05/13/64           | CUSIP: 191216DT4<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    500000 | PA      | $497759.48    | 0.04%             | 2064-05-13      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Altria Group, Inc.                                                                   | MO 4 1/4 08/09/42         | CUSIP: 02209SAM5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $837706.16    | 0.07%             | 2042-08-09      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Hewlett Packard Enterprise Co.                                                       | HPE 5.6 10/15/54          | CUSIP: 42824CBW8<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    600000 | PA      | $565738.58    | 0.05%             | 2054-10-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| Analog Devices Inc.                                                                  | ADI 2.1 10/01/31          | CUSIP: 032654AV7<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1059560.68   | 0.09%             | 2031-10-01      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| General Dynamics Corporation                                                         | GD 3 5/8 04/01/30         | CUSIP: 369550BM9<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1078755.61   | 0.09%             | 2030-04-01      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| PacifiCorp.                                                                          | BRKHEC 5 1/2 05/15/54     | CUSIP: 695114DA3<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    600000 | PA      | $564633.68    | 0.05%             | 2054-05-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Takeda Pharmaceutical Co Ltd.                                                        | TACHEM 5 11/26/28         | CUSIP: 874060AW6<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $1022676.14   | 0.09%             | 2028-11-26      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Centene Corp.                                                                        | CNC 2 5/8 08/01/31        | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    500000 | PA      | $429402.15    | 0.04%             | 2031-08-01      | Fixed         | 2.62%                 | No            | 2                  | On Loan: No      |
| Salesforce Inc.                                                                      | CRM 2.9 07/15/51          | CUSIP: 79466LAL8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $652670.89    | 0.06%             | 2051-07-15      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| Boston Properties LP                                                                 | BXP 6 1/2 01/15/34        | CUSIP: 10112RBH6<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    500000 | PA      | $538884.53    | 0.05%             | 2034-01-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| BP Capital Markets America, Inc.                                                     | BPLN 3.379 02/08/61       | CUSIP: 10373QBQ2<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    800000 | PA      | $534437.22    | 0.05%             | 2061-02-08      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| PacifiCorp.                                                                          | BRKHEC 5.8 01/15/55       | CUSIP: 695114DE5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    800000 | PA      | $779632.44    | 0.07%             | 2055-01-15      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| HCA Inc.                                                                             | HCA 5.9 06/01/53          | CUSIP: 404119CR8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    400000 | PA      | $399259.29    | 0.03%             | 2053-06-01      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings PLC                                                                    | HSBC 5.45 03/03/36        | CUSIP: 404280ES4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    900000 | PA      | $929579.71    | 0.08%             | 2036-03-03      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| HCA Inc.                                                                             | HCA 5 1/2 03/01/32        | CUSIP: 404119DA4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    400000 | PA      | $417778.73    | 0.04%             | 2032-03-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                                                 | RY 4.65 10/18/30          | CUSIP: 78017FZT3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $607311.68    | 0.05%             | 2030-10-18      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| Southern Co.                                                                         | SO 4.4 07/01/46           | CUSIP: 842587CX3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    400000 | PA      | $342680.01    | 0.03%             | 2046-07-01      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| Telefonica Emisiones S.A.U.                                                          | TELEFO 7.045 06/20/36     | CUSIP: 87938WAC7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    900000 | PA      | $1014813.13   | 0.09%             | 2036-06-20      | Fixed         | 7.04%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                       | MS 5.516 11/19/55         | CUSIP: 61747YFV2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    900000 | PA      | $912045.18    | 0.08%             | 2055-11-19      | Fixed         | 5.52%                 | No            | 2                  | On Loan: No      |
| Regeneron Pharmaceuticals, Inc.                                                      | REGN 1 3/4 09/15/30       | CUSIP: 75886FAE7<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |    700000 | PA      | $620809.93    | 0.05%             | 2030-09-15      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| Broadcom Inc                                                                         | AVGO 2.45 02/15/31        | CUSIP: 11135FCQ2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1275718.85   | 0.11%             | 2031-02-15      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| HCA Inc.                                                                             | HCA 4 5/8 03/15/52        | CUSIP: 404119CL1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    800000 | PA      | $664758.63    | 0.06%             | 2052-03-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM 5.103 04/22/31        | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    700000 | PA      | $722822.15    | 0.06%             | 2031-04-22      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| John Deere Capital Corp.                                                             | DE 5.05 06/12/34          | CUSIP: 24422EXU8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    900000 | PA      | $927783.34    | 0.08%             | 2034-06-12      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| Intel Corporation                                                                    | INTC 5.9 02/10/63         | CUSIP: 458140CK4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    600000 | PA      | $586341.40    | 0.05%             | 2063-02-10      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| Elevance Health Inc.                                                                 | ANTM 4.65 08/15/44        | CUSIP: 94973VBK2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    800000 | PA      | $714140.45    | 0.06%             | 2044-08-15      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                                                 | RY 4.97 05/02/31          | CUSIP: 78017DAH1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    700000 | PA      | $717115.12    | 0.06%             | 2031-05-02      | Fixed         | 4.97%                 | No            | 2                  | On Loan: No      |
| International Business Machines Corp.                                                | IBM 4 06/20/42            | CUSIP: 459200HF1<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    700000 | PA      | $594171.26    | 0.05%             | 2042-06-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fiserv Inc.                                                                          | FISV 4.4 07/01/49         | CUSIP: 337738AV0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    800000 | PA      | $640984.47    | 0.06%             | 2049-07-01      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| The Cigna Group                                                                      | CI 5 1/4 02/15/34         | CUSIP: 125523CV0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    600000 | PA      | $617547.74    | 0.05%             | 2034-02-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                       | MS 6.407 11/01/29         | CUSIP: 61747YFH3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    700000 | PA      | $741980.49    | 0.06%             | 2029-11-01      | Fixed         | 6.41%                 | No            | 2                  | On Loan: No      |
| Enterprise Products Operating LLC                                                    | EPD 5.35 01/31/33         | CUSIP: 29379VCD3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    600000 | PA      | $628135.67    | 0.05%             | 2033-01-31      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| Pfizer Inc.                                                                          | PFE 2 5/8 04/01/30        | CUSIP: 717081EW9<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    600000 | PA      | $564943.00    | 0.05%             | 2030-04-01      | Fixed         | 2.62%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group Inc.                                                              | UNH 5 3/4 07/15/64        | CUSIP: 91324PFM9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    600000 | PA      | $599095.43    | 0.05%             | 2064-07-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| The Cigna Group                                                                      | CI 5 1/8 05/15/31         | CUSIP: 125523CU2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    400000 | PA      | $414212.81    | 0.04%             | 2031-05-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Phillips 66                                                                          | PSX 4 7/8 11/15/44        | CUSIP: 718546AL8<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    900000 | PA      | $801545.27    | 0.07%             | 2044-11-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc.                                                  | MUFG 2.559 02/25/30       | CUSIP: 606822BR4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    900000 | PA      | $840210.33    | 0.07%             | 2030-02-25      | Fixed         | 2.56%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings PLC                                                                    | HSBC 6.332 03/09/44       | CUSIP: 404280DW6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1104267.70   | 0.10%             | 2044-03-09      | Fixed         | 6.33%                 | No            | 2                  | On Loan: No      |
| Johnson & Johnson                                                                    | JNJ 3.7 03/01/46          | CUSIP: 478160BV5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    600000 | PA      | $493083.63    | 0.04%             | 2046-03-01      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS 4.411 04/23/39         | CUSIP: 38141GXA7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    700000 | PA      | $649812.37    | 0.06%             | 2039-04-23      | Fixed         | 4.41%                 | No            | 2                  | On Loan: No      |
| Barclays PLC                                                                         | BACR 6.692 09/13/34       | CUSIP: 06738ECL7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $664329.16    | 0.06%             | 2034-09-13      | Fixed         | 6.69%                 | No            | 2                  | On Loan: No      |
| Marsh & McLennan Companies, Inc.                                                     | MMC 4.9 03/15/49          | CUSIP: 571748BJ0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    800000 | PA      | $738659.26    | 0.06%             | 2049-03-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| Eaton Corp.                                                                          | ETN 4.15 03/15/33         | CUSIP: 278062AH7<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1084530.08   | 0.09%             | 2033-03-15      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| CSX Corporation                                                                      | CSX 4 1/4 03/15/29        | CUSIP: 126408HM8<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    700000 | PA      | $704550.89    | 0.06%             | 2029-03-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Pfizer Investment Enterprises Pte Ltd.                                               | PFE 4.65 05/19/30         | CUSIP: 716973AD4<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    600000 | PA      | $611957.79    | 0.05%             | 2030-05-19      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| Berkshire Hathaway Finance Corporation                                               | BRK 4 1/4 01/15/49        | CUSIP: 084664CR0<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    800000 | PA      | $689403.54    | 0.06%             | 2049-01-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Deutsche Bank AG New York Branch                                                     | DB 3.547 09/18/31         | CUSIP: 251526CD9<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |    800000 | PA      | $759210.46    | 0.07%             | 2031-09-18      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| Philip Morris International Inc.                                                     | PM 4 5/8 11/01/29         | CUSIP: 718172DN6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    500000 | PA      | $507402.51    | 0.04%             | 2029-11-01      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Gilead Sciences Inc.                                                                 | GILD 4.6 09/01/35         | CUSIP: 375558BG7<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    500000 | PA      | $495525.29    | 0.04%             | 2035-09-01      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| Alphabet Inc.                                                                        | GOOGL 1.9 08/15/40        | CUSIP: 02079KAE7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $956956.18    | 0.08%             | 2040-08-15      | Fixed         | 1.90%                 | No            | 2                  | On Loan: No      |
| Marsh & McLennan Companies, Inc.                                                     | MMC 4.85 11/15/31         | CUSIP: 571748CB6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    700000 | PA      | $715525.67    | 0.06%             | 2031-11-15      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| Ford Motor Credit Company LLC                                                        | F 7.122 11/07/33          | CUSIP: 345397D67<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $214852.63    | 0.02%             | 2033-11-07      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| Starbucks Corp.                                                                      | SBUX 2 1/4 03/12/30       | CUSIP: 855244AW9<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    800000 | PA      | $734869.10    | 0.06%             | 2030-03-12      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Verizon Communications Inc.                                                          | VZ 3.55 03/22/51          | CUSIP: 92343VGB4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1154237.82   | 0.10%             | 2051-03-22      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| EOG Resources Inc.                                                                   | EOG 5.65 12/01/54         | CUSIP: 26875PAW1<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    600000 | PA      | $600549.01    | 0.05%             | 2054-12-01      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 4 07/15/46           | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $824006.47    | 0.07%             | 2046-07-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Paramount Global                                                                     | PARA 4.2 05/19/32         | CUSIP: 92556HAD9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    800000 | PA      | $740107.58    | 0.06%             | 2032-05-19      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                       | MS 5.831 04/19/35         | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1065891.22   | 0.09%             | 2035-04-19      | Fixed         | 5.83%                 | No            | 2                  | On Loan: No      |
| Uber Technologies Inc                                                                | UBER 5.35 09/15/54        | CUSIP: 90353TAQ3<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    500000 | PA      | $484071.50    | 0.04%             | 2054-09-15      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group Inc.                                                              | UNH 4.8 01/15/30          | CUSIP: 91324PFG2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    800000 | PA      | $818340.26    | 0.07%             | 2030-01-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| Apollo Debt Solutions BDC                                                            | APODS 6.7 07/29/31        | CUSIP: 03770DAD5<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    500000 | PA      | $526237.01    | 0.05%             | 2031-07-29      | Fixed         | 6.70%                 | No            | 2                  | On Loan: No      |
| RTX Corp.                                                                            | RTX 6.1 03/15/34          | CUSIP: 75513ECW9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    700000 | PA      | $769323.78    | 0.07%             | 2034-03-15      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| General Motors Financial Company  Inc                                                | GM 3.6 06/21/30           | CUSIP: 37045XCY0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    600000 | PA      | $575476.14    | 0.05%             | 2030-06-21      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| Gilead Sciences Inc.                                                                 | GILD 4 1/2 02/01/45       | CUSIP: 375558BA0<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    800000 | PA      | $719147.63    | 0.06%             | 2045-02-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Honeywell International Inc.                                                         | HON 5 02/15/33            | CUSIP: 438516CK0<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    600000 | PA      | $617879.51    | 0.05%             | 2033-02-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                                                    | WFC 4.9 11/17/45          | CUSIP: 94974BGQ7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    700000 | PA      | $640613.88    | 0.06%             | 2045-11-17      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                                | BAC 2.972 07/21/52        | CUSIP: 06051GKB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    700000 | PA      | $466841.26    | 0.04%             | 2052-07-21      | Fixed         | 2.97%                 | No            | 2                  | On Loan: No      |
| Occidental Petroleum Corp.                                                           | OXY 6.45 09/15/36         | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    500000 | PA      | $530869.00    | 0.05%             | 2036-09-15      | Fixed         | 6.45%                 | No            | 2                  | On Loan: No      |
| Comcast Corporation                                                                  | CMCSA 3.2 07/15/36        | CUSIP: 20030NBT7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    700000 | PA      | $591981.58    | 0.05%             | 2036-07-15      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| The Kroger Co.                                                                       | KR 5 09/15/34             | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    900000 | PA      | $907353.18    | 0.08%             | 2034-09-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Coca-Cola Co (The)                                                                   | KO 5.2 01/14/55           | CUSIP: 191216DZ0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    500000 | PA      | $491075.85    | 0.04%             | 2055-01-14      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                     | BNSF 5.2 04/15/54         | CUSIP: 12189LBK6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    900000 | PA      | $861719.86    | 0.07%             | 2054-04-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| Comcast Corporation                                                                  | CMCSA 3.4 04/01/30        | CUSIP: 20030NDG3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    900000 | PA      | $868998.64    | 0.08%             | 2030-04-01      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| Home Depot Inc.                                                                      | HD 1 7/8 09/15/31         | CUSIP: 437076CJ9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    700000 | PA      | $613537.86    | 0.05%             | 2031-09-15      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| NVIDIA Corp.                                                                         | NVDA 2.85 04/01/30        | CUSIP: 67066GAF1<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $956033.32    | 0.08%             | 2030-04-01      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| Verizon Communications Inc.                                                          | VZ 2.355 03/15/32         | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1664207.30   | 0.14%             | 2032-03-15      | Fixed         | 2.35%                 | No            | 2                  | On Loan: No      |
| Home Depot Inc.                                                                      | HD 4 1/4 04/01/46         | CUSIP: 437076BH4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    900000 | PA      | $774966.08    | 0.07%             | 2046-04-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Broadcom Inc                                                                         | AVGO 3.469 04/15/34       | CUSIP: 11135FCT6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $915799.03    | 0.08%             | 2034-04-15      | Fixed         | 3.47%                 | No            | 2                  | On Loan: No      |
| Exelon Corp.                                                                         | EXC 4.05 04/15/30         | CUSIP: 30161NAX9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    900000 | PA      | $891644.54    | 0.08%             | 2030-04-15      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| Banco Santander, S.A.                                                                | SANTAN 6.35 03/14/34      | CUSIP: 05964HBD6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $645683.32    | 0.06%             | 2034-03-14      | Fixed         | 6.35%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 2 7/8 03/25/31       | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    900000 | PA      | $820115.51    | 0.07%             | 2031-03-25      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| VICI Properties LP                                                                   | VICI 5 1/8 05/15/32       | CUSIP: 925650AD5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    500000 | PA      | $504107.76    | 0.04%             | 2032-05-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| American Water Capital Corp                                                          | AWK 4.45 06/01/32         | CUSIP: 03040WBA2<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    900000 | PA      | $898980.36    | 0.08%             | 2032-06-01      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| Oneok Inc.                                                                           | OKE 5.05 11/01/34         | CUSIP: 682680CE1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    700000 | PA      | $690881.09    | 0.06%             | 2034-11-01      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| Amgen Inc.                                                                           | AMGN 5 1/4 03/02/30       | CUSIP: 031162DQ0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1037624.55   | 0.09%             | 2030-03-02      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Welltower Inc.                                                                       | WELL 3.1 01/15/30         | CUSIP: 95040QAJ3<br>LEI: 254900F33BIAR82QTA19 | Long             | DBT              | CORP              | US        |    800000 | PA      | $766325.65    | 0.07%             | 2030-01-15      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                       | MS 5.664 04/17/36         | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    600000 | PA      | $631603.21    | 0.05%             | 2036-04-17      | Fixed         | 5.66%                 | No            | 2                  | On Loan: No      |
| Target Corp.                                                                         | TGT 2.35 02/15/30         | CUSIP: 87612EBJ4<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    800000 | PA      | $745960.81    | 0.06%             | 2030-02-15      | Fixed         | 2.35%                 | No            | 2                  | On Loan: No      |
| Philip Morris International Inc.                                                     | PM 4 3/4 11/01/31         | CUSIP: 718172DP1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    600000 | PA      | $610447.70    | 0.05%             | 2031-11-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Bristol-Myers Squibb Company                                                         | BMY 4 1/8 06/15/39        | CUSIP: 110122CQ9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    800000 | PA      | $726223.09    | 0.06%             | 2039-06-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc.                                                  | ABIBB 5.55 01/23/49       | CUSIP: 03523TBV9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1318141.58   | 0.11%             | 2049-01-23      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| Constellation Energy Generation LLC                                                  | CEG 5 3/4 03/15/54        | CUSIP: 210385AF7<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    600000 | PA      | $607961.89    | 0.05%             | 2054-03-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                                                 | RY 5 02/01/33             | CUSIP: 78016FZX5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    900000 | PA      | $927520.44    | 0.08%             | 2033-02-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                                                    | WFC 6.491 10/23/34        | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1221123.24   | 0.11%             | 2034-10-23      | Fixed         | 6.49%                 | No            | 2                  | On Loan: No      |
| Constellation Brands, Inc.                                                           | STZ 2 1/4 08/01/31        | CUSIP: 21036PBH0<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    700000 | PA      | $619529.65    | 0.05%             | 2031-08-01      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Home Depot Inc.                                                                      | HD 5.3 06/25/54           | CUSIP: 437076DF6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    600000 | PA      | $586366.01    | 0.05%             | 2054-06-25      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group Inc.                                                              | UNH 2 05/15/30            | CUSIP: 91324PDX7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    700000 | PA      | $636179.35    | 0.06%             | 2030-05-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                                | BAC 2.676 06/19/41        | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $964328.60    | 0.08%             | 2041-06-19      | Fixed         | 2.68%                 | No            | 2                  | On Loan: No      |
| Toyota Motor Credit Corp.                                                            | TOYOTA 3 3/8 04/01/30     | CUSIP: 89236TGY5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    800000 | PA      | $776085.66    | 0.07%             | 2030-04-01      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| The Boeing Company                                                                   | BA 3 5/8 02/01/31         | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96001.34     | 0.01%             | 2031-02-01      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Thermo Fisher Scientific Inc                                                         | TMO 2.6 10/01/29          | CUSIP: 883556BZ4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    800000 | PA      | $756271.45    | 0.07%             | 2029-10-01      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| Microchip Technology Incorporated                                                    | MCHP 5.05 03/15/29        | CUSIP: 595017BE3<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    800000 | PA      | $815312.98    | 0.07%             | 2029-03-15      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 5 3/8 07/15/40       | CUSIP: 68389XAM7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    800000 | PA      | $762029.23    | 0.07%             | 2040-07-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Comcast Corporation                                                                  | CMCSA 3.9 03/01/38        | CUSIP: 20030NCJ8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $873249.04    | 0.08%             | 2038-03-01      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM 5.35 06/01/34         | CUSIP: 46647PDR4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1460279.80   | 0.13%             | 2034-06-01      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                       | MS 5.466 01/18/35         | CUSIP: 61747YFL4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    700000 | PA      | $728116.98    | 0.06%             | 2035-01-18      | Fixed         | 5.47%                 | No            | 2                  | On Loan: No      |
| Brookfield Finance Inc.                                                              | BAMACN 4.35 04/15/30      | CUSIP: 11271LAE2<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    900000 | PA      | $901762.79    | 0.08%             | 2030-04-15      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| Broadcom Inc                                                                         | AVGO 4.15 04/15/32        | CUSIP: 11135FBT7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    700000 | PA      | $685243.54    | 0.06%             | 2032-04-15      | Fixed         | 4.15%                 | Yes           | 2                  | On Loan: No      |
| General Motors Financial Company  Inc                                                | GM 4.3 04/06/29           | CUSIP: 37045XDV5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    500000 | PA      | $498226.27    | 0.04%             | 2029-04-06      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| Apple Inc.                                                                           | AAPL 3.85 05/04/43        | CUSIP: 037833AL4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $937945.13    | 0.08%             | 2043-05-04      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| Canadian Pacific Railway Company                                                     | CP 3 12/02/41             | CUSIP: 13645RBG8<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    800000 | PA      | $601610.06    | 0.05%             | 2041-12-02      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| RTX Corp.                                                                            | RTX 5.15 02/27/33         | CUSIP: 75513ECR0<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    700000 | PA      | $725767.27    | 0.06%             | 2033-02-27      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| Starbucks Corp.                                                                      | SBUX 2.55 11/15/30        | CUSIP: 855244AZ2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    700000 | PA      | $646206.42    | 0.06%             | 2030-11-15      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc.                                                  | MUFG 5.133 07/20/33       | CUSIP: 606822CK8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $515920.76    | 0.04%             | 2033-07-20      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc.                                                                       | C 4.91 05/24/33           | CUSIP: 172967NU1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    800000 | PA      | $809320.65    | 0.07%             | 2033-05-24      | Fixed         | 4.91%                 | No            | 2                  | On Loan: No      |
| Merck & Co., Inc                                                                     | MRK 4.15 05/18/43         | CUSIP: 58933YAJ4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    800000 | PA      | $697012.46    | 0.06%             | 2043-05-18      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| Expedia Group Inc                                                                    | EXPE 5.4 02/15/35         | CUSIP: 30212PBL8<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |    600000 | PA      | $614787.97    | 0.05%             | 2035-02-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Exxon Mobil Corp.                                                                    | XOM 3.452 04/15/51        | CUSIP: 30231GBM3<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $734984.16    | 0.06%             | 2051-04-15      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| CVS Health Corp                                                                      | CVS 3 1/4 08/15/29        | CUSIP: 126650DG2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    800000 | PA      | $769111.82    | 0.07%             | 2029-08-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| International Business Machines Corp.                                                | IBM 4 1/4 05/15/49        | CUSIP: 459200KC4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $990358.94    | 0.09%             | 2049-05-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM 4.493 03/24/31        | CUSIP: 46647PBJ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1312660.31   | 0.11%             | 2031-03-24      | Fixed         | 4.49%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS 5.734 01/28/56         | CUSIP: 38141GC51<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1036950.14   | 0.09%             | 2056-01-28      | Fixed         | 5.73%                 | No            | 2                  | On Loan: No      |
| Crown Castle Inc.                                                                    | CCI 2 1/4 01/15/31        | CUSIP: 22822VAT8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    700000 | PA      | $623520.58    | 0.05%             | 2031-01-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Philip Morris International Inc.                                                     | PM 5 1/8 02/15/30         | CUSIP: 718172DA4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    800000 | PA      | $825708.56    | 0.07%             | 2030-02-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| TransCanada Pipelines Limited                                                        | TRPCN 4 5/8 03/01/34      | CUSIP: 89352HAM1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $586104.50    | 0.05%             | 2034-03-01      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Gilead Sciences Inc.                                                                 | GILD 5.65 12/01/41        | CUSIP: 375558AS2<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    500000 | PA      | $522290.94    | 0.05%             | 2041-12-01      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                     | KMI 6.95 01/15/38         | CUSIP: 494550AW6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    500000 | PA      | $564251.37    | 0.05%             | 2038-01-15      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| Autozone, Inc.                                                                       | AZO 4 04/15/30            | CUSIP: 053332AZ5<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    700000 | PA      | $692364.64    | 0.06%             | 2030-04-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Apple Inc.                                                                           | AAPL 3.95 08/08/52        | CUSIP: 037833EQ9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    700000 | PA      | $567259.17    | 0.05%             | 2052-08-08      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                                                    | WFC 3.35 03/02/33         | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $932262.37    | 0.08%             | 2033-03-02      | Fixed         | 3.35%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS 5.727 04/25/30         | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    600000 | PA      | $626933.73    | 0.05%             | 2030-04-25      | Fixed         | 5.73%                 | No            | 2                  | On Loan: No      |
| Gilead Sciences Inc.                                                                 | GILD 5.55 10/15/53        | CUSIP: 375558CA9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    400000 | PA      | $405278.62    | 0.04%             | 2053-10-15      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| ConocoPhillips Co.                                                                   | COP 5.05 09/15/33         | CUSIP: 20826FBF2<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    700000 | PA      | $721497.40    | 0.06%             | 2033-09-15      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 6.15 11/09/29        | CUSIP: 68389XCH6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    700000 | PA      | $741691.77    | 0.06%             | 2029-11-09      | Fixed         | 6.15%                 | No            | 2                  | On Loan: No      |
| CVS Health Corp                                                                      | CVS 5.3 12/05/43          | CUSIP: 126650CD0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    800000 | PA      | $754585.91    | 0.07%             | 2043-12-05      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| Walmart Inc                                                                          | WMT 1.8 09/22/31          | CUSIP: 931142ET6<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    700000 | PA      | $618850.76    | 0.05%             | 2031-09-22      | Fixed         | 1.80%                 | No            | 2                  | On Loan: No      |
| Hormel Foods Corp                                                                    | HRL 1.8 06/11/30          | CUSIP: 440452AF7<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |    600000 | PA      | $539645.84    | 0.05%             | 2030-06-11      | Fixed         | 1.80%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY INSTITUTIONAL LIQUIDITY FUNDS - GOVERNMENT PORTFO                     | MS INST LIQ GOVT CL INST  | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | US        |         0 | NS      | $0.00         | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 6 1/4 11/09/32       | CUSIP: 68389XCJ2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    900000 | PA      | $964228.66    | 0.08%             | 2032-11-09      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| T-Mobile USA, Inc.                                                                   | TMUS 3 1/2 04/15/31       | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    800000 | PA      | $760534.99    | 0.07%             | 2031-04-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Canadian Natural Resources Limited                                                   | CNQCN 6 1/4 03/15/38      | CUSIP: 136385AL5<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $640434.98    | 0.06%             | 2038-03-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR 6.55 06/01/34        | CUSIP: 161175CR3<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    600000 | PA      | $631566.51    | 0.05%             | 2034-06-01      | Fixed         | 6.55%                 | No            | 2                  | On Loan: No      |
| AbbVie Inc.                                                                          | ABBV 5 1/2 03/15/64       | CUSIP: 00287YDX4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    600000 | PA      | $598909.49    | 0.05%             | 2064-03-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| CVS Health Corp                                                                      | CVS 5 7/8 06/01/53        | CUSIP: 126650DZ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $982777.78    | 0.09%             | 2053-06-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Huntington Bancshares Incorporated                                                   | HBAN 5.272 01/15/31       | CUSIP: 446150BE3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    700000 | PA      | $720483.51    | 0.06%             | 2031-01-15      | Fixed         | 5.27%                 | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                                                   | ET 6.05 09/01/54          | CUSIP: 29273VBB5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    500000 | PA      | $486878.74    | 0.04%             | 2054-09-01      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| AT&T Inc                                                                             | T 3.8 12/01/57            | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $1836080.69   | 0.16%             | 2057-12-01      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM 3.109 04/22/51        | CUSIP: 46647PBN5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    800000 | PA      | $557135.88    | 0.05%             | 2051-04-22      | Fixed         | 3.11%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM 4.586 04/26/33        | CUSIP: 46647PDC7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    800000 | PA      | $802977.65    | 0.07%             | 2033-04-26      | Fixed         | 4.59%                 | No            | 2                  | On Loan: No      |
| Merck & Co., Inc                                                                     | MRK 3.7 02/10/45          | CUSIP: 58933YAT2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    900000 | PA      | $725360.48    | 0.06%             | 2045-02-10      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                                                    | WFC 5.389 04/24/34        | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1142391.21   | 0.10%             | 2034-04-24      | Fixed         | 5.39%                 | No            | 2                  | On Loan: No      |
| GE Healthcare Technologies Inc.                                                      | GEHC 5.857 03/15/30       | CUSIP: 36267VAH6<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    500000 | PA      | $529608.28    | 0.05%             | 2030-03-15      | Fixed         | 5.86%                 | No            | 2                  | On Loan: No      |
| Blue Owl Credit Income Corp.                                                         | OCINCC 6.65 03/15/31      | CUSIP: 69120VAZ4<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    900000 | PA      | $934550.67    | 0.08%             | 2031-03-15      | Fixed         | 6.65%                 | No            | 2                  | On Loan: No      |
| Eli Lilly & Co.                                                                      | LLY 5.1 02/09/64          | CUSIP: 532457CN6<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    800000 | PA      | $756362.03    | 0.07%             | 2064-02-09      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| Norfolk Southern Corporation                                                         | NSC 3.05 05/15/50         | CUSIP: 655844CF3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    900000 | PA      | $610333.80    | 0.05%             | 2050-05-15      | Fixed         | 3.05%                 | No            | 2                  | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR 6.484 10/23/45       | CUSIP: 161175BA1<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1361009.40   | 0.12%             | 2045-10-23      | Fixed         | 6.48%                 | No            | 2                  | On Loan: No      |
| Florida Power & Light Co.                                                            | NEE 4.8 05/15/33          | CUSIP: 341081GQ4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    700000 | PA      | $715117.23    | 0.06%             | 2033-05-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| Humana Inc.                                                                          | HUM 5 3/8 04/15/31        | CUSIP: 444859CA8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1445513.10   | 0.13%             | 2031-04-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Berkshire Hathaway Finance Corporation                                               | BRK 4.2 08/15/48          | CUSIP: 084664CQ2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    900000 | PA      | $769996.63    | 0.07%             | 2048-08-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| Ford Motor Credit Company LLC                                                        | F 6.054 11/05/31          | CUSIP: 345397G31<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    300000 | PA      | $306549.26    | 0.03%             | 2031-11-05      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| LPL Holdings Inc.                                                                    | LPLA 6 3/4 11/17/28       | CUSIP: 50212YAH7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    700000 | PA      | $746259.30    | 0.06%             | 2028-11-17      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Ford Motor Credit Company LLC                                                        | F 5 7/8 11/07/29          | CUSIP: 345397G49<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    700000 | PA      | $714323.28    | 0.06%             | 2029-11-07      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| KLA Corp.                                                                            | KLAC 4.95 07/15/52        | CUSIP: 482480AM2<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    700000 | PA      | $652681.67    | 0.06%             | 2052-07-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Westpac Banking Corp.                                                                | WSTP 5.535 11/17/28       | CUSIP: 961214FN8<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    700000 | PA      | $732067.72    | 0.06%             | 2028-11-17      | Fixed         | 5.54%                 | No            | 2                  | On Loan: No      |
| Fiserv Inc.                                                                          | FI 5.15 08/12/34          | CUSIP: 337738BN7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    600000 | PA      | $595612.33    | 0.05%             | 2034-08-12      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS 6.484 10/24/29         | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    800000 | PA      | $849595.65    | 0.07%             | 2029-10-24      | Fixed         | 6.48%                 | No            | 2                  | On Loan: No      |
| International Business Machines Corp.                                                | IBM 4.8 02/10/30          | CUSIP: 459200LG4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    500000 | PA      | $511708.73    | 0.04%             | 2030-02-10      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| Comcast Corporation                                                                  | CMCSA 4 1/4 10/15/30      | CUSIP: 20030NCU3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499047.40    | 0.04%             | 2030-10-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Southern California Edison Company                                                   | EIX 5.2 06/01/34          | CUSIP: 842400HZ9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    800000 | PA      | $800780.68    | 0.07%             | 2034-06-01      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc.                                                                       | C 2.904 11/03/42          | CUSIP: 172967NF4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    800000 | PA      | $590994.54    | 0.05%             | 2042-11-03      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| NXP B V / NXP Funding LLC & NXP USA Inc                                              | NXPI 2 1/2 05/11/31       | CUSIP: 62954HBA5<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | NL        |    700000 | PA      | $630116.95    | 0.05%             | 2031-05-11      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS 2.65 10/21/32          | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    900000 | PA      | $809377.37    | 0.07%             | 2032-10-21      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| Northern Trust Corporation                                                           | NTRS 1.95 05/01/30        | CUSIP: 665859AV6<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    700000 | PA      | $639490.94    | 0.06%             | 2030-05-01      | Fixed         | 1.95%                 | No            | 2                  | On Loan: No      |
| Banco Santander, S.A.                                                                | SANTAN 5.538 03/14/30     | CUSIP: 05964HBB0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $620511.76    | 0.05%             | 2030-03-14      | Fixed         | 5.54%                 | No            | 2                  | On Loan: No      |
| San Diego Gas & Electric Company                                                     | SRE 5.35 04/01/53         | CUSIP: 797440CD4<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    700000 | PA      | $675959.59    | 0.06%             | 2053-04-01      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| Rogers Communications Inc.                                                           | RCICN 4.55 03/15/52       | CUSIP: 775109CK5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   1200000 | PA      | $984391.46    | 0.09%             | 2052-03-15      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| Amazon.com, Inc.                                                                     | AMZN 3 7/8 08/22/37       | CUSIP: 023135BF2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $919302.85    | 0.08%             | 2037-08-22      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| CVS Health Corp                                                                      | CVS 4.78 03/25/38         | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1596426.16   | 0.14%             | 2038-03-25      | Fixed         | 4.78%                 | No            | 2                  | On Loan: No      |
| Amgen Inc.                                                                           | AMGN 4.563 06/15/48       | CUSIP: 031162CD0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    800000 | PA      | $692694.93    | 0.06%             | 2048-06-15      | Fixed         | 4.56%                 | No            | 2                  | On Loan: No      |
| Becton, Dickinson and Company                                                        | BDX 1.957 02/11/31        | CUSIP: 075887CL1<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $972204.54    | 0.08%             | 2031-02-11      | Fixed         | 1.96%                 | No            | 2                  | On Loan: No      |
| DH Europe Finance II SARL                                                            | DHR 2.6 11/15/29          | CUSIP: 23291KAH8<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |   1200000 | PA      | $1134350.88   | 0.10%             | 2029-11-15      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| Philip Morris International Inc.                                                     | PM 5 1/4 02/13/34         | CUSIP: 718172DJ5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    900000 | PA      | $927778.05    | 0.08%             | 2034-02-13      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| T-Mobile USA, Inc.                                                                   | TMUS 4 3/8 04/15/40       | CUSIP: 87264AAX3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    700000 | PA      | $628393.56    | 0.05%             | 2040-04-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| B.A.T. Capital Corporation                                                           | BATSLN 7.081 08/02/53     | CUSIP: 054989AD0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    900000 | PA      | $1029052.04   | 0.09%             | 2053-08-02      | Fixed         | 7.08%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                                | BAC 4.083 03/20/51        | CUSIP: 06051GJA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1472105.70   | 0.13%             | 2051-03-20      | Fixed         | 4.08%                 | No            | 2                  | On Loan: No      |
| Lowes Companies, Inc.                                                                | LOW 3.65 04/05/29         | CUSIP: 548661DR5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    600000 | PA      | $589826.39    | 0.05%             | 2029-04-05      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| BHP Billiton Finance (USA) Ltd.                                                      | BHP 5 02/21/30            | CUSIP: 055451BJ6<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    700000 | PA      | $721820.47    | 0.06%             | 2030-02-21      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Amazon.com, Inc.                                                                     | AMZN 4.7 12/01/32         | CUSIP: 023135CR5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    600000 | PA      | $615766.84    | 0.05%             | 2032-12-01      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| Target Corp.                                                                         | TGT 4.8 01/15/53          | CUSIP: 87612EBR6<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    800000 | PA      | $726046.07    | 0.06%             | 2053-01-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| Nike, Inc.                                                                           | NKE 3 3/8 03/27/50        | CUSIP: 654106AM5<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    800000 | PA      | $584796.58    | 0.05%             | 2050-03-27      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Sabine Pass Liquefaction, LLC                                                        | SPLLLC 4 1/2 05/15/30     | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    900000 | PA      | $904067.58    | 0.08%             | 2030-05-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Adobe Inc                                                                            | ADBE 2.3 02/01/30         | CUSIP: 00724PAD1<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    900000 | PA      | $839807.78    | 0.07%             | 2030-02-01      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| Crown Castle Inc.                                                                    | CCI 5.8 03/01/34          | CUSIP: 22822VBE0<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    700000 | PA      | $738244.49    | 0.06%             | 2034-03-01      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| CDX.NA.HY SERIES 44                                                                  | CDX.NA.HY SERIES 44 6/30  | CUSIP: N/A<br>LEI: N/A                        | Long             | DCR              | CORP              | N/A       | -15000000 | PA      | $1140525.00   | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS 5.207 01/28/31         | CUSIP: 38141GC36<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    600000 | PA      | $619146.70    | 0.05%             | 2031-01-28      | Fixed         | 5.21%                 | No            | 2                  | On Loan: No      |
| Ford Motor Credit Company LLC                                                        | F 5.8 03/08/29            | CUSIP: 345397E58<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    800000 | PA      | $814032.31    | 0.07%             | 2029-03-08      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| 3M Company                                                                           | MMM 2 3/8 08/26/29        | CUSIP: 88579YBJ9<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1502130.29   | 0.13%             | 2029-08-26      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| Apple Inc.                                                                           | AAPL 2.7 08/05/51         | CUSIP: 037833EK2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $635971.44    | 0.06%             | 2051-08-05      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| T-Mobile USA, Inc.                                                                   | TMUS 3 3/8 04/15/29       | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    700000 | PA      | $680295.25    | 0.06%             | 2029-04-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Eastman Chemical Company                                                             | EMN 5 08/01/29            | CUSIP: 277432AZ3<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1221644.27   | 0.11%             | 2029-08-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Kinder Morgan, Inc.                                                                  | KMI 5.2 03/01/48          | CUSIP: 49456BAQ4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    800000 | PA      | $737478.29    | 0.06%             | 2048-03-01      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| Barclays PLC                                                                         | BACR 5.69 03/12/30        | CUSIP: 06738ECR4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $415202.89    | 0.04%             | 2030-03-12      | Fixed         | 5.69%                 | No            | 2                  | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR 3.9 06/01/52         | CUSIP: 161175CA0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $853157.38    | 0.07%             | 2052-06-01      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| Apple Inc.                                                                           | AAPL 1.65 05/11/30        | CUSIP: 037833DU1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $995537.74    | 0.09%             | 2030-05-11      | Fixed         | 1.65%                 | No            | 2                  | On Loan: No      |
| Lockheed Martin Corporation                                                          | LMT 5 1/4 01/15/33        | CUSIP: 539830BW8<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    500000 | PA      | $525698.61    | 0.05%             | 2033-01-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Williams Companies Inc. (The)                                                        | WMB 2.6 03/15/31          | CUSIP: 969457BY5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    900000 | PA      | $817337.48    | 0.07%             | 2031-03-15      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| MPLX LP                                                                              | MPLX 5.4 04/01/35         | CUSIP: 55336VBY5<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    500000 | PA      | $503425.34    | 0.04%             | 2035-04-01      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Trane Technologies Financing Ltd.                                                    | TT 3.8 03/21/29           | CUSIP: 456873AD0<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |    600000 | PA      | $593905.35    | 0.05%             | 2029-03-21      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| Woodside Finance Ltd.                                                                | WDSAU 5.1 09/12/34        | CUSIP: 980236AR4<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    700000 | PA      | $694174.00    | 0.06%             | 2034-09-12      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| Crown Castle Inc.                                                                    | CCI 2.1 04/01/31          | CUSIP: 22822VAW1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    800000 | PA      | $701317.09    | 0.06%             | 2031-04-01      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| Regal Rexnord Corporation                                                            | RRX 6.4 04/15/33          | CUSIP: 758750AP8<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    500000 | PA      | $536364.69    | 0.05%             | 2033-04-15      | Fixed         | 6.40%                 | No            | 2                  | On Loan: No      |
| Lowes Companies, Inc.                                                                | LOW 2.8 09/15/41          | CUSIP: 548661EE3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    700000 | PA      | $506750.37    | 0.04%             | 2041-09-15      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 2.95 04/01/30        | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1029677.59   | 0.09%             | 2030-04-01      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| T-Mobile USA, Inc.                                                                   | TMUS 5 3/4 01/15/54       | CUSIP: 87264ADB8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    500000 | PA      | $497712.47    | 0.04%             | 2054-01-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Raymond James Financial Inc.                                                         | RJF 4.95 07/15/46         | CUSIP: 754730AF6<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |    700000 | PA      | $647001.73    | 0.06%             | 2046-07-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Devon Energy Corporation                                                             | DVN 4 3/4 05/15/42        | CUSIP: 25179MAN3<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    800000 | PA      | $695917.22    | 0.06%             | 2042-05-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| PNC Financial Services Group Inc.                                                    | PNC 5.492 05/14/30        | CUSIP: 693475BX2<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    700000 | PA      | $727847.41    | 0.06%             | 2030-05-14      | Fixed         | 5.49%                 | No            | 2                  | On Loan: No      |
| Synopsys Inc                                                                         | SNPS 5 04/01/32           | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    600000 | PA      | $612753.32    | 0.05%             | 2032-04-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Public Service Company of Colorado                                                   | XEL 5 3/4 05/15/54        | CUSIP: 744448DA6<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    500000 | PA      | $511956.07    | 0.04%             | 2054-05-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc.                                                                       | C 4 3/4 05/18/46          | CUSIP: 172967KR1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    900000 | PA      | $801269.19    | 0.07%             | 2046-05-18      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Biogen Inc                                                                           | BIIB 3.15 05/01/50        | CUSIP: 09062XAG8<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $721753.46    | 0.06%             | 2050-05-01      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc.                                                  | MUFG 2.309 07/20/32       | CUSIP: 606822BX1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $889691.60    | 0.08%             | 2032-07-20      | Fixed         | 2.31%                 | No            | 2                  | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc.                                                  | ABIBB 4.439 10/06/48      | CUSIP: 03523TBT4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    900000 | PA      | $789224.00    | 0.07%             | 2048-10-06      | Fixed         | 4.44%                 | No            | 2                  | On Loan: No      |
| Time Warner Cable LLC                                                                | TWC 6 3/4 06/15/39        | CUSIP: 88732JAU2<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    600000 | PA      | $616203.28    | 0.05%             | 2039-06-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Time Warner Cable LLC                                                                | TWC 7.3 07/01/38          | CUSIP: 88732JAN8<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    600000 | PA      | $646109.51    | 0.06%             | 2038-07-01      | Fixed         | 7.30%                 | No            | 2                  | On Loan: No      |
| RTX Corp.                                                                            | RTX 3.03 03/15/52         | CUSIP: 75513ECP4<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $728823.60    | 0.06%             | 2052-03-15      | Fixed         | 3.03%                 | No            | 2                  | On Loan: No      |
| Tyson Foods, Inc.                                                                    | TSN 5.1 09/28/48          | CUSIP: 902494BH5<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $923375.52    | 0.08%             | 2048-09-28      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| Apple Inc.                                                                           | AAPL 1.65 02/08/31        | CUSIP: 037833ED8<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $974989.02    | 0.08%             | 2031-02-08      | Fixed         | 1.65%                 | No            | 2                  | On Loan: No      |
| Pacific Gas and Electric Company                                                     | PCG 6 3/4 01/15/53        | CUSIP: 694308KH9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    700000 | PA      | $756968.25    | 0.07%             | 2053-01-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| M&T Bank Corporation                                                                 | MTB 5.385 01/16/36        | CUSIP: 55261FAV6<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    700000 | PA      | $709058.80    | 0.06%             | 2036-01-16      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| IBM International Capital Pte. Ltd.                                                  | IBM 5.3 02/05/54          | CUSIP: 449276AG9<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |    500000 | PA      | $475119.61    | 0.04%             | 2054-02-05      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| Amgen Inc.                                                                           | AMGN 3 3/8 02/21/50       | CUSIP: 031162CS7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $725530.03    | 0.06%             | 2050-02-21      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Pfizer Inc.                                                                          | PFE 7.2 03/15/39          | CUSIP: 717081CY7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    900000 | PA      | $1082291.18   | 0.09%             | 2039-03-15      | Fixed         | 7.20%                 | No            | 2                  | On Loan: No      |
| AT&T Inc                                                                             | T 2 3/4 06/01/31          | CUSIP: 00206RJY9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2655271.12   | 0.23%             | 2031-06-01      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Lowes Companies, Inc.                                                                | LOW 1.7 10/15/30          | CUSIP: 548661DY0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    700000 | PA      | $617554.64    | 0.05%             | 2030-10-15      | Fixed         | 1.70%                 | No            | 2                  | On Loan: No      |
| The Charles Schwab Corporation                                                       | SCHW 2.9 03/03/32         | CUSIP: 808513CA1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    800000 | PA      | $731910.42    | 0.06%             | 2032-03-03      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| Pfizer Inc.                                                                          | PFE 4 1/8 12/15/46        | CUSIP: 717081ED1<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    800000 | PA      | $670525.01    | 0.06%             | 2046-12-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                       | MS 5.656 04/18/30         | CUSIP: 61747YFQ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    500000 | PA      | $521482.53    | 0.05%             | 2030-04-18      | Fixed         | 5.66%                 | No            | 2                  | On Loan: No      |
| Intel Corporation                                                                    | INTC 5.2 02/10/33         | CUSIP: 458140CG3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1118198.37   | 0.10%             | 2033-02-10      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| T-Mobile USA, Inc.                                                                   | TMUS 5.65 01/15/53        | CUSIP: 87264ACW3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    800000 | PA      | $786912.56    | 0.07%             | 2053-01-15      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| Fox Corporation                                                                      | FOXA 5.576 01/25/49       | CUSIP: 35137LAK1<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    700000 | PA      | $679607.73    | 0.06%             | 2049-01-25      | Fixed         | 5.58%                 | No            | 2                  | On Loan: No      |
| Truist Financial Corp.                                                               | TFC 5.867 06/08/34        | CUSIP: 89788MAP7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    800000 | PA      | $846924.34    | 0.07%             | 2034-06-08      | Fixed         | 5.87%                 | No            | 2                  | On Loan: No      |
| RTX Corp.                                                                            | RTX 6.4 03/15/54          | CUSIP: 75513ECX7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    600000 | PA      | $675436.07    | 0.06%             | 2054-03-15      | Fixed         | 6.40%                 | No            | 2                  | On Loan: No      |
| Exelon Corp.                                                                         | EXC 4.7 04/15/50          | CUSIP: 30161NAY7<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    900000 | PA      | $781587.57    | 0.07%             | 2050-04-15      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| Home Depot Inc.                                                                      | HD 3.9 06/15/47           | CUSIP: 437076BS0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    900000 | PA      | $726371.25    | 0.06%             | 2047-06-15      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 3.9 05/15/35         | CUSIP: 68389XBE4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    600000 | PA      | $536123.09    | 0.05%             | 2035-05-15      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| Vodafone Group PLC                                                                   | VOD 5 3/4 06/28/54        | CUSIP: 92857WCA6<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $785640.00    | 0.07%             | 2054-06-28      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Sixth Street Lending Partners                                                        | SIXSLP 6 1/8 07/15/30     | CUSIP: 829932AE2<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |    600000 | PA      | $616667.12    | 0.05%             | 2030-07-15      | Fixed         | 6.12%                 | Yes           | 2                  | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                                  | NEE 5 1/4 03/15/34        | CUSIP: 65339KCU2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    500000 | PA      | $513765.06    | 0.04%             | 2034-03-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Thermo Fisher Scientific Inc                                                         | TMO 4.977 08/10/30        | CUSIP: 883556CW0<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    800000 | PA      | $825555.25    | 0.07%             | 2030-08-10      | Fixed         | 4.98%                 | No            | 2                  | On Loan: No      |
| Synopsys Inc                                                                         | SNPS 5.15 04/01/35        | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    800000 | PA      | $812291.47    | 0.07%             | 2035-04-01      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| MetLife Inc.                                                                         | MET 5 1/4 01/15/54        | CUSIP: 59156RCD8<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    500000 | PA      | $484753.73    | 0.04%             | 2054-01-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Phillips 66                                                                          | PSX 5 7/8 05/01/42        | CUSIP: 718546AH7<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    700000 | PA      | $712397.87    | 0.06%             | 2042-05-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Netflix, Inc.                                                                        | NFLX 5.4 08/15/54         | CUSIP: 64110LBA3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    500000 | PA      | $495704.78    | 0.04%             | 2054-08-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| AerCap Ireland Capital Designated Activity Co. / AerCap Global Aviation Trust (AER)  | AER 3.3 01/30/32          | CUSIP: 00774MAX3<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |   1400000 | PA      | $1291965.29   | 0.11%             | 2032-01-30      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| Kinder Morgan, Inc.                                                                  | KMI 5.55 06/01/45         | CUSIP: 49456BAH4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    800000 | PA      | $778452.26    | 0.07%             | 2045-06-01      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| Chubb INA Holdings LLC                                                               | CB 5 03/15/34             | CUSIP: 171239AK2<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    800000 | PA      | $819510.41    | 0.07%             | 2034-03-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings PLC                                                                    | HSBC 4.95 03/31/30        | CUSIP: 404280CF4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1024522.76   | 0.09%             | 2030-03-31      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                                                   | ET 5 1/4 04/15/29         | CUSIP: 29278NAG8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    500000 | PA      | $513958.06    | 0.04%             | 2029-04-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| CVS Health Corp                                                                      | CVS 5.3 06/01/33          | CUSIP: 126650DY3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    600000 | PA      | $616534.55    | 0.05%             | 2033-06-01      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| Takeda Pharmaceutical Co Ltd.                                                        | TACHEM 5.65 07/05/44      | CUSIP: 874060BL9<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    700000 | PA      | $716053.96    | 0.06%             | 2044-07-05      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| Comcast Corporation                                                                  | CMCSA 3.45 02/01/50       | CUSIP: 20030NCZ2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $825647.84    | 0.07%             | 2050-02-01      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc.                                                                       | C 5.316 03/26/41          | CUSIP: 172967MM0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    700000 | PA      | $699805.37    | 0.06%             | 2041-03-26      | Fixed         | 5.32%                 | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                                                   | ET 6.4 12/01/30           | CUSIP: 29273VAT7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    500000 | PA      | $541140.86    | 0.05%             | 2030-12-01      | Fixed         | 6.40%                 | No            | 2                  | On Loan: No      |
| Western Midstream Operating  LP                                                      | WES 4.05 02/01/30         | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    700000 | PA      | $683698.60    | 0.06%             | 2030-02-01      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| Targa Resources Corp.                                                                | TRGP 5.55 08/15/35        | CUSIP: 87612GAM3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    600000 | PA      | $612784.66    | 0.05%             | 2035-08-15      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| Apple Inc.                                                                           | AAPL 2.65 05/11/50        | CUSIP: 037833DW7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $636660.30    | 0.06%             | 2050-05-11      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| Costco Wholesale Corporation                                                         | COST 1.6 04/20/30         | CUSIP: 22160KAP0<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |    900000 | PA      | $813387.11    | 0.07%             | 2030-04-20      | Fixed         | 1.60%                 | No            | 2                  | On Loan: No      |
| Takeda Pharmaceutical Co Ltd.                                                        | TACHEM 3.175 07/09/50     | CUSIP: 874060AZ9<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $341100.85    | 0.03%             | 2050-07-09      | Fixed         | 3.17%                 | No            | 2                  | On Loan: No      |
| Visa Inc                                                                             | V 4.3 12/14/45            | CUSIP: 92826CAF9<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1416346.43   | 0.12%             | 2045-12-14      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| Cheniere Energy Partners Lp                                                          | CQP 4 1/2 10/01/29        | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500183.15    | 0.04%             | 2029-10-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Elevance Health Inc.                                                                 | ANTM 3.6 03/15/51         | CUSIP: 036752AS2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $721137.02    | 0.06%             | 2051-03-15      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| Reynolds American Inc.                                                               | BATSLN 5.85 08/15/45      | CUSIP: 761713BB1<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $991341.53    | 0.09%             | 2045-08-15      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc.                                                                       | C 3.057 01/25/33          | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $913436.43    | 0.08%             | 2033-01-25      | Fixed         | 3.06%                 | No            | 2                  | On Loan: No      |
| AbbVie Inc.                                                                          | ABBV 3.2 11/21/29         | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1641797.78   | 0.14%             | 2029-11-21      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| Berkshire Hathaway Energy Company                                                    | BRKHEC 5.15 11/15/43      | CUSIP: 59562VBD8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    700000 | PA      | $679211.03    | 0.06%             | 2043-11-15      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| Citizens Financial Group Inc                                                         | CFG 3 1/4 04/30/30        | CUSIP: 174610AT2<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    600000 | PA      | $568637.75    | 0.05%             | 2030-04-30      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| AbbVie Inc.                                                                          | ABBV 5.05 03/15/34        | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    800000 | PA      | $824111.10    | 0.07%             | 2034-03-15      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                                                   | ET 5.6 09/01/34           | CUSIP: 29273VBA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    600000 | PA      | $617252.48    | 0.05%             | 2034-09-01      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| Walt Disney Company                                                                  | DIS 3.8 03/22/30          | CUSIP: 254687FQ4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    600000 | PA      | $594557.95    | 0.05%             | 2030-03-22      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| T-Mobile USA, Inc.                                                                   | TMUS 2 5/8 02/15/29       | CUSIP: 87264ABS3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    500000 | PA      | $475157.38    | 0.04%             | 2029-02-15      | Fixed         | 2.62%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS 3.21 04/22/42          | CUSIP: 38141GYC2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    800000 | PA      | $622044.42    | 0.05%             | 2042-04-22      | Fixed         | 3.21%                 | No            | 2                  | On Loan: No      |
| Mizuho Financial Group Inc.                                                          | MIZUHO 5.422 05/13/36     | CUSIP: 60687YDJ5<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    600000 | PA      | $622546.40    | 0.05%             | 2036-05-13      | Fixed         | 5.42%                 | No            | 2                  | On Loan: No      |
| Chevron USA Inc                                                                      | CVX 4.98 04/15/35         | CUSIP: 166756BF2<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    700000 | PA      | $719122.31    | 0.06%             | 2035-04-15      | Fixed         | 4.98%                 | No            | 2                  | On Loan: No      |
| Pacific Gas and Electric Company                                                     | PCG 4.95 07/01/50         | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1290058.14   | 0.11%             | 2050-07-01      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group Inc.                                                              | UNH 4 1/2 04/15/33        | CUSIP: 91324PEV0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    700000 | PA      | $694210.59    | 0.06%             | 2033-04-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Home Depot Inc.                                                                      | HD 4.95 06/25/34          | CUSIP: 437076DE9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    500000 | PA      | $511760.84    | 0.04%             | 2034-06-25      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group Inc.                                                              | UNH 5 1/2 07/15/44        | CUSIP: 91324PFK3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    800000 | PA      | $802202.02    | 0.07%             | 2044-07-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings PLC                                                                    | HSBC 2.848 06/04/31       | CUSIP: 404280CH0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    900000 | PA      | $838482.43    | 0.07%             | 2031-06-04      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| Merck & Co., Inc                                                                     | MRK 2 3/4 12/10/51        | CUSIP: 58933YBF1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1017860.56   | 0.09%             | 2051-12-10      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| The Cigna Group                                                                      | CI 5.6 02/15/54           | CUSIP: 125523CW8<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    700000 | PA      | $686319.48    | 0.06%             | 2054-02-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| McDonald's Corp.                                                                     | MCD 4.45 03/01/47         | CUSIP: 58013MFC3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    700000 | PA      | $605548.31    | 0.05%             | 2047-03-01      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| United Parcel Service, Inc.                                                          | UPS 5.15 05/22/34         | CUSIP: 911312CD6<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    500000 | PA      | $519613.62    | 0.05%             | 2034-05-22      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM 1.764 11/19/31        | CUSIP: 46647PBU9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    700000 | PA      | $619213.94    | 0.05%             | 2031-11-19      | Fixed         | 1.76%                 | No            | 2                  | On Loan: No      |
| Philip Morris International Inc.                                                     | PM 5 3/4 11/17/32         | CUSIP: 718172CX5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    600000 | PA      | $638836.78    | 0.06%             | 2032-11-17      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Uber Technologies Inc                                                                | UBER 4.8 09/15/34         | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    600000 | PA      | $600630.37    | 0.05%             | 2034-09-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| Marsh & McLennan Companies, Inc.                                                     | MMC 5.4 03/15/55          | CUSIP: 571748CD2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    700000 | PA      | $690361.43    | 0.06%             | 2055-03-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Merck & Co., Inc                                                                     | MRK 4 1/2 05/17/33        | CUSIP: 58933YBK0<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    600000 | PA      | $605006.42    | 0.05%             | 2033-05-17      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Broadcom Inc                                                                         | AVGO 5.05 04/15/30        | CUSIP: 11135FCF6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    600000 | PA      | $620142.92    | 0.05%             | 2030-04-15      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                                                    | WFC 4.611 04/25/53        | CUSIP: 95000U2Z5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $877427.93    | 0.08%             | 2053-04-25      | Fixed         | 4.61%                 | No            | 2                  | On Loan: No      |
| Oneok Inc.                                                                           | OKE 5.65 11/01/28         | CUSIP: 682680BJ1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    700000 | PA      | $725843.43    | 0.06%             | 2028-11-01      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| General Motors Financial Company  Inc                                                | GM 5.8 01/07/29           | CUSIP: 37045XEN2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    600000 | PA      | $625012.33    | 0.05%             | 2029-01-07      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| Canadian Imperial Bank of Commerce                                                   | CM 3.6 04/07/32           | CUSIP: 13607HR53<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    800000 | PA      | $760633.70    | 0.07%             | 2032-04-07      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| Prologis, L.P.                                                                       | PLD 5 1/8 01/15/34        | CUSIP: 74340XCH2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    600000 | PA      | $617416.86    | 0.05%             | 2034-01-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR 6.384 10/23/35       | CUSIP: 161175AZ7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    900000 | PA      | $931544.14    | 0.08%             | 2035-10-23      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc.                                                 | SUMIBK 5.766 01/13/33     | CUSIP: 86562MCS7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    700000 | PA      | $747656.13    | 0.06%             | 2033-01-13      | Fixed         | 5.77%                 | No            | 2                  | On Loan: No      |
| Dell International LLC / EMC Corp.                                                   | DELL 5 1/2 04/01/35       | CUSIP: 24703TAP1<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    500000 | PA      | $516513.79    | 0.04%             | 2035-04-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Eli Lilly & Co.                                                                      | LLY 5 1/2 02/12/55        | CUSIP: 532457CY2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    500000 | PA      | $510040.50    | 0.04%             | 2055-02-12      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Cooperatieve Rabobank U.A.                                                           | RABOBK 5 3/4 12/01/43     | CUSIP: 21684AAB2<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    800000 | PA      | $822317.15    | 0.07%             | 2043-12-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Diageo Capital PLC                                                                   | DGELN 5 5/8 10/05/33      | CUSIP: 25243YBN8<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $532151.73    | 0.05%             | 2033-10-05      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                       | MS 6 3/8 07/24/42         | CUSIP: 617482V92<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    800000 | PA      | $902111.80    | 0.08%             | 2042-07-24      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group Inc.                                                              | UNH 4.95 01/15/32         | CUSIP: 91324PFH0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    700000 | PA      | $716685.88    | 0.06%             | 2032-01-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Westpac Banking Corp.                                                                | WSTP 2.15 06/03/31        | CUSIP: 961214ET6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   1000000 | PA      | $902106.41    | 0.08%             | 2031-06-03      | Fixed         | 2.15%                 | No            | 2                  | On Loan: No      |
| General Motors Financial Company  Inc                                                | GM 2.7 06/10/31           | CUSIP: 37045XDL7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    700000 | PA      | $630356.52    | 0.05%             | 2031-06-10      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| Berry Global Inc                                                                     | BERY 5.8 06/15/31         | CUSIP: 08576BAB8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    700000 | PA      | $741614.77    | 0.06%             | 2031-06-15      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| National Bank of Canada                                                              | NACN 5.6 12/18/28         | CUSIP: 63307A2X2<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $625487.40    | 0.05%             | 2028-12-18      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| CVS Health Corp                                                                      | CVS 5 1/4 02/21/33        | CUSIP: 126650DU1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    700000 | PA      | $717789.62    | 0.06%             | 2033-02-21      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Ares Capital Corp.                                                                   | ARCC 5.8 03/08/32         | CUSIP: 04010LBH5<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    800000 | PA      | $807122.73    | 0.07%             | 2032-03-08      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| KLA Corp.                                                                            | KLAC 5 1/4 07/15/62       | CUSIP: 482480AN0<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    500000 | PA      | $481496.56    | 0.04%             | 2062-07-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings PLC                                                                    | HSBC 5.719 03/04/35       | CUSIP: 404280EE5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    700000 | PA      | $738122.76    | 0.06%             | 2035-03-04      | Fixed         | 5.72%                 | No            | 2                  | On Loan: No      |
| Comcast Corporation                                                                  | CMCSA 4.65 02/15/33       | CUSIP: 20030NEC1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500457.15    | 0.04%             | 2033-02-15      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| Amazon.com, Inc.                                                                     | AMZN 2.1 05/12/31         | CUSIP: 023135BZ8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    700000 | PA      | $629681.18    | 0.05%             | 2031-05-12      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| Ford Motor Credit Company LLC                                                        | F 6.05 03/05/31           | CUSIP: 345397E25<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    500000 | PA      | $511436.32    | 0.04%             | 2031-03-05      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| Walt Disney Company                                                                  | DIS 2.65 01/13/31         | CUSIP: 254687FX9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    600000 | PA      | $558947.08    | 0.05%             | 2031-01-13      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| GE Healthcare Technologies Inc.                                                      | GEHC 6.377 11/22/52       | CUSIP: 36267VAM5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    500000 | PA      | $549930.04    | 0.05%             | 2052-11-22      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Johnson & Johnson                                                                    | JNJ 1.3 09/01/30          | CUSIP: 478160CQ5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    900000 | PA      | $798076.88    | 0.07%             | 2030-09-01      | Fixed         | 1.30%                 | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                                                   | ET 6 1/8 12/15/45         | CUSIP: 29273RBJ7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    700000 | PA      | $698701.09    | 0.06%             | 2045-12-15      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| Citizens Financial Group Inc                                                         | CFG 5.253 03/05/31        | CUSIP: 174610BJ3<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    500000 | PA      | $511392.53    | 0.04%             | 2031-03-05      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 4.3 07/08/34         | CUSIP: 68389XAV7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    700000 | PA      | $656070.14    | 0.06%             | 2034-07-08      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS 6 1/4 02/01/41         | CUSIP: 38141GGM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    900000 | PA      | $991744.20    | 0.09%             | 2041-02-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                                | BAC 2.687 04/22/32        | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1279225.65   | 0.11%             | 2032-04-22      | Fixed         | 2.69%                 | No            | 2                  | On Loan: No      |
| AbbVie Inc.                                                                          | ABBV 5.4 03/15/54         | CUSIP: 00287YDW6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1094512.98   | 0.09%             | 2054-03-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Lloyds Banking Group PLC                                                             | LLOYDS 5.721 06/05/30     | CUSIP: 53944YBA0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    700000 | PA      | $732239.38    | 0.06%             | 2030-06-05      | Fixed         | 5.72%                 | No            | 2                  | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                                  | NEE 5.05 02/28/33         | CUSIP: 65339KCP3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    700000 | PA      | $715886.47    | 0.06%             | 2033-02-28      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| TransCanada Pipelines Limited                                                        | TRPCN 6.2 10/15/37        | CUSIP: 89352HAD1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    900000 | PA      | $968736.36    | 0.08%             | 2037-10-15      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| Amgen Inc.                                                                           | AMGN 5.6 03/02/43         | CUSIP: 031162DS6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1319348.99   | 0.11%             | 2043-03-02      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                                                    | WFC 4.65 11/04/44         | CUSIP: 94974BGE4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    800000 | PA      | $711256.16    | 0.06%             | 2044-11-04      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| B.A.T. Capital Corporation                                                           | BATSLN 6 02/20/34         | CUSIP: 05526DBZ7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    400000 | PA      | $426877.55    | 0.04%             | 2034-02-20      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| CDX.NA.IG SERIES 45                                                                  | CDX.NA.IG SERIES 45 12/30 | CUSIP: N/A<br>LEI: N/A                        | Long             | DCR              | CORP              | N/A       | -50000000 | PA      | $1109250.00   | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 5 1/2 08/03/35       | CUSIP: 68389XDA0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    500000 | PA      | $505243.84    | 0.04%             | 2035-08-03      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Consolidated Edison Company of New York, Inc.                                        | ED 5.7 05/15/54           | CUSIP: 209111GK3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    800000 | PA      | $821614.30    | 0.07%             | 2054-05-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| Cheniere Energy Inc                                                                  | LNG 5.65 04/15/34         | CUSIP: 16411RAN9<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    500000 | PA      | $517143.69    | 0.04%             | 2034-04-15      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| Coca-Cola Co (The)                                                                   | KO 2 1/2 06/01/40         | CUSIP: 191216CW8<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    800000 | PA      | $596442.31    | 0.05%             | 2040-06-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR 6.65 02/01/34        | CUSIP: 161175CP7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    600000 | PA      | $634122.49    | 0.05%             | 2034-02-01      | Fixed         | 6.65%                 | No            | 2                  | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                                  | NEE 5 1/4 02/28/53        | CUSIP: 65339KCQ1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    800000 | PA      | $757574.37    | 0.07%             | 2053-02-28      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Corebridge Financial Inc.                                                            | CRBG 3.9 04/05/32         | CUSIP: 21871XAH2<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    800000 | PA      | $761437.84    | 0.07%             | 2032-04-05      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| General Motors Financial Company  Inc                                                | GM 6.1 01/07/34           | CUSIP: 37045XEP7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    500000 | PA      | $528316.01    | 0.05%             | 2034-01-07      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| The J M Smucker Company                                                              | SJM 6 1/2 11/15/53        | CUSIP: 832696AZ1<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    800000 | PA      | $885713.26    | 0.08%             | 2053-11-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Waste Connections Inc.                                                               | WCNCN 5 03/01/34          | CUSIP: 94106BAG6<br>LEI: 549300ZX1Z8QGWASPX54 | Long             | DBT              | CORP              | CA        |    800000 | PA      | $818256.67    | 0.07%             | 2034-03-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Deutsche Bank AG New York Branch                                                     | DB 5.403 09/11/35         | CUSIP: 251526CY3<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |    500000 | PA      | $509121.06    | 0.04%             | 2035-09-11      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Equinix, Inc.                                                                        | EQIX 2 1/2 05/15/31       | CUSIP: 29444UBS4<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    800000 | PA      | $722535.11    | 0.06%             | 2031-05-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Florida Power & Light Co.                                                            | NEE 2.45 02/03/32         | CUSIP: 341081GG6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    600000 | PA      | $541364.32    | 0.05%             | 2032-02-03      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| Cheniere Energy Partners Lp                                                          | CQP 5.95 06/30/33         | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    700000 | PA      | $738784.78    | 0.06%             | 2033-06-30      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Amazon.com, Inc.                                                                     | AMZN 3.6 04/13/32         | CUSIP: 023135CH7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    800000 | PA      | $772549.32    | 0.07%             | 2032-04-13      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| Dell International LLC / EMC Corp.                                                   | DELL 5.3 10/01/29         | CUSIP: 24703TAG1<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    500000 | PA      | $516404.31    | 0.04%             | 2029-10-01      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| Halliburton Company                                                                  | HAL 7.45 09/15/39         | CUSIP: 406216AY7<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    600000 | PA      | $720332.18    | 0.06%             | 2039-09-15      | Fixed         | 7.45%                 | No            | 2                  | On Loan: No      |
| Ford Motor Company                                                                   | F 4 3/4 01/15/43          | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    900000 | PA      | $724500.25    | 0.06%             | 2043-01-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Bristol-Myers Squibb Company                                                         | BMY 5.1 02/22/31          | CUSIP: 110122EG9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    600000 | PA      | $623771.26    | 0.05%             | 2031-02-22      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| Kraft Heinz Foods Company                                                            | KHC 4 3/8 06/01/46        | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $1922489.55   | 0.17%             | 2046-06-01      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                                                    | WFC 5.605 04/23/36        | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    600000 | PA      | $630171.13    | 0.05%             | 2036-04-23      | Fixed         | 5.61%                 | No            | 2                  | On Loan: No      |
| Elevance Health Inc.                                                                 | ELV 6.1 10/15/52          | CUSIP: 036752AX1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    500000 | PA      | $522875.85    | 0.05%             | 2052-10-15      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| Iqvia Inc                                                                            | IQV 6 1/4 02/01/29        | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    900000 | PA      | $948659.40    | 0.08%             | 2029-02-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Bristol-Myers Squibb Company                                                         | BMY 4.9 02/22/29          | CUSIP: 110122EF1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    700000 | PA      | $718183.72    | 0.06%             | 2029-02-22      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| Aon North America Inc.                                                               | AON 5.45 03/01/34         | CUSIP: 03740MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $729417.71    | 0.06%             | 2034-03-01      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| Target Corp.                                                                         | TGT 5 04/15/35            | CUSIP: 87612EBT2<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    800000 | PA      | $810323.92    | 0.07%             | 2035-04-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Diamondback Energy Inc                                                               | FANG 5 3/4 04/18/54       | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    700000 | PA      | $674805.25    | 0.06%             | 2054-04-18      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Amazon.com, Inc.                                                                     | AMZN 4 1/4 08/22/57       | CUSIP: 023135BM7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    900000 | PA      | $746560.94    | 0.06%             | 2057-08-22      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Prudential Financial, Inc.                                                           | PRU 3.7 03/13/51          | CUSIP: 74432QCF0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    800000 | PA      | $606323.15    | 0.05%             | 2051-03-13      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Stryker Corporation                                                                  | SYK 1.95 06/15/30         | CUSIP: 863667AY7<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    700000 | PA      | $633492.17    | 0.05%             | 2030-06-15      | Fixed         | 1.95%                 | No            | 2                  | On Loan: No      |
| Pacific Gas and Electric Company                                                     | PCG 5.8 05/15/34          | CUSIP: 694308KR7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    500000 | PA      | $518242.60    | 0.04%             | 2034-05-15      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM 5.012 01/23/30        | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    700000 | PA      | $716930.26    | 0.06%             | 2030-01-23      | Fixed         | 5.01%                 | No            | 2                  | On Loan: No      |
| Martin Marietta Materials Inc                                                        | MLM 5.15 12/01/34         | CUSIP: 573284BA3<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1023175.73   | 0.09%             | 2034-12-01      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group Inc.                                                              | UNH 5.2 04/15/63          | CUSIP: 91324PEX6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    700000 | PA      | $640782.49    | 0.06%             | 2063-04-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| Fox Corporation                                                                      | FOXA 5.476 01/25/39       | CUSIP: 35137LAJ4<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    600000 | PA      | $603362.65    | 0.05%             | 2039-01-25      | Fixed         | 5.48%                 | No            | 2                  | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc.                                                  | ABIBB 4.95 01/15/42       | CUSIP: 035240AG5<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    700000 | PA      | $677301.24    | 0.06%             | 2042-01-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Occidental Petroleum Corp.                                                           | OXY 8 7/8 07/15/30        | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    800000 | PA      | $925720.80    | 0.08%             | 2030-07-15      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| Corning Incorporated                                                                 | GLW 4 3/8 11/15/57        | CUSIP: 219350BF1<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    700000 | PA      | $578960.32    | 0.05%             | 2057-11-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Verizon Communications Inc.                                                          | VZ 2.65 11/20/40          | CUSIP: 92343VFT6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1074879.17   | 0.09%             | 2040-11-20      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| BP Capital Markets America, Inc.                                                     | BPLN 3.633 04/06/30       | CUSIP: 10373QBL3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $980105.04    | 0.08%             | 2030-04-06      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| Verizon Communications Inc.                                                          | VZ 5.05 05/09/33          | CUSIP: 92343VGT5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    800000 | PA      | $818575.66    | 0.07%             | 2033-05-09      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| Synopsys Inc                                                                         | SNPS 4.85 04/01/30        | CUSIP: 871607AC1<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    700000 | PA      | $712257.22    | 0.06%             | 2030-04-01      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| Keurig Dr Pepper Inc                                                                 | KDP 4 1/2 04/15/52        | CUSIP: 49271VAR1<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    800000 | PA      | $653803.68    | 0.06%             | 2052-04-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Cisco Systems, Inc.                                                                  | CSCO 5.05 02/26/34        | CUSIP: 17275RBT8<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    900000 | PA      | $927579.33    | 0.08%             | 2034-02-26      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| T-Mobile USA, Inc.                                                                   | TMUS 2 7/8 02/15/31       | CUSIP: 87264ABT1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    500000 | PA      | $462392.48    | 0.04%             | 2031-02-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Lockheed Martin Corporation                                                          | LMT 5.2 02/15/55          | CUSIP: 539830CB3<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    600000 | PA      | $579494.29    | 0.05%             | 2055-02-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| Ford Motor Credit Company LLC                                                        | F 5.113 05/03/29          | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    600000 | PA      | $597337.94    | 0.05%             | 2029-05-03      | Fixed         | 5.11%                 | No            | 2                  | On Loan: No      |
| Carrier Global Corporation                                                           | CARR 2.722 02/15/30       | CUSIP: 14448CAQ7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1219253.59   | 0.11%             | 2030-02-15      | Fixed         | 2.72%                 | No            | 2                  | On Loan: No      |
| Comcast Corporation                                                                  | CMCSA 3.969 11/01/47      | CUSIP: 20030NCC3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $846682.11    | 0.07%             | 2047-11-01      | Fixed         | 3.97%                 | No            | 2                  | On Loan: No      |
| Southern California Edison Company                                                   | EIX 5.45 06/01/31         | CUSIP: 842400JE4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    700000 | PA      | $721618.72    | 0.06%             | 2031-06-01      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| Dominion Energy Inc                                                                  | D 5 06/15/30              | CUSIP: 25746UDW6<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    700000 | PA      | $718328.29    | 0.06%             | 2030-06-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Targa Resources Corp.                                                                | TRGP 6 1/2 02/15/53       | CUSIP: 87612GAD3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    400000 | PA      | $421332.06    | 0.04%             | 2053-02-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| AstraZeneca Finance LLC                                                              | AZN 5 02/26/34            | CUSIP: 04636NAN3<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    700000 | PA      | $723914.95    | 0.06%             | 2034-02-26      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Sprint Capital Corporation                                                           | S 6 7/8 11/15/28          | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    500000 | PA      | $537079.65    | 0.05%             | 2028-11-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Home Depot Inc.                                                                      | HD 5.95 04/01/41          | CUSIP: 437076AV4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    600000 | PA      | $646463.06    | 0.06%             | 2041-04-01      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| American Tower Corporation                                                           | AMT 2.1 06/15/30          | CUSIP: 03027XBC3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    600000 | PA      | $542122.97    | 0.05%             | 2030-06-15      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 3.6 04/01/40         | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $860892.54    | 0.07%             | 2040-04-01      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange Inc                                                        | ICE 3 06/15/50            | CUSIP: 45866FAL8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $815472.00    | 0.07%             | 2050-06-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| L3 Harris Technologies Inc                                                           | LHX 5.4 07/31/33          | CUSIP: 502431AQ2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    500000 | PA      | $521868.52    | 0.05%             | 2033-07-31      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                                                    | WFC 6.303 10/23/29        | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    800000 | PA      | $846137.93    | 0.07%             | 2029-10-23      | Fixed         | 6.30%                 | No            | 2                  | On Loan: No      |
| Valero Energy Corp.                                                                  | VLO 3.65 12/01/51         | CUSIP: 91913YBD1<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    800000 | PA      | $563438.67    | 0.05%             | 2051-12-01      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| American Tower Corporation                                                           | AMT 1 7/8 10/15/30        | CUSIP: 03027XBG4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    600000 | PA      | $532217.26    | 0.05%             | 2030-10-15      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| The Procter & Gamble Co.                                                             | PG 3 03/25/30             | CUSIP: 742718FH7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    600000 | PA      | $576535.63    | 0.05%             | 2030-03-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Bell Canada                                                                          | BCECN 4.464 04/01/48      | CUSIP: 0778FPAA7<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    900000 | PA      | $752135.09    | 0.07%             | 2048-04-01      | Fixed         | 4.46%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                                | BAC 2.651 03/11/32        | CUSIP: 06051GJP5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    800000 | PA      | $731328.29    | 0.06%             | 2032-03-11      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| HCA Inc.                                                                             | HCA 5 1/2 06/15/47        | CUSIP: 404119BV0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    600000 | PA      | $576199.72    | 0.05%             | 2047-06-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Enterprise Products Operating LLC                                                    | EPD 3.3 02/15/53          | CUSIP: 29379VCB7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    700000 | PA      | $479256.34    | 0.04%             | 2053-02-15      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| Walmart Inc                                                                          | WMT 2.65 09/22/51         | CUSIP: 931142EV1<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $640386.41    | 0.06%             | 2051-09-22      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| Comcast Corporation                                                                  | CMCSA 5.168 01/15/37      | CUSIP: 20030NES6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1209000 | PA      | $1190610.52   | 0.10%             | 2037-01-15      | Fixed         | 5.17%                 | Yes           | 2                  | On Loan: No      |
| Morgan Stanley                                                                       | MS 5.597 03/24/51         | CUSIP: 6174468N2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    700000 | PA      | $713990.59    | 0.06%             | 2051-03-24      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| Georgia Power Company                                                                | SO 4.95 05/17/33          | CUSIP: 373334KT7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1123121.76   | 0.10%             | 2033-05-17      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Pacific Gas and Electric Company                                                     | PCG 4.55 07/01/30         | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1090946.42   | 0.09%             | 2030-07-01      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| Dreyfus Treasury Obligations Cash Management                                         | DREY-T O C/M-INS          | CUSIP: 261908107<br>LEI: 549300MKKM9KT7BF6329 | Long             | STIV             | RF                | US        | 223119678 | PA      | $223119677.66 | 19.33%            |  |  |  | No            | 1                  | On Loan: No      |
| Aon North America Inc.                                                               | AON 5 3/4 03/01/54        | CUSIP: 03740MAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $808308.94    | 0.07%             | 2054-03-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc.                                                                       | C 2.666 01/29/31          | CUSIP: 172967ML2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    800000 | PA      | $745527.09    | 0.06%             | 2031-01-29      | Fixed         | 2.67%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                                | BAC 2.496 02/13/31        | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    800000 | PA      | $742623.69    | 0.06%             | 2031-02-13      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Lockheed Martin Corporation                                                          | LMT 4.07 12/15/42         | CUSIP: 539830BB4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    800000 | PA      | $696325.26    | 0.06%             | 2042-12-15      | Fixed         | 4.07%                 | No            | 2                  | On Loan: No      |
| HCA Inc.                                                                             | HCA 5.45 09/15/34         | CUSIP: 404121AK1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    500000 | PA      | $514886.00    | 0.04%             | 2034-09-15      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| Medtronic Global Holdings SCA                                                        | MDT 4 1/2 03/30/33        | CUSIP: 58507LBC2<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |    500000 | PA      | $500451.83    | 0.04%             | 2033-03-30      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Mondelez International, Inc.                                                         | MDLZ 3 03/17/32           | CUSIP: 609207BB0<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    900000 | PA      | $823486.02    | 0.07%             | 2032-03-17      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| ING Groep N.V.                                                                       | INTNED 5.55 03/19/35      | CUSIP: 456837BM4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    900000 | PA      | $937570.84    | 0.08%             | 2035-03-19      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| Cisco Systems, Inc.                                                                  | CSCO 5.9 02/15/39         | CUSIP: 17275RAD4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    700000 | PA      | $760790.75    | 0.07%             | 2039-02-15      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| Northrop Grumman Corporation                                                         | NOC 5.2 06/01/54          | CUSIP: 666807CM2<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    400000 | PA      | $382735.92    | 0.03%             | 2054-06-01      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| Verizon Communications Inc.                                                          | VZ 3.7 03/22/61           | CUSIP: 92343VGC2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $1462770.50   | 0.13%             | 2061-03-22      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| HCA Inc.                                                                             | HCA 6.2 03/01/55          | CUSIP: 404119DC0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    500000 | PA      | $519409.90    | 0.04%             | 2055-03-01      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                                | BAC 5.015 07/22/33        | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1535133.11   | 0.13%             | 2033-07-22      | Fixed         | 5.01%                 | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                                                   | ET 5 05/15/50             | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    800000 | PA      | $678345.17    | 0.06%             | 2050-05-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Apple Inc.                                                                           | AAPL 3.85 08/04/46        | CUSIP: 037833CD0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    900000 | PA      | $740932.96    | 0.06%             | 2046-08-04      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                       | MS 5.192 04/17/31         | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1133705.99   | 0.10%             | 2031-04-17      | Fixed         | 5.19%                 | No            | 2                  | On Loan: No      |
| AbbVie Inc.                                                                          | ABBV 4 7/8 11/14/48       | CUSIP: 00287YBD0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    700000 | PA      | $649742.46    | 0.06%             | 2048-11-14      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Broadcom Inc                                                                         | AVGO 3.137 11/15/35       | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $952685.93    | 0.08%             | 2035-11-15      | Fixed         | 3.14%                 | Yes           | 2                  | On Loan: No      |
| Home Depot Inc.                                                                      | HD 2.95 06/15/29          | CUSIP: 437076BY7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    900000 | PA      | $869559.10    | 0.08%             | 2029-06-15      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| Duke Energy Corp                                                                     | DUK 2.45 06/01/30         | CUSIP: 26441CBH7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    900000 | PA      | $830842.77    | 0.07%             | 2030-06-01      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| AbbVie Inc.                                                                          | ABBV 4 7/8 03/15/30       | CUSIP: 00287YDZ9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    500000 | PA      | $514915.39    | 0.04%             | 2030-03-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc.                                                  | MUFG 3.195 07/18/29       | CUSIP: 606822BM5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    900000 | PA      | $867956.18    | 0.08%             | 2029-07-18      | Fixed         | 3.19%                 | No            | 2                  | On Loan: No      |
| Fifth Third Bancorp                                                                  | FITB 5.631 01/29/32       | CUSIP: 316773DL1<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    600000 | PA      | $627940.31    | 0.05%             | 2032-01-29      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS 5.016 10/23/35         | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1811696.69   | 0.16%             | 2035-10-23      | Fixed         | 5.02%                 | No            | 2                  | On Loan: No      |
| Marsh & McLennan Companies, Inc.                                                     | MMC 5 03/15/35            | CUSIP: 571748CC4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    900000 | PA      | $913592.87    | 0.08%             | 2035-03-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| AbbVie Inc.                                                                          | ABBV 4.95 03/15/31        | CUSIP: 00287YDT3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    400000 | PA      | $413537.03    | 0.04%             | 2031-03-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Apple Inc.                                                                           | AAPL 3 1/4 08/08/29       | CUSIP: 037833EN6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    400000 | PA      | $392018.68    | 0.03%             | 2029-08-08      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Amazon.com, Inc.                                                                     | AMZN 4.05 08/22/47        | CUSIP: 023135BJ4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1007756.29   | 0.09%             | 2047-08-22      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| AbbVie Inc.                                                                          | ABBV 4.05 11/21/39        | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1074968.09   | 0.09%             | 2039-11-21      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange Inc                                                        | ICE 5 1/4 06/15/31        | CUSIP: 45866FBA1<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    400000 | PA      | $418610.80    | 0.04%             | 2031-06-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Barclays PLC                                                                         | BACR 2.645 06/24/31       | CUSIP: 06738EBM6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $737164.16    | 0.06%             | 2031-06-24      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| Nike, Inc.                                                                           | NKE 2.85 03/27/30         | CUSIP: 654106AK9<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    700000 | PA      | $665957.10    | 0.06%             | 2030-03-27      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                       | MS 2.699 01/22/31         | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1029507.57   | 0.09%             | 2031-01-22      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| Unilever Capital Corporation                                                         | UNANA 5.9 11/15/32        | CUSIP: 904764AH0<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    600000 | PA      | $657932.65    | 0.06%             | 2032-11-15      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| TotalEnergies Capital International S.A.                                             | TTEFP 2.829 01/10/30      | CUSIP: 89153VAT6<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    900000 | PA      | $857272.34    | 0.07%             | 2030-01-10      | Fixed         | 2.83%                 | No            | 2                  | On Loan: No      |
| Berkshire Hathaway Inc.                                                              | BRK 4 1/2 02/11/43        | CUSIP: 084670BK3<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |    600000 | PA      | $571084.21    | 0.05%             | 2043-02-11      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Bank of Montreal                                                                     | BMO 5.511 06/04/31        | CUSIP: 06368L3L8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $527311.87    | 0.05%             | 2031-06-04      | Fixed         | 5.51%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group Inc.                                                              | UNH 3 7/8 08/15/59        | CUSIP: 91324PDV1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    700000 | PA      | $515867.28    | 0.04%             | 2059-08-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| AbbVie Inc.                                                                          | ABBV 4.45 05/14/46        | CUSIP: 00287YAW9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    900000 | PA      | $797735.49    | 0.07%             | 2046-05-14      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| TotalEnergies Capital S.A.                                                           | TTEFP 5.15 04/05/34       | CUSIP: 89157XAA9<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    600000 | PA      | $623753.35    | 0.05%             | 2034-04-05      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| Walt Disney Company                                                                  | DIS 6.65 11/15/37         | CUSIP: 254687EH5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    500000 | PA      | $577482.12    | 0.05%             | 2037-11-15      | Fixed         | 6.65%                 | No            | 2                  | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                                | ARE 3.55 03/15/52         | CUSIP: 015271AZ2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    800000 | PA      | $548623.02    | 0.05%             | 2052-03-15      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| Eli Lilly & Co.                                                                      | LLY 4 1/2 02/09/29        | CUSIP: 532457CK2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    800000 | PA      | $813308.36    | 0.07%             | 2029-02-09      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Centene Corp.                                                                        | CNC 4 5/8 12/15/29        | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    900000 | PA      | $874428.84    | 0.08%             | 2029-12-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group Inc.                                                              | UNH 5 7/8 02/15/53        | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    800000 | PA      | $821791.78    | 0.07%             | 2053-02-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| VICI Properties LP                                                                   | VICI 4.95 02/15/30        | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    500000 | PA      | $505714.96    | 0.04%             | 2030-02-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Berkshire Hathaway Energy Company                                                    | BRKHEC 4.6 05/01/53       | CUSIP: 084659BF7<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    900000 | PA      | $780105.24    | 0.07%             | 2053-05-01      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| Micron Technology Inc.                                                               | MU 5 7/8 09/15/33         | CUSIP: 595112CB7<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1596555.00   | 0.14%             | 2033-09-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM 4.946 10/22/35        | CUSIP: 46647PER3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    700000 | PA      | $707598.20    | 0.06%             | 2035-10-22      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Pacific Gas and Electric Company                                                     | PCG 6.4 06/15/33          | CUSIP: 694308KM8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    600000 | PA      | $645817.03    | 0.06%             | 2033-06-15      | Fixed         | 6.40%                 | No            | 2                  | On Loan: No      |
| Paramount Global                                                                     | PARA 4 3/8 03/15/43       | CUSIP: 92553PAP7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    800000 | PA      | $606134.48    | 0.05%             | 2043-03-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| The Toronto-Dominion Bank                                                            | TD 4.783 12/17/29         | CUSIP: 89115A3C4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    700000 | PA      | $715340.67    | 0.06%             | 2029-12-17      | Fixed         | 4.78%                 | No            | 2                  | On Loan: No      |
| U.S. Bancorp.                                                                        | USB 5.046 02/12/31        | CUSIP: 91159HJT8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    800000 | PA      | $820203.84    | 0.07%             | 2031-02-12      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| Comcast Corporation                                                                  | CMCSA 4.8 05/15/33        | CUSIP: 20030NEE7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    600000 | PA      | $603174.42    | 0.05%             | 2033-05-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| GlaxoSmithKline Capital Inc.                                                         | GSK 6 3/8 05/15/38        | CUSIP: 377372AE7<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    800000 | PA      | $902138.74    | 0.08%             | 2038-05-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Enterprise Products Operating LLC                                                    | EPD 4.95 02/15/35         | CUSIP: 29379VCG6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    700000 | PA      | $708325.84    | 0.06%             | 2035-02-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                                                    | WFC 5.244 01/24/31        | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    800000 | PA      | $827960.33    | 0.07%             | 2031-01-24      | Fixed         | 5.24%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group Inc.                                                              | UNH 4.2 05/15/32          | CUSIP: 91324PEJ7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    600000 | PA      | $591578.75    | 0.05%             | 2032-05-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| Kinder Morgan, Inc.                                                                  | KMI 5.2 06/01/33          | CUSIP: 49456BAX9<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    800000 | PA      | $819511.67    | 0.07%             | 2033-06-01      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| Xcel Energy Inc                                                                      | XEL 5.6 04/15/35          | CUSIP: 98389BBE9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    700000 | PA      | $726298.27    | 0.06%             | 2035-04-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| Comcast Corporation                                                                  | CMCSA 4 08/15/47          | CUSIP: 20030NBZ3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $776826.94    | 0.07%             | 2047-08-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Quest Diagnostics Incorporated                                                       | DGX 2.95 06/30/30         | CUSIP: 74834LBB5<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    500000 | PA      | $471063.91    | 0.04%             | 2030-06-30      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| U.S. Bancorp.                                                                        | USB 4.839 02/01/34        | CUSIP: 91159HJL5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    600000 | PA      | $602739.58    | 0.05%             | 2034-02-01      | Fixed         | 4.84%                 | No            | 2                  | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc.                                                  | ABIBB 8.2 01/15/39        | CUSIP: 03523TBF4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    600000 | PA      | $775446.59    | 0.07%             | 2039-01-15      | Fixed         | 8.20%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group Inc.                                                              | UNH 6 7/8 02/15/38        | CUSIP: 91324PBK7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    600000 | PA      | $697776.37    | 0.06%             | 2038-02-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Pacific Gas and Electric Company                                                     | PCG 3 1/2 08/01/50        | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    900000 | PA      | $614840.56    | 0.05%             | 2050-08-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Occidental Petroleum Corp.                                                           | OXY 5.2 08/01/29          | CUSIP: 674599EJ0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    800000 | PA      | $817406.40    | 0.07%             | 2029-08-01      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| Consolidated Edison Company of New York, Inc.                                        | ED 5.9 11/15/53           | CUSIP: 209111GG2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    700000 | PA      | $735441.44    | 0.06%             | 2053-11-15      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| Automatic Data Processing, Inc.                                                      | ADP 4.45 09/09/34         | CUSIP: 053015AH6<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |    700000 | PA      | $696415.60    | 0.06%             | 2034-09-09      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| Westpac Banking Corp.                                                                | WSTP 2.963 11/16/40       | CUSIP: 961214EQ2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    800000 | PA      | $617694.10    | 0.05%             | 2040-11-16      | Fixed         | 2.96%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc.                                                                       | C 5.174 02/13/30          | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    800000 | PA      | $820985.17    | 0.07%             | 2030-02-13      | Fixed         | 5.17%                 | No            | 2                  | On Loan: No      |
| MPLX LP                                                                              | MPLX 5 1/2 06/01/34       | CUSIP: 55336VBX7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    600000 | PA      | $611450.73    | 0.05%             | 2034-06-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Exxon Mobil Corp.                                                                    | XOM 4.227 03/19/40        | CUSIP: 30231GBF8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    800000 | PA      | $737429.68    | 0.06%             | 2040-03-19      | Fixed         | 4.23%                 | No            | 2                  | On Loan: No      |
| Banco Santander, S.A.                                                                | SANTAN 2.749 12/03/30     | CUSIP: 05971KAG4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1000000 | PA      | $908097.07    | 0.08%             | 2030-12-03      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Kenvue Inc.                                                                          | KVUE 5.05 03/22/53        | CUSIP: 49177JAP7<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    800000 | PA      | $734176.53    | 0.06%             | 2053-03-22      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| Verizon Communications Inc.                                                          | VZ 3 7/8 03/01/52         | CUSIP: 92343VGP3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    600000 | PA      | $453839.41    | 0.04%             | 2052-03-01      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings PLC                                                                    | HSBC 5.286 11/19/30       | CUSIP: 404280EN5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $515634.17    | 0.04%             | 2030-11-19      | Fixed         | 5.29%                 | No            | 2                  | On Loan: No      |
| Novartis Capital Corporation                                                         | NOVNVX 4.4 05/06/44       | CUSIP: 66989HAH1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    800000 | PA      | $725519.65    | 0.06%             | 2044-05-06      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                       | MS 1.794 02/13/32         | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $874415.81    | 0.08%             | 2032-02-13      | Fixed         | 1.79%                 | No            | 2                  | On Loan: No      |
| Synopsys Inc                                                                         | SNPS 5.7 04/01/55         | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    600000 | PA      | $603184.97    | 0.05%             | 2055-04-01      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| Carrier Global Corporation                                                           | CARR 2.7 02/15/31         | CUSIP: 14448CAL8<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1013830.97   | 0.09%             | 2031-02-15      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| Comcast Corporation                                                                  | CMCSA 1.95 01/15/31       | CUSIP: 20030NDM0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    700000 | PA      | $618814.38    | 0.05%             | 2031-01-15      | Fixed         | 1.95%                 | No            | 2                  | On Loan: No      |
| AT&T Inc                                                                             | T 2.55 12/01/33           | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2375957.47   | 0.21%             | 2033-12-01      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| U.S. Bancorp.                                                                        | USB 5.836 06/12/34        | CUSIP: 91159HJN1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    700000 | PA      | $746401.50    | 0.06%             | 2034-06-12      | Fixed         | 5.84%                 | No            | 2                  | On Loan: No      |
| Baxter International, Inc.                                                           | BAX 2.272 12/01/28        | CUSIP: 071813CP2<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    900000 | PA      | $845024.32    | 0.07%             | 2028-12-01      | Fixed         | 2.27%                 | No            | 2                  | On Loan: No      |
| Broadcom Inc                                                                         | AVGO 3.419 04/15/33       | CUSIP: 11135FCU3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    700000 | PA      | $651622.38    | 0.06%             | 2033-04-15      | Fixed         | 3.42%                 | No            | 2                  | On Loan: No      |
| Amazon.com, Inc.                                                                     | AMZN 4.65 12/01/29        | CUSIP: 023135CQ7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    700000 | PA      | $717695.82    | 0.06%             | 2029-12-01      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| Boston Properties LP                                                                 | BXP 3 1/4 01/30/31        | CUSIP: 10112RBD5<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    800000 | PA      | $744489.80    | 0.06%             | 2031-01-30      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Eli Lilly & Co.                                                                      | LLY 4 7/8 02/27/53        | CUSIP: 532457CG1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    700000 | PA      | $654786.67    | 0.06%             | 2053-02-27      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| ING Groep N.V.                                                                       | INTNED 5.066 03/25/31     | CUSIP: 456837BR3<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    600000 | PA      | $614188.03    | 0.05%             | 2031-03-25      | Fixed         | 5.07%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group Inc.                                                              | UNH 3 1/4 05/15/51        | CUSIP: 91324PEF5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $685813.92    | 0.06%             | 2051-05-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Hewlett Packard Enterprise Co.                                                       | HPE 5 10/15/34            | CUSIP: 42824CBV0<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $988656.56    | 0.09%             | 2034-10-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| NatWest Group PLC                                                                    | NWG 5.778 03/01/35        | CUSIP: 639057AN8<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    700000 | PA      | $740861.27    | 0.06%             | 2035-03-01      | Fixed         | 5.78%                 | No            | 2                  | On Loan: No      |
| Bristol-Myers Squibb Company                                                         | BMY 3.9 03/15/62          | CUSIP: 110122DX3<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    600000 | PA      | $441299.05    | 0.04%             | 2062-03-15      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                                                    | WFC 5.606 01/15/44        | CUSIP: 949746RF0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    800000 | PA      | $803603.67    | 0.07%             | 2044-01-15      | Fixed         | 5.61%                 | No            | 2                  | On Loan: No      |
| Toyota Motor Credit Corp.                                                            | TOYOTA 5.55 11/20/30      | CUSIP: 89236TLE3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    600000 | PA      | $636741.48    | 0.06%             | 2030-11-20      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| Entergy Louisiana LLC                                                                | ETR 5.8 03/15/55          | CUSIP: 29364WBQ0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    500000 | PA      | $515263.28    | 0.04%             | 2055-03-15      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| Walt Disney Company                                                                  | DIS 2 09/01/29            | CUSIP: 254687FL5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    600000 | PA      | $557943.25    | 0.05%             | 2029-09-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| AT&T Inc                                                                             | T 3 1/2 09/15/53          | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2059217.40   | 0.18%             | 2053-09-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Cisco Systems, Inc.                                                                  | CSCO 5 1/2 01/15/40       | CUSIP: 17275RAF9<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    800000 | PA      | $833375.42    | 0.07%             | 2040-01-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| B.A.T. International Finance PLC                                                     | BATSLN 5.931 02/02/29     | CUSIP: 05530QAQ3<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $629610.92    | 0.05%             | 2029-02-02      | Fixed         | 5.93%                 | No            | 2                  | On Loan: No      |
| Hewlett Packard Enterprise Co.                                                       | HPE 4.55 10/15/29         | CUSIP: 42824CBT5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    700000 | PA      | $703377.71    | 0.06%             | 2029-10-15      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings PLC                                                                    | HSBC 6 1/2 09/15/37       | CUSIP: 404280DM8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    900000 | PA      | $971650.71    | 0.08%             | 2037-09-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Novartis Capital Corporation                                                         | NOVNVX 4 11/20/45         | CUSIP: 66989HAK4<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    800000 | PA      | $679184.22    | 0.06%             | 2045-11-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Apple Inc.                                                                           | AAPL 4.1 08/08/62         | CUSIP: 037833ER7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    800000 | PA      | $642581.24    | 0.06%             | 2062-08-08      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| Home Depot Inc.                                                                      | HD 2 3/4 09/15/51         | CUSIP: 437076CK6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $631448.52    | 0.05%             | 2051-09-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Targa Resources Partners LP/Targa Resources Finance Corp.                            | TRGP 5 1/2 03/01/30       | CUSIP: 87612BBQ4<br>LEI: 6OQWTZ1SPC04IFT4T704 | Long             | DBT              | CORP              | US        |    800000 | PA      | $810997.32    | 0.07%             | 2030-03-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| General Motors Financial Company  Inc                                                | GM 5 3/4 02/08/31         | CUSIP: 37045XER3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    500000 | PA      | $524102.03    | 0.05%             | 2031-02-08      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                     | BNSF 5 1/2 03/15/55       | CUSIP: 12189LBL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $701128.83    | 0.06%             | 2055-03-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| TransCanada Pipelines Limited                                                        | TRPCN 4.1 04/15/30        | CUSIP: 89352HBA6<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |   1100000 | PA      | $1083852.94   | 0.09%             | 2030-04-15      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| Enbridge Inc.                                                                        | ENBCN 6.7 11/15/53        | CUSIP: 29250NBZ7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $669158.75    | 0.06%             | 2053-11-15      | Fixed         | 6.70%                 | No            | 2                  | On Loan: No      |
| Amgen Inc.                                                                           | AMGN 4.4 02/22/62         | CUSIP: 031162DG2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    700000 | PA      | $560344.44    | 0.05%             | 2062-02-22      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| T-Mobile USA, Inc.                                                                   | TMUS 5.3 05/15/35         | CUSIP: 87264ADT9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1023176.23   | 0.09%             | 2035-05-15      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| Enterprise Products Operating LLC                                                    | EPD 5.55 02/16/55         | CUSIP: 29379VCH4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    700000 | PA      | $692158.14    | 0.06%             | 2055-02-16      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| Motorola Solutions Inc                                                               | MSI 2.3 11/15/30          | CUSIP: 620076BT5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    800000 | PA      | $723870.66    | 0.06%             | 2030-11-15      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| Phillips 66 Co.                                                                      | PSX 5 1/4 06/15/31        | CUSIP: 718547AU6<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    600000 | PA      | $622513.20    | 0.05%             | 2031-06-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| BP Capital Markets America, Inc.                                                     | BPLN 2.721 01/12/32       | CUSIP: 10373QBT6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    600000 | PA      | $546148.56    | 0.05%             | 2032-01-12      | Fixed         | 2.72%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 3.8 11/15/37         | CUSIP: 68389XBP9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    900000 | PA      | $760396.65    | 0.07%             | 2037-11-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM 5.572 04/22/36        | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    700000 | PA      | $737618.95    | 0.06%             | 2036-04-22      | Fixed         | 5.57%                 | No            | 2                  | On Loan: No      |
| Zoetis Inc.                                                                          | ZTS 4.7 02/01/43          | CUSIP: 98978VAH6<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    600000 | PA      | $556198.21    | 0.05%             | 2043-02-01      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| Midamerican Energy Company                                                           | BRKHEC 5.85 09/15/54      | CUSIP: 595620AY1<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    700000 | PA      | $738159.95    | 0.06%             | 2054-09-15      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| Intel Corporation                                                                    | INTC 3.9 03/25/30         | CUSIP: 458140BR0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    600000 | PA      | $587861.09    | 0.05%             | 2030-03-25      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| Altria Group, Inc.                                                                   | MO 3.7 02/04/51           | CUSIP: 02209SBN2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    900000 | PA      | $644126.63    | 0.06%             | 2051-02-04      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings PLC                                                                    | HSBC 5.733 05/17/32       | CUSIP: 404280EG0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $421128.10    | 0.04%             | 2032-05-17      | Fixed         | 5.73%                 | No            | 2                  | On Loan: No      |
| IBM International Capital Pte. Ltd.                                                  | IBM 5 1/4 02/05/44        | CUSIP: 449276AF1<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |    600000 | PA      | $587275.35    | 0.05%             | 2044-02-05      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Cencora Inc                                                                          | ABC 2.7 03/15/31          | CUSIP: 03073EAT2<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    600000 | PA      | $551295.30    | 0.05%             | 2031-03-15      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| Verizon Communications Inc.                                                          | VZ 3 7/8 02/08/29         | CUSIP: 92343VES9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    400000 | PA      | $397098.05    | 0.03%             | 2029-02-08      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| GE Healthcare Technologies Inc.                                                      | GEHC 5.905 11/22/32       | CUSIP: 36267VAK9<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    600000 | PA      | $645781.70    | 0.06%             | 2032-11-22      | Fixed         | 5.91%                 | No            | 2                  | On Loan: No      |
| Bank of Nova Scotia                                                                  | BNS 5.13 02/14/31         | CUSIP: 06418GAQ0<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $513561.11    | 0.04%             | 2031-02-14      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| Hess Corporation                                                                     | HES 5.6 02/15/41          | CUSIP: 42809HAD9<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    700000 | PA      | $733891.48    | 0.06%             | 2041-02-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| Altria Group, Inc.                                                                   | MO 2.45 02/04/32          | CUSIP: 02209SBL6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    800000 | PA      | $702728.45    | 0.06%             | 2032-02-04      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| RTX Corp.                                                                            | RTX 5 3/8 02/27/53        | CUSIP: 75513ECS8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    500000 | PA      | $491537.87    | 0.04%             | 2053-02-27      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Enterprise Products Operating LLC                                                    | EPD 5.1 02/15/45          | CUSIP: 29379VBC6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    900000 | PA      | $860157.68    | 0.07%             | 2045-02-15      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| Abbott Laboratories                                                                  | ABT 4 3/4 11/30/36        | CUSIP: 002824BG4<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    600000 | PA      | $605237.90    | 0.05%             | 2036-11-30      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR 5 3/4 04/01/48       | CUSIP: 161175BN3<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    600000 | PA      | $532547.45    | 0.05%             | 2048-04-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Amgen Inc.                                                                           | AMGN 2.45 02/21/30        | CUSIP: 031162CU2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    700000 | PA      | $649982.25    | 0.06%             | 2030-02-21      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| International Business Machines Corp.                                                | IBM 4.15 05/15/39         | CUSIP: 459200KB6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    800000 | PA      | $718093.33    | 0.06%             | 2039-05-15      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| L3 Harris Technologies Inc                                                           | LHX 5.35 06/01/34         | CUSIP: 502431AU3<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    500000 | PA      | $519099.69    | 0.04%             | 2034-06-01      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| Becton, Dickinson and Company                                                        | BDX 2.823 05/20/30        | CUSIP: 075887CJ6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $938621.46    | 0.08%             | 2030-05-20      | Fixed         | 2.82%                 | No            | 2                  | On Loan: No      |
| Elevance Health Inc.                                                                 | ELV 4.95 11/01/31         | CUSIP: 036752BC6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    700000 | PA      | $713900.09    | 0.06%             | 2031-11-01      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Bunge Limited Finance Corp.                                                          | BG 2 3/4 05/14/31         | CUSIP: 120568BC3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $918062.94    | 0.08%             | 2031-05-14      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Oneok Inc.                                                                           | OKE 5.7 11/01/54          | CUSIP: 682680CF8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    700000 | PA      | $654987.58    | 0.06%             | 2054-11-01      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 3.6 04/01/50         | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1285743.45   | 0.11%             | 2050-04-01      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| Union Pacific Corporation                                                            | UNP 3.2 05/20/41          | CUSIP: 907818FT0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    900000 | PA      | $708010.84    | 0.06%             | 2041-05-20      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| Rio Tinto Finance (USA) plc                                                          | RIOLN 5 1/4 03/14/35      | CUSIP: 76720AAU0<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    900000 | PA      | $931021.21    | 0.08%             | 2035-03-14      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| The Campbells Co.                                                                    | CPB 5.4 03/21/34          | CUSIP: 134429BP3<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    800000 | PA      | $821784.51    | 0.07%             | 2034-03-21      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| ConocoPhillips Co.                                                                   | COP 5 1/2 01/15/55        | CUSIP: 20826FBM7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    600000 | PA      | $584773.01    | 0.05%             | 2055-01-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| State Street Corp.                                                                   | STT 4.834 04/24/30        | CUSIP: 857477DB6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    800000 | PA      | $821494.14    | 0.07%             | 2030-04-24      | Fixed         | 4.83%                 | No            | 2                  | On Loan: No      |
| Visa Inc                                                                             | V 4.15 12/14/35           | CUSIP: 92826CAE2<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    800000 | PA      | $775102.73    | 0.07%             | 2035-12-14      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| Marriott International, Inc.                                                         | MAR 5.35 03/15/35         | CUSIP: 571903BS1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    600000 | PA      | $615664.26    | 0.05%             | 2035-03-15      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| Texas Instruments Inc.                                                               | TXN 4.15 05/15/48         | CUSIP: 882508BD5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $919107.73    | 0.08%             | 2048-05-15      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| Diageo Capital PLC                                                                   | DGELN 5 1/2 01/24/33      | CUSIP: 25243YBH1<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $527442.92    | 0.05%             | 2033-01-24      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Meta Platforms Inc                                                                   | META 5.6 05/15/53         | CUSIP: 30303M8Q8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    800000 | PA      | $793829.80    | 0.07%             | 2053-05-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM 4.912 07/25/33        | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1428134.81   | 0.12%             | 2033-07-25      | Fixed         | 4.91%                 | No            | 2                  | On Loan: No      |
| Intel Corporation                                                                    | INTC 5.7 02/10/53         | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    800000 | PA      | $769495.80    | 0.07%             | 2053-02-10      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| GLP Capital L.P. and GLP Financing II, Inc.                                          | GLPI 5 5/8 09/15/34       | CUSIP: 361841AT6<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |    500000 | PA      | $505961.50    | 0.04%             | 2034-09-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc.                                                                       | C 2.561 05/01/32          | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $993826.60    | 0.09%             | 2032-05-01      | Fixed         | 2.56%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM 5.766 04/22/35        | CUSIP: 46647PEH5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    800000 | PA      | $852920.97    | 0.07%             | 2035-04-22      | Fixed         | 5.77%                 | No            | 2                  | On Loan: No      |
| Air Products & Chemicals, Inc.                                                       | APD 4.6 02/08/29          | CUSIP: 009158BH8<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    800000 | PA      | $814325.82    | 0.07%             | 2029-02-08      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                                | BAC 5.872 09/15/34        | CUSIP: 06051GLU1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1284091.82   | 0.11%             | 2034-09-15      | Fixed         | 5.87%                 | No            | 2                  | On Loan: No      |
| B.A.T. Capital Corporation                                                           | BATSLN 4.39 08/15/37      | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $918990.91    | 0.08%             | 2037-08-15      | Fixed         | 4.39%                 | No            | 2                  | On Loan: No      |
| Coca-Cola Co (The)                                                                   | KO 5.3 05/13/54           | CUSIP: 191216DS6<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    500000 | PA      | $498404.61    | 0.04%             | 2054-05-13      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| Canadian Pacific Railway Company                                                     | CP 3.1 12/02/51           | CUSIP: 13645RBH6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $677660.19    | 0.06%             | 2051-12-02      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 4 1/8 05/15/45       | CUSIP: 68389XBF1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    900000 | PA      | $698005.42    | 0.06%             | 2045-05-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| American Tower Corporation                                                           | AMT 5.8 11/15/28          | CUSIP: 03027XCE8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    700000 | PA      | $729868.31    | 0.06%             | 2028-11-15      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| Meta Platforms Inc                                                                   | META 4.45 08/15/52        | CUSIP: 30303M8J4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    900000 | PA      | $753422.57    | 0.07%             | 2052-08-15      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| Kinder Morgan, Inc.                                                                  | KMI 5 02/01/29            | CUSIP: 494553AD2<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    700000 | PA      | $715632.27    | 0.06%             | 2029-02-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| MasterCard Incorporated                                                              | MA 3.85 03/26/50          | CUSIP: 57636QAQ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    900000 | PA      | $723976.67    | 0.06%             | 2050-03-26      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| Occidental Petroleum Corp.                                                           | OXY 5 3/8 01/01/32        | CUSIP: 674599EK7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    500000 | PA      | $508967.50    | 0.04%             | 2032-01-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Fifth Third Bancorp                                                                  | FITB 4.772 07/28/30       | CUSIP: 316773DG2<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    500000 | PA      | $505309.29    | 0.04%             | 2030-07-28      | Fixed         | 4.77%                 | No            | 2                  | On Loan: No      |
| Apple Inc.                                                                           | AAPL 4.65 02/23/46        | CUSIP: 037833BX7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1212073.75   | 0.10%             | 2046-02-23      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| GlaxoSmithKline Capital Inc.                                                         | GSK 4 7/8 04/15/35        | CUSIP: 377372AQ0<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    500000 | PA      | $507063.98    | 0.04%             | 2035-04-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings PLC                                                                    | HSBC 2.804 05/24/32       | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1200000 | PA      | $1091737.76   | 0.09%             | 2032-05-24      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| Enbridge Inc.                                                                        | ENBCN 5 5/8 04/05/34      | CUSIP: 29250NCC7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $521915.68    | 0.05%             | 2034-04-05      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                       | MS 5.424 07/21/34         | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    800000 | PA      | $833236.62    | 0.07%             | 2034-07-21      | Fixed         | 5.42%                 | No            | 2                  | On Loan: No      |
| General Motors Financial Company  Inc                                                | GM 5.35 01/07/30          | CUSIP: 37045XFB7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    500000 | PA      | $514594.00    | 0.04%             | 2030-01-07      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                                                    | WFC 4.478 04/04/31        | CUSIP: 95000U2L6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    900000 | PA      | $905061.49    | 0.08%             | 2031-04-04      | Fixed         | 4.48%                 | No            | 2                  | On Loan: No      |
| S&P Global Inc                                                                       | SPGI 4 1/4 05/01/29       | CUSIP: 78409VBG8<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    900000 | PA      | $903739.89    | 0.08%             | 2029-05-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Amazon.com, Inc.                                                                     | AMZN 1 1/2 06/03/30       | CUSIP: 023135BS4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    900000 | PA      | $806589.36    | 0.07%             | 2030-06-03      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                       | MS 1.928 04/28/32         | CUSIP: 6174468X0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    800000 | PA      | $699934.52    | 0.06%             | 2032-04-28      | Fixed         | 1.93%                 | No            | 2                  | On Loan: No      |
| Marathon Petroleum Corp.                                                             | MPC 6 1/2 03/01/41        | CUSIP: 56585AAF9<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    700000 | PA      | $752525.17    | 0.07%             | 2041-03-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Verizon Communications Inc.                                                          | VZ 4.78 02/15/35          | CUSIP: 92343VGY4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    600000 | PA      | $587813.18    | 0.05%             | 2035-02-15      | Fixed         | 4.78%                 | No            | 2                  | On Loan: No      |
| Royalty Pharma PLC                                                                   | RPRX 3.3 09/02/40         | CUSIP: 78081BAL7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    900000 | PA      | $696756.25    | 0.06%             | 2040-09-02      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| Broadcom Inc                                                                         | AVGO 3.187 11/15/36       | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $853073.30    | 0.07%             | 2036-11-15      | Fixed         | 3.19%                 | Yes           | 2                  | On Loan: No      |
| Apple Inc.                                                                           | AAPL 1 1/4 08/20/30       | CUSIP: 037833DY3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    700000 | PA      | $618065.41    | 0.05%             | 2030-08-20      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| Aon Corp.                                                                            | AON 3 3/4 05/02/29        | CUSIP: 037389BC6<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $987016.77    | 0.09%             | 2029-05-02      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Amphenol Corporation                                                                 | APH 2.8 02/15/30          | CUSIP: 032095AJ0<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $946305.30    | 0.08%             | 2030-02-15      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc.                                                                       | C 3.98 03/20/30           | CUSIP: 172967ME8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    500000 | PA      | $494718.06    | 0.04%             | 2030-03-20      | Fixed         | 3.98%                 | No            | 2                  | On Loan: No      |
| Universal Health Services, Inc.                                                      | UHS 2.65 10/15/30         | CUSIP: 913903AW0<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    700000 | PA      | $635205.89    | 0.06%             | 2030-10-15      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS 5.049 07/23/30         | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    700000 | PA      | $716152.46    | 0.06%             | 2030-07-23      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| Intel Corporation                                                                    | INTC 3.734 12/08/47       | CUSIP: 458140BG4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $808986.27    | 0.07%             | 2047-12-08      | Fixed         | 3.73%                 | No            | 2                  | On Loan: No      |

### Signature

**Date Signed:** 2025-11-28

**Name of Applicant:** Northern Lights Fund Trust

**Signature:** James Colantino

**Name of Signer:** James Colantino

**Title:** Treasurer